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View Outliers PnL Drill-Down: UNM231215C00042500

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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
2023-11-01	UNM	UNM231215C00042500	42.50	173.0	18.000	0.306	0.160	0.9	0.7	0.010	1.630	1.480	1.82	42.46	2023-12-15	CALL	Long	0.085	0.165	-0.132

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	UNM	0.818	0.028	0.100	0.054	0.055	-0.046	72.90	0.104	0.0000	44.24	77.07	21	1y	66.23

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
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.80	0.44	$1.61	0.04	0.11	1.82	2.62	42.46	44.07	0.80	$80.00	182.00	43	1.0	554.000	1.61	2023-12-14
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.80	0.44	$2.22	0.05	0.18	1.82	2.62	42.46	44.68	0.80	$80.00	182.00	42	1.0	555.000	2.22	2023-12-13
UNM231215C00042500	UNM	CALL	Long	42.50	None	$1.11	0.61	$2.87	0.07	0.27	1.82	2.93	42.46	45.33	1.11	$111.00	182.00	41	108.0	587.000	2.87	2023-12-12
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.63	0.35	$2.29	0.05	0.15	1.82	2.45	42.46	44.75	0.63	$63.00	182.00	40	14.0	590.000	2.29	2023-12-11
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-1.08	-0.59	$0.38	0.01	-0.10	1.82	0.74	42.46	42.84	-1.08	$-108.00	182.00	37	1.0	589.000	0.38	2023-12-08
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-1.22	-0.67	$0.17	0.00	-0.08	1.82	0.60	42.46	42.63	-1.22	$-122.00	182.00	36	1.0	589.000	0.17	2023-12-07
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-1.22	-0.67	$-0.12	-0.00	-0.08	1.82	0.60	42.46	42.34	-1.22	$-122.00	182.00	35	0.0	589.000	-0.12	2023-12-06
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.60	-0.33	$0.06	0.00	-0.09	1.82	1.22	42.46	42.52	-0.60	$-60.00	182.00	34	0.0	589.000	0.06	2023-12-05
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.60	-0.33	$0.83	0.02	-0.07	1.82	1.22	42.46	43.29	-0.60	$-60.00	182.00	33	0.0	590.000	0.83	2023-12-04
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.80	-0.44	$0.62	0.01	-0.06	1.82	1.02	42.46	43.08	-0.80	$-80.00	182.00	32	0.0	593.000	0.62	2023-12-03
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.80	-0.44	$0.62	0.01	-0.07	1.82	1.02	42.46	43.08	-0.80	$-80.00	182.00	31	0.0	593.000	0.62	2023-12-02
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.80	-0.44	$0.61	0.01	-0.08	1.82	1.02	42.46	43.07	-0.80	$-80.00	182.00	30	0.0	593.000	0.61	2023-12-01
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.89	-0.49	$0.54	0.01	-0.08	1.82	0.93	42.46	43.00	-0.89	$-89.00	182.00	29	0.0	592.000	0.54	2023-11-30
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-1.17	-0.64	$-0.10	-0.00	-0.09	1.82	0.65	42.46	42.36	-1.17	$-117.00	182.00	28	0.0	592.000	-0.10	2023-11-29
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-1.24	-0.68	$-0.29	-0.01	-0.10	1.82	0.58	42.46	42.17	-1.24	$-124.00	182.00	27	0.0	592.000	-0.29	2023-11-28
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.77	-0.42	$0.23	0.01	-0.08	1.82	1.05	42.46	42.69	-0.77	$-77.00	182.00	26	0.0	592.000	0.23	2023-11-27
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.56	-0.31	$0.71	0.02	-0.07	1.82	1.26	42.46	43.17	-0.56	$-56.00	182.00	23	0.0	0.000	0.71	2023-11-24
