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View Outliers PnL Drill-Down: SH241220C00013000

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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
2024-11-07 SH SH241220C00013000 13.00 20.0 21.000 0.000 1.395 29.2 0.0 -1.000 29.160 0.000 0.05 42.09 2024-12-20 CALL Short 0.066 1.393 2.970

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 SH 0.909 0.019 0.063 0.034 0.019 -0.023 41.84 0.000 0.0000 41.50 53.04 21 1y 42.89

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
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-1.03 -0.02 0.00 0.05 0.05 42.09 43.12 -0.00 $-0.00 4209.00 42 20.0 21.000 -1.03 2024-12-19
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-1.01 -0.02 0.00 0.05 0.05 42.09 43.10 -0.00 $-0.00 4209.00 41 20.0 21.000 -1.01 2024-12-18
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.24 0.01 0.00 0.05 0.05 42.09 41.85 -0.00 $-0.00 4209.00 40 20.0 21.000 0.24 2024-12-17
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.43 0.01 0.00 0.05 0.05 42.09 41.66 -0.00 $-0.00 4209.00 39 20.0 21.000 0.43 2024-12-16
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.26 0.01 0.00 0.05 0.05 42.09 41.83 -0.00 $-0.00 4209.00 36 20.0 21.000 0.26 2024-12-13
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.31 0.01 0.00 0.05 0.05 42.09 41.78 -0.00 $-0.00 4209.00 35 20.0 21.000 0.31 2024-12-12
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.54 0.01 0.00 0.05 0.05 42.09 41.55 -0.00 $-0.00 4209.00 34 20.0 21.000 0.54 2024-12-11
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.21 0.00 0.00 0.05 0.05 42.09 41.88 -0.00 $-0.00 4209.00 33 20.0 21.000 0.21 2024-12-10
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.35 0.01 0.00 0.05 0.05 42.09 41.74 -0.00 $-0.00 4209.00 32 20.0 21.000 0.35 2024-12-09
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.58 0.01 0.00 0.05 0.05 42.09 41.51 -0.00 $-0.00 4209.00 31 20.0 21.000 0.58 2024-12-08
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.57 0.01 0.00 0.05 0.05 42.09 41.52 -0.00 $-0.00 4209.00 29 20.0 21.000 0.57 2024-12-06
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.53 0.01 0.00 0.05 0.05 42.09 41.56 -0.00 $-0.00 4209.00 28 20.0 21.000 0.53 2024-12-05
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.59 0.01 0.00 0.05 0.05 42.09 41.50 -0.00 $-0.00 4209.00 27 20.0 21.000 0.59 2024-12-04
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.34 0.01 0.00 0.05 0.05 42.09 41.75 -0.00 $-0.00 4209.00 26 20.0 21.000 0.34 2024-12-03
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.33 0.01 0.00 0.05 0.05 42.09 41.76 -0.00 $-0.00 4209.00 25 20.0 21.000 0.33 2024-12-02
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.27 0.01 0.00 0.05 0.05 42.09 41.82 -0.00 $-0.00 4209.00 24 20.0 21.000 0.27 2024-12-01
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.27 0.01 0.00 0.05 0.05 42.09 41.82 -0.00 $-0.00 4209.00 23 20.0 21.000 0.27 2024-11-30
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.04 0.00 0.00 0.05 0.05 42.09 42.05 -0.00 $-0.00 4209.00 21 20.0 21.000 0.04 2024-11-28
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.13 0.00 0.00 0.05 0.05 42.09 41.96 -0.00 $-0.00 4209.00 20 20.0 21.000 0.13 2024-11-27
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.20 0.00 0.00 0.05 0.05 42.09 41.89 -0.00 $-0.00 4209.00 19 20.0 21.000 0.20 2024-11-26
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.02 -0.00 0.00 0.05 0.05 42.09 42.11 -0.00 $-0.00 4209.00 18 20.0 21.000 -0.02 2024-11-25
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.15 -0.00 0.00 0.05 0.05 42.09 42.24 -0.00 $-0.00 4209.00 17 20.0 21.000 -0.15 2024-11-24
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.15 -0.00 0.00 0.05 0.05 42.09 42.24 -0.00 $-0.00 4209.00 16 20.0 21.000 -0.15 2024-11-23
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.15 -0.00 0.00 0.05 0.05 42.09 42.24 -0.00 $-0.00 4209.00 15 20.0 21.000 -0.15 2024-11-22
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.25 -0.01 0.00 0.05 0.05 42.09 42.34 -0.00 $-0.00 4209.00 14 20.0 21.000 -0.25 2024-11-21
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.49 -0.01 0.00 0.05 0.05 42.09 42.58 -0.00 $-0.00 4209.00 13 20.0 21.000 -0.49 2024-11-20
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.48 -0.01 0.00 0.05 0.05 42.09 42.57 -0.00 $-0.00 4209.00 12 20.0 21.000 -0.48 2024-11-19
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.63 -0.01 0.00 0.05 0.05 42.09 42.72 -0.00 $-0.00 4209.00 11 20.0 21.000 -0.63 2024-11-18
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.80 -0.02 0.00 0.05 0.05 42.09 42.89 -0.00 $-0.00 4209.00 10 20.0 21.000 -0.80 2024-11-17
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.80 -0.02 0.00 0.05 0.05 42.09 42.89 -0.00 $-0.00 4209.00 9 20.0 21.000 -0.80 2024-11-16
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $-0.80 -0.02 0.00 0.05 0.05 42.09 42.89 -0.00 $-0.00 4209.00 8 20.0 21.000 -0.80 2024-11-15
SH241220C00013000 SH CALL Short 13.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.00 -0.00 $-0.20 -0.00 0.00 0.05 0.05 42.09 42.29 -0.00 $-0.00 4209.00 7 20.0 21.000 -0.20 2024-11-14
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.06 0.00 0.00 0.05 0.05 42.09 42.03 -0.00 $-0.00 4209.00 6 20.0 21.000 0.06 2024-11-13
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.04 0.00 0.00 0.05 0.05 42.09 42.05 -0.00 $-0.00 4209.00 5 20.0 21.000 0.04 2024-11-12
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.19 0.00 0.00 0.05 0.05 42.09 41.90 -0.00 $-0.00 4209.00 4 20.0 21.000 0.19 2024-11-11
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.15 0.00 0.00 0.05 0.05 42.09 41.94 -0.00 $-0.00 4209.00 3 20.0 21.000 0.15 2024-11-10
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.15 0.00 0.00 0.05 0.05 42.09 41.94 -0.00 $-0.00 4209.00 2 20.0 21.000 0.15 2024-11-09
SH241220C00013000 SH CALL Short 13.00 None $-0.00 -0.00 $0.16 0.00 0.00 0.05 0.05 42.09 41.93 -0.00 $-0.00 4209.00 1 20.0 21.000 0.16 2024-11-08
SH241220C00013000 SH CALL Short 13.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.00 -0.00 $-0.00 -0.00 0.00 0.05 0.05 42.09 42.09 -0.00 $-0.00 4209.00 0 20.0 21.000 -0.00 2024-11-07

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