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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

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 SGML 0.727 0.108 0.275 0.182 0.126 -0.076 11.56 -0.211 0.0000 8.69 33.20 21 1y 13.80

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