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.81	-0.45	$0.27	0.01	-0.31	1.82	1.01	42.46	42.73	-0.81	$-81.00	182.00	22	0.0	0.000	0.27	2023-11-23
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.87	-0.48	$0.33	0.01	-0.11	1.82	0.95	42.46	42.79	-0.87	$-87.00	182.00	21	0.0	584.000	0.33	2023-11-22
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.87	-0.48	$0.14	0.00	-0.08	1.82	0.95	42.46	42.60	-0.87	$-87.00	182.00	20	0.0	566.000	0.14	2023-11-21
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.93	-0.51	$-0.15	-0.00	-0.09	1.82	0.89	42.46	42.31	-0.93	$-93.00	182.00	19	0.0	505.000	-0.15	2023-11-20
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.82	-0.45	$0.14	0.00	-0.07	1.82	1.00	42.46	42.60	-0.82	$-82.00	182.00	18	0.0	503.000	0.14	2023-11-19
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.82	-0.45	$0.14	0.00	-0.07	1.82	1.00	42.46	42.60	-0.82	$-82.00	182.00	16	0.0	503.000	0.14	2023-11-17
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.97	-0.53	$-0.38	-0.01	-0.06	1.82	0.85	42.46	42.08	-0.97	$-97.00	182.00	15	0.0	465.000	-0.38	2023-11-16
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.72	-0.40	$0.10	0.00	-0.07	1.82	1.10	42.46	42.56	-0.72	$-72.00	182.00	14	0.0	465.000	0.10	2023-11-15
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.72	-0.40	$-0.15	-0.00	-0.06	1.82	1.10	42.46	42.31	-0.72	$-72.00	182.00	13	0.0	224.000	-0.15	2023-11-14
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.23	0.13	$0.74	0.02	-0.06	1.82	2.05	42.46	43.20	0.23	$23.00	182.00	12	0.0	224.000	0.74	2023-11-13
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.23	0.13	$0.99	0.02	-0.04	1.82	2.05	42.46	43.45	0.23	$23.00	182.00	9	0.0	222.000	0.99	2023-11-10
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.23	0.13	$0.92	0.02	-0.31	1.82	2.05	42.46	43.38	0.23	$23.00	182.00	8	0.0	0.000	0.92	2023-11-09
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.23	0.13	$0.92	0.02	-0.04	1.82	2.05	42.46	43.38	0.23	$23.00	182.00	7	0.0	222.000	0.92	2023-11-08
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.23	0.13	$0.80	0.02	-0.05	1.82	2.05	42.46	43.26	0.23	$23.00	182.00	6	0.0	222.000	0.80	2023-11-07
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.47	-0.26	$1.23	0.03	-0.03	1.82	1.35	42.46	43.69	-0.47	$-47.00	182.00	5	0.0	217.000	1.23	2023-11-06
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.47	-0.26	$1.23	0.03	-0.03	1.82	1.35	42.46	43.69	-0.47	$-47.00	182.00	4	0.0	217.000	1.23	2023-11-05
UNM231215C00042500	UNM	CALL	Long	42.50	Exit OP PnL: $-0.47;Exit EQ PnL: 1.16; Position is Long and position continued to lose. Latest OP price is: $1.35 (EQ: $43.62). Initial OP price was: $1.82 (EQ: $42.46). Surpassed Stop Loss Percentage: -0.2582417582417582417582417582 < -0.16.	$-0.47	-0.26	$1.16	0.03	-0.03	1.82	1.35	42.46	43.62	-0.47	$-47.00	182.00	2	0.0	212.000	1.16	2023-11-03
UNM231215C00042500	UNM	CALL	Long	42.50	None	$-0.27	-0.15	$0.24	0.01	-0.03	1.82	1.55	42.46	42.70	-0.27	$-27.00	182.00	1	0.0	182.000	0.24	2023-11-02
UNM231215C00042500	UNM	CALL	Long	42.50	None	$0.00	0.00	$0.00	0.00	0.00	1.82	1.82	42.46	42.46	0.00	$0.00	182.00	0	173.0	18.000	0.00	2023-11-01

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