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View Outliers PnL Drill-Down: TSVT231215C00002500

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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
2023-10-26	TSVT	TSVT231215C00002500	2.50	1.0	41.000	0.805	0.443	0.2	0.1	0.030	0.290	0.230	1.80	2.55	2023-12-15	CALL	Long	0.348	0.471	-0.280
2023-10-27	TSVT	TSVT231215C00002500	2.50	1.0	41.000	1.336	0.464	0.0	0.4	0.000	0.240	0.580	1.80	2.15	2023-12-15	CALL	Long	0.470	0.494	-0.157

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-0.52	-0.29	$1.01	0.40	7.85	1.80	1.28	2.55	3.56	-0.52	$-52.00	180.00	49	327.0	1460.000	1.01	2023-12-14
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.05	-0.58	$0.75	0.29	7.73	1.80	0.75	2.55	3.30	-1.05	$-105.00	180.00	48	3.0	1462.000	0.75	2023-12-13
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-0.95	-0.53	$0.70	0.27	1.10	1.80	0.85	2.55	3.25	-0.95	$-95.00	180.00	47	463.0	1704.000	0.70	2023-12-12
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.05	-0.58	$0.68	0.27	1.77	1.80	0.75	2.55	3.23	-1.05	$-105.00	180.00	46	27.0	1729.000	0.68	2023-12-11
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.18	-0.66	$0.55	0.22	0.65	1.80	0.62	2.55	3.10	-1.18	$-118.00	180.00	43	1321.0	1819.000	0.55	2023-12-08
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.50	-0.83	$0.10	0.04	0.62	1.80	0.30	2.55	2.65	-1.50	$-150.00	180.00	42	33.0	1807.000	0.10	2023-12-07
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.70	-0.94	$-0.20	-0.08	0.71	1.80	0.10	2.55	2.35	-1.70	$-170.00	180.00	41	0.0	1807.000	-0.20	2023-12-06
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.72	-0.96	$-0.40	-0.16	0.84	1.80	0.08	2.55	2.15	-1.72	$-172.00	180.00	40	0.0	1832.000	-0.40	2023-12-05
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.62	-0.90	$-0.49	-0.19	1.18	1.80	0.18	2.55	2.06	-1.62	$-162.00	180.00	39	0.0	1877.000	-0.49	2023-12-04
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.60	-0.89	$-0.61	-0.24	1.21	1.80	0.20	2.55	1.94	-1.60	$-160.00	180.00	38	0.0	1877.000	-0.61	2023-12-03
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.60	-0.89	$-0.61	-0.24	1.13	1.80	0.20	2.55	1.94	-1.60	$-160.00	180.00	37	0.0	1877.000	-0.61	2023-12-02
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.60	-0.89	$-0.61	-0.24	1.07	1.80	0.20	2.55	1.94	-1.60	$-160.00	180.00	36	0.0	1877.000	-0.61	2023-12-01
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.60	-0.89	$-0.72	-0.28	1.26	1.80	0.20	2.55	1.83	-1.60	$-160.00	180.00	35	0.0	1877.000	-0.72	2023-11-30
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.60	-0.89	$-0.63	-0.25	1.23	1.80	0.20	2.55	1.92	-1.60	$-160.00	180.00	34	0.0	1877.000	-0.63	2023-11-29
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.70	-0.94	$-0.67	-0.26	1.03	1.80	0.10	2.55	1.88	-1.70	$-170.00	180.00	33	0.0	1876.000	-0.67	2023-11-28
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.60	-0.89	$-0.74	-0.29	1.35	1.80	0.20	2.55	1.81	-1.60	$-160.00	180.00	32	0.0	1876.000	-0.74	2023-11-27
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.70	-0.94	$-0.78	-0.31	1.60	1.80	0.10	2.55	1.77	-1.70	$-170.00	180.00	29	0.0	0.000	-0.78	2023-11-24
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.55	-0.86	$-0.81	-0.32	-0.30	1.80	0.25	2.55	1.74	-1.55	$-155.00	180.00	28	0.0	0.000	-0.81	2023-11-23
