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View Outliers PnL Drill-Down: SGMO231215C00001000

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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
2023-11-02	SGMO	SGMO231215C00001000	1.00	600.0	615.000	1.906	0.499	0.0	0.5	0.010	0.010	0.550	0.10	0.46	2023-12-15	CALL	Long	0.497	0.552	-0.220

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	SGMO	0.636	0.205	0.719	0.394	0.346	-0.284	2.82	-1.463	0.0000	0.32	2.87	21	1y	1.97

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
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.09	-0.90	$-0.03	-0.07	10.09	0.10	0.01	0.46	0.43	-0.09	$-9.00	10.00	42	1.0	619.000	-0.03	2023-12-14
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.09	-0.90	$-0.02	-0.04	5.72	0.10	0.01	0.46	0.44	-0.09	$-9.00	10.00	41	1.0	619.000	-0.02	2023-12-13
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.09	-0.90	$-0.02	-0.04	6.47	0.10	0.01	0.46	0.44	-0.09	$-9.00	10.00	40	1.0	0.000	-0.02	2023-12-12
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.09	-0.90	$-0.01	-0.02	4.47	0.10	0.01	0.46	0.45	-0.09	$-9.00	10.00	39	1.0	619.000	-0.01	2023-12-11
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.09	-0.90	$0.03	0.07	2.28	0.10	0.01	0.46	0.49	-0.09	$-9.00	10.00	36	1.0	619.000	0.03	2023-12-08
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	2.59	0.10	0.10	0.46	0.46	0.00	$0.00	10.00	35	1.0	619.000	0.00	2023-12-07
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$-0.01	-0.02	2.22	0.10	0.10	0.46	0.45	0.00	$0.00	10.00	34	0.0	619.000	-0.01	2023-12-06
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$-0.01	-0.02	2.97	0.10	0.10	0.46	0.45	0.00	$0.00	10.00	33	0.0	619.000	-0.01	2023-12-05
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$0.02	0.04	2.41	0.10	0.10	0.46	0.48	0.00	$0.00	10.00	32	0.0	619.000	0.02	2023-12-04
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$-0.01	-0.02	7.91	0.10	0.10	0.46	0.45	0.00	$0.00	10.00	31	0.0	619.000	-0.01	2023-12-03
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$-0.01	-0.02	7.53	0.10	0.10	0.46	0.45	0.00	$0.00	10.00	30	0.0	619.000	-0.01	2023-12-02
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$-0.01	-0.02	7.22	0.10	0.10	0.46	0.45	0.00	$0.00	10.00	29	0.0	619.000	-0.01	2023-12-01
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$-0.03	-0.07	1.47	0.10	0.10	0.46	0.43	0.00	$0.00	10.00	28	0.0	619.000	-0.03	2023-11-30
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$-0.05	-0.11	2.53	0.10	0.10	0.46	0.41	0.00	$0.00	10.00	27	0.0	618.000	-0.05	2023-11-29
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.07	-0.15	1.59	0.10	0.04	0.46	0.39	-0.06	$-6.00	10.00	26	0.0	618.000	-0.07	2023-11-28
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.09	-0.20	3.47	0.10	0.04	0.46	0.37	-0.06	$-6.00	10.00	25	0.0	618.000	-0.09	2023-11-27
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.08	-0.17	1.41	0.10	0.04	0.46	0.38	-0.06	$-6.00	10.00	22	0.0	0.000	-0.08	2023-11-24
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.10	-0.22	-1.41	0.10	0.04	0.46	0.36	-0.06	$-6.00	10.00	21	0.0	0.000	-0.10	2023-11-23
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.08	-0.17	1.97	0.10	0.04	0.46	0.38	-0.06	$-6.00	10.00	20	0.0	618.000	-0.08	2023-11-22
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.09	-0.20	1.22	0.10	0.04	0.46	0.37	-0.06	$-6.00	10.00	19	0.0	618.000	-0.09	2023-11-21
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.04	-0.09	0.91	0.10	0.04	0.46	0.42	-0.06	$-6.00	10.00	18	0.0	618.000	-0.04	2023-11-20
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.08	-0.17	0.97	0.10	0.04	0.46	0.38	-0.06	$-6.00	10.00	17	0.0	616.000	-0.08	2023-11-19
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.06	-0.60	$-0.08	-0.17	0.91	0.10	0.04	0.46	0.38	-0.06	$-6.00	10.00	15	0.0	616.000	-0.08	2023-11-17
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.11	-0.24	1.09	0.10	0.02	0.46	0.35	-0.08	$-8.00	10.00	14	0.0	616.000	-0.11	2023-11-16
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.09	-0.20	0.97	0.10	0.02	0.46	0.37	-0.08	$-8.00	10.00	13	0.0	616.000	-0.09	2023-11-15
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.12	-0.26	1.09	0.10	0.02	0.46	0.34	-0.08	$-8.00	10.00	12	0.0	616.000	-0.12	2023-11-14
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.16	-0.35	1.28	0.10	0.02	0.46	0.30	-0.08	$-8.00	10.00	11	0.0	616.000	-0.16	2023-11-13
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.16	-0.35	1.34	0.10	0.02	0.46	0.30	-0.08	$-8.00	10.00	8	0.0	616.000	-0.16	2023-11-10
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.13	-0.28	-1.41	0.10	0.02	0.46	0.33	-0.08	$-8.00	10.00	7	0.0	0.000	-0.13	2023-11-09
SGMO231215C00001000	SGMO	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.08; Exit EQ PnL: -0.08	$-0.08	-0.80	$-0.13	-0.28	0.97	0.10	0.02	0.46	0.33	-0.08	$-8.00	10.00	6	0.0	616.000	-0.13	2023-11-08
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.08	-0.17	0.59	0.10	0.02	0.46	0.38	-0.08	$-8.00	10.00	5	0.0	616.000	-0.08	2023-11-07
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.02	-0.04	0.72	0.10	0.02	0.46	0.44	-0.08	$-8.00	10.00	4	0.0	615.000	-0.02	2023-11-06
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$-0.08	-0.80	$-0.02	-0.04	0.72	0.10	0.02	0.46	0.44	-0.08	$-8.00	10.00	3	0.0	615.000	-0.02	2023-11-05
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	0.46	0.46	0.00	$0.00	10.00	1	0.0	615.000	0.00	2023-11-03
SGMO231215C00001000	SGMO	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	0.46	0.46	0.00	$0.00	10.00	0	600.0	615.000	0.00	2023-11-02

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