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View Outliers PnL Drill-Down: SNDX241220C00017500

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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
2024-11-12	SNDX	SNDX241220C00017500	17.50	149.0	20.000	0.856	0.340	0.2	1.4	0.040	1.100	2.320	1.40	16.21	2024-12-20	CALL	Long	0.194	0.357	-0.256

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
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.35	-0.96	$-3.36	-0.21	2.89	1.40	0.05	16.21	12.85	-1.35	$-135.00	140.00	37	1.0	3504.000	-3.36	2024-12-19
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.37	-0.98	$-2.97	-0.18	1.98	1.40	0.03	16.21	13.24	-1.37	$-137.00	140.00	36	2.0	3504.000	-2.97	2024-12-18
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.37	-0.98	$-2.58	-0.16	0.42	1.40	0.03	16.21	13.63	-1.37	$-137.00	140.00	35	2.0	3506.000	-2.58	2024-12-17
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.35	-0.96	$-2.42	-0.15	0.61	1.40	0.05	16.21	13.79	-1.35	$-135.00	140.00	34	3.0	3509.000	-2.42	2024-12-16
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.39	-0.99	$-2.28	-0.14	0.82	1.40	0.01	16.21	13.93	-1.39	$-139.00	140.00	31	9.0	3509.000	-2.28	2024-12-13
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.39	-0.99	$-2.74	-0.17	0.84	1.40	0.01	16.21	13.47	-1.39	$-139.00	140.00	30	9.0	3517.000	-2.74	2024-12-12
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.30	-0.93	$-1.98	-0.12	-0.17	1.40	0.10	16.21	14.23	-1.30	$-130.00	140.00	29	1.0	3517.000	-1.98	2024-12-11
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.30	-0.93	$-1.27	-0.08	0.42	1.40	0.10	16.21	14.94	-1.30	$-130.00	140.00	28	1.0	3518.000	-1.27	2024-12-10
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-1.35	-0.96	$-0.65	-0.04	-0.26	1.40	0.05	16.21	15.56	-1.35	$-135.00	140.00	27	13.0	3516.000	-0.65	2024-12-09
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.90	-0.64	$0.80	0.05	-0.30	1.40	0.50	16.21	17.01	-0.90	$-90.00	140.00	26	62.0	3454.000	0.80	2024-12-08
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.90	-0.64	$0.80	0.05	-0.34	1.40	0.50	16.21	17.01	-0.90	$-90.00	140.00	24	62.0	3454.000	0.80	2024-12-06
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.95	-0.68	$0.59	0.04	-0.30	1.40	0.45	16.21	16.80	-0.95	$-95.00	140.00	23	11.0	3453.000	0.59	2024-12-05
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.70	-0.50	$0.71	0.04	-0.33	1.40	0.70	16.21	16.92	-0.70	$-70.00	140.00	22	33.0	3424.000	0.71	2024-12-04
SNDX241220C00017500	SNDX	CALL	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.84	-0.60	$0.41	0.03	-0.28	1.40	0.56	16.21	16.62	-0.84	$-84.00	140.00	21	2.0	3422.000	0.41	2024-12-03
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.85	-0.61	$0.49	0.03	-0.28	1.40	0.55	16.21	16.70	-0.85	$-85.00	140.00	20	40.0	3421.000	0.49	2024-12-02
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.85	-0.61	$0.51	0.03	-0.79	1.40	0.55	16.21	16.72	-0.85	$-85.00	140.00	19	3.0	0.000	0.51	2024-12-01
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.85	-0.61	$0.51	0.03	-0.06	1.40	0.55	16.21	16.72	-0.85	$-85.00	140.00	18	3.0	3421.000	0.51	2024-11-30
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.85	-0.61	$0.30	0.02	-0.08	1.40	0.55	16.21	16.51	-0.85	$-85.00	140.00	16	3.0	3418.000	0.30	2024-11-28
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.60	-0.43	$0.34	0.02	-0.22	1.40	0.80	16.21	16.55	-0.60	$-60.00	140.00	15	386.0	3418.000	0.34	2024-11-27
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.60	-0.43	$0.29	0.02	-0.32	1.40	0.80	16.21	16.50	-0.60	$-60.00	140.00	14	386.0	3418.000	0.29	2024-11-26
SNDX241220C00017500	SNDX	CALL	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.60	-0.43	$0.52	0.03	-0.24	1.40	0.80	16.21	16.73	-0.60	$-60.00	140.00	13	386.0	3044.000	0.52	2024-11-25
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.77	-0.55	$-0.12	-0.01	-0.17	1.40	0.63	16.21	16.09	-0.77	$-77.00	140.00	12	203.0	2995.000	-0.12	2024-11-24
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.77	-0.55	$-0.12	-0.01	-0.19	1.40	0.63	16.21	16.09	-0.77	$-77.00	140.00	11	203.0	2995.000	-0.12	2024-11-23
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.85	-0.61	$-0.12	-0.01	-0.22	1.40	0.55	16.21	16.09	-0.85	$-85.00	140.00	10	202.0	2995.000	-0.12	2024-11-22
SNDX241220C00017500	SNDX	CALL	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.90	-0.64	$-0.61	-0.04	-0.24	1.40	0.50	16.21	15.60	-0.90	$-90.00	140.00	9	2380.0	656.000	-0.61	2024-11-21
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.90	-0.64	$-0.26	-0.02	-0.17	1.40	0.50	16.21	15.95	-0.90	$-90.00	140.00	8	1.0	656.000	-0.26	2024-11-20
SNDX241220C00017500	SNDX	CALL	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.75	-0.54	$-0.44	-0.03	-0.22	1.40	0.65	16.21	15.77	-0.75	$-75.00	140.00	7	414.0	299.000	-0.44	2024-11-19
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.60	-0.43	$-0.10	-0.01	-0.17	1.40	0.80	16.21	16.11	-0.60	$-60.00	140.00	6	46.0	257.000	-0.10	2024-11-18
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.05	-0.04	$-0.38	-0.02	-0.08	1.40	1.35	16.21	15.83	-0.05	$-5.00	140.00	5	1.0	257.000	-0.38	2024-11-17
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.05	-0.04	$-0.38	-0.02	-0.09	1.40	1.35	16.21	15.83	-0.05	$-5.00	140.00	4	1.0	257.000	-0.38	2024-11-16
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$-0.05	-0.04	$-0.38	-0.02	-0.17	1.40	1.35	16.21	15.83	-0.05	$-5.00	140.00	3	1.0	257.000	-0.38	2024-11-15
SNDX241220C00017500	SNDX	CALL	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.04	$0.58	0.04	-0.08	1.40	1.35	16.21	16.79	-0.05	$-5.00	140.00	2	1.0	256.000	0.58	2024-11-14
SNDX241220C00017500	SNDX	CALL	Long	17.50	None	$0.00	0.00	$0.42	0.03	-0.06	1.40	1.40	16.21	16.63	0.00	$0.00	140.00	1	112.0	148.000	0.42	2024-11-13
SNDX241220C00017500	SNDX	CALL	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	1.40	1.40	16.21	16.21	0.00	$0.00	140.00	0	149.0	20.000	0.00	2024-11-12

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