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View Outliers PnL Drill-Down: SHLS240419C00012500

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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
2024-02-29	SHLS	SHLS240419C00012500	12.50	32.0	328.000	0.651	0.299	0.7	0.3	0.010	1.300	0.900	1.57	12.83	2024-04-19	CALL	Long	0.261	0.319	-0.166

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	SHLS	0.818	0.090	0.274	0.194	0.250	-0.024	4.92	0.082	0.0000	4.15	17.02	21	1y	5.33

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
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.54	-0.98	$-4.62	-0.36	2.35	1.57	0.03	12.83	8.21	-1.54	$-154.00	157.00	49	10.0	3488.000	-4.62	2024-04-18
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.54	-0.98	$-4.55	-0.35	1.76	1.57	0.03	12.83	8.28	-1.54	$-154.00	157.00	48	10.0	3488.000	-4.55	2024-04-17
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.52	-0.97	$-4.48	-0.35	1.38	1.57	0.05	12.83	8.35	-1.52	$-152.00	157.00	47	5.0	3488.000	-4.48	2024-04-16
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.54	-0.98	$-4.11	-0.32	1.00	1.57	0.03	12.83	8.72	-1.54	$-154.00	157.00	46	1.0	3488.000	-4.11	2024-04-15
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.54	-0.98	$-3.66	-0.29	0.50	1.57	0.03	12.83	9.17	-1.54	$-154.00	157.00	43	1.0	3488.000	-3.66	2024-04-12
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.52	-0.97	$-3.15	-0.25	0.27	1.57	0.05	12.83	9.68	-1.52	$-152.00	157.00	42	10.0	3498.000	-3.15	2024-04-11
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.53	-0.97	$-2.72	-0.21	0.22	1.57	0.04	12.83	10.11	-1.53	$-153.00	157.00	41	108.0	3498.000	-2.72	2024-04-10
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.54	-0.98	$-2.24	-0.17	-0.06	1.57	0.03	12.83	10.59	-1.54	$-154.00	157.00	40	83.0	3452.000	-2.24	2024-04-09
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.45	-0.92	$-2.56	-0.20	-0.01	1.57	0.12	12.83	10.27	-1.45	$-145.00	157.00	39	1.0	3452.000	-2.56	2024-04-08
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.52	-0.97	$-2.45	-0.19	0.06	1.57	0.05	12.83	10.38	-1.52	$-152.00	157.00	36	11.0	3452.000	-2.45	2024-04-05
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.47	-0.94	$-2.17	-0.17	0.01	1.57	0.10	12.83	10.66	-1.47	$-147.00	157.00	35	123.0	3349.000	-2.17	2024-04-04
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.42	-0.90	$-1.97	-0.15	-0.02	1.57	0.15	12.83	10.86	-1.42	$-142.00	157.00	34	11.0	3349.000	-1.97	2024-04-03
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.42	-0.90	$-2.08	-0.16	-0.05	1.57	0.15	12.83	10.75	-1.42	$-142.00	157.00	33	39.0	3342.000	-2.08	2024-04-02
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.32	-0.84	$-1.45	-0.11	0.01	1.57	0.25	12.83	11.38	-1.32	$-132.00	157.00	32	178.0	3325.000	-1.45	2024-04-01
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.32	-0.84	$-1.65	-0.13	0.06	1.57	0.25	12.83	11.18	-1.32	$-132.00	157.00	31	3053.0	464.000	-1.65	2024-03-31
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.32	-0.84	$-1.65	-0.13	0.02	1.57	0.25	12.83	11.18	-1.32	$-132.00	157.00	30	3053.0	464.000	-1.65	2024-03-30
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.32	-0.84	$-1.65	-0.13	0.00	1.57	0.25	12.83	11.18	-1.32	$-132.00	157.00	29	3053.0	464.000	-1.65	2024-03-29
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.32	-0.84	$-1.65	-0.13	-0.01	1.57	0.25	12.83	11.18	-1.32	$-132.00	157.00	28	2720.0	464.000	-1.65	2024-03-28
