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View Outliers PnL Drill-Down: SEDG241122C00015000

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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
2024-10-23	SEDG	SEDG241122C00015000	15.00	2.0	1.000	1.593	0.316	0.5	0.5	0.000	2.420	2.420	2.60	14.94	2024-11-22	CALL	Long	0.433	0.461	-0.150

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
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.50	-0.96	$-4.21	-0.28	0.28	2.60	0.10	14.94	10.73	-2.50	$-250.00	260.00	29	10.0	1123.000	-4.21	2024-11-21
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.59	-1.00	$-4.07	-0.27	0.16	2.60	0.01	14.94	10.87	-2.59	$-259.00	260.00	28	114.0	1198.000	-4.07	2024-11-20
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.59	-1.00	$-4.47	-0.30	0.31	2.60	0.01	14.94	10.47	-2.59	$-259.00	260.00	27	14.0	1208.000	-4.47	2024-11-19
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.59	-1.00	$-4.09	-0.27	-0.25	2.60	0.01	14.94	10.85	-2.59	$-259.00	260.00	26	756.0	1149.000	-4.09	2024-11-18
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.55	-0.98	$-4.30	-0.29	0.13	2.60	0.05	14.94	10.64	-2.55	$-255.00	260.00	25	1269.0	875.000	-4.30	2024-11-17
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.55	-0.98	$-4.30	-0.29	-0.03	2.60	0.05	14.94	10.64	-2.55	$-255.00	260.00	24	1269.0	875.000	-4.30	2024-11-16
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.55	-0.98	$-4.30	-0.29	-0.23	2.60	0.05	14.94	10.64	-2.55	$-255.00	260.00	23	1168.0	875.000	-4.30	2024-11-15
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.32	-0.89	$-2.11	-0.14	-0.45	2.60	0.28	14.94	12.83	-2.32	$-232.00	260.00	22	919.0	225.000	-2.11	2024-11-14
SEDG241122C00015000	SEDG	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.41	-0.93	$-2.84	-0.19	-0.48	2.60	0.19	14.94	12.10	-2.41	$-241.00	260.00	21	25.0	221.000	-2.84	2024-11-13
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.45	-0.94	$-2.70	-0.18	-0.58	2.60	0.15	14.94	12.24	-2.45	$-245.00	260.00	20	58.0	203.000	-2.70	2024-11-12
SEDG241122C00015000	SEDG	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.08	-0.80	$-1.26	-0.08	-0.55	2.60	0.52	14.94	13.68	-2.08	$-208.00	260.00	19	135.0	70.000	-1.26	2024-11-11
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.03	-0.78	$-1.41	-0.09	-0.52	2.60	0.57	14.94	13.53	-2.03	$-203.00	260.00	18	18.0	60.000	-1.41	2024-11-10
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-2.03	-0.78	$-1.41	-0.09	-0.55	2.60	0.57	14.94	13.53	-2.03	$-203.00	260.00	17	18.0	60.000	-1.41	2024-11-09
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-1.91	-0.73	$-1.72	-0.12	-0.39	2.60	0.69	14.94	13.22	-1.91	$-191.00	260.00	16	13.0	60.000	-1.72	2024-11-08
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$-1.31	-0.50	$-0.06	-0.00	-0.22	2.60	1.29	14.94	14.88	-1.31	$-131.00	260.00	15	61.0	18.000	-0.06	2024-11-07
SEDG241122C00015000	SEDG	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.75	-0.29	$-0.26	-0.02	0.03	2.60	1.85	14.94	14.68	-0.75	$-75.00	260.00	14	14.0	3.000	-0.26	2024-11-06
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$3.93	0.26	-0.08	2.60	2.60	14.94	18.87	0.00	$0.00	260.00	13	2.0	3.000	3.93	2024-11-05
SEDG241122C00015000	SEDG	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$3.36	0.22	0.08	2.60	2.60	14.94	18.30	0.00	$0.00	260.00	12	2.0	3.000	3.36	2024-11-04
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$2.75	0.18	0.04	2.60	2.60	14.94	17.69	0.00	$0.00	260.00	9	2.0	3.000	2.75	2024-11-01
SEDG241122C00015000	SEDG	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$2.12	0.14	0.05	2.60	2.60	14.94	17.06	0.00	$0.00	260.00	8	2.0	3.000	2.12	2024-10-31
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$1.95	0.13	-0.04	2.60	2.60	14.94	16.89	0.00	$0.00	260.00	7	2.0	3.000	1.95	2024-10-30
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$1.83	0.12	-0.19	2.60	2.60	14.94	16.77	0.00	$0.00	260.00	6	2.0	3.000	1.83	2024-10-29
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$2.52	0.17	-0.10	2.60	2.60	14.94	17.46	0.00	$0.00	260.00	5	2.0	3.000	2.52	2024-10-28
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$1.17	0.08	-0.02	2.60	2.60	14.94	16.11	0.00	$0.00	260.00	4	2.0	3.000	1.17	2024-10-27
SEDG241122C00015000	SEDG	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$1.17	0.08	-0.05	2.60	2.60	14.94	16.11	0.00	$0.00	260.00	3	2.0	3.000	1.17	2024-10-26
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$0.32	0.02	-0.13	2.60	2.60	14.94	15.26	0.00	$0.00	260.00	1	2.0	3.000	0.32	2024-10-24
SEDG241122C00015000	SEDG	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	2.60	2.60	14.94	14.94	0.00	$0.00	260.00	0	2.0	1.000	0.00	2024-10-23

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