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View Outliers PnL Drill-Down: STEM240920C00001000

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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
2024-08-07	STEM	STEM240920C00001000	1.00	11.0	13.000	1.344	0.620	0.0	0.4	0.090	0.020	0.410	0.04	0.60	2024-09-20	CALL	Long	0.437	0.669	-0.399

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	STEM	0.727	0.210	0.596	0.358	0.289	-0.111	0.36	-0.304	0.0000	0.31	4.12	21	1y	0.45

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
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.18	-0.31	8.62	0.04	0.04	0.59	0.41	0.00	$0.00	4.00	43	3.0	118.000	-0.18	2024-09-19
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.14	-0.24	6.12	0.04	0.04	0.59	0.45	0.00	$0.00	4.00	42	3.0	118.000	-0.14	2024-09-18
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.14	-0.24	5.00	0.04	0.04	0.59	0.45	0.00	$0.00	4.00	41	3.0	118.000	-0.14	2024-09-17
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.16	-0.27	4.62	0.04	0.04	0.59	0.43	0.00	$0.00	4.00	40	3.0	118.000	-0.16	2024-09-16
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.15	-0.25	4.00	0.04	0.04	0.59	0.44	0.00	$0.00	4.00	38	3.0	118.000	-0.15	2024-09-14
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.15	-0.25	3.25	0.04	0.04	0.59	0.44	0.00	$0.00	4.00	37	3.0	118.000	-0.15	2024-09-13
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.16	-0.27	3.12	0.04	0.04	0.59	0.43	0.00	$0.00	4.00	36	3.0	118.000	-0.16	2024-09-12
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.13	-0.22	2.56	0.04	0.04	0.59	0.46	0.00	$0.00	4.00	35	3.0	118.000	-0.13	2024-09-11
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.21	-0.36	3.19	0.04	0.04	0.59	0.38	0.00	$0.00	4.00	34	3.0	118.000	-0.21	2024-09-10
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.18	-0.31	2.75	0.04	0.04	0.59	0.41	0.00	$0.00	4.00	33	3.0	118.000	-0.18	2024-09-09
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.15	-0.25	2.38	0.04	0.04	0.59	0.44	0.00	$0.00	4.00	32	3.0	118.000	-0.15	2024-09-08
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.15	-0.25	2.00	0.04	0.04	0.59	0.44	0.00	$0.00	4.00	30	3.0	118.000	-0.15	2024-09-06
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.13	-0.22	1.75	0.04	0.04	0.59	0.46	0.00	$0.00	4.00	29	3.0	118.000	-0.13	2024-09-05
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.09	-0.15	1.44	0.04	0.04	0.59	0.50	0.00	$0.00	4.00	28	3.0	118.000	-0.09	2024-09-04
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.01	-0.02	0.72	0.04	0.04	0.59	0.58	0.00	$0.00	4.00	24	3.0	115.000	-0.01	2024-08-31
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.59	0.04	0.04	0.59	0.59	0.00	$0.00	4.00	23	3.0	115.000	0.00	2024-08-30
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$0.03	0.05	0.41	0.04	0.04	0.59	0.62	0.00	$0.00	4.00	22	6.0	112.000	0.03	2024-08-29
STEM240920C00001000	STEM	CALL	Long	1.00	None	$-0.03	-0.75	$-0.01	-0.02	0.53	0.04	0.01	0.59	0.58	-0.03	$-3.00	4.00	21	6.0	112.000	-0.01	2024-08-28
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$0.10	0.17	-0.88	0.04	0.04	0.59	0.69	0.00	$0.00	4.00	20	20.0	114.000	0.10	2024-08-27
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$0.10	0.17	0.00	0.04	0.04	0.59	0.69	0.00	$0.00	4.00	19	20.0	98.000	0.10	2024-08-26
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$0.16	0.27	-0.25	0.04	0.04	0.59	0.75	0.00	$0.00	4.00	18	50.0	49.000	0.16	2024-08-25
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$0.16	0.27	-0.25	0.04	0.04	0.59	0.75	0.00	$0.00	4.00	17	50.0	49.000	0.16	2024-08-24
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$0.16	0.27	-0.28	0.04	0.05	0.59	0.75	0.01	$1.00	4.00	16	28.0	49.000	0.16	2024-08-23
STEM240920C00001000	STEM	CALL	Long	1.00	None	$-0.01	-0.25	$0.03	0.05	-0.88	0.04	0.03	0.59	0.62	-0.01	$-1.00	4.00	15	1.0	48.000	0.03	2024-08-22
STEM240920C00001000	STEM	CALL	Long	1.00	None	$-0.03	-0.75	$0.04	0.07	0.12	0.04	0.01	0.59	0.63	-0.03	$-3.00	4.00	14	4.0	48.000	0.04	2024-08-21
STEM240920C00001000	STEM	CALL	Long	1.00	None	$-0.03	-0.75	$-0.02	-0.03	0.31	0.04	0.01	0.59	0.57	-0.03	$-3.00	4.00	13	4.0	44.000	-0.02	2024-08-20
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$-0.03	-0.05	0.34	0.04	0.05	0.59	0.56	0.01	$1.00	4.00	12	2.0	42.000	-0.03	2024-08-19
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$-0.03	-0.05	0.31	0.04	0.05	0.59	0.56	0.01	$1.00	4.00	11	20.0	42.000	-0.03	2024-08-18
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$-0.03	-0.05	0.28	0.04	0.05	0.59	0.56	0.01	$1.00	4.00	10	20.0	42.000	-0.03	2024-08-17
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$-0.03	-0.05	0.25	0.04	0.05	0.59	0.56	0.01	$1.00	4.00	9	20.0	42.000	-0.03	2024-08-16
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$-0.07	-0.12	0.41	0.04	0.05	0.59	0.52	0.01	$1.00	4.00	8	20.0	42.000	-0.07	2024-08-15
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$-0.01	-0.02	0.12	0.04	0.05	0.59	0.58	0.01	$1.00	4.00	7	20.0	42.000	-0.01	2024-08-14
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.01	0.25	$-0.06	-0.10	0.34	0.04	0.05	0.59	0.53	0.01	$1.00	4.00	6	20.0	22.000	-0.06	2024-08-13
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.09	-0.15	0.41	0.04	0.04	0.59	0.50	0.00	$0.00	4.00	5	11.0	22.000	-0.09	2024-08-12
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$-0.01	-0.02	0.06	0.04	0.04	0.59	0.58	0.00	$0.00	4.00	2	11.0	22.000	-0.01	2024-08-09
STEM240920C00001000	STEM	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.02	$0.00	0.00	$-0.04	-0.07	0.56	0.04	0.04	0.59	0.55	0.00	$0.00	4.00	1	11.0	22.000	-0.04	2024-08-08
STEM240920C00001000	STEM	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.04	0.04	0.59	0.59	0.00	$0.00	4.00	0	11.0	13.000	0.00	2024-08-07

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