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View Outliers PnL Drill-Down: TLRY240426C00002000

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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
2024-03-22	TLRY	TLRY240426C00002000	2.00	796.0	1873.000	1.156	0.295	0.3	0.0	-0.010	0.450	0.170	0.45	2.27	2024-04-26	CALL	Short	0.330	0.372	0.185

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	TLRY	0.818	0.052	0.435	0.194	0.118	-0.097	1.24	-0.311	0.0000	1.19	2.85	21	1y	1.59

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
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.54	0.98	$0.56	0.24	-0.13	0.55	0.01	2.31	1.75	0.54	$54.00	231.00	34	2220.0	28320.000	0.56	2024-04-25
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.54	0.98	$0.47	0.20	-0.44	0.55	0.01	2.31	1.84	0.54	$54.00	231.00	33	3420.0	28135.000	0.47	2024-04-24
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.52	0.95	$0.47	0.20	-0.38	0.55	0.03	2.31	1.84	0.52	$52.00	231.00	32	12999.0	19571.000	0.47	2024-04-23
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.53	0.96	$0.59	0.26	-0.26	0.55	0.02	2.31	1.72	0.53	$53.00	231.00	31	5490.0	17800.000	0.59	2024-04-22
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.51	0.93	$0.58	0.25	-0.23	0.55	0.04	2.31	1.73	0.51	$51.00	231.00	28	5771.0	14663.000	0.58	2024-04-19
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.51	0.93	$0.58	0.25	-0.29	0.55	0.04	2.31	1.73	0.51	$51.00	231.00	27	7830.0	10988.000	0.58	2024-04-18
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.50	0.91	$0.59	0.26	-0.21	0.55	0.05	2.31	1.72	0.50	$50.00	231.00	26	6301.0	8370.000	0.59	2024-04-17
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.48	0.87	$0.48	0.21	-0.29	0.55	0.07	2.31	1.83	0.48	$48.00	231.00	25	4688.0	5518.000	0.48	2024-04-16
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.48	0.87	$0.53	0.23	-0.29	0.55	0.07	2.31	1.78	0.48	$48.00	231.00	24	3383.0	3917.000	0.53	2024-04-15
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.45	0.82	$0.49	0.21	-0.27	0.55	0.10	2.31	1.82	0.45	$45.00	231.00	21	2563.0	3734.000	0.49	2024-04-12
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.43	0.78	$0.41	0.18	-0.30	0.55	0.12	2.31	1.90	0.43	$43.00	231.00	20	2231.0	2852.000	0.41	2024-04-11
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.33	0.60	$0.29	0.13	-0.23	0.55	0.22	2.31	2.02	0.33	$33.00	231.00	19	498.0	2791.000	0.29	2024-04-10
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.30	0.55	$0.25	0.11	-0.15	0.55	0.25	2.31	2.06	0.30	$30.00	231.00	18	1120.0	2283.000	0.25	2024-04-09
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.17	-0.31	$-0.28	-0.12	0.24	0.55	0.72	2.31	2.59	-0.17	$-17.00	231.00	17	246.0	2150.000	-0.28	2024-04-08
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.23	-0.42	$-0.29	-0.13	0.13	0.55	0.78	2.31	2.60	-0.23	$-23.00	231.00	14	289.0	2112.000	-0.29	2024-04-05
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.22	-0.40	$-0.37	-0.16	-0.20	0.55	0.77	2.31	2.68	-0.22	$-22.00	231.00	13	499.0	2195.000	-0.37	2024-04-04
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.37	-0.67	$-0.54	-0.23	-0.41	0.55	0.92	2.31	2.85	-0.37	$-37.00	231.00	12	404.0	2102.000	-0.54	2024-04-03
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.00	-0.00	$-0.10	-0.04	-0.14	0.55	0.55	2.31	2.41	-0.00	$-0.00	231.00	11	394.0	2066.000	-0.10	2024-04-02
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.03	0.05	$-0.12	-0.05	-0.16	0.55	0.52	2.31	2.43	0.03	$3.00	231.00	10	61.0	2047.000	-0.12	2024-04-01
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.00	-0.00	$-0.16	-0.07	-0.07	0.55	0.55	2.31	2.47	-0.00	$-0.00	231.00	9	746.0	1636.000	-0.16	2024-03-31
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.00	-0.00	$-0.16	-0.07	-0.12	0.55	0.55	2.31	2.47	-0.00	$-0.00	231.00	8	746.0	1636.000	-0.16	2024-03-30
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.00	-0.00	$-0.16	-0.07	-0.14	0.55	0.55	2.31	2.47	-0.00	$-0.00	231.00	7	746.0	1636.000	-0.16	2024-03-29
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.00	-0.00	$-0.16	-0.07	-0.26	0.55	0.55	2.31	2.47	-0.00	$-0.00	231.00	6	746.0	1636.000	-0.16	2024-03-28
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.07	-0.13	$-0.17	-0.07	-0.22	0.55	0.62	2.31	2.48	-0.07	$-7.00	231.00	5	71.0	1599.000	-0.17	2024-03-27
TLRY240426C00002000	TLRY	CALL	Short	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.08	$0.05	0.09	$-0.00	-0.00	-0.16	0.55	0.50	2.31	2.31	0.05	$5.00	231.00	4	173.0	1572.000	-0.00	2024-03-26
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$0.18	0.33	$0.16	0.07	-0.22	0.55	0.37	2.31	2.15	0.18	$18.00	231.00	3	335.0	1679.000	0.16	2024-03-25
TLRY240426C00002000	TLRY	CALL	Short	2.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.55	0.55	2.31	2.31	-0.00	$-0.00	231.00	0	827.0	1873.000	-0.00	2024-03-22

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