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View Outliers PnL Drill-Down: VTYX240719C00005000

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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
2024-06-06	VTYX	VTYX240719C00005000	5.00	200.0	176.000	1.813	0.635	0.0	1.7	0.070	0.330	2.020	0.40	3.29	2024-07-19	CALL	Long	0.499	0.684	-0.378

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	VTYX	0.909	0.171	0.720	0.310	0.392	0.220	2.37	0.000	0.0000	1.72	10.13	21	1y	2.20

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
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.12	$-0.54	-0.16	6.59	0.40	0.35	3.29	2.75	-0.05	$-5.00	40.00	42	1.0	81.000	-0.54	2024-07-18
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.12	$-0.33	-0.10	4.95	0.40	0.35	3.29	2.96	-0.05	$-5.00	40.00	41	1.0	81.000	-0.33	2024-07-17
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.12	$-0.09	-0.03	3.19	0.40	0.35	3.29	3.20	-0.05	$-5.00	40.00	40	1.0	81.000	-0.09	2024-07-16
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.12	$-0.45	-0.14	4.76	0.40	0.35	3.29	2.84	-0.05	$-5.00	40.00	39	1.0	81.000	-0.45	2024-07-15
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.12	$-0.73	-0.22	4.08	0.40	0.35	3.29	2.56	-0.05	$-5.00	40.00	36	1.0	81.000	-0.73	2024-07-12
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.05	-0.12	$-0.82	-0.25	2.48	0.40	0.35	3.29	2.47	-0.05	$-5.00	40.00	35	1.0	82.000	-0.82	2024-07-11
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.35	-0.88	$-0.85	-0.26	4.53	0.40	0.05	3.29	2.44	-0.35	$-35.00	40.00	34	6.0	88.000	-0.85	2024-07-10
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-0.95	-0.29	3.72	0.40	0.17	3.29	2.34	-0.23	$-23.00	40.00	33	2.0	88.000	-0.95	2024-07-09
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-1.00	-0.30	0.66	0.40	0.17	3.29	2.29	-0.23	$-23.00	40.00	32	2.0	88.000	-1.00	2024-07-08
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-1.11	-0.34	0.53	0.40	0.17	3.29	2.18	-0.23	$-23.00	40.00	29	2.0	88.000	-1.11	2024-07-05
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-1.07	-0.33	0.41	0.40	0.17	3.29	2.22	-0.23	$-23.00	40.00	28	2.0	0.000	-1.07	2024-07-04
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-1.07	-0.33	0.34	0.40	0.17	3.29	2.22	-0.23	$-23.00	40.00	27	2.0	0.000	-1.07	2024-07-03
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-1.15	-0.35	2.91	0.40	0.17	3.29	2.14	-0.23	$-23.00	40.00	26	2.0	88.000	-1.15	2024-07-02
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-1.03	-0.31	0.94	0.40	0.17	3.29	2.26	-0.23	$-23.00	40.00	25	2.0	88.000	-1.03	2024-07-01
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-0.98	-0.30	1.15	0.40	0.17	3.29	2.31	-0.23	$-23.00	40.00	22	2.0	88.000	-0.98	2024-06-28
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-0.90	-0.27	0.16	0.40	0.17	3.29	2.39	-0.23	$-23.00	40.00	21	2.0	88.000	-0.90	2024-06-27
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-0.85	-0.26	0.03	0.40	0.17	3.29	2.44	-0.23	$-23.00	40.00	19	2.0	88.000	-0.85	2024-06-25
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-0.80	-0.24	0.14	0.40	0.17	3.29	2.49	-0.23	$-23.00	40.00	18	2.0	88.000	-0.80	2024-06-24
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.23	-0.58	$-0.54	-0.16	-0.02	0.40	0.17	3.29	2.75	-0.23	$-23.00	40.00	12	2.0	86.000	-0.54	2024-06-18
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.15	-0.38	$-0.54	-0.16	-0.05	0.40	0.25	3.29	2.75	-0.15	$-15.00	40.00	11	1.0	86.000	-0.54	2024-06-17
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.15	-0.38	$-0.41	-0.12	-0.13	0.40	0.25	3.29	2.88	-0.15	$-15.00	40.00	8	1.0	86.000	-0.41	2024-06-14
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.15	-0.38	$-0.42	-0.13	-0.15	0.40	0.25	3.29	2.87	-0.15	$-15.00	40.00	7	1.0	86.000	-0.42	2024-06-13
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$-0.18	-0.45	$-0.31	-0.09	-0.01	0.40	0.22	3.29	2.98	-0.18	$-18.00	40.00	6	1.0	85.000	-0.31	2024-06-12
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$-0.09	-0.03	-0.28	0.40	0.40	3.29	3.20	0.00	$0.00	40.00	5	2.0	85.000	-0.09	2024-06-11
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$0.15	0.05	-0.05	0.40	0.40	3.29	3.44	0.00	$0.00	40.00	4	2.0	83.000	0.15	2024-06-10
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$-0.03	-0.01	-0.28	0.40	0.40	3.29	3.26	0.00	$0.00	40.00	3	200.0	83.000	-0.03	2024-06-09
VTYX240719C00005000	VTYX	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.13	$0.00	0.00	$-0.03	-0.01	0.10	0.40	0.40	3.29	3.26	0.00	$0.00	40.00	1	200.0	83.000	-0.03	2024-06-07
VTYX240719C00005000	VTYX	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	3.29	3.29	0.00	$0.00	40.00	0	200.0	176.000	0.00	2024-06-06

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