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View Outliers PnL Drill-Down: SNDX240920C00020000

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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
2024-07-29	SNDX	SNDX240920C00020000	20.00	3.0	18.000	0.556	0.259	1.2	0.4	0.010	1.920	1.120	2.25	20.69	2024-09-20	CALL	Long	0.207	0.235	-0.102

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	SNDX	1.000	0.102	0.333	0.148	0.146	-0.187	13.63	0.000	0.0000	13.47	24.81	21	1y	19.06

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
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.15	-0.96	$-1.27	-0.06	0.18	2.25	0.10	19.90	18.63	-2.15	$-215.00	225.00	44	20.0	1096.000	-1.27	2024-09-19
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.15	-0.96	$-1.90	-0.10	0.40	2.25	0.10	19.90	18.00	-2.15	$-215.00	225.00	43	20.0	1096.000	-1.90	2024-09-18
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.15	-0.96	$-1.86	-0.09	0.04	2.25	0.10	19.90	18.04	-2.15	$-215.00	225.00	42	20.0	1096.000	-1.86	2024-09-17
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.15	-0.96	$-1.70	-0.09	-0.01	2.25	0.10	19.90	18.20	-2.15	$-215.00	225.00	41	10.0	1101.000	-1.70	2024-09-16
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.05	-0.91	$-0.78	-0.04	-0.13	2.25	0.20	19.90	19.12	-2.05	$-205.00	225.00	39	50.0	1101.000	-0.78	2024-09-14
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.05	-0.91	$-0.78	-0.04	-0.10	2.25	0.20	19.90	19.12	-2.05	$-205.00	225.00	38	50.0	1101.000	-0.78	2024-09-13
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.05	-0.91	$-1.91	-0.10	-0.13	2.25	0.20	19.90	17.99	-2.05	$-205.00	225.00	37	50.0	1101.000	-1.91	2024-09-12
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.05	-0.91	$-1.58	-0.08	-0.15	2.25	0.20	19.90	18.32	-2.05	$-205.00	225.00	36	50.0	1101.000	-1.58	2024-09-11
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.90	-0.84	$-1.09	-0.05	-0.10	2.25	0.35	19.90	18.81	-1.90	$-190.00	225.00	35	118.0	1200.000	-1.09	2024-09-10
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-2.00	-0.89	$-1.10	-0.06	-0.08	2.25	0.25	19.90	18.80	-2.00	$-200.00	225.00	34	1.0	1200.000	-1.10	2024-09-09
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.90	-0.84	$-0.80	-0.04	-0.10	2.25	0.35	19.90	19.10	-1.90	$-190.00	225.00	31	9.0	1200.000	-0.80	2024-09-06
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.65	-0.73	$-0.30	-0.02	-0.12	2.25	0.60	19.90	19.60	-1.65	$-165.00	225.00	30	1026.0	1200.000	-0.30	2024-09-05
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.65	-0.73	$-0.25	-0.01	-0.15	2.25	0.60	19.90	19.65	-1.65	$-165.00	225.00	29	1026.0	324.000	-0.25	2024-09-04
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.80	-0.36	$0.65	0.03	-0.02	2.25	1.45	19.90	20.55	-0.80	$-80.00	225.00	25	125.0	250.000	0.65	2024-08-31
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.80	-0.36	$0.65	0.03	0.00	2.25	1.45	19.90	20.55	-0.80	$-80.00	225.00	24	125.0	250.000	0.65	2024-08-30
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.80	-0.36	$0.31	0.02	-0.19	2.25	1.45	19.90	20.21	-0.80	$-80.00	225.00	23	125.0	312.000	0.31	2024-08-29
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.00	-0.44	$0.76	0.04	-0.03	2.25	1.25	19.90	20.66	-1.00	$-100.00	225.00	22	20.0	312.000	0.76	2024-08-28