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.22	-0.78	$-1.07	-0.08	-0.08	1.57	0.35	12.83	11.76	-1.22	$-122.00	157.00	27	24.0	445.000	-1.07	2024-03-27
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.27	-0.81	$-1.69	-0.13	0.00	1.57	0.30	12.83	11.14	-1.27	$-127.00	157.00	26	15.0	434.000	-1.69	2024-03-26
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.14	-0.73	$-1.04	-0.08	-0.09	1.57	0.43	12.83	11.79	-1.14	$-114.00	157.00	25	19.0	434.000	-1.04	2024-03-25
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.92	-0.59	$-0.71	-0.06	-0.05	1.57	0.65	12.83	12.12	-0.92	$-92.00	157.00	22	10.0	432.000	-0.71	2024-03-22
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.52	-0.33	$-0.12	-0.01	-0.05	1.57	1.05	12.83	12.71	-0.52	$-52.00	157.00	21	41.0	439.000	-0.12	2024-03-21
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.82	-0.52	$-0.59	-0.05	-0.08	1.57	0.75	12.83	12.24	-0.82	$-82.00	157.00	20	68.0	438.000	-0.59	2024-03-20
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.07	-0.68	$-0.95	-0.07	-0.10	1.57	0.50	12.83	11.88	-1.07	$-107.00	157.00	19	51.0	411.000	-0.95	2024-03-19
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.02	-0.65	$-1.12	-0.09	-0.06	1.57	0.55	12.83	11.71	-1.02	$-102.00	157.00	18	135.0	334.000	-1.12	2024-03-18
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.99	-0.63	$-0.77	-0.06	-0.06	1.57	0.58	12.83	12.06	-0.99	$-99.00	157.00	15	16.0	329.000	-0.77	2024-03-15
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-1.00	-0.64	$-1.01	-0.08	-0.08	1.57	0.57	12.83	11.82	-1.00	$-100.00	157.00	14	2.0	329.000	-1.01	2024-03-14
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.89	-0.57	$-0.84	-0.07	-0.05	1.57	0.68	12.83	11.99	-0.89	$-89.00	157.00	13	20.0	338.000	-0.84	2024-03-13
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.76	-0.48	$-0.67	-0.05	-0.04	1.57	0.81	12.83	12.16	-0.76	$-76.00	157.00	12	107.0	319.000	-0.67	2024-03-12
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.20	-0.13	$0.16	0.01	-0.02	1.57	1.37	12.83	12.99	-0.20	$-20.00	157.00	11	3.0	320.000	0.16	2024-03-11
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.12	-0.08	$0.19	0.01	-0.01	1.57	1.45	12.83	13.02	-0.12	$-12.00	157.00	8	9.0	324.000	0.19	2024-03-08
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.22	-0.14	$0.17	0.01	-0.02	1.57	1.35	12.83	13.00	-0.22	$-22.00	157.00	7	2.0	326.000	0.17	2024-03-07
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.39	-0.25	$-0.29	-0.02	-0.03	1.57	1.18	12.83	12.54	-0.39	$-39.00	157.00	6	7.0	318.000	-0.29	2024-03-06
SHLS240419C00012500	SHLS	CALL	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.07; Exit EQ PnL: -0.40	$-0.07	-0.04	$-0.44	-0.03	0.18	1.57	1.50	12.83	12.39	-0.07	$-7.00	157.00	5	5.0	317.000	-0.44	2024-03-05
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$-0.07	-0.04	$0.18	0.01	-0.65	1.57	1.50	12.83	13.01	-0.07	$-7.00	157.00	4	5.0	0.000	0.18	2024-03-04
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$0.28	0.18	$0.52	0.04	0.01	1.57	1.85	12.83	13.35	0.28	$28.00	157.00	3	9.0	320.000	0.52	2024-03-03
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$0.28	0.18	$0.52	0.04	0.01	1.57	1.85	12.83	13.35	0.28	$28.00	157.00	2	9.0	320.000	0.52	2024-03-02
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$0.16	0.10	$0.76	0.06	-0.05	1.57	1.73	12.83	13.59	0.16	$16.00	157.00	1	8.0	320.000	0.76	2024-03-01
SHLS240419C00012500	SHLS	CALL	Long	12.50	None	$0.00	0.00	$0.00	0.00	0.00	1.57	1.57	12.83	12.83	0.00	$0.00	157.00	0	32.0	328.000	0.00	2024-02-29

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