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View Outliers PnL Drill-Down: VSAT240315C00020000

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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
2024-02-07	VSAT	VSAT240315C00020000	20.00	68.0	358.000	0.685	0.244	0.3	0.9	0.010	1.240	1.810	1.37	19.35	2024-03-15	CALL	Long	0.270	0.340	-0.182

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	VSAT	1.000	0.121	0.504	0.224	0.330	0.165	9.14	-0.250	0.0000	6.83	28.25	21	1y	9.67

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
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-1.05	-0.84	$-1.64	-0.09	0.70	1.25	0.20	18.64	17.00	-1.05	$-105.00	125.00	36	41.0	298.000	-1.64	2024-03-14
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-1.05	-0.84	$-0.12	-0.01	0.07	1.25	0.20	18.64	18.52	-1.05	$-105.00	125.00	35	41.0	298.000	-0.12	2024-03-13
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-1.14	-0.91	$0.01	0.00	-0.07	1.25	0.11	18.64	18.65	-1.14	$-114.00	125.00	34	98.0	349.000	0.01	2024-03-12
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.80	-0.64	$0.90	0.05	-0.01	1.25	0.45	18.64	19.54	-0.80	$-80.00	125.00	33	132.0	391.000	0.90	2024-03-11
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.91	-0.73	$0.17	0.01	-0.03	1.25	0.34	18.64	18.81	-0.91	$-91.00	125.00	30	53.0	358.000	0.17	2024-03-08
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.60	-0.48	$0.61	0.03	-0.00	1.25	0.65	18.64	19.25	-0.60	$-60.00	125.00	29	16.0	360.000	0.61	2024-03-07
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.86	-0.69	$-0.09	-0.00	0.06	1.25	0.39	18.64	18.55	-0.86	$-86.00	125.00	28	54.0	331.000	-0.09	2024-03-06
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.90	-0.72	$-0.01	-0.00	0.02	1.25	0.35	18.64	18.63	-0.90	$-90.00	125.00	27	3.0	321.000	-0.01	2024-03-05
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.88	-0.70	$-0.23	-0.01	-0.59	1.25	0.37	18.64	18.41	-0.88	$-88.00	125.00	26	104.0	0.000	-0.23	2024-03-04
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.35	-0.28	$1.11	0.06	0.00	1.25	0.90	18.64	19.75	-0.35	$-35.00	125.00	25	23.0	342.000	1.11	2024-03-03
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.35	-0.28	$1.11	0.06	0.00	1.25	0.90	18.64	19.75	-0.35	$-35.00	125.00	24	23.0	342.000	1.11	2024-03-02
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.25	-0.20	$0.90	0.05	-0.05	1.25	1.00	18.64	19.54	-0.25	$-25.00	125.00	23	12.0	342.000	0.90	2024-03-01
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.27	-0.22	$0.93	0.05	-0.11	1.25	0.98	18.64	19.57	-0.27	$-27.00	125.00	22	10.0	342.000	0.93	2024-02-29
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.50	-0.40	$0.54	0.03	-0.03	1.25	0.75	18.64	19.18	-0.50	$-50.00	125.00	21	5.0	342.000	0.54	2024-02-28
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.15	-0.12	$0.90	0.05	-0.02	1.25	1.10	18.64	19.54	-0.15	$-15.00	125.00	20	30.0	337.000	0.90	2024-02-27
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.45	-0.36	$0.09	0.00	-0.02	1.25	0.80	18.64	18.73	-0.45	$-45.00	125.00	19	48.0	323.000	0.09	2024-02-26
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.65	-0.52	$-0.15	-0.01	-0.06	1.25	0.60	18.64	18.49	-0.65	$-65.00	125.00	18	199.0	335.000	-0.15	2024-02-25
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.65	-0.52	$-0.15	-0.01	-0.10	1.25	0.60	18.64	18.49	-0.65	$-65.00	125.00	16	199.0	335.000	-0.15	2024-02-23
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$0.60	0.48	$1.59	0.09	-0.09	1.25	1.85	18.64	20.23	0.60	$60.00	125.00	15	1.0	335.000	1.59	2024-02-22
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$0.50	0.40	$1.83	0.10	0.00	1.25	1.75	18.64	20.47	0.50	$50.00	125.00	14	28.0	311.000	1.83	2024-02-21
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$-0.15	-0.12	$1.11	0.06	-0.04	1.25	1.10	18.64	19.75	-0.15	$-15.00	125.00	13	22.0	304.000	1.11	2024-02-20
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$0.65	0.52	$1.94	0.10	0.04	1.25	1.90	18.64	20.58	0.65	$65.00	125.00	12	88.0	304.000	1.94	2024-02-19
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$0.35	0.28	$1.42	0.08	-0.10	1.25	1.60	18.64	20.06	0.35	$35.00	125.00	2	16.0	319.000	1.42	2024-02-09
VSAT240315C00020000	VSAT	CALL	Long	20.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.16	$1.03	0.06	-0.10	1.25	1.45	18.64	19.67	0.20	$20.00	125.00	1	7.0	325.000	1.03	2024-02-08
VSAT240315C00020000	VSAT	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	1.25	1.25	18.64	18.64	0.00	$0.00	125.00	0	88.0	358.000	0.00	2024-02-07

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