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.70	-0.94	$-1.01	-0.40	2.29	1.80	0.10	2.55	1.54	-1.70	$-170.00	180.00	27	0.0	1858.000	-1.01	2023-11-22
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.70	-0.94	$-0.98	-0.38	1.74	1.80	0.10	2.55	1.57	-1.70	$-170.00	180.00	26	0.0	1857.000	-0.98	2023-11-21
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.65	-0.92	$-0.81	-0.32	1.01	1.80	0.15	2.55	1.74	-1.65	$-165.00	180.00	25	0.0	1788.000	-0.81	2023-11-20
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.42	-0.16	0.62	1.80	0.40	2.55	2.13	-1.40	$-140.00	180.00	24	0.0	1028.000	-0.42	2023-11-19
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.42	-0.16	0.59	1.80	0.40	2.55	2.13	-1.40	$-140.00	180.00	22	0.0	1028.000	-0.42	2023-11-17
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.50	-0.83	$-0.43	-0.17	0.38	1.80	0.30	2.55	2.12	-1.50	$-150.00	180.00	21	0.0	669.000	-0.43	2023-11-16
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.22	-0.09	1.14	1.80	0.40	2.55	2.33	-1.40	$-140.00	180.00	20	0.0	668.000	-0.22	2023-11-15
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.50	-0.83	$-0.27	-0.11	0.93	1.80	0.30	2.55	2.28	-1.50	$-150.00	180.00	19	0.0	592.000	-0.27	2023-11-14
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.29	-0.11	0.64	1.80	0.40	2.55	2.26	-1.40	$-140.00	180.00	18	0.0	592.000	-0.29	2023-11-13
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.37	-0.15	0.98	1.80	0.40	2.55	2.18	-1.40	$-140.00	180.00	15	0.0	592.000	-0.37	2023-11-10
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.29	-0.11	-0.68	1.80	0.40	2.55	2.26	-1.40	$-140.00	180.00	14	0.0	0.000	-0.29	2023-11-09
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.29	-0.11	0.31	1.80	0.40	2.55	2.26	-1.40	$-140.00	180.00	13	0.0	542.000	-0.29	2023-11-08
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.40	-0.78	$-0.16	-0.06	0.50	1.80	0.40	2.55	2.39	-1.40	$-140.00	180.00	12	0.0	542.000	-0.16	2023-11-07
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.30	-0.72	$-0.08	-0.03	1.45	1.80	0.50	2.55	2.47	-1.30	$-130.00	180.00	11	0.0	341.000	-0.08	2023-11-06
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.30	-0.72	$-0.08	-0.03	1.45	1.80	0.50	2.55	2.47	-1.30	$-130.00	180.00	10	0.0	341.000	-0.08	2023-11-05
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.20	-0.67	$-0.05	-0.02	1.60	1.80	0.60	2.55	2.50	-1.20	$-120.00	180.00	8	0.0	41.000	-0.05	2023-11-03
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.50	-0.83	$-0.23	-0.09	0.37	1.80	0.30	2.55	2.32	-1.50	$-150.00	180.00	7	0.0	41.000	-0.23	2023-11-02
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.50	-0.83	$-0.22	-0.09	0.32	1.80	0.30	2.55	2.33	-1.50	$-150.00	180.00	6	0.0	41.000	-0.22	2023-11-01
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$-1.50	-0.83	$-0.11	-0.04	0.44	1.80	0.30	2.55	2.44	-1.50	$-150.00	180.00	5	0.0	41.000	-0.11	2023-10-31
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$0.00	0.00	$-0.29	-0.11	0.50	1.80	1.80	2.55	2.26	0.00	$0.00	180.00	4	0.0	41.000	-0.29	2023-10-30
TSVT231215C00002500	TSVT	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.19	$0.00	0.00	$-0.40	-0.16	0.53	1.80	1.80	2.55	2.15	0.00	$0.00	180.00	1	1.0	41.000	-0.40	2023-10-27
TSVT231215C00002500	TSVT	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	1.80	1.80	2.55	2.55	0.00	$0.00	180.00	0	1.0	41.000	0.00	2023-10-26

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