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View Outliers PnL Drill-Down: SEDG240322C00072000

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-02-21	SEDG	SEDG240322C00072000	72.00	2.0	1.000	0.809	0.304	2.0	2.5	0.010	5.650	6.160	6.20	71.25	2024-03-22	CALL	Long	0.350	0.374	-0.122

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	SEDG	0.727	0.169	0.413	0.256	0.352	-0.061	14.37	0.012	0.0000	10.47	102.24	21	1y	15.52

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-6.87	-0.98	$-7.41	-0.10	-0.09	7.00	0.13	74.14	66.73	-6.87	$-687.00	700.00	29	291.0	210.000	-7.41	2024-03-21
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-6.90	-0.99	$-8.69	-0.12	-0.04	7.00	0.10	74.14	65.45	-6.90	$-690.00	700.00	28	1.0	200.000	-8.69	2024-03-20
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-6.74	-0.96	$-11.89	-0.16	0.02	7.00	0.26	74.14	62.25	-6.74	$-674.00	700.00	27	127.0	200.000	-11.89	2024-03-19
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-6.74	-0.96	$-11.44	-0.15	0.03	7.00	0.26	74.14	62.70	-6.74	$-674.00	700.00	26	127.0	120.000	-11.44	2024-03-18
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-6.63	-0.95	$-12.58	-0.17	-0.07	7.00	0.37	74.14	61.56	-6.63	$-663.00	700.00	23	26.0	127.000	-12.58	2024-03-15
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-6.02	-0.86	$-9.57	-0.13	-0.05	7.00	0.98	74.14	64.57	-6.02	$-602.00	700.00	22	13.0	120.000	-9.57	2024-03-14
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-5.47	-0.78	$-6.29	-0.08	0.00	7.00	1.53	74.14	67.85	-5.47	$-547.00	700.00	21	11.0	113.000	-6.29	2024-03-13
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-3.05	-0.44	$-2.00	-0.03	-0.06	7.00	3.95	74.14	72.14	-3.05	$-305.00	700.00	20	82.0	34.000	-2.00	2024-03-12
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$0.05	0.01	$0.35	0.00	-0.02	7.00	7.05	74.14	74.49	0.05	$5.00	700.00	19	1.0	34.000	0.35	2024-03-11
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$0.05	0.01	$1.58	0.02	0.08	7.00	7.05	74.14	75.72	0.05	$5.00	700.00	16	1.0	33.000	1.58	2024-03-08
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-1.60	-0.23	$1.12	0.02	-0.06	7.00	5.40	74.14	75.26	-1.60	$-160.00	700.00	15	2.0	33.000	1.12	2024-03-07
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-2.96	-0.42	$-3.78	-0.05	0.00	7.00	4.04	74.14	70.36	-2.96	$-296.00	700.00	14	1.0	43.000	-3.78	2024-03-06
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-4.75	-0.68	$-6.23	-0.08	-0.04	7.00	2.25	74.14	67.91	-4.75	$-475.00	700.00	13	1.0	42.000	-6.23	2024-03-05
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-4.75	-0.68	$-7.08	-0.10	-0.69	7.00	2.25	74.14	67.06	-4.75	$-475.00	700.00	12	1.0	0.000	-7.08	2024-03-04
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-4.52	-0.65	$-6.26	-0.08	-0.02	7.00	2.48	74.14	67.88	-4.52	$-452.00	700.00	11	32.0	48.000	-6.26	2024-03-03
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-4.52	-0.65	$-5.74	-0.08	-0.05	7.00	2.48	74.14	68.40	-4.52	$-452.00	700.00	9	32.0	48.000	-5.74	2024-03-01
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-3.79	-0.54	$-6.97	-0.09	-0.05	7.00	3.21	74.14	67.17	-3.79	$-379.00	700.00	8	36.0	13.000	-6.97	2024-02-29
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-4.18	-0.60	$-8.58	-0.12	-0.00	7.00	2.82	74.14	65.56	-4.18	$-418.00	700.00	7	10.0	3.000	-8.58	2024-02-28
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-3.55	-0.51	$-4.80	-0.06	-0.05	7.00	3.45	74.14	69.34	-3.55	$-355.00	700.00	6	1.0	3.000	-4.80	2024-02-27
SEDG240322C00072000	SEDG	CALL	Long	72.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-3.55	-0.51	$-7.06	-0.10	-0.05	7.00	3.45	74.14	67.08	-3.55	$-355.00	700.00	5	1.0	3.000	-7.06	2024-02-26
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-3.55	-0.51	$-6.79	-0.09	-0.03	7.00	3.45	74.14	67.35	-3.55	$-355.00	700.00	4	1.0	2.000	-6.79	2024-02-25
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-3.55	-0.51	$-6.79	-0.09	-0.07	7.00	3.45	74.14	67.35	-3.55	$-355.00	700.00	2	1.0	2.000	-6.79	2024-02-23
SEDG240322C00072000	SEDG	CALL	Long	72.00	None	$-1.55	-0.22	$-4.21	-0.06	-0.06	7.00	5.45	74.14	69.93	-1.55	$-155.00	700.00	1	1.0	2.000	-4.21	2024-02-22
SEDG240322C00072000	SEDG	CALL	Long	72.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	7.00	7.00	74.14	74.14	0.00	$0.00	700.00	0	2.0	1.000	0.00	2024-02-21

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl