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View Outliers PnL Drill-Down: TMDX241220C00095000

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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
2024-10-29	TMDX	TMDX241220C00095000	95.00	75.0	59.000	0.625	0.423	2.6	8.6	0.050	4.830	10.820	5.40	88.50	2024-12-20	CALL	Long	0.286	0.457	-0.299

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	TMDX	0.909	0.103	0.395	0.187	0.249	-0.146	65.71	-0.104	0.0000	64.22	176.11	21	1y	98.51

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
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.35	-0.99	$-27.97	-0.32	1.78	5.40	0.05	88.50	60.53	-5.35	$-535.00	540.00	51	1.0	814.000	-27.97	2024-12-19
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.33	-0.99	$-27.62	-0.31	1.48	5.40	0.07	88.50	60.88	-5.33	$-533.00	540.00	50	14.0	814.000	-27.62	2024-12-18
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.33	-0.99	$-22.79	-0.26	0.80	5.40	0.07	88.50	65.71	-5.33	$-533.00	540.00	49	14.0	814.000	-22.79	2024-12-17
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.33	-0.99	$-24.28	-0.27	0.92	5.40	0.07	88.50	64.22	-5.33	$-533.00	540.00	48	14.0	818.000	-24.28	2024-12-16
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.35	-0.99	$-24.24	-0.27	0.59	5.40	0.05	88.50	64.26	-5.35	$-535.00	540.00	45	8.0	819.000	-24.24	2024-12-13
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.35	-0.99	$-22.79	-0.26	0.46	5.40	0.05	88.50	65.71	-5.35	$-535.00	540.00	44	6.0	816.000	-22.79	2024-12-12
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.34	-0.99	$-21.14	-0.24	0.35	5.40	0.06	88.50	67.36	-5.34	$-534.00	540.00	43	21.0	817.000	-21.14	2024-12-11
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.18	-0.96	$-19.51	-0.22	0.32	5.40	0.22	88.50	68.99	-5.18	$-518.00	540.00	42	5.0	821.000	-19.51	2024-12-10
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.16	-0.96	$-18.66	-0.21	0.40	5.40	0.24	88.50	69.84	-5.16	$-516.00	540.00	41	34.0	819.000	-18.66	2024-12-09
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.20	-0.96	$-20.24	-0.23	0.44	5.40	0.20	88.50	68.26	-5.20	$-520.00	540.00	40	27.0	804.000	-20.24	2024-12-08
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.20	-0.96	$-20.24	-0.23	0.29	5.40	0.20	88.50	68.26	-5.20	$-520.00	540.00	38	27.0	804.000	-20.24	2024-12-06
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.20	-0.96	$-22.25	-0.25	0.31	5.40	0.20	88.50	66.25	-5.20	$-520.00	540.00	37	27.0	817.000	-22.25	2024-12-05
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-5.00	-0.93	$-16.29	-0.18	0.19	5.40	0.40	88.50	72.21	-5.00	$-500.00	540.00	36	31.0	821.000	-16.29	2024-12-04
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-4.90	-0.91	$-17.06	-0.19	0.23	5.40	0.50	88.50	71.44	-4.90	$-490.00	540.00	35	110.0	880.000	-17.06	2024-12-03
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-2.93	-0.54	$-3.36	-0.04	0.12	5.40	2.47	88.50	85.14	-2.93	$-293.00	540.00	34	204.0	745.000	-3.36	2024-12-02
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-2.60	-0.48	$-1.79	-0.02	-0.50	5.40	2.80	88.50	86.71	-2.60	$-260.00	540.00	33	67.0	0.000	-1.79	2024-12-01
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-2.60	-0.48	$-1.79	-0.02	0.08	5.40	2.80	88.50	86.71	-2.60	$-260.00	540.00	32	67.0	0.000	-1.79	2024-11-30
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-2.40	-0.44	$-1.39	-0.02	0.07	5.40	3.00	88.50	87.11	-2.40	$-240.00	540.00	30	88.0	712.000	-1.39	2024-11-28
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-3.80	-0.70	$-4.29	-0.05	0.10	5.40	1.60	88.50	84.21	-3.80	$-380.00	540.00	29	58.0	712.000	-4.29	2024-11-27
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-3.80	-0.70	$-7.89	-0.09	0.08	5.40	1.60	88.50	80.61	-3.80	$-380.00	540.00	28	58.0	682.000	-7.89	2024-11-26
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-4.19	-0.78	$-9.92	-0.11	0.08	5.40	1.21	88.50	78.58	-4.19	$-419.00	540.00	27	67.0	659.000	-9.92	2024-11-25
