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View Outliers PnL Drill-Down: VRM240126C00001000

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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
2023-12-26	VRM	VRM240126C00001000	1.00	21.0	539.000	1.500	0.333	0.0	0.4	0.000	0.020	0.390	0.02	0.63	2024-01-26	CALL	Long	0.497	0.521	-0.150

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
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.37	-0.59	8.50	0.02	0.01	0.63	0.26	-0.01	$-1.00	2.00	30	5.0	888.000	-0.37	2024-01-25
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.37	-0.59	-1.00	0.02	0.01	0.63	0.26	-0.01	$-1.00	2.00	29	5.0	888.000	-0.37	2024-01-24
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.31	-0.49	4.50	0.02	0.01	0.63	0.32	-0.01	$-1.00	2.00	28	2.0	883.000	-0.31	2024-01-23
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.10	-0.16	1.75	0.02	0.01	0.63	0.53	-0.01	$-1.00	2.00	27	2.0	881.000	-0.10	2024-01-22
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.19	-0.30	1.75	0.02	0.01	0.63	0.44	-0.01	$-1.00	2.00	24	1.0	881.000	-0.19	2024-01-19
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.20	-0.32	1.50	0.02	0.01	0.63	0.43	-0.01	$-1.00	2.00	23	1.0	881.000	-0.20	2024-01-18
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.19	-0.30	1.50	0.02	0.01	0.63	0.44	-0.01	$-1.00	2.00	22	1.0	881.000	-0.19	2024-01-17
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.19	-0.30	1.25	0.02	0.01	0.63	0.44	-0.01	$-1.00	2.00	21	1.0	881.000	-0.19	2024-01-16
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.19	-0.30	0.75	0.02	0.01	0.63	0.44	-0.01	$-1.00	2.00	17	1.0	881.000	-0.19	2024-01-12
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.15	-0.24	0.88	0.02	0.01	0.63	0.48	-0.01	$-1.00	2.00	16	1.0	881.000	-0.15	2024-01-11
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.13	-0.21	0.62	0.02	0.01	0.63	0.50	-0.01	$-1.00	2.00	15	1.0	881.000	-0.13	2024-01-10
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.09	-0.14	0.12	0.02	0.01	0.63	0.54	-0.01	$-1.00	2.00	14	1.0	881.000	-0.09	2024-01-09
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.10	-0.16	0.25	0.02	0.01	0.63	0.53	-0.01	$-1.00	2.00	13	1.0	881.000	-0.10	2024-01-08
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.12	-0.19	0.69	0.02	0.01	0.63	0.51	-0.01	$-1.00	2.00	12	1.0	881.000	-0.12	2024-01-07
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.12	-0.19	0.56	0.02	0.01	0.63	0.51	-0.01	$-1.00	2.00	10	1.0	881.000	-0.12	2024-01-05
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.07	-0.11	-1.00	0.02	0.01	0.63	0.56	-0.01	$-1.00	2.00	9	1.0	881.000	-0.07	2024-01-04
VRM240126C00001000	VRM	CALL	Long	1.00	None	$-0.01	-0.50	$-0.05	-0.08	-1.00	0.02	0.01	0.63	0.58	-0.01	$-1.00	2.00	8	27.0	881.000	-0.05	2024-01-03
VRM240126C00001000	VRM	CALL	Long	1.00	None	$0.00	0.00	$-0.02	-0.03	-1.00	0.02	0.02	0.63	0.61	0.00	$0.00	2.00	7	181.0	0.000	-0.02	2024-01-02
VRM240126C00001000	VRM	CALL	Long	1.00	None	$0.01	0.50	$-0.03	-0.05	0.78	0.02	0.03	0.63	0.60	0.01	$1.00	2.00	6	58.0	660.000	-0.03	2024-01-01
VRM240126C00001000	VRM	CALL	Long	1.00	None	$0.01	0.50	$-0.03	-0.05	0.69	0.02	0.03	0.63	0.60	0.01	$1.00	2.00	4	58.0	660.000	-0.03	2023-12-30
VRM240126C00001000	VRM	CALL	Long	1.00	None	$0.01	0.50	$-0.03	-0.05	0.62	0.02	0.03	0.63	0.60	0.01	$1.00	2.00	3	58.0	660.000	-0.03	2023-12-29
VRM240126C00001000	VRM	CALL	Long	1.00	None	$0.01	0.50	$-0.01	-0.02	0.09	0.02	0.03	0.63	0.62	0.01	$1.00	2.00	2	101.0	660.000	-0.01	2023-12-28
VRM240126C00001000	VRM	CALL	Long	1.00	None	$0.01	0.50	$-0.01	-0.02	0.62	0.02	0.03	0.63	0.62	0.01	$1.00	2.00	1	101.0	559.000	-0.01	2023-12-27
VRM240126C00001000	VRM	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.02	0.02	0.63	0.63	0.00	$0.00	2.00	0	21.0	539.000	0.00	2023-12-26

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