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View Outliers PnL Drill-Down: SIGA241115C00006000

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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
2024-09-25	SIGA	SIGA241115C00006000	6.00	40.0	3.000	1.084	0.521	1.0	0.2	0.000	1.390	0.610	1.42	6.75	2024-11-15	CALL	Long	0.496	0.526	-0.157

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	SIGA	0.818	0.107	0.395	0.209	0.193	0.032	6.09	0.486	0.0000	4.51	11.97	21	1y	6.98

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
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.08	0.06	$-0.45	-0.07	0.12	1.42	1.50	6.75	6.30	0.08	$8.00	142.00	50	50.0	67.000	-0.45	2024-11-14
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.08	0.06	$-0.14	-0.02	0.24	1.42	1.50	6.75	6.61	0.08	$8.00	142.00	49	50.0	67.000	-0.14	2024-11-13
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.08	0.06	$0.31	0.05	0.48	1.42	1.50	6.75	7.06	0.08	$8.00	142.00	48	50.0	67.000	0.31	2024-11-12
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.08	0.06	$0.79	0.12	0.26	1.42	1.50	6.75	7.54	0.08	$8.00	142.00	47	50.0	72.000	0.79	2024-11-11
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.07	-0.05	$0.82	0.12	0.73	1.42	1.35	6.75	7.57	-0.07	$-7.00	142.00	46	2.0	73.000	0.82	2024-11-10
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.07	-0.05	$0.82	0.12	0.60	1.42	1.35	6.75	7.57	-0.07	$-7.00	142.00	45	2.0	73.000	0.82	2024-11-09
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.07	-0.05	$0.76	0.11	0.01	1.42	1.35	6.75	7.51	-0.07	$-7.00	142.00	44	2.0	73.000	0.76	2024-11-08
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.48	0.34	$0.88	0.13	0.67	1.42	1.90	6.75	7.63	0.48	$48.00	142.00	43	15.0	73.000	0.88	2024-11-07
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.28	0.20	$0.97	0.14	0.18	1.42	1.70	6.75	7.72	0.28	$28.00	142.00	42	25.0	93.000	0.97	2024-11-06
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.03	-0.02	$0.49	0.07	-0.07	1.42	1.39	6.75	7.24	-0.03	$-3.00	142.00	41	3.0	93.000	0.49	2024-11-05
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.03	-0.02	$0.25	0.04	0.05	1.42	1.39	6.75	7.00	-0.03	$-3.00	142.00	40	3.0	93.000	0.25	2024-11-04
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.03	-0.02	$0.46	0.07	-0.21	1.42	1.39	6.75	7.21	-0.03	$-3.00	142.00	37	3.0	93.000	0.46	2024-11-01
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.47	0.07	-0.05	1.42	1.25	6.75	7.22	-0.17	$-17.00	142.00	36	5.0	93.000	0.47	2024-10-31
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.33	0.05	-0.10	1.42	1.25	6.75	7.08	-0.17	$-17.00	142.00	35	5.0	93.000	0.33	2024-10-30
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.36	0.05	0.13	1.42	1.25	6.75	7.11	-0.17	$-17.00	142.00	34	5.0	98.000	0.36	2024-10-29
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.27	0.04	-0.28	1.42	1.25	6.75	7.02	-0.17	$-17.00	142.00	33	2.0	100.000	0.27	2024-10-28
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.57	-0.40	$0.02	0.00	0.19	1.42	0.85	6.75	6.77	-0.57	$-57.00	142.00	32	2.0	100.000	0.02	2024-10-27
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.57	-0.40	$0.02	0.00	0.15	1.42	0.85	6.75	6.77	-0.57	$-57.00	142.00	31	2.0	100.000	0.02	2024-10-26
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.57	-0.40	$-0.16	-0.02	-0.27	1.42	0.85	6.75	6.59	-0.57	$-57.00	142.00	29	2.0	100.000	-0.16	2024-10-24
