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View Outliers PnL Drill-Down: VNET240119C00003000

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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
2023-11-16	VNET	VNET240119C00003000	3.00	22.0	313.000	1.070	0.462	0.1	0.4	0.030	0.270	0.640	0.33	2.61	2024-01-19	CALL	Long	0.346	0.464	-0.263

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	VNET	0.727	0.162	0.312	0.239	0.279	-0.007	3.94	-0.357	0.0000	1.42	4.33	21	1y	3.48

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
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.29	-0.88	$-0.23	-0.09	1.43	0.33	0.04	2.61	2.38	-0.29	$-29.00	33.00	63	21.0	4470.000	-0.23	2024-01-18
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.29	-0.88	$-0.17	-0.07	1.24	0.33	0.04	2.61	2.44	-0.29	$-29.00	33.00	62	21.0	4470.000	-0.17	2024-01-17
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.28	-0.85	$-0.12	-0.05	0.43	0.33	0.05	2.61	2.49	-0.28	$-28.00	33.00	61	6.0	4452.000	-0.12	2024-01-16
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.28	-0.85	$-0.20	-0.08	1.09	0.33	0.05	2.61	2.41	-0.28	$-28.00	33.00	57	6.0	4453.000	-0.20	2024-01-12
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.28	-0.85	$-0.05	-0.02	-0.18	0.33	0.05	2.61	2.56	-0.28	$-28.00	33.00	56	5.0	4451.000	-0.05	2024-01-11
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.28	-0.85	$-0.26	-0.10	0.09	0.33	0.05	2.61	2.35	-0.28	$-28.00	33.00	55	5.0	4456.000	-0.26	2024-01-10
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.30	-0.91	$-0.12	-0.05	-0.16	0.33	0.03	2.61	2.49	-0.30	$-30.00	33.00	54	3.0	4459.000	-0.12	2024-01-09
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.29	-0.88	$-0.07	-0.03	-0.23	0.33	0.04	2.61	2.54	-0.29	$-29.00	33.00	53	1.0	4459.000	-0.07	2024-01-08
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.27	-0.82	$-0.03	-0.01	-0.12	0.33	0.06	2.61	2.58	-0.27	$-27.00	33.00	52	5.0	4459.000	-0.03	2024-01-07
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.27	-0.82	$-0.03	-0.01	-0.23	0.33	0.06	2.61	2.58	-0.27	$-27.00	33.00	50	5.0	4459.000	-0.03	2024-01-05
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.27	-0.82	$0.01	0.00	-0.82	0.33	0.06	2.61	2.62	-0.27	$-27.00	33.00	49	5.0	4459.000	0.01	2024-01-04
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.25	-0.76	$0.05	0.02	-0.82	0.33	0.08	2.61	2.66	-0.25	$-25.00	33.00	48	69.0	4459.000	0.05	2024-01-03
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.22	-0.67	$0.09	0.03	-0.94	0.33	0.11	2.61	2.70	-0.22	$-22.00	33.00	47	106.0	4490.000	0.09	2024-01-02
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.18	-0.55	$0.26	0.10	-0.16	0.33	0.15	2.61	2.87	-0.18	$-18.00	33.00	46	47.0	4532.000	0.26	2024-01-01
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.18	-0.55	$0.26	0.10	-0.21	0.33	0.15	2.61	2.87	-0.18	$-18.00	33.00	44	47.0	4532.000	0.26	2023-12-30
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.18	-0.55	$0.26	0.10	-0.34	0.33	0.15	2.61	2.87	-0.18	$-18.00	33.00	43	47.0	4532.000	0.26	2023-12-29
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.14	-0.42	$0.21	0.08	-0.17	0.33	0.19	2.61	2.82	-0.14	$-14.00	33.00	42	83.0	4500.000	0.21	2023-12-28
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.18	-0.55	$0.21	0.08	-0.12	0.33	0.15	2.61	2.82	-0.18	$-18.00	33.00	41	10.0	4498.000	0.21	2023-12-27
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.18	-0.55	$0.16	0.06	-0.24	0.33	0.15	2.61	2.77	-0.18	$-18.00	33.00	40	71.0	4430.000	0.16	2023-12-26
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.10	-0.30	$0.26	0.10	-0.16	0.33	0.23	2.61	2.87	-0.10	$-10.00	33.00	39	55.0	4420.000	0.26	2023-12-25
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.10	-0.30	$0.26	0.10	-0.19	0.33	0.23	2.61	2.87	-0.10	$-10.00	33.00	37	55.0	4420.000	0.26	2023-12-23
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.10	-0.30	$0.26	0.10	-0.20	0.33	0.23	2.61	2.87	-0.10	$-10.00	33.00	36	55.0	4420.000	0.26	2023-12-22
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.05	-0.15	$0.40	0.15	-0.20	0.33	0.28	2.61	3.01	-0.05	$-5.00	33.00	35	64.0	4407.000	0.40	2023-12-21
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.02	0.06	$0.50	0.19	-0.24	0.33	0.35	2.61	3.11	0.02	$2.00	33.00	34	77.0	4369.000	0.50	2023-12-20
