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View Outliers PnL Drill-Down: SNAP241129C00012500

View in yFinance: SNAP

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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
2024-10-30 SNAP SNAP241129C00012500 12.50 20.0 24.000 0.586 0.185 0.3 0.2 0.000 0.790 0.680 0.81 12.57 2024-11-29 CALL Short 0.381 0.410 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 SNAP 0.909 0.103 0.460 0.190 0.134 -0.073 11.18 -0.287 0.0000 8.29 17.45 21 1y 11.28

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
SNAP241129C00012500 SNAP CALL Short 12.50 None $1.00 0.99 $0.99 0.08 0.17 1.01 0.01 12.60 11.61 1.00 $100.00 1260.00 29 548.0 4909.000 0.99 2024-11-28
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.99 0.98 $1.01 0.08 -0.13 1.01 0.02 12.60 11.59 0.99 $99.00 1260.00 28 205.0 4909.000 1.01 2024-11-27
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.99 0.98 $1.00 0.08 -0.22 1.01 0.02 12.60 11.60 0.99 $99.00 1260.00 27 324.0 4862.000 1.00 2024-11-26
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.93 0.92 $1.01 0.08 -0.10 1.01 0.08 12.60 11.59 0.93 $93.00 1260.00 26 4666.0 1902.000 1.01 2024-11-25
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.94 0.93 $1.18 0.09 -0.04 1.01 0.07 12.60 11.42 0.94 $94.00 1260.00 25 1012.0 1554.000 1.18 2024-11-24
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.94 0.93 $1.18 0.09 -0.15 1.01 0.07 12.60 11.42 0.94 $94.00 1260.00 24 1012.0 1554.000 1.18 2024-11-23
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.95 0.94 $1.19 0.09 -0.22 1.01 0.06 12.60 11.41 0.95 $95.00 1260.00 23 988.0 1554.000 1.19 2024-11-22
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.99 0.98 $1.96 0.16 -0.11 1.01 0.02 12.60 10.64 0.99 $99.00 1260.00 22 35.0 1541.000 1.96 2024-11-21
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.98 0.97 $2.01 0.16 -0.08 1.01 0.03 12.60 10.59 0.98 $98.00 1260.00 21 41.0 1572.000 2.01 2024-11-20
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.99 0.98 $2.09 0.17 -0.10 1.01 0.02 12.60 10.51 0.99 $99.00 1260.00 20 7.0 1566.000 2.09 2024-11-19
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.97 0.96 $2.05 0.16 -0.12 1.01 0.04 12.60 10.55 0.97 $97.00 1260.00 19 33.0 1563.000 2.05 2024-11-18
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.97 0.96 $2.00 0.16 -0.11 1.01 0.04 12.60 10.60 0.97 $97.00 1260.00 18 24.0 1570.000 2.00 2024-11-17
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.97 0.96 $2.00 0.16 -0.13 1.01 0.04 12.60 10.60 0.97 $97.00 1260.00 17 24.0 1570.000 2.00 2024-11-16
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.97 0.96 $2.00 0.16 -0.17 1.01 0.04 12.60 10.60 0.97 $97.00 1260.00 16 24.0 1570.000 2.00 2024-11-15
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.94 0.93 $1.83 0.15 -0.18 1.01 0.07 12.60 10.77 0.94 $94.00 1260.00 15 152.0 1596.000 1.83 2024-11-14
SNAP241129C00012500 SNAP CALL Short 12.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.90 0.89 $1.49 0.12 -0.20 1.01 0.11 12.60 11.11 0.90 $90.00 1260.00 14 180.0 1509.000 1.49 2024-11-13
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.84 0.83 $1.36 0.11 -0.17 1.01 0.17 12.60 11.24 0.84 $84.00 1260.00 13 519.0 1949.000 1.36 2024-11-12
SNAP241129C00012500 SNAP CALL Short 12.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.66 0.65 $0.65 0.05 -0.21 1.01 0.35 12.60 11.95 0.66 $66.00 1260.00 12 281.0 1770.000 0.65 2024-11-11
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.63 0.62 $0.59 0.05 -0.22 1.01 0.38 12.60 12.01 0.63 $63.00 1260.00 11 376.0 1569.000 0.59 2024-11-10
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.63 0.62 $0.59 0.05 -0.23 1.01 0.38 12.60 12.01 0.63 $63.00 1260.00 10 376.0 1569.000 0.59 2024-11-09
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.68 0.67 $0.69 0.05 -0.24 1.01 0.33 12.60 11.91 0.68 $68.00 1260.00 9 319.0 1569.000 0.69 2024-11-08
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.39 0.39 $0.12 0.01 -0.23 1.01 0.62 12.60 12.48 0.39 $39.00 1260.00 8 213.0 1586.000 0.12 2024-11-07
SNAP241129C00012500 SNAP CALL Short 12.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.74 0.73 $0.79 0.06 -0.26 1.01 0.27 12.60 11.81 0.74 $74.00 1260.00 7 352.0 1401.000 0.79 2024-11-06
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.39 0.39 $0.41 0.03 -0.15 1.01 0.62 12.60 12.19 0.39 $39.00 1260.00 6 455.0 1489.000 0.41 2024-11-05
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.42 0.42 $0.48 0.04 -0.16 1.01 0.59 12.60 12.12 0.42 $42.00 1260.00 5 787.0 795.000 0.48 2024-11-04
SNAP241129C00012500 SNAP CALL Short 12.50 None $0.18 0.18 $0.07 0.01 -0.16 1.01 0.83 12.60 12.53 0.18 $18.00 1260.00 2 55.0 791.000 0.07 2024-11-01
SNAP241129C00012500 SNAP CALL Short 12.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.38 0.38 $0.45 0.04 -0.18 1.01 0.63 12.60 12.15 0.38 $38.00 1260.00 1 700.0 43.000 0.45 2024-10-31
SNAP241129C00012500 SNAP CALL Short 12.50 None $-0.00 -0.00 $-0.00 -0.00 0.00 1.01 1.01 12.60 12.60 -0.00 $-0.00 1260.00 0 35.0 24.000 -0.00 2024-10-30

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