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-4.32	-0.80	$-12.46	-0.14	0.12	5.40	1.08	88.50	76.04	-4.32	$-432.00	540.00	26	69.0	665.000	-12.46	2024-11-24
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-4.32	-0.80	$-12.46	-0.14	0.09	5.40	1.08	88.50	76.04	-4.32	$-432.00	540.00	25	69.0	665.000	-12.46	2024-11-23
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-4.35	-0.81	$-12.46	-0.14	0.06	5.40	1.05	88.50	76.04	-4.35	$-435.00	540.00	24	68.0	665.000	-12.46	2024-11-22
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-3.60	-0.67	$-9.16	-0.10	0.09	5.40	1.80	88.50	79.34	-3.60	$-360.00	540.00	23	51.0	621.000	-9.16	2024-11-21
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-4.20	-0.78	$-11.30	-0.13	0.14	5.40	1.20	88.50	77.20	-4.20	$-420.00	540.00	22	125.0	632.000	-11.30	2024-11-20
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-2.93	-0.54	$-5.58	-0.06	0.04	5.40	2.47	88.50	82.92	-2.93	$-293.00	540.00	21	53.0	589.000	-5.58	2024-11-19
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-3.20	-0.59	$-7.57	-0.09	0.05	5.40	2.20	88.50	80.93	-3.20	$-320.00	540.00	20	73.0	543.000	-7.57	2024-11-18
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-3.00	-0.56	$-8.02	-0.09	0.10	5.40	2.40	88.50	80.48	-3.00	$-300.00	540.00	19	67.0	541.000	-8.02	2024-11-17
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-3.00	-0.56	$-8.02	-0.09	0.09	5.40	2.40	88.50	80.48	-3.00	$-300.00	540.00	18	67.0	541.000	-8.02	2024-11-16
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-3.00	-0.56	$-8.02	-0.09	0.06	5.40	2.40	88.50	80.48	-3.00	$-300.00	540.00	17	64.0	541.000	-8.02	2024-11-15
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$0.00	0.00	$-0.14	-0.00	0.04	5.40	5.40	88.50	88.36	0.00	$0.00	540.00	16	632.0	377.000	-0.14	2024-11-14
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$1.60	0.30	$4.23	0.05	0.05	5.40	7.00	88.50	92.73	1.60	$160.00	540.00	15	73.0	371.000	4.23	2024-11-13
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$1.10	0.20	$2.91	0.03	0.03	5.40	6.50	88.50	91.41	1.10	$110.00	540.00	14	295.0	368.000	2.91	2024-11-12
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-0.30	-0.06	$0.61	0.01	0.01	5.40	5.10	88.50	89.11	-0.30	$-30.00	540.00	13	265.0	154.000	0.61	2024-11-11
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.73	-0.32	$-2.52	-0.03	-0.03	5.40	3.67	88.50	85.98	-1.73	$-173.00	540.00	12	16.0	156.000	-2.52	2024-11-10
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.73	-0.32	$-2.52	-0.03	-0.04	5.40	3.67	88.50	85.98	-1.73	$-173.00	540.00	11	16.0	156.000	-2.52	2024-11-09
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-2.24	-0.41	$-2.48	-0.03	-0.06	5.40	3.16	88.50	86.02	-2.24	$-224.00	540.00	10	7.0	156.000	-2.48	2024-11-08
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.96	-0.36	$-3.00	-0.03	-0.05	5.40	3.44	88.50	85.50	-1.96	$-196.00	540.00	9	51.0	128.000	-3.00	2024-11-07
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.35	-0.25	$-2.15	-0.02	-0.04	5.40	4.05	88.50	86.35	-1.35	$-135.00	540.00	8	9.0	121.000	-2.15	2024-11-06
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.50	-0.28	$-5.50	-0.06	0.02	5.40	3.90	88.50	83.00	-1.50	$-150.00	540.00	7	52.0	97.000	-5.50	2024-11-05
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.24	-0.23	$-3.53	-0.04	0.03	5.40	4.16	88.50	84.97	-1.24	$-124.00	540.00	6	7.0	94.000	-3.53	2024-11-04
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-2.00	-0.37	$-6.10	-0.07	0.03	5.40	3.40	88.50	82.40	-2.00	$-200.00	540.00	3	5.0	92.000	-6.10	2024-11-01
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.90	-0.35	$-6.53	-0.07	0.05	5.40	3.50	88.50	81.97	-1.90	$-190.00	540.00	2	15.0	83.000	-6.53	2024-10-31
TMDX241220C00095000	TMDX	CALL	Long	95.00	None	$-1.00	-0.19	$-6.58	-0.07	0.06	5.40	4.40	88.50	81.92	-1.00	$-100.00	540.00	1	50.0	102.000	-6.58	2024-10-30
TMDX241220C00095000	TMDX	CALL	Long	95.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	5.40	5.40	88.50	88.50	0.00	$0.00	540.00	0	75.0	59.000	0.00	2024-10-29

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