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View Outliers PnL Drill-Down: VITL241220C00035000

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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
2024-11-07	VITL	VITL241220C00035000	35.00	37.0	62.000	0.508	0.254	0.1	3.9	0.010	0.760	4.560	0.85	31.07	2024-12-20	CALL	Long	0.225	0.278	-0.148

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	VITL	0.818	0.081	0.255	0.136	0.106	-0.093	38.81	0.054	0.0000	14.20	46.77	21	1y	33.99

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
VITL241220C00035000	VITL	CALL	Long	35.00	None	$2.66	3.06	$7.36	0.23	0.37	0.87	3.53	31.38	38.74	2.66	$266.00	87.00	42	12.0	347.000	7.36	2024-12-19
VITL241220C00035000	VITL	CALL	Long	35.00	None	$2.63	3.02	$5.85	0.19	0.82	0.87	3.50	31.38	37.23	2.63	$263.00	87.00	41	40.0	347.000	5.85	2024-12-18
VITL241220C00035000	VITL	CALL	Long	35.00	None	$2.63	3.02	$7.43	0.24	0.45	0.87	3.50	31.38	38.81	2.63	$263.00	87.00	40	40.0	322.000	7.43	2024-12-17
VITL241220C00035000	VITL	CALL	Long	35.00	None	$2.78	3.20	$7.47	0.24	0.20	0.87	3.65	31.38	38.85	2.78	$278.00	87.00	39	23.0	320.000	7.47	2024-12-16
VITL241220C00035000	VITL	CALL	Long	35.00	None	$1.52	1.75	$6.19	0.20	-0.15	0.87	2.39	31.38	37.57	1.52	$152.00	87.00	36	115.0	321.000	6.19	2024-12-13
VITL241220C00035000	VITL	CALL	Long	35.00	None	$1.84	2.11	$5.61	0.18	0.03	0.87	2.71	31.38	36.99	1.84	$184.00	87.00	35	114.0	389.000	5.61	2024-12-12
VITL241220C00035000	VITL	CALL	Long	35.00	None	$3.13	3.60	$7.35	0.23	-0.00	0.87	4.00	31.38	38.73	3.13	$313.00	87.00	34	20.0	408.000	7.35	2024-12-11
VITL241220C00035000	VITL	CALL	Long	35.00	None	$2.23	2.56	$6.19	0.20	0.13	0.87	3.10	31.38	37.57	2.23	$223.00	87.00	33	98.0	457.000	6.19	2024-12-10
VITL241220C00035000	VITL	CALL	Long	35.00	None	$1.96	2.25	$5.59	0.18	0.05	0.87	2.83	31.38	36.97	1.96	$196.00	87.00	32	28.0	474.000	5.59	2024-12-09
VITL241220C00035000	VITL	CALL	Long	35.00	None	$0.68	0.78	$4.06	0.13	0.07	0.87	1.55	31.38	35.44	0.68	$68.00	87.00	31	24.0	470.000	4.06	2024-12-08
VITL241220C00035000	VITL	CALL	Long	35.00	None	$0.63	0.72	$4.06	0.13	-0.01	0.87	1.50	31.38	35.44	0.63	$63.00	87.00	29	23.0	470.000	4.06	2024-12-06
VITL241220C00035000	VITL	CALL	Long	35.00	None	$0.23	0.26	$3.09	0.10	-0.01	0.87	1.10	31.38	34.47	0.23	$23.00	87.00	28	98.0	408.000	3.09	2024-12-05
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.02	-0.02	$2.85	0.09	-0.00	0.87	0.85	31.38	34.23	-0.02	$-2.00	87.00	27	14.0	398.000	2.85	2024-12-04
VITL241220C00035000	VITL	CALL	Long	35.00	None	$0.03	0.03	$2.76	0.09	-0.02	0.87	0.90	31.38	34.14	0.03	$3.00	87.00	26	46.0	374.000	2.76	2024-12-03
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.06	-0.07	$2.37	0.08	-0.03	0.87	0.81	31.38	33.75	-0.06	$-6.00	87.00	25	21.0	352.000	2.37	2024-12-02
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.17	-0.20	$1.82	0.06	-0.44	0.87	0.70	31.38	33.20	-0.17	$-17.00	87.00	24	27.0	0.000	1.82	2024-12-01
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.17	-0.20	$1.82	0.06	-0.04	0.87	0.70	31.38	33.20	-0.17	$-17.00	87.00	23	27.0	0.000	1.82	2024-11-30
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.37	-0.43	$0.96	0.03	-0.01	0.87	0.50	31.38	32.34	-0.37	$-37.00	87.00	21	57.0	346.000	0.96	2024-11-28
