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View Outliers PnL Drill-Down: VERV240517C00007500

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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
2024-04-02	VERV	VERV240517C00007500	7.50	170.0	32.000	1.088	0.577	0.9	0.3	0.080	1.330	0.760	1.37	8.03	2024-05-17	CALL	Long	0.365	0.566	-0.350

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	VERV	0.818	0.126	0.453	0.241	0.379	0.173	5.61	-17.015	0.0000	4.40	17.96	21	1y	5.90

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
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.39	-0.99	$-2.09	-0.25	1.63	1.40	0.01	8.32	6.23	-1.39	$-139.00	140.00	43	16.0	402.000	-2.09	2024-05-15
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.39	-0.99	$-2.09	-0.25	0.57	1.40	0.01	8.32	6.23	-1.39	$-139.00	140.00	42	16.0	404.000	-2.09	2024-05-14
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.26	-0.90	$-2.10	-0.25	0.23	1.40	0.14	8.32	6.22	-1.26	$-126.00	140.00	41	51.0	404.000	-2.10	2024-05-13
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.35	-0.96	$-2.31	-0.28	0.38	1.40	0.05	8.32	6.01	-1.35	$-135.00	140.00	40	1.0	404.000	-2.31	2024-05-12
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.35	-0.96	$-1.96	-0.24	0.13	1.40	0.05	8.32	6.36	-1.35	$-135.00	140.00	37	63.0	352.000	-1.96	2024-05-09
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.30	-0.93	$-2.24	-0.27	0.26	1.40	0.10	8.32	6.08	-1.30	$-130.00	140.00	36	36.0	322.000	-2.24	2024-05-08
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.30	-0.93	$-2.16	-0.26	0.34	1.40	0.10	8.32	6.16	-1.30	$-130.00	140.00	35	1.0	321.000	-2.16	2024-05-07
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.30	-0.93	$-1.68	-0.20	0.44	1.40	0.10	8.32	6.64	-1.30	$-130.00	140.00	31	81.0	305.000	-1.68	2024-05-03
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.30	-0.93	$-2.17	-0.26	0.02	1.40	0.10	8.32	6.15	-1.30	$-130.00	140.00	30	81.0	305.000	-2.17	2024-05-02
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.20	-0.86	$-2.00	-0.24	-0.02	1.40	0.20	8.32	6.32	-1.20	$-120.00	140.00	27	22.0	275.000	-2.00	2024-04-29
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.20	-0.86	$-2.16	-0.26	0.06	1.40	0.20	8.32	6.16	-1.20	$-120.00	140.00	24	22.0	265.000	-2.16	2024-04-26
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.25	-0.89	$-2.10	-0.25	0.06	1.40	0.15	8.32	6.22	-1.25	$-125.00	140.00	23	2.0	265.000	-2.10	2024-04-25
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.15	-0.82	$-1.74	-0.21	0.00	1.40	0.25	8.32	6.58	-1.15	$-115.00	140.00	22	1.0	265.000	-1.74	2024-04-24
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.27	-0.91	$-1.44	-0.17	-0.09	1.40	0.13	8.32	6.88	-1.27	$-127.00	140.00	21	41.0	272.000	-1.44	2024-04-23
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.00	-0.71	$-1.41	-0.17	0.02	1.40	0.40	8.32	6.91	-1.00	$-100.00	140.00	20	38.0	238.000	-1.41	2024-04-22
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.10	-0.79	$-1.68	-0.20	0.04	1.40	0.30	8.32	6.64	-1.10	$-110.00	140.00	17	36.0	224.000	-1.68	2024-04-19
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.00	-0.71	$-1.66	-0.20	-0.09	1.40	0.40	8.32	6.66	-1.00	$-100.00	140.00	16	37.0	224.000	-1.66	2024-04-18
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-1.00	-0.71	$-1.58	-0.19	0.00	1.40	0.40	8.32	6.74	-1.00	$-100.00	140.00	15	37.0	201.000	-1.58	2024-04-17
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-0.83	-0.59	$-1.18	-0.14	0.02	1.40	0.57	8.32	7.14	-0.83	$-83.00	140.00	14	11.0	212.000	-1.18	2024-04-16
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-0.60	-0.43	$-1.01	-0.12	0.03	1.40	0.80	8.32	7.31	-0.60	$-60.00	140.00	13	11.0	202.000	-1.01	2024-04-15
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-0.35	-0.25	$-0.72	-0.09	0.04	1.40	1.05	8.32	7.60	-0.35	$-35.00	140.00	10	1.0	201.000	-0.72	2024-04-12
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-0.15	-0.11	$-0.25	-0.03	-0.26	1.40	1.25	8.32	8.07	-0.15	$-15.00	140.00	9	7.0	200.000	-0.25	2024-04-11
VERV240517C00007500	VERV	CALL	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.30; Exit EQ PnL: -0.26	$-0.25	-0.18	$-0.31	-0.04	-0.09	1.40	1.15	8.32	8.01	-0.25	$-25.00	140.00	8	2.0	198.000	-0.31	2024-04-10
VERV240517C00007500	VERV	CALL	Long	7.50	None	$0.30	0.21	$0.43	0.05	-0.02	1.40	1.70	8.32	8.75	0.30	$30.00	140.00	7	49.0	167.000	0.43	2024-04-09
VERV240517C00007500	VERV	CALL	Long	7.50	None	$-0.05	-0.04	$0.08	0.01	0.36	1.40	1.35	8.32	8.40	-0.05	$-5.00	140.00	6	4.0	170.000	0.08	2024-04-08
VERV240517C00007500	VERV	CALL	Long	7.50	None	$0.54	0.39	$0.20	0.02	0.38	1.40	1.94	8.32	8.52	0.54	$54.00	140.00	3	6.0	170.000	0.20	2024-04-05
VERV240517C00007500	VERV	CALL	Long	7.50	None	$0.54	0.39	$0.36	0.04	0.06	1.40	1.94	8.32	8.68	0.54	$54.00	140.00	2	6.0	170.000	0.36	2024-04-04
VERV240517C00007500	VERV	CALL	Long	7.50	None	$0.40	0.29	$0.39	0.05	0.35	1.40	1.80	8.32	8.71	0.40	$40.00	140.00	1	11.0	168.000	0.39	2024-04-03
VERV240517C00007500	VERV	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	1.40	1.40	8.32	8.32	0.00	$0.00	140.00	0	171.0	32.000	0.00	2024-04-02

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