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View Outliers PnL Drill-Down: TMC240920C00001000

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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
2024-08-05	TMC	TMC240920C00001000	1.00	50.0	164.000	1.500	0.252	0.0	0.1	0.010	0.160	0.220	0.10	0.94	2024-09-20	CALL	Long	0.264	0.270	-0.060

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	TMC	0.636	0.072	0.299	0.184	0.189	0.116	0.80	0.000	0.0000	0.80	1.87	21	1y	0.99

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
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.03	-0.03	0.95	0.20	0.05	1.06	1.03	-0.15	$-15.00	20.00	44	211.0	1151.000	-0.03	2024-09-19
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$-0.03	-0.03	-0.11	0.20	0.10	1.06	1.03	-0.10	$-10.00	20.00	43	221.0	1157.000	-0.03	2024-09-18
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.05	-0.05	0.05	0.20	0.05	1.06	1.01	-0.15	$-15.00	20.00	42	46.0	1162.000	-0.05	2024-09-17
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.08	-0.40	$0.01	0.01	0.80	0.20	0.12	1.06	1.07	-0.08	$-8.00	20.00	41	339.0	1149.000	0.01	2024-09-16
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.16	-0.80	$-0.12	-0.11	0.00	0.20	0.04	1.06	0.94	-0.16	$-16.00	20.00	39	50.0	1149.000	-0.12	2024-09-14
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.16	-0.80	$-0.12	-0.11	-0.11	0.20	0.04	1.06	0.94	-0.16	$-16.00	20.00	38	50.0	1149.000	-0.12	2024-09-13
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.15	-0.14	-0.02	0.20	0.05	1.06	0.91	-0.15	$-15.00	20.00	37	1.0	1149.000	-0.15	2024-09-12
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.12	-0.11	-0.20	0.20	0.05	1.06	0.94	-0.15	$-15.00	20.00	36	1.0	1149.000	-0.12	2024-09-11
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.10	-0.09	0.02	0.20	0.05	1.06	0.96	-0.15	$-15.00	20.00	35	1.0	1149.000	-0.10	2024-09-10
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.13	-0.12	0.20	0.20	0.05	1.06	0.93	-0.15	$-15.00	20.00	34	1.0	1149.000	-0.13	2024-09-09
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.11	-0.10	-0.33	0.20	0.05	1.06	0.95	-0.15	$-15.00	20.00	33	1.0	1149.000	-0.11	2024-09-08
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.11	-0.10	-0.42	0.20	0.05	1.06	0.95	-0.15	$-15.00	20.00	31	1.0	1149.000	-0.11	2024-09-06
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.10	-0.09	0.17	0.20	0.05	1.06	0.96	-0.15	$-15.00	20.00	30	1.0	1148.000	-0.10	2024-09-05
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.15	-0.75	$-0.17	-0.16	0.20	0.20	0.05	1.06	0.89	-0.15	$-15.00	20.00	29	16.0	1137.000	-0.17	2024-09-04
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$-0.07	-0.07	-0.11	0.20	0.10	1.06	0.99	-0.10	$-10.00	20.00	25	7.0	1142.000	-0.07	2024-08-31
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$-0.07	-0.07	-0.41	0.20	0.10	1.06	0.99	-0.10	$-10.00	20.00	24	7.0	1142.000	-0.07	2024-08-30
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$-0.11	-0.10	0.00	0.20	0.10	1.06	0.95	-0.10	$-10.00	20.00	23	2.0	1142.000	-0.11	2024-08-29
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.13	-0.65	$-0.08	-0.08	-0.14	0.20	0.07	1.06	0.98	-0.13	$-13.00	20.00	22	259.0	889.000	-0.08	2024-08-28
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$0.00	0.00	-0.98	0.20	0.10	1.06	1.06	-0.10	$-10.00	20.00	21	169.0	889.000	0.00	2024-08-27
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$0.00	0.00	-0.14	0.20	0.10	1.06	1.06	-0.10	$-10.00	20.00	20	169.0	721.000	0.00	2024-08-26
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$0.00	0.00	-0.16	0.20	0.10	1.06	1.06	-0.10	$-10.00	20.00	19	4.0	718.000	0.00	2024-08-25
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$0.00	0.00	-0.17	0.20	0.10	1.06	1.06	-0.10	$-10.00	20.00	18	4.0	718.000	0.00	2024-08-24
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$0.00	0.00	-0.19	0.20	0.10	1.06	1.06	-0.10	$-10.00	20.00	17	4.0	718.000	0.00	2024-08-23
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$-0.02	-0.02	-0.09	0.20	0.10	1.06	1.04	-0.10	$-10.00	20.00	16	358.0	483.000	-0.02	2024-08-22
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.05	-0.25	$0.02	0.02	-0.33	0.20	0.15	1.06	1.08	-0.05	$-5.00	20.00	15	265.0	228.000	0.02	2024-08-21
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.10	-0.50	$-0.01	-0.01	-0.39	0.20	0.10	1.06	1.05	-0.10	$-10.00	20.00	14	1.0	228.000	-0.01	2024-08-20
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.07	-0.35	$-0.01	-0.01	-0.19	0.20	0.13	1.06	1.05	-0.07	$-7.00	20.00	13	22.0	226.000	-0.01	2024-08-19
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.06	-0.30	$0.01	0.01	-0.30	0.20	0.14	1.06	1.07	-0.06	$-6.00	20.00	12	111.0	285.000	0.01	2024-08-18
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.06	-0.30	$0.01	0.01	-0.31	0.20	0.14	1.06	1.07	-0.06	$-6.00	20.00	11	111.0	285.000	0.01	2024-08-17
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.06	-0.30	$0.01	0.01	-0.33	0.20	0.14	1.06	1.07	-0.06	$-6.00	20.00	10	111.0	285.000	0.01	2024-08-16
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.05	-0.25	$0.04	0.04	-0.09	0.20	0.15	1.06	1.10	-0.05	$-5.00	20.00	9	9.0	282.000	0.04	2024-08-15
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.05	-0.25	$-0.08	-0.08	0.08	0.20	0.15	1.06	0.98	-0.05	$-5.00	20.00	8	148.0	230.000	-0.08	2024-08-14
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.05	-0.25	$-0.12	-0.11	0.24	0.20	0.15	1.06	0.94	-0.05	$-5.00	20.00	7	1.0	229.000	-0.12	2024-08-13
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.05	-0.25	$-0.10	-0.09	0.52	0.20	0.15	1.06	0.96	-0.05	$-5.00	20.00	6	1.0	229.000	-0.10	2024-08-12
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.05	-0.25	$-0.04	-0.04	0.41	0.20	0.15	1.06	1.02	-0.05	$-5.00	20.00	3	1.0	229.000	-0.04	2024-08-09
TMC240920C00001000	TMC	CALL	Long	1.00	None	$-0.05	-0.25	$-0.04	-0.04	0.02	0.20	0.15	1.06	1.02	-0.05	$-5.00	20.00	2	64.0	286.000	-0.04	2024-08-08
TMC240920C00001000	TMC	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.06	$-0.05	-0.25	$-0.09	-0.08	0.03	0.20	0.15	1.06	0.97	-0.05	$-5.00	20.00	1	31.0	261.000	-0.09	2024-08-07
TMC240920C00001000	TMC	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.20	0.20	1.06	1.06	0.00	$0.00	20.00	0	5.0	261.000	0.00	2024-08-06

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