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.57	-0.40	$-0.14	-0.02	-0.33	1.42	0.85	6.75	6.61	-0.57	$-57.00	142.00	28	2.0	98.000	-0.14	2024-10-23
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.32	-0.23	$-0.10	-0.01	0.21	1.42	1.10	6.75	6.65	-0.32	$-32.00	142.00	27	5.0	98.000	-0.10	2024-10-22
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.32	-0.23	$0.13	0.02	-0.37	1.42	1.10	6.75	6.88	-0.32	$-32.00	142.00	26	5.0	93.000	0.13	2024-10-21
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.17	0.03	0.06	1.42	1.25	6.75	6.92	-0.17	$-17.00	142.00	24	50.0	93.000	0.17	2024-10-19
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.19	0.03	-0.23	1.42	1.25	6.75	6.94	-0.17	$-17.00	142.00	23	50.0	93.000	0.19	2024-10-18
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.07	0.01	0.61	1.42	1.25	6.75	6.82	-0.17	$-17.00	142.00	21	50.0	93.000	0.07	2024-10-16
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.00	0.00	-0.30	1.42	1.25	6.75	6.75	-0.17	$-17.00	142.00	19	50.0	93.000	0.00	2024-10-14
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.12	0.02	-0.35	1.42	1.25	6.75	6.87	-0.17	$-17.00	142.00	16	50.0	93.000	0.12	2024-10-11
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$-0.15	-0.02	-0.33	1.42	1.25	6.75	6.60	-0.17	$-17.00	142.00	15	50.0	93.000	-0.15	2024-10-10
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$-0.21	-0.03	-0.28	1.42	1.25	6.75	6.54	-0.17	$-17.00	142.00	14	50.0	93.000	-0.21	2024-10-09
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.13	0.02	-0.26	1.42	1.25	6.75	6.88	-0.17	$-17.00	142.00	12	50.0	93.000	0.13	2024-10-07
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.23	0.03	-1.08	1.42	1.25	6.75	6.98	-0.17	$-17.00	142.00	11	50.0	0.000	0.23	2024-10-06
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.23	0.03	-0.15	1.42	1.25	6.75	6.98	-0.17	$-17.00	142.00	10	50.0	93.000	0.23	2024-10-05
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.23	0.03	-0.29	1.42	1.25	6.75	6.98	-0.17	$-17.00	142.00	9	50.0	93.000	0.23	2024-10-04
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.21	0.03	-0.31	1.42	1.25	6.75	6.96	-0.17	$-17.00	142.00	8	50.0	93.000	0.21	2024-10-03
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.17	-0.12	$0.17	0.03	-0.31	1.42	1.25	6.75	6.92	-0.17	$-17.00	142.00	7	50.0	43.000	0.17	2024-10-02
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.40	0.28	$0.22	0.03	-0.30	1.42	1.82	6.75	6.97	0.40	$40.00	142.00	6	2.0	48.000	0.22	2024-10-01
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.40	0.28	$0.00	0.00	-0.27	1.42	1.82	6.75	6.75	0.40	$40.00	142.00	5	2.0	48.000	0.00	2024-09-30
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.12	-0.08	$0.21	0.03	-1.08	1.42	1.30	6.75	6.96	-0.12	$-12.00	142.00	4	5.0	48.000	0.21	2024-09-29
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.12	-0.08	$0.21	0.03	-0.26	1.42	1.30	6.75	6.96	-0.12	$-12.00	142.00	3	5.0	48.000	0.21	2024-09-28
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$-0.12	-0.08	$0.21	0.03	-0.15	1.42	1.30	6.75	6.96	-0.12	$-12.00	142.00	2	5.0	48.000	0.21	2024-09-27
SIGA241115C00006000	SIGA	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.12	-0.08	$0.19	0.03	-0.29	1.42	1.30	6.75	6.94	-0.12	$-12.00	142.00	1	5.0	43.000	0.19	2024-09-26
SIGA241115C00006000	SIGA	CALL	Long	6.00	None	$0.00	0.00	$0.00	0.00	0.00	1.42	1.42	6.75	6.75	0.00	$0.00	142.00	0	40.0	3.000	0.00	2024-09-25

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