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View Outliers PnL Drill-Down: TLRY240426C00002500

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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	TLRY240426C00002500	2.50	2410.0	2302.000	1.348	0.305	0.0	0.2	-0.010	0.300	0.480	0.31	2.31	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
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.28	0.90	$0.56	0.24	1.28	0.31	0.03	2.31	1.75	0.28	$28.00	231.00	34	30.0	10211.000	0.56	2024-04-25
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.30	0.97	$0.47	0.20	0.53	0.31	0.01	2.31	1.84	0.30	$30.00	231.00	33	26.0	10207.000	0.47	2024-04-24
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.30	0.97	$0.47	0.20	0.28	0.31	0.01	2.31	1.84	0.30	$30.00	231.00	32	192.0	10044.000	0.47	2024-04-23
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.30	0.97	$0.59	0.26	0.40	0.31	0.01	2.31	1.72	0.30	$30.00	231.00	31	87.0	9975.000	0.59	2024-04-22
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.30	0.97	$0.58	0.25	0.31	0.31	0.01	2.31	1.73	0.30	$30.00	231.00	28	341.0	9870.000	0.58	2024-04-19
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.29	0.94	$0.58	0.25	0.22	0.31	0.02	2.31	1.73	0.29	$29.00	231.00	27	219.0	9769.000	0.58	2024-04-18
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.29	0.94	$0.59	0.26	0.15	0.31	0.02	2.31	1.72	0.29	$29.00	231.00	26	890.0	9933.000	0.59	2024-04-17
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.28	0.90	$0.48	0.21	0.06	0.31	0.03	2.31	1.83	0.28	$28.00	231.00	25	1070.0	9406.000	0.48	2024-04-16
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.28	0.90	$0.53	0.23	0.09	0.31	0.03	2.31	1.78	0.28	$28.00	231.00	24	1380.0	8589.000	0.53	2024-04-15
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.29	0.94	$0.49	0.21	-0.13	0.31	0.02	2.31	1.82	0.29	$29.00	231.00	21	2340.0	7220.000	0.49	2024-04-12
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.27	0.87	$0.41	0.18	-0.08	0.31	0.04	2.31	1.90	0.27	$27.00	231.00	20	3874.0	8191.000	0.41	2024-04-11
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.23	0.74	$0.29	0.13	-0.13	0.31	0.08	2.31	2.02	0.23	$23.00	231.00	19	1793.0	7311.000	0.29	2024-04-10
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.20	0.65	$0.25	0.11	0.01	0.31	0.11	2.31	2.06	0.20	$20.00	231.00	18	3366.0	4819.000	0.25	2024-04-09
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$-0.10	-0.32	$-0.28	-0.12	0.28	0.31	0.41	2.31	2.59	-0.10	$-10.00	231.00	17	1586.0	4021.000	-0.28	2024-04-08
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$-0.12	-0.39	$-0.29	-0.13	0.13	0.31	0.43	2.31	2.60	-0.12	$-12.00	231.00	14	879.0	3656.000	-0.29	2024-04-05
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$-0.13	-0.42	$-0.37	-0.16	0.04	0.31	0.44	2.31	2.68	-0.13	$-13.00	231.00	13	1664.0	4006.000	-0.37	2024-04-04
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$-0.25	-0.81	$-0.54	-0.23	0.01	0.31	0.56	2.31	2.85	-0.25	$-25.00	231.00	12	1854.0	4568.000	-0.54	2024-04-03
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.02	0.06	$-0.10	-0.04	-0.12	0.31	0.29	2.31	2.41	0.02	$2.00	231.00	11	367.0	4560.000	-0.10	2024-04-02
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.04	0.13	$-0.12	-0.05	-1.28	0.31	0.27	2.31	2.43	0.04	$4.00	231.00	10	340.0	4560.000	-0.12	2024-04-01
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.01	0.03	$-0.16	-0.07	-0.11	0.31	0.30	2.31	2.47	0.01	$1.00	231.00	9	1145.0	4298.000	-0.16	2024-03-31
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.01	0.03	$-0.16	-0.07	-0.16	0.31	0.30	2.31	2.47	0.01	$1.00	231.00	8	1145.0	4298.000	-0.16	2024-03-30
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.01	0.03	$-0.16	-0.07	-0.18	0.31	0.30	2.31	2.47	0.01	$1.00	231.00	7	1145.0	4298.000	-0.16	2024-03-29
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$-0.00	-0.00	$-0.16	-0.07	-0.20	0.31	0.31	2.31	2.47	-0.00	$-0.00	231.00	6	1135.0	4298.000	-0.16	2024-03-28
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$-0.02	-0.06	$-0.17	-0.07	-0.15	0.31	0.33	2.31	2.48	-0.02	$-2.00	231.00	5	763.0	4366.000	-0.17	2024-03-27
TLRY240426C00002500	TLRY	CALL	Short	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.07	$0.05	0.16	$-0.00	-0.00	-0.10	0.31	0.26	2.31	2.31	0.05	$5.00	231.00	4	1619.0	3856.000	-0.00	2024-03-26
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$0.10	0.32	$0.16	0.07	-0.05	0.31	0.21	2.31	2.15	0.10	$10.00	231.00	3	1998.0	2986.000	0.16	2024-03-25
TLRY240426C00002500	TLRY	CALL	Short	2.50	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.31	0.31	2.31	2.31	-0.00	$-0.00	231.00	0	2410.0	2302.000	-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