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View Outliers PnL Drill-Down: VERV240517C00010000

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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	VERV240517C00010000	10.00	354.0	188.000	1.029	0.548	0.1	1.7	0.070	0.500	2.140	0.45	8.32	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
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.09	-0.25	1.78	0.45	0.05	8.32	6.23	-0.40	$-40.00	45.00	43	65.0	821.000	-2.09	2024-05-15
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.09	-0.25	1.41	0.45	0.05	8.32	6.23	-0.40	$-40.00	45.00	42	65.0	821.000	-2.09	2024-05-14
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.10	-0.25	1.16	0.45	0.05	8.32	6.22	-0.40	$-40.00	45.00	41	65.0	821.000	-2.10	2024-05-13
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.31	-0.28	-0.53	0.45	0.05	8.32	6.01	-0.40	$-40.00	45.00	40	65.0	821.000	-2.31	2024-05-12
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-1.96	-0.24	0.53	0.45	0.05	8.32	6.36	-0.40	$-40.00	45.00	37	2.0	821.000	-1.96	2024-05-09
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.24	-0.27	0.58	0.45	0.05	8.32	6.08	-0.40	$-40.00	45.00	36	2.0	821.000	-2.24	2024-05-08
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.16	-0.26	0.47	0.45	0.05	8.32	6.16	-0.40	$-40.00	45.00	35	2.0	821.000	-2.16	2024-05-07
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-1.68	-0.20	1.24	0.45	0.05	8.32	6.64	-0.40	$-40.00	45.00	31	4.0	804.000	-1.68	2024-05-03
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.17	-0.26	0.25	0.45	0.05	8.32	6.15	-0.40	$-40.00	45.00	30	4.0	804.000	-2.17	2024-05-02
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.06	-0.25	0.08	0.45	0.05	8.32	6.26	-0.40	$-40.00	45.00	27	2.0	804.000	-2.06	2024-04-29
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.16	-0.26	0.29	0.45	0.05	8.32	6.16	-0.40	$-40.00	45.00	24	2.0	804.000	-2.16	2024-04-26
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.40	-0.89	$-2.10	-0.25	0.14	0.45	0.05	8.32	6.22	-0.40	$-40.00	45.00	23	2.0	806.000	-2.10	2024-04-25
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.35	-0.78	$-1.74	-0.21	-0.01	0.45	0.10	8.32	6.58	-0.35	$-35.00	45.00	22	86.0	806.000	-1.74	2024-04-24
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.35	-0.78	$-1.44	-0.17	-0.03	0.45	0.10	8.32	6.88	-0.35	$-35.00	45.00	21	86.0	731.000	-1.44	2024-04-23
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.35	-0.78	$-1.41	-0.17	-0.05	0.45	0.10	8.32	6.91	-0.35	$-35.00	45.00	20	10.0	730.000	-1.41	2024-04-22
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.37	-0.82	$-1.68	-0.20	0.23	0.45	0.08	8.32	6.64	-0.37	$-37.00	45.00	17	60.0	730.000	-1.68	2024-04-19
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.37	-0.82	$-1.66	-0.20	0.09	0.45	0.08	8.32	6.66	-0.37	$-37.00	45.00	16	34.0	730.000	-1.66	2024-04-18
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.37	-0.82	$-1.58	-0.19	-0.09	0.45	0.08	8.32	6.74	-0.37	$-37.00	45.00	15	34.0	728.000	-1.58	2024-04-17
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.30	-0.67	$-1.18	-0.14	0.17	0.45	0.15	8.32	7.14	-0.30	$-30.00	45.00	14	61.0	667.000	-1.18	2024-04-16
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.25	-0.56	$-1.01	-0.12	0.10	0.45	0.20	8.32	7.31	-0.25	$-25.00	45.00	13	215.0	526.000	-1.01	2024-04-15
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.23	-0.51	$-0.72	-0.09	-0.12	0.45	0.22	8.32	7.60	-0.23	$-23.00	45.00	10	2.0	526.000	-0.72	2024-04-12
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.20	-0.44	$-0.25	-0.03	-0.17	0.45	0.25	8.32	8.07	-0.20	$-20.00	45.00	9	264.0	275.000	-0.25	2024-04-11
VERV240517C00010000	VERV	CALL	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.10; Exit EQ PnL: -0.26	$-0.13	-0.29	$-0.31	-0.04	-0.17	0.45	0.32	8.32	8.01	-0.13	$-13.00	45.00	8	22.0	276.000	-0.31	2024-04-10
VERV240517C00010000	VERV	CALL	Long	10.00	None	$0.05	0.11	$0.43	0.05	-0.16	0.45	0.50	8.32	8.75	0.05	$5.00	45.00	7	4.0	251.000	0.43	2024-04-09
VERV240517C00010000	VERV	CALL	Long	10.00	None	$-0.05	-0.11	$0.08	0.01	-0.17	0.45	0.40	8.32	8.40	-0.05	$-5.00	45.00	6	15.0	251.000	0.08	2024-04-08
VERV240517C00010000	VERV	CALL	Long	10.00	None	$0.04	0.09	$0.20	0.02	0.32	0.45	0.49	8.32	8.52	0.04	$4.00	45.00	3	20.0	251.000	0.20	2024-04-05
VERV240517C00010000	VERV	CALL	Long	10.00	None	$0.20	0.44	$0.36	0.04	-0.34	0.45	0.65	8.32	8.68	0.20	$20.00	45.00	2	18.0	262.000	0.36	2024-04-04
VERV240517C00010000	VERV	CALL	Long	10.00	None	$0.15	0.33	$0.39	0.05	-0.20	0.45	0.60	8.32	8.71	0.15	$15.00	45.00	1	46.0	241.000	0.39	2024-04-03
VERV240517C00010000	VERV	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.45	0.45	8.32	8.32	0.00	$0.00	45.00	0	354.0	188.000	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