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View Outliers PnL Drill-Down: TMDX250117C00070000

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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
2024-12-03	TMDX	TMDX250117C00070000	70.00	32.0	38.000	0.823	0.453	4.9	3.1	0.000	8.070	6.300	8.97	71.44	2025-01-17	CALL	Long	0.457	0.486	-0.161

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
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-6.82	-0.76	$-9.74	-0.14	-0.11	8.97	2.15	71.44	61.70	-6.82	$-682.00	897.00	17	40.0	625.000	-9.74	2024-12-20
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-6.62	-0.74	$-10.91	-0.15	-0.04	8.97	2.35	71.44	60.53	-6.62	$-662.00	897.00	16	108.0	590.000	-10.91	2024-12-19
TMDX250117C00070000	TMDX	CALL	Long	70.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-6.42	-0.72	$-10.56	-0.15	-0.04	8.97	2.55	71.44	60.88	-6.42	$-642.00	897.00	15	162.0	589.000	-10.56	2024-12-18
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-5.47	-0.61	$-5.73	-0.08	-0.14	8.97	3.50	71.44	65.71	-5.47	$-547.00	897.00	14	210.0	459.000	-5.73	2024-12-17
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-5.46	-0.61	$-7.22	-0.10	-0.09	8.97	3.51	71.44	64.22	-5.46	$-546.00	897.00	13	116.0	368.000	-7.22	2024-12-16
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-5.07	-0.57	$-7.18	-0.10	-0.07	8.97	3.90	71.44	64.26	-5.07	$-507.00	897.00	10	147.0	268.000	-7.18	2024-12-13
TMDX250117C00070000	TMDX	CALL	Long	70.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-4.57	-0.51	$-5.73	-0.08	-0.09	8.97	4.40	71.44	65.71	-4.57	$-457.00	897.00	9	84.0	220.000	-5.73	2024-12-12
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-3.07	-0.34	$-4.08	-0.06	-0.01	8.97	5.90	71.44	67.36	-3.07	$-307.00	897.00	8	17.0	213.000	-4.08	2024-12-11
TMDX250117C00070000	TMDX	CALL	Long	70.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-3.97	-0.44	$-2.45	-0.03	-0.19	8.97	5.00	71.44	68.99	-3.97	$-397.00	897.00	7	30.0	200.000	-2.45	2024-12-10
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-1.69	-0.19	$-1.60	-0.02	-0.02	8.97	7.28	71.44	69.84	-1.69	$-169.00	897.00	6	32.0	194.000	-1.60	2024-12-09
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-2.57	-0.29	$-3.18	-0.04	-0.01	8.97	6.40	71.44	68.26	-2.57	$-257.00	897.00	5	69.0	194.000	-3.18	2024-12-08
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-2.57	-0.29	$-3.18	-0.04	-0.02	8.97	6.40	71.44	68.26	-2.57	$-257.00	897.00	3	69.0	194.000	-3.18	2024-12-06
TMDX250117C00070000	TMDX	CALL	Long	70.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.77	-0.31	$-5.19	-0.07	0.02	8.97	6.20	71.44	66.25	-2.77	$-277.00	897.00	2	155.0	72.000	-5.19	2024-12-05
TMDX250117C00070000	TMDX	CALL	Long	70.00	None	$-0.02	-0.00	$0.77	0.01	-0.04	8.97	8.95	71.44	72.21	-0.02	$-2.00	897.00	1	71.0	51.000	0.77	2024-12-04
TMDX250117C00070000	TMDX	CALL	Long	70.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	8.97	8.97	71.44	71.44	0.00	$0.00	897.00	0	32.0	38.000	0.00	2024-12-03

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