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View Outliers PnL Drill-Down: SPGI240315C00430000

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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
2024-02-08	SPGI	SPGI240315C00430000	430.00	5.0	3.000	0.192	0.088	4.5	4.0	0.000	9.520	9.020	11.00	428.79	2024-03-15	CALL	Long	0.067	0.086	-0.050

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	SPGI	0.818	0.033	0.070	0.045	0.036	-0.020	500.33	0.210	0.0000	408.56	529.00	21	1y	499.06

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
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-12.69	-0.98	$-13.07	-0.03	0.13	13.00	0.31	436.83	423.76	-12.69	$-1269.00	1300.00	35	2.0	99.000	-13.07	2024-03-14
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-11.15	-0.86	$-8.80	-0.02	0.05	13.00	1.85	436.83	428.03	-11.15	$-1115.00	1300.00	34	1.0	99.000	-8.80	2024-03-13
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-10.37	-0.80	$-8.21	-0.02	0.01	13.00	2.63	436.83	428.62	-10.37	$-1037.00	1300.00	33	4.0	100.000	-8.21	2024-03-12
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-10.64	-0.82	$-10.05	-0.02	0.02	13.00	2.36	436.83	426.78	-10.64	$-1064.00	1300.00	32	1.0	100.000	-10.05	2024-03-11
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-9.40	-0.72	$-8.60	-0.02	0.00	13.00	3.60	436.83	428.23	-9.40	$-940.00	1300.00	29	12.0	93.000	-8.60	2024-03-08
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-9.36	-0.72	$-10.00	-0.02	0.02	13.00	3.64	436.83	426.83	-9.36	$-936.00	1300.00	28	11.0	93.000	-10.00	2024-03-07
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-8.80	-0.68	$-10.61	-0.02	0.02	13.00	4.20	436.83	426.22	-8.80	$-880.00	1300.00	27	2.0	93.000	-10.61	2024-03-06
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-8.80	-0.68	$-15.00	-0.03	0.06	13.00	4.20	436.83	421.83	-8.80	$-880.00	1300.00	26	2.0	93.000	-15.00	2024-03-05
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-8.80	-0.68	$-11.39	-0.03	-0.17	13.00	4.20	436.83	425.44	-8.80	$-880.00	1300.00	25	2.0	0.000	-11.39	2024-03-04
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-7.10	-0.55	$-7.82	-0.02	0.03	13.00	5.90	436.83	429.01	-7.10	$-710.00	1300.00	24	5.0	92.000	-7.82	2024-03-03
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-7.10	-0.55	$-7.82	-0.02	0.03	13.00	5.90	436.83	429.01	-7.10	$-710.00	1300.00	23	5.0	92.000	-7.82	2024-03-02
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-7.90	-0.61	$-5.36	-0.01	0.02	13.00	5.10	436.83	431.47	-7.90	$-790.00	1300.00	22	1.0	92.000	-5.36	2024-03-01
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-5.60	-0.43	$-8.56	-0.02	0.02	13.00	7.40	436.83	428.27	-5.60	$-560.00	1300.00	21	1.0	92.000	-8.56	2024-02-29
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-5.60	-0.43	$-7.44	-0.02	0.02	13.00	7.40	436.83	429.39	-5.60	$-560.00	1300.00	20	1.0	91.000	-7.44	2024-02-28
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-7.10	-0.55	$-9.03	-0.02	0.01	13.00	5.90	436.83	427.80	-7.10	$-710.00	1300.00	19	24.0	80.000	-9.03	2024-02-27
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-1.20	-0.09	$-3.40	-0.01	0.11	13.00	11.80	436.83	433.43	-1.20	$-120.00	1300.00	18	5.0	80.000	-3.40	2024-02-26
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-1.20	-0.09	$1.44	0.00	0.03	13.00	11.80	436.83	438.27	-1.20	$-120.00	1300.00	17	5.0	80.000	1.44	2024-02-25
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-1.20	-0.09	$1.44	0.00	0.01	13.00	11.80	436.83	438.27	-1.20	$-120.00	1300.00	15	5.0	80.000	1.44	2024-02-23
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-1.20	-0.09	$-1.63	-0.00	0.02	13.00	11.80	436.83	435.20	-1.20	$-120.00	1300.00	14	5.0	81.000	-1.63	2024-02-22
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-8.80	-0.68	$-12.50	-0.03	-0.00	13.00	4.20	436.83	424.33	-8.80	$-880.00	1300.00	13	7.0	78.000	-12.50	2024-02-21
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-8.20	-0.63	$-10.82	-0.02	-0.01	13.00	4.80	436.83	426.01	-8.20	$-820.00	1300.00	12	3.0	76.000	-10.82	2024-02-20
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$-6.20	-0.48	$-13.26	-0.03	0.01	13.00	6.80	436.83	423.57	-6.20	$-620.00	1300.00	11	44.0	70.000	-13.26	2024-02-19
SPGI240315C00430000	SPGI	CALL	Long	430.00	None	$2.80	0.22	$1.07	0.00	0.03	13.00	15.80	436.83	437.90	2.80	$280.00	1300.00	1	1.0	11.000	1.07	2024-02-09
SPGI240315C00430000	SPGI	CALL	Long	430.00	OUTLIERSPNLMANUALTRIGGER - volume and open interest is too low	$0.00	0.00	$0.00	0.00	0.00	13.00	13.00	436.83	436.83	0.00	$0.00	1300.00	0	19.0	3.000	0.00	2024-02-08

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