VITL241220C00035000	VITL	CALL	Long	35.00	None	$0.00	0.00	$1.36	0.04	0.02	0.87	0.87	31.38	32.74	0.00	$0.00	87.00	20	15.0	346.000	1.36	2024-11-27
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.27	-0.31	$1.15	0.04	-0.04	0.87	0.60	31.38	32.53	-0.27	$-27.00	87.00	19	37.0	350.000	1.15	2024-11-26
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.02	-0.02	$0.89	0.03	-0.00	0.87	0.85	31.38	32.27	-0.02	$-2.00	87.00	18	303.0	268.000	0.89	2024-11-25
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.60	-0.69	$-0.94	-0.03	0.00	0.87	0.27	31.38	30.44	-0.60	$-60.00	87.00	17	67.0	237.000	-0.94	2024-11-24
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.60	-0.69	$-0.94	-0.03	-0.02	0.87	0.27	31.38	30.44	-0.60	$-60.00	87.00	16	67.0	237.000	-0.94	2024-11-23
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.61	-0.70	$-0.94	-0.03	-0.00	0.87	0.26	31.38	30.44	-0.61	$-61.00	87.00	15	53.0	237.000	-0.94	2024-11-22
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.57	-0.66	$-0.35	-0.01	-0.08	0.87	0.30	31.38	31.03	-0.57	$-57.00	87.00	14	12.0	216.000	-0.35	2024-11-21
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.67	-0.77	$-1.25	-0.04	-0.04	0.87	0.20	31.38	30.13	-0.67	$-67.00	87.00	13	28.0	205.000	-1.25	2024-11-20
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.62	-0.71	$-1.25	-0.04	-0.07	0.87	0.25	31.38	30.13	-0.62	$-62.00	87.00	12	31.0	177.000	-1.25	2024-11-19
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.67	-0.77	$-2.23	-0.07	-0.01	0.87	0.20	31.38	29.15	-0.67	$-67.00	87.00	11	43.0	135.000	-2.23	2024-11-18
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.62	-0.71	$-3.25	-0.10	0.03	0.87	0.25	31.38	28.13	-0.62	$-62.00	87.00	10	1.0	134.000	-3.25	2024-11-17
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.62	-0.71	$-3.25	-0.10	0.02	0.87	0.25	31.38	28.13	-0.62	$-62.00	87.00	9	1.0	134.000	-3.25	2024-11-16
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.62	-0.71	$-3.25	-0.10	0.03	0.87	0.25	31.38	28.13	-0.62	$-62.00	87.00	8	1.0	134.000	-3.25	2024-11-15
VITL241220C00035000	VITL	CALL	Long	35.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.63	-0.72	$-2.88	-0.09	0.00	0.87	0.24	31.38	28.50	-0.63	$-63.00	87.00	7	2.0	134.000	-2.88	2024-11-14
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.62	-0.71	$-2.88	-0.09	-0.00	0.87	0.25	31.38	28.50	-0.62	$-62.00	87.00	6	1.0	136.000	-2.88	2024-11-13
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.57	-0.66	$-2.95	-0.09	0.01	0.87	0.30	31.38	28.43	-0.57	$-57.00	87.00	5	7.0	130.000	-2.95	2024-11-12
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.62	-0.71	$-2.10	-0.07	0.00	0.87	0.25	31.38	29.28	-0.62	$-62.00	87.00	4	93.0	137.000	-2.10	2024-11-11
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.06	-0.07	$-0.47	-0.01	0.01	0.87	0.81	31.38	30.91	-0.06	$-6.00	87.00	3	55.0	102.000	-0.47	2024-11-10
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.06	-0.07	$-0.47	-0.01	0.01	0.87	0.81	31.38	30.91	-0.06	$-6.00	87.00	2	55.0	102.000	-0.47	2024-11-09
VITL241220C00035000	VITL	CALL	Long	35.00	None	$-0.12	-0.14	$-0.04	-0.00	-0.02	0.87	0.75	31.38	31.34	-0.12	$-12.00	87.00	1	44.0	102.000	-0.04	2024-11-08
VITL241220C00035000	VITL	CALL	Long	35.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.87	0.87	31.38	31.38	0.00	$0.00	87.00	0	48.0	62.000	0.00	2024-11-07

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