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View Outliers PnL Drill-Down: SLI241115C00002500

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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
2024-10-14	SLI	SLI241115C00002500	2.50	103.0	1193.000	1.109	0.466	0.0	0.5	0.000	0.090	0.550	0.13	2.04	2024-11-15	CALL	Long	0.490	0.497	-0.068

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	SLI	0.818	0.137	0.410	0.232	0.158	-0.124	1.43	0.000	0.0000	1.05	2.51	21	1y	2.15

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
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.07	-0.58	$-0.49	-0.22	2.68	0.12	0.05	2.26	1.77	-0.07	$-7.00	12.00	31	10.0	2266.000	-0.49	2024-11-14
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.07	-0.58	$-0.27	-0.12	1.24	0.12	0.05	2.26	1.99	-0.07	$-7.00	12.00	30	10.0	2256.000	-0.27	2024-11-13
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.07	-0.58	$-0.29	-0.13	1.02	0.12	0.05	2.26	1.97	-0.07	$-7.00	12.00	29	15.0	2245.000	-0.29	2024-11-12
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.09	-0.75	$-0.21	-0.09	0.62	0.12	0.03	2.26	2.05	-0.09	$-9.00	12.00	28	48.0	2267.000	-0.21	2024-11-11
SLI241115C00002500	SLI	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.10	-0.83	$-0.09	-0.04	0.18	0.12	0.02	2.26	2.17	-0.10	$-10.00	12.00	27	21.0	2280.000	-0.09	2024-11-10
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.10	-0.83	$-0.09	-0.04	0.10	0.12	0.02	2.26	2.17	-0.10	$-10.00	12.00	26	21.0	2280.000	-0.09	2024-11-09
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.08	-0.67	$-0.12	-0.05	0.09	0.12	0.04	2.26	2.14	-0.08	$-8.00	12.00	25	16.0	2280.000	-0.12	2024-11-08
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.02	-0.17	$0.03	0.01	0.18	0.12	0.10	2.26	2.29	-0.02	$-2.00	12.00	24	134.0	2311.000	0.03	2024-11-07
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.02	-0.17	$-0.07	-0.03	0.35	0.12	0.10	2.26	2.19	-0.02	$-2.00	12.00	23	40.0	2288.000	-0.07	2024-11-06
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.03	0.25	$0.02	0.01	0.60	0.12	0.15	2.26	2.28	0.03	$3.00	12.00	22	190.0	2331.000	0.02	2024-11-05
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.01	0.08	$0.06	0.03	0.28	0.12	0.13	2.26	2.32	0.01	$1.00	12.00	21	112.0	2291.000	0.06	2024-11-04
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.03	0.25	$0.09	0.04	0.36	0.12	0.15	2.26	2.35	0.03	$3.00	12.00	18	106.0	2215.000	0.09	2024-11-01
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.07	0.58	$0.11	0.05	0.27	0.12	0.19	2.26	2.37	0.07	$7.00	12.00	17	75.0	2208.000	0.11	2024-10-31
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.13	1.08	$0.25	0.11	0.27	0.12	0.25	2.26	2.51	0.13	$13.00	12.00	16	298.0	2160.000	0.25	2024-10-30
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.13	1.08	$0.20	0.09	0.03	0.12	0.25	2.26	2.46	0.13	$13.00	12.00	15	136.0	2121.000	0.20	2024-10-29
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.03	0.25	$0.07	0.03	0.39	0.12	0.15	2.26	2.33	0.03	$3.00	12.00	14	529.0	2168.000	0.07	2024-10-28
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.03	0.25	$-0.08	-0.04	0.28	0.12	0.15	2.26	2.18	0.03	$3.00	12.00	13	358.0	2021.000	-0.08	2024-10-27
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.03	0.25	$-0.08	-0.04	0.26	0.12	0.15	2.26	2.18	0.03	$3.00	12.00	12	358.0	2021.000	-0.08	2024-10-26
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.03	0.25	$-0.06	-0.03	0.20	0.12	0.15	2.26	2.20	0.03	$3.00	12.00	10	89.0	2000.000	-0.06	2024-10-24
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.02	-0.17	$-0.15	-0.07	0.30	0.12	0.10	2.26	2.11	-0.02	$-2.00	12.00	9	128.0	2041.000	-0.15	2024-10-23
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.04	0.33	$-0.04	-0.02	0.34	0.12	0.16	2.26	2.22	0.04	$4.00	12.00	8	676.0	1645.000	-0.04	2024-10-22
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.01	0.08	$-0.29	-0.13	0.49	0.12	0.13	2.26	1.97	0.01	$1.00	12.00	7	322.0	1484.000	-0.29	2024-10-21
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.05	-0.42	$-0.35	-0.15	0.40	0.12	0.07	2.26	1.91	-0.05	$-5.00	12.00	5	61.0	1439.000	-0.35	2024-10-19
SLI241115C00002500	SLI	CALL	Long	2.50	None	$-0.04	-0.33	$-0.34	-0.15	0.35	0.12	0.08	2.26	1.92	-0.04	$-4.00	12.00	4	19.0	1439.000	-0.34	2024-10-18
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.02	0.17	$-0.19	-0.08	0.22	0.12	0.14	2.26	2.07	0.02	$2.00	12.00	2	99.0	1349.000	-0.19	2024-10-16
SLI241115C00002500	SLI	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.18	$0.02	0.17	$-0.18	-0.08	0.30	0.12	0.14	2.26	2.08	0.02	$2.00	12.00	1	74.0	1288.000	-0.18	2024-10-15
SLI241115C00002500	SLI	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.12	0.12	2.26	2.26	0.00	$0.00	12.00	0	108.0	1193.000	0.00	2024-10-14

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