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View Outliers PnL Drill-Down: SGML240315C00023000

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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
2024-02-02	SGML	SGML240315C00023000	23.00	2.0	12.000	1.035	0.270	0.0	6.5	0.010	0.460	6.940	1.30	16.41	2024-03-15	CALL	Long	0.304	0.336	-0.137

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-2.59	-0.15	2.40	0.75	0.11	16.85	14.26	-0.64	$-64.00	75.00	41	2.0	1045.000	-2.59	2024-03-14
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-2.14	-0.13	2.64	0.75	0.11	16.85	14.71	-0.64	$-64.00	75.00	40	2.0	1045.000	-2.14	2024-03-13
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-2.39	-0.14	1.65	0.75	0.11	16.85	14.46	-0.64	$-64.00	75.00	39	2.0	1045.000	-2.39	2024-03-12
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-2.28	-0.14	1.34	0.75	0.11	16.85	14.57	-0.64	$-64.00	75.00	38	2.0	1045.000	-2.28	2024-03-11
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-3.35	-0.20	1.11	0.75	0.11	16.85	13.50	-0.64	$-64.00	75.00	35	2.0	1045.000	-3.35	2024-03-08
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-2.25	-0.13	0.74	0.75	0.11	16.85	14.60	-0.64	$-64.00	75.00	34	2.0	1045.000	-2.25	2024-03-07
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-1.74	-0.10	0.54	0.75	0.11	16.85	15.11	-0.64	$-64.00	75.00	33	2.0	1045.000	-1.74	2024-03-06
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-2.30	-0.14	0.58	0.75	0.11	16.85	14.55	-0.64	$-64.00	75.00	32	2.0	1045.000	-2.30	2024-03-05
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.64	-0.85	$-1.26	-0.07	-0.51	0.75	0.11	16.85	15.59	-0.64	$-64.00	75.00	31	2.0	0.000	-1.26	2024-03-04
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-0.92	-0.05	0.27	0.75	0.15	16.85	15.93	-0.60	$-60.00	75.00	30	6.0	1039.000	-0.92	2024-03-03
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-0.92	-0.05	0.27	0.75	0.15	16.85	15.93	-0.60	$-60.00	75.00	29	6.0	1039.000	-0.92	2024-03-02
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-0.95	-0.06	0.13	0.75	0.15	16.85	15.90	-0.60	$-60.00	75.00	28	6.0	1039.000	-0.95	2024-03-01
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.65	-0.87	$-2.63	-0.16	0.36	0.75	0.10	16.85	14.22	-0.65	$-65.00	75.00	27	20.0	1019.000	-2.63	2024-02-29
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-3.01	-0.18	0.35	0.75	0.15	16.85	13.84	-0.60	$-60.00	75.00	26	1.0	1019.000	-3.01	2024-02-28
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-3.63	-0.22	0.58	0.75	0.15	16.85	13.22	-0.60	$-60.00	75.00	25	1.0	1019.000	-3.63	2024-02-27
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-4.34	-0.26	0.67	0.75	0.15	16.85	12.51	-0.60	$-60.00	75.00	24	1.0	1019.000	-4.34	2024-02-26
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-5.37	-0.32	0.87	0.75	0.15	16.85	11.48	-0.60	$-60.00	75.00	23	1.0	1019.000	-5.37	2024-02-25
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-5.37	-0.32	0.74	0.75	0.15	16.85	11.48	-0.60	$-60.00	75.00	21	1.0	1019.000	-5.37	2024-02-23
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.60	-0.80	$-4.97	-0.29	0.42	0.75	0.15	16.85	11.88	-0.60	$-60.00	75.00	20	1.0	1018.000	-4.97	2024-02-22
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.45	-0.60	$-4.00	-0.24	0.43	0.75	0.30	16.85	12.85	-0.45	$-45.00	75.00	19	1.0	1017.000	-4.00	2024-02-21
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.45	-0.60	$-4.05	-0.24	0.40	0.75	0.30	16.85	12.80	-0.45	$-45.00	75.00	18	2.0	1016.000	-4.05	2024-02-20
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.55	-0.73	$-2.00	-0.12	0.14	0.75	0.20	16.85	14.85	-0.55	$-55.00	75.00	17	5.0	1011.000	-2.00	2024-02-19
SGML240315C00023000	SGML	CALL	Long	23.00	None	$-0.50	-0.67	$-2.21	-0.13	0.16	0.75	0.25	16.85	14.64	-0.50	$-50.00	75.00	7	2.0	1005.000	-2.21	2024-02-09
SGML240315C00023000	SGML	CALL	Long	23.00	None	$0.00	0.00	$-2.59	-0.15	0.10	0.75	0.75	16.85	14.26	0.00	$0.00	75.00	6	1000.0	1005.000	-2.59	2024-02-08
SGML240315C00023000	SGML	CALL	Long	23.00	None	$0.00	0.00	$-3.79	-0.22	0.24	0.75	0.75	16.85	13.06	0.00	$0.00	75.00	5	1000.0	1005.000	-3.79	2024-02-07
SGML240315C00023000	SGML	CALL	Long	23.00	None	$0.00	0.00	$-2.58	-0.15	0.17	0.75	0.75	16.85	14.27	0.00	$0.00	75.00	4	1000.0	1005.000	-2.58	2024-02-06
SGML240315C00023000	SGML	CALL	Long	23.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.47	$0.00	0.00	$-2.46	-0.15	-0.76	0.75	0.75	16.85	14.39	0.00	$0.00	75.00	3	1000.0	1005.000	-2.46	2024-02-05
SGML240315C00023000	SGML	CALL	Long	23.00	None	$0.00	0.00	$0.00	0.00	-0.76	0.75	0.75	16.85	16.85	0.00	$0.00	75.00	2	1000.0	1005.000	0.00	2024-02-04
SGML240315C00023000	SGML	CALL	Long	23.00	None	$0.00	0.00	$0.00	0.00	0.00	0.75	0.75	16.85	16.85	0.00	$0.00	75.00	0	1000.0	12.000	0.00	2024-02-02

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