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View Outliers PnL Drill-Down: VRM231208C00001000

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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
2023-11-08	VRM	VRM231208C00001000	1.00	9.0	1.000	0.906	0.409	0.0	0.2	0.030	0.020	0.210	0.05	0.80	2023-12-08	CALL	Long	0.398	0.497	-0.259

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	VRM	0.727	0.129	0.724	0.353	0.359	-0.017	6.44	-0.409	0.0000	4.25	65.62	21	1y	8.66

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
VRM231208C00001000	VRM	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.04; Exit EQ PnL: -0.12	$-0.04	-0.80	$-0.12	-0.15	3.59	0.05	0.01	0.80	0.68	-0.04	$-4.00	5.00	29	2.0	395.000	-0.12	2023-12-07
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.12	-0.15	1.84	0.05	0.01	0.80	0.68	-0.04	$-4.00	5.00	28	0.0	395.000	-0.12	2023-12-06
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.14	-0.18	1.59	0.05	0.01	0.80	0.66	-0.04	$-4.00	5.00	27	0.0	395.000	-0.14	2023-12-05
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.11	-0.14	1.09	0.05	0.01	0.80	0.69	-0.04	$-4.00	5.00	26	0.0	241.000	-0.11	2023-12-04
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.10	-0.12	0.84	0.05	0.01	0.80	0.70	-0.04	$-4.00	5.00	25	0.0	241.000	-0.10	2023-12-03
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.10	-0.12	0.84	0.05	0.01	0.80	0.70	-0.04	$-4.00	5.00	24	0.0	241.000	-0.10	2023-12-02
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.10	-0.12	0.72	0.05	0.01	0.80	0.70	-0.04	$-4.00	5.00	23	0.0	241.000	-0.10	2023-12-01
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.14	-0.18	0.72	0.05	0.01	0.80	0.66	-0.04	$-4.00	5.00	22	0.0	226.000	-0.14	2023-11-30
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.12	-0.15	0.72	0.05	0.01	0.80	0.68	-0.04	$-4.00	5.00	21	0.0	221.000	-0.12	2023-11-29
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.18	-0.22	0.84	0.05	0.01	0.80	0.62	-0.04	$-4.00	5.00	20	0.0	221.000	-0.18	2023-11-28
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.18	-0.22	0.84	0.05	0.01	0.80	0.62	-0.04	$-4.00	5.00	19	0.0	221.000	-0.18	2023-11-27
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.13	-0.16	0.34	0.05	0.01	0.80	0.67	-0.04	$-4.00	5.00	16	0.0	0.000	-0.13	2023-11-24
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.04	-0.80	$-0.14	-0.18	-0.41	0.05	0.01	0.80	0.66	-0.04	$-4.00	5.00	15	0.0	0.000	-0.14	2023-11-23
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.20	$-0.11	-0.14	0.22	0.05	0.04	0.80	0.69	-0.01	$-1.00	5.00	14	0.0	211.000	-0.11	2023-11-22
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.20	$-0.10	-0.12	0.34	0.05	0.04	0.80	0.70	-0.01	$-1.00	5.00	13	0.0	211.000	-0.10	2023-11-21
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.20	$-0.06	-0.08	0.31	0.05	0.04	0.80	0.74	-0.01	$-1.00	5.00	12	0.0	211.000	-0.06	2023-11-20
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.20	$-0.05	-0.06	0.44	0.05	0.04	0.80	0.75	-0.01	$-1.00	5.00	11	0.0	211.000	-0.05	2023-11-19
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.20	$-0.05	-0.06	0.41	0.05	0.04	0.80	0.75	-0.01	$-1.00	5.00	9	0.0	211.000	-0.05	2023-11-17
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.20	$-0.03	-0.04	0.34	0.05	0.04	0.80	0.77	-0.01	$-1.00	5.00	8	0.0	211.000	-0.03	2023-11-16
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.20	$0.02	0.02	0.34	0.05	0.04	0.80	0.82	-0.01	$-1.00	5.00	7	0.0	211.000	0.02	2023-11-15
VRM231208C00001000	VRM	CALL	Long	1.00	None	$-0.02	-0.40	$-0.01	-0.01	0.03	0.05	0.03	0.80	0.79	-0.02	$-2.00	5.00	6	0.0	8.000	-0.01	2023-11-14
VRM231208C00001000	VRM	CALL	Long	1.00	None	$0.00	0.00	$-0.07	-0.09	0.22	0.05	0.05	0.80	0.73	0.00	$0.00	5.00	5	0.0	8.000	-0.07	2023-11-13
VRM231208C00001000	VRM	CALL	Long	1.00	None	$0.00	0.00	$-0.06	-0.08	0.28	0.05	0.05	0.80	0.74	0.00	$0.00	5.00	2	0.0	8.000	-0.06	2023-11-10
VRM231208C00001000	VRM	CALL	Long	1.00	None	$0.00	0.00	$-0.03	-0.04	-0.66	0.05	0.05	0.80	0.77	0.00	$0.00	5.00	1	0.0	0.000	-0.03	2023-11-09
VRM231208C00001000	VRM	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.05	0.05	0.80	0.80	0.00	$0.00	5.00	0	9.0	1.000	0.00	2023-11-08

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