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View Outliers PnL Drill-Down: ULCC241220C00006000

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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	ULCC	ULCC241220C00006000	6.00	25.0	13.000	0.881	0.361	0.3	0.3	0.010	0.650	0.710	0.69	5.92	2024-12-20	CALL	Long	0.358	0.395	-0.144
2024-11-18	ULCC	ULCC241220C00006000	6.00	180.0	113.000	0.789	0.385	0.1	0.5	0.010	0.330	0.760	0.35	5.55	2024-12-20	CALL	Long	0.359	0.418	-0.184

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
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.44	-0.49	$0.21	0.03	-0.08	0.90	0.46	6.22	6.43	-0.44	$-44.00	90.00	51	11.0	288.000	0.21	2024-12-19
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.57	-0.63	$-0.13	-0.02	0.06	0.90	0.33	6.22	6.09	-0.57	$-57.00	90.00	50	9.0	293.000	-0.13	2024-12-18
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.42	-0.47	$0.27	0.04	0.14	0.90	0.48	6.22	6.49	-0.42	$-42.00	90.00	49	2.0	293.000	0.27	2024-12-17
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.42	-0.47	$0.22	0.04	-0.13	0.90	0.48	6.22	6.44	-0.42	$-42.00	90.00	48	2.0	295.000	0.22	2024-12-16
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.30	-0.33	$0.09	0.01	0.03	0.90	0.60	6.22	6.31	-0.30	$-30.00	90.00	45	8.0	296.000	0.09	2024-12-13
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.10	0.11	$0.26	0.04	0.21	0.90	1.00	6.22	6.48	0.10	$10.00	90.00	44	7.0	296.000	0.26	2024-12-12
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.10	0.11	$0.67	0.11	0.19	0.90	1.00	6.22	6.89	0.10	$10.00	90.00	43	55.0	323.000	0.67	2024-12-11
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.21	-0.03	-0.15	0.90	0.35	6.22	6.01	-0.55	$-55.00	90.00	42	9.0	323.000	-0.21	2024-12-10
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.30	-0.05	-0.01	0.90	0.35	6.22	5.92	-0.55	$-55.00	90.00	41	7.0	318.000	-0.30	2024-12-09
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.64	-0.71	$-0.41	-0.07	-0.01	0.90	0.26	6.22	5.81	-0.64	$-64.00	90.00	40	17.0	322.000	-0.41	2024-12-08
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.64	-0.71	$-0.41	-0.07	-0.10	0.90	0.26	6.22	5.81	-0.64	$-64.00	90.00	38	17.0	322.000	-0.41	2024-12-06
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.50	-0.56	$-0.29	-0.05	-0.08	0.90	0.40	6.22	5.93	-0.50	$-50.00	90.00	37	72.0	270.000	-0.29	2024-12-05
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.21	-0.03	-0.14	0.90	0.35	6.22	6.01	-0.55	$-55.00	90.00	36	17.0	278.000	-0.21	2024-12-04
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.64	-0.71	$-0.42	-0.07	-0.15	0.90	0.26	6.22	5.80	-0.64	$-64.00	90.00	35	24.0	272.000	-0.42	2024-12-03
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.45	-0.50	$-0.09	-0.01	-0.12	0.90	0.45	6.22	6.13	-0.45	$-45.00	90.00	34	43.0	274.000	-0.09	2024-12-02
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.54	-0.60	$-0.39	-0.06	-0.79	0.90	0.36	6.22	5.83	-0.54	$-54.00	90.00	33	7.0	0.000	-0.39	2024-12-01
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.54	-0.60	$-0.39	-0.06	-0.10	0.90	0.36	6.22	5.83	-0.54	$-54.00	90.00	32	7.0	276.000	-0.39	2024-11-30
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.60	-0.67	$-0.53	-0.09	-0.09	0.90	0.30	6.22	5.69	-0.60	$-60.00	90.00	30	13.0	276.000	-0.53	2024-11-28
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.63	-0.70	$-0.65	-0.10	-0.17	0.90	0.27	6.22	5.57	-0.63	$-63.00	90.00	29	40.0	276.000	-0.65	2024-11-27
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.65	-0.72	$-0.65	-0.10	-0.10	0.90	0.25	6.22	5.57	-0.65	$-65.00	90.00	28	37.0	289.000	-0.65	2024-11-26
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.50	-0.56	$-0.47	-0.08	-0.07	0.90	0.40	6.22	5.75	-0.50	$-50.00	90.00	27	44.0	255.000	-0.47	2024-11-25
