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View Outliers PnL Drill-Down: VSAT240621C00016000

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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
2024-05-22 VSAT VSAT240621C00016000 16.00 68.0 79.000 0.597 0.262 0.4 0.6 0.010 0.910 1.110 1.05 15.74 2024-06-21 CALL Long 0.280 0.334 -0.165

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
VSAT240621C00016000 VSAT CALL Long 16.00 None $-1.01 -0.96 $-2.54 -0.16 1.22 1.05 0.04 15.74 13.20 -1.01 $-101.00 105.00 27 20.0 203.000 -2.54 2024-06-18
VSAT240621C00016000 VSAT CALL Long 16.00 None $-1.01 -0.96 $-1.72 -0.11 0.09 1.05 0.04 15.74 14.02 -1.01 $-101.00 105.00 26 20.0 195.000 -1.72 2024-06-17
VSAT240621C00016000 VSAT CALL Long 16.00 None $-1.00 -0.95 $-2.33 -0.15 0.09 1.05 0.05 15.74 13.41 -1.00 $-100.00 105.00 23 16.0 195.000 -2.33 2024-06-14
VSAT240621C00016000 VSAT CALL Long 16.00 None $-1.00 -0.95 $-1.94 -0.12 -0.03 1.05 0.05 15.74 13.80 -1.00 $-100.00 105.00 22 16.0 195.000 -1.94 2024-06-13
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.90 -0.86 $-1.48 -0.09 -0.09 1.05 0.15 15.74 14.26 -0.90 $-90.00 105.00 21 18.0 184.000 -1.48 2024-06-12
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.95 -0.90 $-1.16 -0.07 -0.05 1.05 0.10 15.74 14.58 -0.95 $-95.00 105.00 20 40.0 169.000 -1.16 2024-06-11
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.80 -0.76 $-0.96 -0.06 -0.03 1.05 0.25 15.74 14.78 -0.80 $-80.00 105.00 19 23.0 165.000 -0.96 2024-06-10
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.30 -0.29 $0.35 0.02 -0.01 1.05 0.75 15.74 16.09 -0.30 $-30.00 105.00 18 17.0 164.000 0.35 2024-06-09
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.30 -0.29 $0.35 0.02 -0.07 1.05 0.75 15.74 16.09 -0.30 $-30.00 105.00 16 17.0 164.000 0.35 2024-06-07
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.25 -0.24 $0.11 0.01 -0.09 1.05 0.80 15.74 15.85 -0.25 $-25.00 105.00 15 5.0 164.000 0.11 2024-06-06
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.34 -0.32 $0.25 0.02 0.08 1.05 0.71 15.74 15.99 -0.34 $-34.00 105.00 14 19.0 173.000 0.25 2024-06-05
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.25 -0.24 $0.26 0.02 0.13 1.05 0.80 15.74 16.00 -0.25 $-25.00 105.00 13 2.0 171.000 0.26 2024-06-04
VSAT240621C00016000 VSAT CALL Long 16.00 None $0.30 0.29 $0.54 0.03 -0.02 1.05 1.35 15.74 16.28 0.30 $30.00 105.00 12 1.0 172.000 0.54 2024-06-03
VSAT240621C00016000 VSAT CALL Long 16.00 None $0.28 0.27 $1.15 0.07 -0.05 1.05 1.33 15.74 16.89 0.28 $28.00 105.00 9 30.0 150.000 1.15 2024-05-31
VSAT240621C00016000 VSAT CALL Long 16.00 None $0.10 0.10 $0.76 0.05 -0.07 1.05 1.15 15.74 16.50 0.10 $10.00 105.00 8 13.0 155.000 0.76 2024-05-30
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.20 -0.19 $0.06 0.00 -0.04 1.05 0.85 15.74 15.80 -0.20 $-20.00 105.00 7 29.0 155.000 0.06 2024-05-29
VSAT240621C00016000 VSAT CALL Long 16.00 None $-0.20 -0.19 $-0.05 -0.00 -0.01 1.05 0.85 15.74 15.69 -0.20 $-20.00 105.00 6 29.0 164.000 -0.05 2024-05-28
VSAT240621C00016000 VSAT CALL Long 16.00 None $0.00 0.00 $0.30 0.02 -0.02 1.05 1.05 15.74 16.04 0.00 $0.00 105.00 5 60.0 160.000 0.30 2024-05-27
VSAT240621C00016000 VSAT CALL Long 16.00 None $0.00 0.00 $0.29 0.02 -0.01 1.05 1.05 15.74 16.03 0.00 $0.00 105.00 2 60.0 160.000 0.29 2024-05-24
VSAT240621C00016000 VSAT CALL Long 16.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.72 $-0.65 -0.62 $-1.05 -0.07 -0.10 1.05 0.40 15.74 14.69 -0.65 $-65.00 105.00 1 55.0 133.000 -1.05 2024-05-23
VSAT240621C00016000 VSAT CALL Long 16.00 None $0.00 0.00 $0.00 0.00 0.00 1.05 1.05 15.74 15.74 0.00 $0.00 105.00 0 68.0 79.000 0.00 2024-05-22

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