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.03	0.09	$0.49	0.19	-0.30	0.33	0.36	2.61	3.10	0.03	$3.00	33.00	33	516.0	4331.000	0.49	2023-12-19
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.03	-0.09	$0.40	0.15	-0.24	0.33	0.30	2.61	3.01	-0.03	$-3.00	33.00	32	4176.0	407.000	0.40	2023-12-18
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.08	-0.24	$0.27	0.10	-0.09	0.33	0.25	2.61	2.88	-0.08	$-8.00	33.00	30	22.0	389.000	0.27	2023-12-16
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.08	-0.24	$0.27	0.10	-0.10	0.33	0.25	2.61	2.88	-0.08	$-8.00	33.00	29	22.0	389.000	0.27	2023-12-15
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.01	0.03	$0.33	0.13	-0.06	0.33	0.34	2.61	2.94	0.01	$1.00	33.00	28	6.0	387.000	0.33	2023-12-14
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.03	-0.09	$0.39	0.15	-0.16	0.33	0.30	2.61	3.00	-0.03	$-3.00	33.00	27	2.0	389.000	0.39	2023-12-13
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.26	0.10	-0.12	0.33	0.40	2.61	2.87	0.07	$7.00	33.00	26	3.0	389.000	0.26	2023-12-12
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.34	0.13	-0.10	0.33	0.40	2.61	2.95	0.07	$7.00	33.00	25	3.0	389.000	0.34	2023-12-11
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.03	-0.09	$0.45	0.17	-0.12	0.33	0.30	2.61	3.06	-0.03	$-3.00	33.00	22	100.0	389.000	0.45	2023-12-08
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.03	-0.09	$0.36	0.14	-0.05	0.33	0.30	2.61	2.97	-0.03	$-3.00	33.00	21	100.0	389.000	0.36	2023-12-07
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.03	-0.09	$0.35	0.13	-0.06	0.33	0.30	2.61	2.96	-0.03	$-3.00	33.00	20	0.0	346.000	0.35	2023-12-06
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.08	-0.24	$0.22	0.08	0.04	0.33	0.25	2.61	2.83	-0.08	$-8.00	33.00	19	0.0	351.000	0.22	2023-12-05
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.08	-0.24	$0.10	0.04	-0.01	0.33	0.25	2.61	2.71	-0.08	$-8.00	33.00	18	0.0	351.000	0.10	2023-12-04
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.08	-0.24	$0.08	0.03	-0.06	0.33	0.25	2.61	2.69	-0.08	$-8.00	33.00	17	0.0	350.000	0.08	2023-12-03
VNET240119C00003000	VNET	CALL	Long	3.00	None	$-0.08	-0.24	$0.08	0.03	-0.07	0.33	0.25	2.61	2.69	-0.08	$-8.00	33.00	16	0.0	350.000	0.08	2023-12-02
VNET240119C00003000	VNET	CALL	Long	3.00	Exit OP PnL: $-0.08;Exit EQ PnL: 0.06; Position is Long and position continued to lose. Latest OP price is: $0.25 (EQ: $2.67). Initial OP price was: $0.33 (EQ: $2.61). Surpassed Stop Loss Percentage: -0.2424242424242424242424242424 < -0.16.	$-0.08	-0.24	$0.08	0.03	-0.09	0.33	0.25	2.61	2.69	-0.08	$-8.00	33.00	15	0.0	350.000	0.08	2023-12-01
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.19	0.07	-0.04	0.33	0.40	2.61	2.80	0.07	$7.00	33.00	14	0.0	350.000	0.19	2023-11-30
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.25	0.10	-0.05	0.33	0.40	2.61	2.86	0.07	$7.00	33.00	13	0.0	350.000	0.25	2023-11-29
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.23	0.09	0.07	0.33	0.40	2.61	2.84	0.07	$7.00	33.00	12	0.0	350.000	0.23	2023-11-28
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.25	0.10	-0.02	0.33	0.40	2.61	2.86	0.07	$7.00	33.00	11	0.0	350.000	0.25	2023-11-27
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.18	0.07	-0.02	0.33	0.40	2.61	2.79	0.07	$7.00	33.00	8	0.0	0.000	0.18	2023-11-24
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.07	0.21	$0.20	0.08	-1.01	0.33	0.40	2.61	2.81	0.07	$7.00	33.00	7	0.0	0.000	0.20	2023-11-23
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.17	0.52	$0.15	0.06	-0.07	0.33	0.50	2.61	2.76	0.17	$17.00	33.00	6	0.0	336.000	0.15	2023-11-22
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.17	0.52	$0.16	0.06	-0.07	0.33	0.50	2.61	2.77	0.17	$17.00	33.00	5	0.0	336.000	0.16	2023-11-21
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.17	0.52	$0.14	0.05	-0.01	0.33	0.50	2.61	2.75	0.17	$17.00	33.00	4	0.0	336.000	0.14	2023-11-20
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.17	0.52	$0.32	0.12	-0.02	0.33	0.50	2.61	2.93	0.17	$17.00	33.00	3	0.0	335.000	0.32	2023-11-19
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.17	0.52	$0.32	0.12	-0.03	0.33	0.50	2.61	2.93	0.17	$17.00	33.00	1	0.0	335.000	0.32	2023-11-17
VNET240119C00003000	VNET	CALL	Long	3.00	None	$0.00	0.00	$0.00	0.00	0.00	0.33	0.33	2.61	2.61	0.00	$0.00	33.00	0	22.0	313.000	0.00	2023-11-16

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