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View Outliers PnL Drill-Down: SNDL241206C00002000

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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
2024-11-06 SNDL SNDL241206C00002000 2.00 19.0 53.000 0.547 0.245 0.1 0.0 0.010 0.140 0.110 0.16 2.02 2024-12-06 CALL Long 0.227 0.273 -0.138

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 SNDL 0.909 0.095 0.402 0.170 0.095 -0.124 1.75 -0.190 0.0000 1.31 2.65 21 1y 2.09

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
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.14 -0.88 $-0.16 -0.08 0.31 0.16 0.02 2.06 1.90 -0.14 $-14.00 16.00 29 51.0 3370.000 -0.16 2024-12-05
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.15 -0.94 $-0.17 -0.08 0.19 0.16 0.01 2.06 1.89 -0.15 $-15.00 16.00 28 382.0 3147.000 -0.17 2024-12-04
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.15 -0.94 $-0.15 -0.07 0.00 0.16 0.01 2.06 1.91 -0.15 $-15.00 16.00 27 216.0 3083.000 -0.15 2024-12-03
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.14 -0.88 $-0.12 -0.06 -0.09 0.16 0.02 2.06 1.94 -0.14 $-14.00 16.00 26 1134.0 2299.000 -0.12 2024-12-02
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.13 -0.81 $-0.13 -0.06 -0.44 0.16 0.03 2.06 1.93 -0.13 $-13.00 16.00 25 239.0 0.000 -0.13 2024-12-01
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.13 -0.81 $-0.13 -0.06 0.08 0.16 0.03 2.06 1.93 -0.13 $-13.00 16.00 24 239.0 0.000 -0.13 2024-11-30
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.11 -0.69 $-0.10 -0.05 -0.06 0.16 0.05 2.06 1.96 -0.11 $-11.00 16.00 22 51.0 2079.000 -0.10 2024-11-28
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.11 -0.69 $-0.08 -0.04 -0.05 0.16 0.05 2.06 1.98 -0.11 $-11.00 16.00 21 3.0 2079.000 -0.08 2024-11-27
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.10 -0.62 $-0.10 -0.05 -0.03 0.16 0.06 2.06 1.96 -0.10 $-10.00 16.00 20 65.0 2062.000 -0.10 2024-11-26
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.08 -0.50 $-0.04 -0.02 -0.02 0.16 0.08 2.06 2.02 -0.08 $-8.00 16.00 19 812.0 1287.000 -0.04 2024-11-25
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.12 -0.75 $-0.08 -0.04 0.06 0.16 0.04 2.06 1.98 -0.12 $-12.00 16.00 18 110.0 1205.000 -0.08 2024-11-24
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.12 -0.75 $-0.08 -0.04 0.02 0.16 0.04 2.06 1.98 -0.12 $-12.00 16.00 17 110.0 1205.000 -0.08 2024-11-23
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.10 -0.62 $-0.08 -0.04 -0.06 0.16 0.06 2.06 1.98 -0.10 $-10.00 16.00 16 25.0 1205.000 -0.08 2024-11-22
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.05 -0.31 $-0.08 -0.04 -0.02 0.16 0.11 2.06 1.98 -0.05 $-5.00 16.00 15 377.0 1100.000 -0.08 2024-11-21
SNDL241206C00002000 SNDL CALL Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.10 -0.62 $-0.10 -0.05 -0.05 0.16 0.06 2.06 1.96 -0.10 $-10.00 16.00 14 668.0 466.000 -0.10 2024-11-20
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.09 -0.56 $-0.08 -0.04 -0.04 0.16 0.07 2.06 1.98 -0.09 $-9.00 16.00 13 68.0 444.000 -0.08 2024-11-19
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.11 -0.69 $-0.12 -0.06 -0.05 0.16 0.05 2.06 1.94 -0.11 $-11.00 16.00 12 131.0 334.000 -0.12 2024-11-18
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.05 -0.31 $-0.11 -0.05 0.23 0.16 0.11 2.06 1.95 -0.05 $-5.00 16.00 11 30.0 309.000 -0.11 2024-11-17
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.05 -0.31 $-0.11 -0.05 0.22 0.16 0.11 2.06 1.95 -0.05 $-5.00 16.00 10 30.0 309.000 -0.11 2024-11-16
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.05 -0.31 $-0.11 -0.05 0.18 0.16 0.11 2.06 1.95 -0.05 $-5.00 16.00 9 30.0 309.000 -0.11 2024-11-15
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.07 -0.44 $-0.11 -0.05 0.06 0.16 0.09 2.06 1.95 -0.07 $-7.00 16.00 8 24.0 295.000 -0.11 2024-11-14
SNDL241206C00002000 SNDL CALL Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.06 -0.38 $-0.10 -0.05 0.02 0.16 0.10 2.06 1.96 -0.06 $-6.00 16.00 7 5.0 294.000 -0.10 2024-11-13
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.02 -0.12 $-0.06 -0.03 0.11 0.16 0.14 2.06 2.00 -0.02 $-2.00 16.00 6 17.0 286.000 -0.06 2024-11-12
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.04 -0.25 $-0.07 -0.03 0.12 0.16 0.12 2.06 1.99 -0.04 $-4.00 16.00 5 21.0 262.000 -0.07 2024-11-11
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.02 -0.12 $-0.08 -0.04 0.18 0.16 0.14 2.06 1.98 -0.02 $-2.00 16.00 4 266.0 50.000 -0.08 2024-11-10
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.02 -0.12 $-0.08 -0.04 0.16 0.16 0.14 2.06 1.98 -0.02 $-2.00 16.00 3 266.0 50.000 -0.08 2024-11-09
SNDL241206C00002000 SNDL CALL Long 2.00 None $-0.04 -0.25 $-0.08 -0.04 0.03 0.16 0.12 2.06 1.98 -0.04 $-4.00 16.00 2 34.0 50.000 -0.08 2024-11-08
SNDL241206C00002000 SNDL CALL Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.00 0.00 0.12 0.16 0.16 2.06 2.06 0.00 $0.00 16.00 1 19.0 50.000 0.00 2024-11-07
SNDL241206C00002000 SNDL CALL Long 2.00 None $0.00 0.00 $0.00 0.00 0.00 0.16 0.16 2.06 2.06 0.00 $0.00 16.00 0 19.0 53.000 0.00 2024-11-06

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