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View Outliers PnL Drill-Down: VTYX231215C00005000

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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
2023-11-07	VTYX	VTYX231215C00005000	5.00	364.0	4.000	1.414	1.680	0.1	2.3	1.020	0.040	2.290	0.10	2.73	2023-12-15	CALL	Long	0.423	1.694	-0.806

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.40	-0.15	4.59	0.10	0.05	2.73	2.33	-0.05	$-5.00	10.00	37	73.0	405.000	-0.40	2023-12-14
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.35	-0.13	3.34	0.10	0.05	2.73	2.38	-0.05	$-5.00	10.00	36	73.0	405.000	-0.35	2023-12-13
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.53	-0.19	3.09	0.10	0.05	2.73	2.20	-0.05	$-5.00	10.00	35	73.0	405.000	-0.53	2023-12-12
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.57	-0.21	3.15	0.10	0.05	2.73	2.16	-0.05	$-5.00	10.00	34	73.0	405.000	-0.57	2023-12-11
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.52	-0.19	1.74	0.10	0.05	2.73	2.21	-0.05	$-5.00	10.00	31	73.0	405.000	-0.52	2023-12-08
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.58	-0.21	1.84	0.10	0.05	2.73	2.15	-0.05	$-5.00	10.00	30	73.0	405.000	-0.58	2023-12-07
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.55	-0.20	1.46	0.10	0.05	2.73	2.18	-0.05	$-5.00	10.00	29	0.0	405.000	-0.55	2023-12-06
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.62	-0.23	1.40	0.10	0.05	2.73	2.11	-0.05	$-5.00	10.00	28	0.0	405.000	-0.62	2023-12-05
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.54	-0.20	1.21	0.10	0.05	2.73	2.19	-0.05	$-5.00	10.00	27	0.0	391.000	-0.54	2023-12-04
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.53	-0.19	1.09	0.10	0.05	2.73	2.20	-0.05	$-5.00	10.00	26	0.0	391.000	-0.53	2023-12-03
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.53	-0.19	0.99	0.10	0.05	2.73	2.20	-0.05	$-5.00	10.00	25	0.0	391.000	-0.53	2023-12-02
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.53	-0.19	0.90	0.10	0.05	2.73	2.20	-0.05	$-5.00	10.00	24	0.0	391.000	-0.53	2023-12-01
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.57	-0.21	0.87	0.10	0.05	2.73	2.16	-0.05	$-5.00	10.00	23	0.0	391.000	-0.57	2023-11-30
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.50	-0.18	0.80	0.10	0.05	2.73	2.23	-0.05	$-5.00	10.00	22	0.0	391.000	-0.50	2023-11-29
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.43	-0.16	0.59	0.10	0.05	2.73	2.30	-0.05	$-5.00	10.00	21	0.0	391.000	-0.43	2023-11-28
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.44	-0.16	0.62	0.10	0.05	2.73	2.29	-0.05	$-5.00	10.00	20	0.0	391.000	-0.44	2023-11-27
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.29	-0.11	0.34	0.10	0.05	2.73	2.44	-0.05	$-5.00	10.00	17	0.0	0.000	-0.29	2023-11-24
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.36	-0.13	-0.91	0.10	0.05	2.73	2.37	-0.05	$-5.00	10.00	16	0.0	0.000	-0.36	2023-11-23
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.42	-0.15	0.32	0.10	0.05	2.73	2.31	-0.05	$-5.00	10.00	15	0.0	394.000	-0.42	2023-11-22
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.50	$-0.40	-0.15	0.30	0.10	0.05	2.73	2.33	-0.05	$-5.00	10.00	14	0.0	394.000	-0.40	2023-11-21
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$-0.37	-0.14	0.24	0.10	0.10	2.73	2.36	0.00	$0.00	10.00	13	0.0	389.000	-0.37	2023-11-20
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.03	-0.30	$-0.26	-0.10	0.34	0.10	0.07	2.73	2.47	-0.03	$-3.00	10.00	12	0.0	388.000	-0.26	2023-11-19
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.03	-0.30	$-0.26	-0.10	-0.91	0.10	0.07	2.73	2.47	-0.03	$-3.00	10.00	10	0.0	388.000	-0.26	2023-11-17
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$-0.37	-0.14	0.37	0.10	0.10	2.73	2.36	0.00	$0.00	10.00	9	0.0	388.000	-0.37	2023-11-16
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$-0.37	-0.14	0.34	0.10	0.10	2.73	2.36	0.00	$0.00	10.00	8	0.0	388.000	-0.37	2023-11-15
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$-0.38	-0.14	0.32	0.10	0.10	2.73	2.35	0.00	$0.00	10.00	7	0.0	388.000	-0.38	2023-11-14
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$-0.35	-0.13	0.24	0.10	0.10	2.73	2.38	0.00	$0.00	10.00	6	0.0	386.000	-0.35	2023-11-13
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.01	-0.10	$-0.34	-0.12	0.40	0.10	0.09	2.73	2.39	-0.01	$-1.00	10.00	3	0.0	380.000	-0.34	2023-11-10
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$-0.01	-0.10	$-0.15	-0.05	-0.91	0.10	0.09	2.73	2.58	-0.01	$-1.00	10.00	2	0.0	0.000	-0.15	2023-11-09
VTYX231215C00005000	VTYX	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -0.15	$-0.01	-0.10	$-0.15	-0.05	0.17	0.10	0.09	2.73	2.58	-0.01	$-1.00	10.00	1	0.0	363.000	-0.15	2023-11-08
VTYX231215C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	2.73	2.73	0.00	$0.00	10.00	0	364.0	4.000	0.00	2023-11-07

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