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View Outliers PnL Drill-Down: SVM241220C00002500

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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
2024-11-20	SVM	SVM241220C00002500	2.50	2.0	13.000	0.992	0.275	0.8	0.0	0.010	0.860	0.050	1.64	3.30	2024-12-20	CALL	Long	0.300	0.330	-0.126

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	SVM	0.727	0.101	0.198	0.148	0.168	0.017	3.06	0.169	0.0000	2.25	5.06	21	1y	4.53

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
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.52	-0.52	$-0.56	-0.16	1.41	1.00	0.48	3.54	2.98	-0.52	$-52.00	100.00	29	7.0	136.000	-0.56	2024-12-19
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.46	-0.46	$-0.64	-0.18	0.44	1.00	0.54	3.54	2.90	-0.46	$-46.00	100.00	28	1.0	137.000	-0.64	2024-12-18
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.46	-0.46	$-0.48	-0.14	0.44	1.00	0.54	3.54	3.06	-0.46	$-46.00	100.00	27	6.0	137.000	-0.48	2024-12-17
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.46	-0.46	$-0.50	-0.14	0.12	1.00	0.54	3.54	3.04	-0.46	$-46.00	100.00	26	6.0	131.000	-0.50	2024-12-16
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.25	-0.25	$-0.48	-0.14	-0.09	1.00	0.75	3.54	3.06	-0.25	$-25.00	100.00	23	6.0	131.000	-0.48	2024-12-13
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.25	-0.25	$-0.40	-0.11	-0.25	1.00	0.75	3.54	3.14	-0.25	$-25.00	100.00	22	6.0	131.000	-0.40	2024-12-12
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.25	-0.25	$-0.25	-0.07	-0.06	1.00	0.75	3.54	3.29	-0.25	$-25.00	100.00	21	6.0	131.000	-0.25	2024-12-11
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.25	-0.25	$-0.34	-0.10	0.69	1.00	0.75	3.54	3.20	-0.25	$-25.00	100.00	20	6.0	131.000	-0.34	2024-12-10
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.25	-0.25	$-0.32	-0.09	0.83	1.00	0.75	3.54	3.22	-0.25	$-25.00	100.00	19	6.0	132.000	-0.32	2024-12-09
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.34	-0.34	$-0.40	-0.11	0.03	1.00	0.66	3.54	3.14	-0.34	$-34.00	100.00	18	2.0	132.000	-0.40	2024-12-08
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.34	-0.34	$-0.40	-0.11	-0.34	1.00	0.66	3.54	3.14	-0.34	$-34.00	100.00	16	2.0	132.000	-0.40	2024-12-06
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.34	-0.34	$-0.33	-0.09	-0.25	1.00	0.66	3.54	3.21	-0.34	$-34.00	100.00	15	2.0	131.000	-0.33	2024-12-05
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.30	-0.30	$-0.42	-0.12	-0.16	1.00	0.70	3.54	3.12	-0.30	$-30.00	100.00	14	2.0	131.000	-0.42	2024-12-04
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.19	-0.19	$-0.28	-0.08	-0.27	1.00	0.81	3.54	3.26	-0.19	$-19.00	100.00	13	20.0	111.000	-0.28	2024-12-03
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.18	-0.18	$-0.32	-0.09	-0.02	1.00	0.82	3.54	3.22	-0.18	$-18.00	100.00	12	10.0	111.000	-0.32	2024-12-02
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.18	-0.18	$-0.25	-0.07	-0.38	1.00	0.82	3.54	3.29	-0.18	$-18.00	100.00	10	10.0	101.000	-0.25	2024-11-30
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.25	-0.25	$-0.28	-0.08	-0.34	1.00	0.75	3.54	3.26	-0.25	$-25.00	100.00	8	148.0	84.000	-0.28	2024-11-28
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.14	-0.14	$-0.25	-0.07	0.00	1.00	0.86	3.54	3.29	-0.14	$-14.00	100.00	7	5.0	84.000	-0.25	2024-11-27
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.14	-0.14	$-0.23	-0.06	-0.31	1.00	0.86	3.54	3.31	-0.14	$-14.00	100.00	6	5.0	84.000	-0.23	2024-11-26
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.14	-0.14	$-0.20	-0.06	-0.36	1.00	0.86	3.54	3.34	-0.14	$-14.00	100.00	5	5.0	84.000	-0.20	2024-11-25
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.07	-0.07	$-0.12	-0.03	-0.44	1.00	0.93	3.54	3.42	-0.07	$-7.00	100.00	4	20.0	64.000	-0.12	2024-11-24
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.07	-0.07	$-0.12	-0.03	-0.47	1.00	0.93	3.54	3.42	-0.07	$-7.00	100.00	3	20.0	64.000	-0.12	2024-11-23
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.04	-0.04	$-0.12	-0.03	-0.50	1.00	0.96	3.54	3.42	-0.04	$-4.00	100.00	2	10.0	64.000	-0.12	2024-11-22
SVM241220C00002500	SVM	CALL	Long	2.50	None	$-0.19	-0.19	$-0.17	-0.05	-0.50	1.00	0.81	3.54	3.37	-0.19	$-19.00	100.00	1	3.0	61.000	-0.17	2024-11-21
SVM241220C00002500	SVM	CALL	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	1.00	1.00	3.54	3.54	0.00	$0.00	100.00	0	103.0	13.000	0.00	2024-11-20

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