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.75	-0.33	$1.01	0.05	-0.66	2.25	1.50	19.90	20.91	-0.75	$-75.00	225.00	21	3.0	212.000	1.01	2024-08-27
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.75	-0.33	$1.03	0.05	-0.09	2.25	1.50	19.90	20.93	-0.75	$-75.00	225.00	20	3.0	213.000	1.03	2024-08-26
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.25	-0.56	$0.68	0.03	-0.12	2.25	1.00	19.90	20.58	-1.25	$-125.00	225.00	19	10.0	213.000	0.68	2024-08-25
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.25	-0.56	$0.68	0.03	-0.13	2.25	1.00	19.90	20.58	-1.25	$-125.00	225.00	18	10.0	213.000	0.68	2024-08-24
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.25	-0.56	$0.68	0.03	-0.14	2.25	1.00	19.90	20.58	-1.25	$-125.00	225.00	17	10.0	213.000	0.68	2024-08-23
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.25	-0.56	$0.42	0.02	-0.16	2.25	1.00	19.90	20.32	-1.25	$-125.00	225.00	16	10.0	213.000	0.42	2024-08-22
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.00	-0.44	$0.42	0.02	-0.09	2.25	1.25	19.90	20.32	-1.00	$-100.00	225.00	15	15.0	198.000	0.42	2024-08-21
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.86	-0.38	$0.54	0.03	-0.17	2.25	1.39	19.90	20.44	-0.86	$-86.00	225.00	14	1.0	198.000	0.54	2024-08-20
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.86	-0.38	$0.60	0.03	-0.17	2.25	1.39	19.90	20.50	-0.86	$-86.00	225.00	13	1.0	197.000	0.60	2024-08-19
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.16	-0.52	$0.03	0.00	-0.14	2.25	1.09	19.90	19.93	-1.16	$-116.00	225.00	12	22.0	197.000	0.03	2024-08-18
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.16	-0.52	$0.03	0.00	-0.14	2.25	1.09	19.90	19.93	-1.16	$-116.00	225.00	11	22.0	197.000	0.03	2024-08-17
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.16	-0.52	$0.03	0.00	-0.12	2.25	1.09	19.90	19.93	-1.16	$-116.00	225.00	10	22.0	197.000	0.03	2024-08-16
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.16	-0.52	$0.06	0.00	0.26	2.25	1.09	19.90	19.96	-1.16	$-116.00	225.00	9	22.0	197.000	0.06	2024-08-15
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.16	-0.52	$-0.32	-0.02	0.25	2.25	1.09	19.90	19.58	-1.16	$-116.00	225.00	8	22.0	182.000	-0.32	2024-08-14
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.90	-0.40	$-0.03	-0.00	-0.02	2.25	1.35	19.90	19.87	-0.90	$-90.00	225.00	7	51.0	181.000	-0.03	2024-08-13
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-1.00	-0.44	$-0.26	-0.01	0.08	2.25	1.25	19.90	19.64	-1.00	$-100.00	225.00	6	125.0	69.000	-0.26	2024-08-12
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.70	-0.31	$0.14	0.01	-0.14	2.25	1.55	19.90	20.04	-0.70	$-70.00	225.00	3	70.0	69.000	0.14	2024-08-09
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$-0.70	-0.31	$0.09	0.00	-0.00	2.25	1.55	19.90	19.99	-0.70	$-70.00	225.00	2	70.0	69.000	0.09	2024-08-08
SNDX240920C00020000	SNDX	CALL	Long	20.00	Exit OP PnL: $-0.45;Exit EQ PnL: 0.05; Position is Long and position continued to lose. Latest OP price is: $1.80 (EQ: $19.95). Initial OP price was: $2.25 (EQ: $19.90). Surpassed Stop Loss Percentage: -0.2 < -0.16.	$-0.70	-0.31	$-0.38	-0.02	-0.07	2.25	1.55	19.90	19.52	-0.70	$-70.00	225.00	1	70.0	18.000	-0.38	2024-08-07
SNDX240920C00020000	SNDX	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	2.25	2.25	19.90	19.90	0.00	$0.00	225.00	0	3.0	18.000	0.00	2024-08-06

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