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View Outliers PnL Drill-Down: SPCE240614C00001500

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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	SPCE240614C00001500	1.50	1769.0	523.000	1.813	0.445	0.0	0.2	-0.010	0.170	0.380	0.22	1.28	2024-06-14	CALL	Short	0.444	0.490	0.216

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
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.22	0.96	$0.53	0.42	-1.48	0.23	0.01	1.26	0.73	0.22	$22.00	126.00	30	40.0	8314.000	0.53	2024-06-13
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.22	0.96	$0.41	0.33	1.52	0.23	0.01	1.26	0.85	0.22	$22.00	126.00	29	222.0	8125.000	0.41	2024-06-12
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.22	0.96	$0.36	0.29	0.77	0.23	0.01	1.26	0.90	0.22	$22.00	126.00	28	635.0	7987.000	0.36	2024-06-11
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.22	0.96	$0.45	0.36	0.89	0.23	0.01	1.26	0.81	0.22	$22.00	126.00	27	697.0	7551.000	0.45	2024-06-10
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.21	0.91	$0.41	0.33	1.39	0.23	0.02	1.26	0.85	0.21	$21.00	126.00	26	418.0	7256.000	0.41	2024-06-09
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.21	0.91	$0.41	0.33	0.70	0.23	0.02	1.26	0.85	0.21	$21.00	126.00	24	418.0	7256.000	0.41	2024-06-07
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.21	0.91	$0.43	0.34	1.02	0.23	0.02	1.26	0.83	0.21	$21.00	126.00	23	184.0	6755.000	0.43	2024-06-06
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.20	0.87	$0.40	0.32	0.70	0.23	0.03	1.26	0.86	0.20	$20.00	126.00	22	149.0	6759.000	0.40	2024-06-05
SPCE240614C00001500	SPCE	CALL	Short	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.87	$0.40	0.32	0.83	0.23	0.03	1.26	0.86	0.20	$20.00	126.00	21	332.0	6757.000	0.40	2024-06-04
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.18	0.78	$0.35	0.28	0.74	0.23	0.05	1.26	0.91	0.18	$18.00	126.00	20	1899.0	5312.000	0.35	2024-06-03
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.18	0.78	$0.39	0.31	-1.48	0.23	0.05	1.26	0.87	0.18	$18.00	126.00	19	63.0	5312.000	0.39	2024-06-02
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.18	0.78	$0.39	0.31	0.89	0.23	0.05	1.26	0.87	0.18	$18.00	126.00	17	63.0	5330.000	0.39	2024-05-31
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.18	0.78	$0.38	0.30	0.74	0.23	0.05	1.26	0.88	0.18	$18.00	126.00	16	128.0	5309.000	0.38	2024-05-30
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.17	0.74	$0.31	0.25	0.52	0.23	0.06	1.26	0.95	0.17	$17.00	126.00	15	156.0	5225.000	0.31	2024-05-29
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.12	0.52	$0.21	0.17	0.67	0.23	0.11	1.26	1.05	0.12	$12.00	126.00	14	4535.0	1849.000	0.21	2024-05-28
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.20	0.87	$0.40	0.32	0.17	0.23	0.03	1.26	0.86	0.20	$20.00	126.00	13	101.0	1866.000	0.40	2024-05-27
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.20	0.87	$0.40	0.32	0.00	0.23	0.03	1.26	0.86	0.20	$20.00	126.00	10	101.0	1866.000	0.40	2024-05-24
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.18	0.78	$0.35	0.28	0.14	0.23	0.05	1.26	0.91	0.18	$18.00	126.00	9	37.0	1836.000	0.35	2024-05-23
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.17	0.74	$0.33	0.26	0.14	0.23	0.06	1.26	0.93	0.17	$17.00	126.00	8	359.0	1587.000	0.33	2024-05-22
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.17	0.74	$0.30	0.24	0.48	0.23	0.06	1.26	0.96	0.17	$17.00	126.00	7	141.0	1515.000	0.30	2024-05-21
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.16	0.70	$0.27	0.21	-1.48	0.23	0.07	1.26	0.99	0.16	$16.00	126.00	6	261.0	0.000	0.27	2024-05-20
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.15	0.65	$0.25	0.20	0.41	0.23	0.08	1.26	1.01	0.15	$15.00	126.00	5	156.0	1415.000	0.25	2024-05-19
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.15	0.65	$0.25	0.20	0.36	0.23	0.08	1.26	1.01	0.15	$15.00	126.00	4	156.0	1415.000	0.25	2024-05-18
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.15	0.65	$0.27	0.21	0.62	0.23	0.08	1.26	0.99	0.15	$15.00	126.00	3	156.0	1415.000	0.27	2024-05-17
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$0.13	0.57	$0.20	0.16	-0.09	0.23	0.10	1.26	1.06	0.13	$13.00	126.00	1	552.0	1406.000	0.20	2024-05-15
SPCE240614C00001500	SPCE	CALL	Short	1.50	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.23	0.23	1.26	1.26	-0.00	$-0.00	126.00	0	1771.0	523.000	-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