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View Outliers PnL Drill-Down: SPCE240614C00001000

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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
2024-05-14	SPCE	SPCE240614C00001000	1.00	1267.0	1827.000	1.859	0.440	0.3	0.0	-0.010	0.380	0.110	0.41	1.26	2024-06-14	CALL	Short	0.444	0.490	0.216
2024-05-15	SPCE	SPCE240614C00001000	1.00	104.0	1130.000	1.672	0.476	0.1	0.0	0.010	0.210	0.150	0.22	1.06	2024-06-14	CALL	Long	0.491	0.522	-0.165

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	SPCE	0.727	0.146	0.432	0.258	0.154	-0.168	6.57	-73.873	0.0000	5.27	54.00	21	1y	6.98

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
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.40	-0.98	$-0.54	-0.43	0.92	0.41	0.01	1.27	0.73	-0.40	$-40.00	41.00	30	1036.0	13137.000	-0.54	2024-06-13
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.39	0.95	$0.42	0.33	0.05	0.41	0.02	1.27	0.85	0.39	$39.00	127.00	29	2726.0	12865.000	0.42	2024-06-12
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.36	0.88	$0.37	0.29	0.30	0.41	0.05	1.27	0.90	0.36	$36.00	127.00	28	7665.0	10405.000	0.37	2024-06-11
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.39	-0.95	$-0.46	-0.36	0.30	0.41	0.02	1.27	0.81	-0.39	$-39.00	41.00	27	7434.0	4737.000	-0.46	2024-06-10
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.36	0.88	$0.42	0.33	0.86	0.41	0.05	1.27	0.85	0.36	$36.00	127.00	26	1177.0	4276.000	0.42	2024-06-09
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.36	0.88	$0.42	0.33	0.08	0.41	0.05	1.27	0.85	0.36	$36.00	127.00	24	1167.0	4276.000	0.42	2024-06-07
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.36	0.88	$0.44	0.35	0.30	0.41	0.05	1.27	0.83	0.36	$36.00	127.00	23	896.0	3897.000	0.44	2024-06-06
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.35	0.85	$0.41	0.32	0.16	0.41	0.06	1.27	0.86	0.35	$35.00	127.00	22	724.0	3592.000	0.41	2024-06-05
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.34	-0.83	$-0.41	-0.32	0.24	0.41	0.07	1.27	0.86	-0.34	$-34.00	41.00	21	742.0	3179.000	-0.41	2024-06-04
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.31	0.76	$0.36	0.28	0.24	0.41	0.10	1.27	0.91	0.31	$31.00	127.00	20	1748.0	2824.000	0.36	2024-06-03
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.31	-0.76	$-0.40	-0.31	0.33	0.41	0.10	1.27	0.87	-0.31	$-31.00	41.00	17	454.0	2624.000	-0.40	2024-05-31
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.31	-0.76	$-0.39	-0.31	0.20	0.41	0.10	1.27	0.88	-0.31	$-31.00	41.00	16	1011.0	1869.000	-0.39	2024-05-30
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.26	-0.63	$-0.32	-0.25	0.14	0.41	0.15	1.27	0.95	-0.26	$-26.00	41.00	15	349.0	1641.000	-0.32	2024-05-29
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.20	-0.49	$-0.22	-0.17	0.33	0.41	0.21	1.27	1.05	-0.20	$-20.00	41.00	14	993.0	1984.000	-0.22	2024-05-28
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.33	0.80	$0.41	0.32	-0.16	0.41	0.08	1.27	0.86	0.33	$33.00	127.00	13	677.0	1385.000	0.41	2024-05-27
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.32	-0.78	$-0.41	-0.32	-0.30	0.41	0.09	1.27	0.86	-0.32	$-32.00	41.00	10	657.0	1385.000	-0.41	2024-05-24
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.31	-0.76	$-0.36	-0.28	-0.26	0.41	0.10	1.27	0.91	-0.31	$-31.00	41.00	9	69.0	1370.000	-0.36	2024-05-23
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.30	0.73	$0.34	0.27	-0.09	0.41	0.11	1.27	0.93	0.30	$30.00	127.00	8	146.0	1370.000	0.34	2024-05-22
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.25	-0.61	$-0.31	-0.24	-0.23	0.41	0.16	1.27	0.96	-0.25	$-25.00	41.00	7	112.0	1268.000	-0.31	2024-05-21
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.26	-0.63	$-0.28	-0.22	-1.80	0.41	0.15	1.27	0.99	-0.26	$-26.00	41.00	6	100.0	0.000	-0.28	2024-05-20
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.26	-0.63	$-0.26	-0.20	-0.36	0.41	0.15	1.27	1.01	-0.26	$-26.00	41.00	5	87.0	1155.000	-0.26	2024-05-19
SPCE240614C00001000	SPCE	CALL	Long	1.00	None	$-0.26	-0.63	$-0.26	-0.20	-0.38	0.41	0.15	1.27	1.01	-0.26	$-26.00	41.00	4	87.0	1155.000	-0.26	2024-05-18
SPCE240614C00001000	SPCE	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -0.22	$-0.26	-0.63	$-0.28	-0.22	-0.39	0.41	0.15	1.27	0.99	-0.26	$-26.00	41.00	3	87.0	1155.000	-0.28	2024-05-17
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$0.19	0.46	$0.21	0.17	-0.16	0.41	0.22	1.27	1.06	0.19	$19.00	127.00	1	104.0	1130.000	0.21	2024-05-15
SPCE240614C00001000	SPCE	CALL	Short	1.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.41	0.41	1.27	1.27	-0.00	$-0.00	127.00	0	1267.0	1827.000	-0.00	2024-05-14

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