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View Outliers PnL Drill-Down: VIPS240920C00012000

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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
2024-08-20	VIPS	VIPS240920C00012000	12.00	1588.0	122.000	0.465	0.248	0.2	0.6	0.010	0.490	0.870	0.36	11.56	2024-09-20	CALL	Long	0.172	0.257	-0.175

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	VIPS	0.636	0.080	0.194	0.126	0.160	0.069	13.41	0.072	0.0000	11.56	19.53	21	1y	14.24

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
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.64	1.78	$1.79	0.15	0.63	0.36	1.00	11.56	13.35	0.64	$64.00	36.00	30	1.0	868.000	1.79	2024-09-19
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.55	1.53	$1.29	0.11	0.32	0.36	0.91	11.56	12.85	0.55	$55.00	36.00	29	11.0	876.000	1.29	2024-09-18
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.49	1.36	$1.39	0.12	0.16	0.36	0.85	11.56	12.95	0.49	$49.00	36.00	28	100.0	876.000	1.39	2024-09-17
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.49	1.36	$1.29	0.11	0.21	0.36	0.85	11.56	12.85	0.49	$49.00	36.00	27	100.0	876.000	1.29	2024-09-16
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.89	2.47	$1.24	0.11	0.94	0.36	1.25	11.56	12.80	0.89	$89.00	36.00	25	50.0	876.000	1.24	2024-09-14
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.89	2.47	$1.24	0.11	0.14	0.36	1.25	11.56	12.80	0.89	$89.00	36.00	24	50.0	876.000	1.24	2024-09-13
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.89	2.47	$1.25	0.11	0.09	0.36	1.25	11.56	12.81	0.89	$89.00	36.00	23	50.0	876.000	1.25	2024-09-12
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.89	2.47	$1.24	0.11	-0.01	0.36	1.25	11.56	12.80	0.89	$89.00	36.00	22	50.0	876.000	1.24	2024-09-11
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.89	2.47	$1.41	0.12	0.07	0.36	1.25	11.56	12.97	0.89	$89.00	36.00	21	50.0	876.000	1.41	2024-09-10
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.24	0.67	$1.18	0.10	0.02	0.36	0.60	11.56	12.74	0.24	$24.00	36.00	20	1.0	876.000	1.18	2024-09-09
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.24	0.67	$0.92	0.08	0.07	0.36	0.60	11.56	12.48	0.24	$24.00	36.00	19	1.0	876.000	0.92	2024-09-08
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.24	0.67	$0.93	0.08	0.06	0.36	0.60	11.56	12.49	0.24	$24.00	36.00	17	1.0	876.000	0.93	2024-09-06
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.24	0.67	$0.84	0.07	-0.05	0.36	0.60	11.56	12.40	0.24	$24.00	36.00	16	1.0	876.000	0.84	2024-09-05
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.24	0.67	$0.86	0.07	-0.13	0.36	0.60	11.56	12.42	0.24	$24.00	36.00	15	2.0	876.000	0.86	2024-09-04
VIPS240920C00012000	VIPS	CALL	Long	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.49	1.36	$0.98	0.08	-0.04	0.36	0.85	11.56	12.54	0.49	$49.00	36.00	11	2.0	877.000	0.98	2024-08-31
VIPS240920C00012000	VIPS	CALL	Long	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.49	1.36	$0.98	0.08	-0.06	0.36	0.85	11.56	12.54	0.49	$49.00	36.00	10	2.0	877.000	0.98	2024-08-30
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.49	1.36	$0.99	0.09	-0.03	0.36	0.85	11.56	12.55	0.49	$49.00	36.00	9	2.0	877.000	0.99	2024-08-29
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.34	0.94	$0.69	0.06	-0.01	0.36	0.70	11.56	12.25	0.34	$34.00	36.00	8	66.0	877.000	0.69	2024-08-28
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.64	1.78	$1.20	0.10	-0.46	0.36	1.00	11.56	12.76	0.64	$64.00	36.00	7	1.0	875.000	1.20	2024-08-27
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.64	1.78	$1.03	0.09	-0.04	0.36	1.00	11.56	12.59	0.64	$64.00	36.00	6	1.0	875.000	1.03	2024-08-26
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.64	1.78	$1.12	0.10	-0.02	0.36	1.00	11.56	12.68	0.64	$64.00	36.00	5	1.0	874.000	1.12	2024-08-25
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.64	1.78	$1.12	0.10	-0.03	0.36	1.00	11.56	12.68	0.64	$64.00	36.00	4	1.0	874.000	1.12	2024-08-24
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.64	1.78	$1.13	0.10	-0.04	0.36	1.00	11.56	12.69	0.64	$64.00	36.00	3	1.0	874.000	1.13	2024-08-23
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.65	1.81	$0.96	0.08	-0.03	0.36	1.01	11.56	12.52	0.65	$65.00	36.00	2	22.0	891.000	0.96	2024-08-22
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.69	1.92	$1.14	0.10	-0.02	0.36	1.05	11.56	12.70	0.69	$69.00	36.00	1	1105.0	1292.000	1.14	2024-08-21
VIPS240920C00012000	VIPS	CALL	Long	12.00	None	$0.00	0.00	$0.00	0.00	0.00	0.36	0.36	11.56	11.56	0.00	$0.00	36.00	0	1588.0	122.000	0.00	2024-08-20

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