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View Outliers PnL Drill-Down: SPRY241220C00015000

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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
2024-11-13	SPRY	SPRY241220C00015000	15.00	55.0	189.000	0.729	0.267	0.1	1.0	0.010	0.830	1.680	1.05	14.08	2024-12-20	CALL	Long	0.311	0.355	-0.152

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.90	-0.86	$-2.76	-0.20	1.38	1.05	0.15	14.08	11.32	-0.90	$-90.00	105.00	36	101.0	854.000	-2.76	2024-12-19
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.95	-0.90	$-3.12	-0.22	1.76	1.05	0.10	14.08	10.96	-0.95	$-95.00	105.00	35	1.0	854.000	-3.12	2024-12-18
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.95	-0.90	$-2.32	-0.16	0.59	1.05	0.10	14.08	11.76	-0.95	$-95.00	105.00	34	1.0	854.000	-2.32	2024-12-17
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.95	-0.90	$-2.19	-0.16	0.42	1.05	0.10	14.08	11.89	-0.95	$-95.00	105.00	33	1.0	854.000	-2.19	2024-12-16
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.95	-0.90	$-2.18	-0.15	0.31	1.05	0.10	14.08	11.90	-0.95	$-95.00	105.00	30	1.0	854.000	-2.18	2024-12-13
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.95	-0.90	$-1.44	-0.10	0.31	1.05	0.10	14.08	12.64	-0.95	$-95.00	105.00	29	1.0	855.000	-1.44	2024-12-12
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-1.00	-0.95	$-1.81	-0.13	0.11	1.05	0.05	14.08	12.27	-1.00	$-100.00	105.00	28	44.0	876.000	-1.81	2024-12-11
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.65	-0.62	$-1.13	-0.08	0.12	1.05	0.40	14.08	12.95	-0.65	$-65.00	105.00	27	1.0	876.000	-1.13	2024-12-10
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.80	-0.76	$-0.77	-0.05	0.13	1.05	0.25	14.08	13.31	-0.80	$-80.00	105.00	26	2.0	876.000	-0.77	2024-12-09
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.65	-0.62	$-0.06	-0.00	-0.10	1.05	0.40	14.08	14.02	-0.65	$-65.00	105.00	25	6.0	875.000	-0.06	2024-12-08
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.65	-0.62	$-0.06	-0.00	0.04	1.05	0.40	14.08	14.02	-0.65	$-65.00	105.00	23	6.0	875.000	-0.06	2024-12-06
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.55	-0.52	$-0.08	-0.01	-0.05	1.05	0.50	14.08	14.00	-0.55	$-55.00	105.00	22	9.0	869.000	-0.08	2024-12-05
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.64	-0.61	$0.34	0.02	-0.11	1.05	0.41	14.08	14.42	-0.64	$-64.00	105.00	21	17.0	846.000	0.34	2024-12-04
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.75	-0.71	$-0.47	-0.03	-0.07	1.05	0.30	14.08	13.61	-0.75	$-75.00	105.00	20	4.0	848.000	-0.47	2024-12-03
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.75	-0.71	$-0.76	-0.05	0.06	1.05	0.30	14.08	13.32	-0.75	$-75.00	105.00	19	56.0	849.000	-0.76	2024-12-02
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.32	-0.30	$0.43	0.03	-0.62	1.05	0.73	14.08	14.51	-0.32	$-32.00	105.00	18	2.0	0.000	0.43	2024-12-01
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.32	-0.30	$0.43	0.03	0.00	1.05	0.73	14.08	14.51	-0.32	$-32.00	105.00	17	2.0	849.000	0.43	2024-11-30
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.34	-0.32	$0.45	0.03	-0.11	1.05	0.71	14.08	14.53	-0.34	$-34.00	105.00	15	10.0	844.000	0.45	2024-11-28
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.35	-0.33	$0.36	0.03	-0.04	1.05	0.70	14.08	14.44	-0.35	$-35.00	105.00	14	15.0	844.000	0.36	2024-11-27
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.40	-0.38	$0.29	0.02	-0.04	1.05	0.65	14.08	14.37	-0.40	$-40.00	105.00	13	9.0	829.000	0.29	2024-11-26
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.55	-0.52	$-0.37	-0.03	0.04	1.05	0.50	14.08	13.71	-0.55	$-55.00	105.00	12	19.0	831.000	-0.37	2024-11-25
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.40	-0.38	$-0.08	-0.01	0.10	1.05	0.65	14.08	14.00	-0.40	$-40.00	105.00	11	118.0	791.000	-0.08	2024-11-24
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.40	-0.38	$-0.08	-0.01	0.07	1.05	0.65	14.08	14.00	-0.40	$-40.00	105.00	10	118.0	791.000	-0.08	2024-11-23
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.40	-0.38	$-0.08	-0.01	-0.14	1.05	0.65	14.08	14.00	-0.40	$-40.00	105.00	9	118.0	791.000	-0.08	2024-11-22
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.47	-0.45	$-0.70	-0.05	0.03	1.05	0.58	14.08	13.38	-0.47	$-47.00	105.00	8	35.0	759.000	-0.70	2024-11-21
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.50	-0.48	$-0.53	-0.04	-0.02	1.05	0.55	14.08	13.55	-0.50	$-50.00	105.00	7	68.0	693.000	-0.53	2024-11-20
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.35	-0.33	$-0.29	-0.02	0.02	1.05	0.70	14.08	13.79	-0.35	$-35.00	105.00	6	3.0	694.000	-0.29	2024-11-19
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.41	-0.39	$-0.30	-0.02	0.00	1.05	0.64	14.08	13.78	-0.41	$-41.00	105.00	5	346.0	385.000	-0.30	2024-11-18
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.15	-0.14	$-0.07	-0.00	-0.01	1.05	0.90	14.08	14.01	-0.15	$-15.00	105.00	4	34.0	378.000	-0.07	2024-11-17
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.15	-0.14	$-0.07	-0.00	-0.02	1.05	0.90	14.08	14.01	-0.15	$-15.00	105.00	3	34.0	378.000	-0.07	2024-11-16
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$-0.30	-0.29	$-0.07	-0.00	-0.02	1.05	0.75	14.08	14.01	-0.30	$-30.00	105.00	2	33.0	378.000	-0.07	2024-11-15
SPRY241220C00015000	SPRY	CALL	Long	15.00	None	$0.05	0.05	$0.03	0.00	0.06	1.05	1.10	14.08	14.11	0.05	$5.00	105.00	1	214.0	222.000	0.03	2024-11-14
SPRY241220C00015000	SPRY	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	1.05	1.05	14.08	14.08	0.00	$0.00	105.00	0	55.0	189.000	0.00	2024-11-13

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