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View Outliers PnL Drill-Down: TSLS241220C00014000

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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
2024-10-24	TSLS	TSLS241220C00014000	14.00	74.0	21.000	0.516	0.345	0.5	0.8	0.020	0.830	1.110	0.95	13.64	2024-12-20	CALL	Long	0.275	0.371	-0.219

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	TSLS	0.818	0.103	0.341	0.174	0.136	-0.205	6.94	0.000	0.0000	6.94	31.16	21	1y	13.33

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
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-6.06	-0.44	3.61	0.95	0.30	13.64	7.58	-0.65	$-65.00	95.00	56	2.0	75.000	-6.06	2024-12-19
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-6.13	-0.45	2.89	0.95	0.30	13.64	7.51	-0.65	$-65.00	95.00	55	2.0	75.000	-6.13	2024-12-18
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-6.70	-0.49	5.50	0.95	0.30	13.64	6.94	-0.65	$-65.00	95.00	54	2.0	75.000	-6.70	2024-12-17
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-6.44	-0.47	2.26	0.95	0.30	13.64	7.20	-0.65	$-65.00	95.00	53	2.0	75.000	-6.44	2024-12-16
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-5.98	-0.44	1.75	0.95	0.30	13.64	7.66	-0.65	$-65.00	95.00	50	2.0	75.000	-5.98	2024-12-13
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-5.63	-0.41	2.38	0.95	0.30	13.64	8.01	-0.65	$-65.00	95.00	49	2.0	75.000	-5.63	2024-12-12
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-5.76	-0.42	1.72	0.95	0.30	13.64	7.88	-0.65	$-65.00	95.00	48	2.0	75.000	-5.76	2024-12-11
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-5.26	-0.39	0.98	0.95	0.30	13.64	8.38	-0.65	$-65.00	95.00	47	2.0	75.000	-5.26	2024-12-10
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-5.02	-0.37	1.02	0.95	0.30	13.64	8.62	-0.65	$-65.00	95.00	46	2.0	75.000	-5.02	2024-12-09
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-5.01	-0.37	1.72	0.95	0.30	13.64	8.63	-0.65	$-65.00	95.00	45	2.0	75.000	-5.01	2024-12-08
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-5.01	-0.37	1.48	0.95	0.30	13.64	8.63	-0.65	$-65.00	95.00	43	2.0	75.000	-5.01	2024-12-06
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-4.52	-0.33	0.68	0.95	0.30	13.64	9.12	-0.65	$-65.00	95.00	42	2.0	75.000	-4.52	2024-12-05
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-4.21	-0.31	0.88	0.95	0.30	13.64	9.43	-0.65	$-65.00	95.00	41	2.0	75.000	-4.21	2024-12-04
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-4.03	-0.30	0.49	0.95	0.30	13.64	9.61	-0.65	$-65.00	95.00	40	2.0	75.000	-4.03	2024-12-03
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-4.20	-0.31	1.00	0.95	0.30	13.64	9.44	-0.65	$-65.00	95.00	39	2.0	75.000	-4.20	2024-12-02
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-3.85	-0.28	-0.02	0.95	0.30	13.64	9.79	-0.65	$-65.00	95.00	38	2.0	0.000	-3.85	2024-12-01
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-3.85	-0.28	0.82	0.95	0.30	13.64	9.79	-0.65	$-65.00	95.00	37	2.0	75.000	-3.85	2024-11-30
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-3.49	-0.26	0.61	0.95	0.30	13.64	10.15	-0.65	$-65.00	95.00	35	2.0	75.000	-3.49	2024-11-28
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-3.62	-0.27	0.68	0.95	0.30	13.64	10.02	-0.65	$-65.00	95.00	34	2.0	75.000	-3.62	2024-11-27
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-3.65	-0.27	0.40	0.95	0.30	13.64	9.99	-0.65	$-65.00	95.00	33	2.0	75.000	-3.65	2024-11-26
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.65	-0.68	$-3.66	-0.27	0.38	0.95	0.30	13.64	9.98	-0.65	$-65.00	95.00	32	2.0	73.000	-3.66	2024-11-25
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-4.04	-0.30	0.74	0.95	0.15	13.64	9.60	-0.80	$-80.00	95.00	31	2.0	73.000	-4.04	2024-11-24
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-4.04	-0.30	0.69	0.95	0.15	13.64	9.60	-0.80	$-80.00	95.00	30	2.0	73.000	-4.04	2024-11-23
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-4.04	-0.30	0.67	0.95	0.15	13.64	9.60	-0.80	$-80.00	95.00	29	2.0	73.000	-4.04	2024-11-22
