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View Outliers PnL Drill-Down: VMEO240517C00005000

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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
2024-03-25	VMEO	VMEO240517C00005000	5.00	377.0	7.000	1.035	0.413	0.0	1.0	0.040	0.230	1.250	0.33	3.95	2024-05-17	CALL	Long	0.256	0.414	-0.273

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	VMEO	0.909	0.060	0.401	0.166	0.093	-0.308	6.89	0.053	0.0000	3.50	7.32	21	1y	5.66

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
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$0.04	0.01	0.72	0.33	0.05	3.95	3.99	-0.28	$-28.00	33.00	51	2.0	758.000	0.04	2024-05-15
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$0.05	0.01	0.46	0.33	0.05	3.95	4.00	-0.28	$-28.00	33.00	50	2.0	757.000	0.05	2024-05-14
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$0.10	0.03	0.53	0.33	0.05	3.95	4.05	-0.28	$-28.00	33.00	49	1.0	757.000	0.10	2024-05-13
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.25	-0.76	$-0.13	-0.03	-0.54	0.33	0.08	3.95	3.82	-0.25	$-25.00	33.00	48	1.0	757.000	-0.13	2024-05-12
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.25	-0.76	$-0.01	-0.00	0.23	0.33	0.08	3.95	3.94	-0.25	$-25.00	33.00	45	90.0	757.000	-0.01	2024-05-09
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.25	-0.76	$-0.01	-0.00	-0.04	0.33	0.08	3.95	3.94	-0.25	$-25.00	33.00	44	90.0	757.000	-0.01	2024-05-08
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.25	-0.76	$-0.03	-0.01	0.14	0.33	0.08	3.95	3.92	-0.25	$-25.00	33.00	43	90.0	757.000	-0.03	2024-05-07
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$-0.25	-0.06	-0.54	0.33	0.05	3.95	3.70	-0.28	$-28.00	33.00	39	1.0	666.000	-0.25	2024-05-03
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$-0.30	-0.08	0.18	0.33	0.05	3.95	3.65	-0.28	$-28.00	33.00	38	1.0	666.000	-0.30	2024-05-02
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$-0.24	-0.06	-0.16	0.33	0.05	3.95	3.71	-0.28	$-28.00	33.00	35	1.0	640.000	-0.24	2024-04-29
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$-0.26	-0.07	-0.06	0.33	0.05	3.95	3.69	-0.28	$-28.00	33.00	32	1.0	640.000	-0.26	2024-04-26
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.45	-0.11	0.04	0.33	0.10	3.95	3.50	-0.23	$-23.00	33.00	31	1.0	639.000	-0.45	2024-04-25
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$-0.42	-0.11	0.01	0.33	0.05	3.95	3.53	-0.28	$-28.00	33.00	30	1.0	638.000	-0.42	2024-04-24
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$-0.44	-0.11	-0.00	0.33	0.05	3.95	3.51	-0.28	$-28.00	33.00	29	11.0	637.000	-0.44	2024-04-23
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.45	-0.11	0.40	0.33	0.10	3.95	3.50	-0.23	$-23.00	33.00	28	120.0	637.000	-0.45	2024-04-22
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.42	-0.11	0.12	0.33	0.10	3.95	3.53	-0.23	$-23.00	33.00	25	120.0	637.000	-0.42	2024-04-19
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.40	-0.10	0.18	0.33	0.10	3.95	3.55	-0.23	$-23.00	33.00	24	120.0	608.000	-0.40	2024-04-18
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.43	-0.11	0.26	0.33	0.10	3.95	3.52	-0.23	$-23.00	33.00	23	10.0	608.000	-0.43	2024-04-17
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.35	-0.09	0.18	0.33	0.10	3.95	3.60	-0.23	$-23.00	33.00	22	2.0	607.000	-0.35	2024-04-16
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.18	-0.55	$-0.43	-0.11	0.14	0.33	0.15	3.95	3.52	-0.18	$-18.00	33.00	21	1.0	607.000	-0.43	2024-04-15
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.18	-0.55	$-0.34	-0.09	0.11	0.33	0.15	3.95	3.61	-0.18	$-18.00	33.00	18	1.0	607.000	-0.34	2024-04-12
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.18	-0.55	$-0.25	-0.06	-0.04	0.33	0.15	3.95	3.70	-0.18	$-18.00	33.00	17	15.0	612.000	-0.25	2024-04-11
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.29	-0.07	0.11	0.33	0.10	3.95	3.66	-0.23	$-23.00	33.00	16	1.0	613.000	-0.29	2024-04-10
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.13	-0.39	$-0.13	-0.03	-0.01	0.33	0.20	3.95	3.82	-0.13	$-13.00	33.00	15	343.0	616.000	-0.13	2024-04-09
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.28	-0.85	$-0.25	-0.06	-0.22	0.33	0.05	3.95	3.70	-0.28	$-28.00	33.00	14	5.0	621.000	-0.25	2024-04-08
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.25	-0.76	$-0.19	-0.05	-0.14	0.33	0.08	3.95	3.76	-0.25	$-25.00	33.00	11	1.0	622.000	-0.19	2024-04-05
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.27	-0.82	$-0.15	-0.04	-0.18	0.33	0.06	3.95	3.80	-0.27	$-27.00	33.00	10	10.0	617.000	-0.15	2024-04-04
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.23	-0.70	$-0.14	-0.04	-0.19	0.33	0.10	3.95	3.81	-0.23	$-23.00	33.00	9	15.0	572.000	-0.14	2024-04-03
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.18	-0.55	$-0.06	-0.02	-0.18	0.33	0.15	3.95	3.89	-0.18	$-18.00	33.00	8	51.0	521.000	-0.06	2024-04-02
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.18	-0.55	$0.05	0.01	-0.78	0.33	0.15	3.95	4.00	-0.18	$-18.00	33.00	7	156.0	521.000	0.05	2024-04-01
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.03	-0.09	$0.14	0.04	-0.91	0.33	0.30	3.95	4.09	-0.03	$-3.00	33.00	6	202.0	566.000	0.14	2024-03-31
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.03	-0.09	$0.14	0.04	-0.13	0.33	0.30	3.95	4.09	-0.03	$-3.00	33.00	5	202.0	474.000	0.14	2024-03-30
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.03	-0.09	$0.14	0.04	-0.14	0.33	0.30	3.95	4.09	-0.03	$-3.00	33.00	4	202.0	474.000	0.14	2024-03-29
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.03	-0.09	$0.14	0.04	-0.14	0.33	0.30	3.95	4.09	-0.03	$-3.00	33.00	3	202.0	474.000	0.14	2024-03-28
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$-0.08	-0.24	$0.24	0.06	-0.26	0.33	0.25	3.95	4.19	-0.08	$-8.00	33.00	2	23.0	455.000	0.24	2024-03-27
VMEO240517C00005000	VMEO	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.26	$-0.07	-0.21	$-0.06	-0.02	0.00	0.33	0.26	3.95	3.89	-0.07	$-7.00	33.00	1	178.0	328.000	-0.06	2024-03-26
VMEO240517C00005000	VMEO	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.33	0.33	3.95	3.95	0.00	$0.00	33.00	0	377.0	7.000	0.00	2024-03-25

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