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.62	-0.10	-0.04	0.90	0.35	6.22	5.60	-0.55	$-55.00	90.00	26	9.0	247.000	-0.62	2024-11-24
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.62	-0.10	-0.08	0.90	0.35	6.22	5.60	-0.55	$-55.00	90.00	25	9.0	247.000	-0.62	2024-11-23
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.62	-0.10	-0.09	0.90	0.35	6.22	5.60	-0.55	$-55.00	90.00	24	8.0	247.000	-0.62	2024-11-22
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.67	-0.11	-0.03	0.90	0.35	6.22	5.55	-0.55	$-55.00	90.00	23	40.0	231.000	-0.67	2024-11-21
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.65	-0.72	$-0.75	-0.12	-0.07	0.90	0.25	6.22	5.47	-0.65	$-65.00	90.00	22	33.0	206.000	-0.75	2024-11-20
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.60	-0.67	$-0.83	-0.13	-0.06	0.90	0.30	6.22	5.39	-0.60	$-60.00	90.00	21	25.0	196.000	-0.83	2024-11-19
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.55	-0.61	$-0.67	-0.11	-0.07	0.90	0.35	6.22	5.55	-0.55	$-55.00	90.00	20	180.0	113.000	-0.67	2024-11-18
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.16	0.18	$0.58	0.09	0.03	0.90	1.06	6.22	6.80	0.16	$16.00	90.00	19	4.0	116.000	0.58	2024-11-17
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.16	0.18	$0.58	0.09	0.01	0.90	1.06	6.22	6.80	0.16	$16.00	90.00	18	4.0	116.000	0.58	2024-11-16
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.16	0.18	$0.58	0.09	-0.08	0.90	1.06	6.22	6.80	0.16	$16.00	90.00	17	4.0	116.000	0.58	2024-11-15
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.25	0.28	$0.51	0.08	0.01	0.90	1.15	6.22	6.73	0.25	$25.00	90.00	16	1.0	117.000	0.51	2024-11-14
ULCC241220C00006000	ULCC	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.06	$0.33	0.05	-0.06	0.90	0.95	6.22	6.55	0.05	$5.00	90.00	15	12.0	103.000	0.33	2024-11-13
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.15	0.17	$0.45	0.07	-0.05	0.90	1.05	6.22	6.67	0.15	$15.00	90.00	14	2.0	103.000	0.45	2024-11-12
ULCC241220C00006000	ULCC	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.15	0.17	$0.50	0.08	0.02	0.90	1.05	6.22	6.72	0.15	$15.00	90.00	13	2.0	103.000	0.50	2024-11-11
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.00	0.00	$0.53	0.09	-0.02	0.90	0.90	6.22	6.75	0.00	$0.00	90.00	12	63.0	103.000	0.53	2024-11-10
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.00	0.00	$0.53	0.09	-0.03	0.90	0.90	6.22	6.75	0.00	$0.00	90.00	11	63.0	103.000	0.53	2024-11-09
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.00	0.00	$0.54	0.09	-0.04	0.90	0.90	6.22	6.76	0.00	$0.00	90.00	10	63.0	103.000	0.54	2024-11-08
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.00	0.00	$0.21	0.03	-0.02	0.90	0.90	6.22	6.43	0.00	$0.00	90.00	9	63.0	103.000	0.21	2024-11-07
ULCC241220C00006000	ULCC	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.24	0.04	-0.03	0.90	0.90	6.22	6.46	0.00	$0.00	90.00	8	63.0	61.000	0.24	2024-11-06
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.30	-0.33	$-0.45	-0.07	-0.10	0.90	0.60	6.22	5.77	-0.30	$-30.00	90.00	7	20.0	61.000	-0.45	2024-11-05
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.30	-0.33	$-0.52	-0.08	-0.03	0.90	0.60	6.22	5.70	-0.30	$-30.00	90.00	6	20.0	41.000	-0.52	2024-11-04
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$-0.10	-0.11	$-0.25	-0.04	-0.04	0.90	0.80	6.22	5.97	-0.10	$-10.00	90.00	3	1.0	41.000	-0.25	2024-11-01
ULCC241220C00006000	ULCC	CALL	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.31	$-0.10	-0.11	$-0.14	-0.02	-0.07	0.90	0.80	6.22	6.08	-0.10	$-10.00	90.00	2	1.0	40.000	-0.14	2024-10-31
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.00	0.00	$0.02	0.00	0.01	0.90	0.90	6.22	6.24	0.00	$0.00	90.00	1	46.0	40.000	0.02	2024-10-30
ULCC241220C00006000	ULCC	CALL	Long	6.00	None	$0.00	0.00	$0.00	0.00	0.00	0.90	0.90	6.22	6.22	0.00	$0.00	90.00	0	46.0	13.000	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