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-3.66	-0.27	0.56	0.95	0.15	13.64	9.98	-0.80	$-80.00	95.00	28	2.0	73.000	-3.66	2024-11-21
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-3.74	-0.27	0.56	0.95	0.15	13.64	9.90	-0.80	$-80.00	95.00	27	2.0	73.000	-3.74	2024-11-20
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-3.85	-0.28	0.29	0.95	0.15	13.64	9.79	-0.80	$-80.00	95.00	26	2.0	73.000	-3.85	2024-11-19
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-3.64	-0.27	0.36	0.95	0.15	13.64	10.00	-0.80	$-80.00	95.00	25	2.0	73.000	-3.64	2024-11-18
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-3.07	-0.23	0.12	0.95	0.15	13.64	10.57	-0.80	$-80.00	95.00	24	2.0	73.000	-3.07	2024-11-17
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-3.07	-0.23	0.12	0.95	0.15	13.64	10.57	-0.80	$-80.00	95.00	23	2.0	73.000	-3.07	2024-11-16
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.80	-0.84	$-3.07	-0.23	0.10	0.95	0.15	13.64	10.57	-0.80	$-80.00	95.00	22	2.0	73.000	-3.07	2024-11-15
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.70	-0.74	$-2.72	-0.20	0.03	0.95	0.25	13.64	10.92	-0.70	$-70.00	95.00	21	11.0	73.000	-2.72	2024-11-14
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.70	-0.74	$-3.33	-0.24	0.37	0.95	0.25	13.64	10.31	-0.70	$-70.00	95.00	20	11.0	73.000	-3.33	2024-11-13
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.70	-0.74	$-3.27	-0.24	0.19	0.95	0.25	13.64	10.37	-0.70	$-70.00	95.00	19	11.0	73.000	-3.27	2024-11-12
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.70	-0.74	$-3.87	-0.28	0.46	0.95	0.25	13.64	9.77	-0.70	$-70.00	95.00	18	11.0	73.000	-3.87	2024-11-11
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.70	-0.74	$-2.91	-0.21	0.14	0.95	0.25	13.64	10.73	-0.70	$-70.00	95.00	17	11.0	73.000	-2.91	2024-11-10
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.70	-0.74	$-2.91	-0.21	0.14	0.95	0.25	13.64	10.73	-0.70	$-70.00	95.00	16	11.0	73.000	-2.91	2024-11-09
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.70	-0.74	$-2.85	-0.21	0.09	0.95	0.25	13.64	10.79	-0.70	$-70.00	95.00	15	11.0	73.000	-2.85	2024-11-08
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.75	-0.79	$-1.96	-0.14	0.06	0.95	0.20	13.64	11.68	-0.75	$-75.00	95.00	14	11.0	73.000	-1.96	2024-11-07
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$0.45	0.47	$-1.61	-0.12	0.17	0.95	1.40	13.64	12.03	0.45	$45.00	95.00	13	2.0	73.000	-1.61	2024-11-06
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$0.45	0.47	$0.47	0.03	0.01	0.95	1.40	13.64	14.11	0.45	$45.00	95.00	12	2.0	73.000	0.47	2024-11-05
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$0.45	0.47	$0.97	0.07	0.01	0.95	1.40	13.64	14.61	0.45	$45.00	95.00	11	2.0	75.000	0.97	2024-11-04
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.10	-0.11	$0.62	0.05	0.06	0.95	0.85	13.64	14.26	-0.10	$-10.00	95.00	8	21.0	76.000	0.62	2024-11-01
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$0.15	0.16	$0.56	0.04	-0.02	0.95	1.10	13.64	14.20	0.15	$15.00	95.00	7	47.0	116.000	0.56	2024-10-31
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$0.00	0.00	$0.15	0.01	-0.01	0.95	0.95	13.64	13.79	0.00	$0.00	95.00	6	8.0	108.000	0.15	2024-10-30
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.08	-0.08	$0.04	0.00	0.01	0.95	0.87	13.64	13.68	-0.08	$-8.00	95.00	5	34.0	100.000	0.04	2024-10-29
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.25	-0.26	$-0.13	-0.01	-0.00	0.95	0.70	13.64	13.51	-0.25	$-25.00	95.00	4	10.0	90.000	-0.13	2024-10-28
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$-0.16	-0.17	$-0.45	-0.03	0.02	0.95	0.79	13.64	13.19	-0.16	$-16.00	95.00	3	40.0	72.000	-0.45	2024-10-27
TSLS241220C00014000	TSLS	CALL	Long	14.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.16; Exit EQ PnL: -0.45	$-0.16	-0.17	$-0.45	-0.03	0.02	0.95	0.79	13.64	13.19	-0.16	$-16.00	95.00	2	40.0	72.000	-0.45	2024-10-26
TSLS241220C00014000	TSLS	CALL	Long	14.00	None	$0.00	0.00	$0.00	0.00	0.00	0.95	0.95	13.64	13.64	0.00	$0.00	95.00	0	74.0	21.000	0.00	2024-10-24

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