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View Outliers PnL Drill-Down: WBD241213C00010000

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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
2024-11-07	WBD	WBD241213C00010000	10.00	9.0	40.000	0.506	0.235	0.2	0.4	-0.010	0.470	0.750	0.40	9.69	2024-12-13	CALL	Short	0.242	0.265	0.118

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	WBD	0.727	0.088	0.196	0.140	0.179	0.010	11.35	-0.076	0.0000	6.71	12.49	21	1y	8.35

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
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-1.89	-6.52	$-3.12	-0.33	-0.47	0.29	2.18	9.37	12.49	-1.89	$-189.00	937.00	35	19.0	398.000	-3.12	2024-12-12
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.75	-2.59	$-1.45	-0.15	0.20	0.29	1.04	9.37	10.82	-0.75	$-75.00	937.00	34	79.0	477.000	-1.45	2024-12-11
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.55	-1.90	$-1.52	-0.16	0.80	0.29	0.84	9.37	10.89	-0.55	$-55.00	937.00	33	68.0	417.000	-1.52	2024-12-10
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.32	-1.10	$-1.19	-0.13	0.22	0.29	0.61	9.37	10.56	-0.32	$-32.00	937.00	32	30.0	419.000	-1.19	2024-12-09
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.47	-1.62	$-1.29	-0.14	0.18	0.29	0.76	9.37	10.66	-0.47	$-47.00	937.00	31	40.0	421.000	-1.29	2024-12-08
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.34	-1.17	$-1.29	-0.14	0.06	0.29	0.63	9.37	10.66	-0.34	$-34.00	937.00	29	37.0	421.000	-1.29	2024-12-06
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.57	-1.97	$-1.31	-0.14	0.18	0.29	0.86	9.37	10.68	-0.57	$-57.00	937.00	28	40.0	397.000	-1.31	2024-12-05
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.41	-1.41	$-1.28	-0.14	-0.06	0.29	0.70	9.37	10.65	-0.41	$-41.00	937.00	27	137.0	402.000	-1.28	2024-12-04
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.33	-1.14	$-1.18	-0.13	-0.11	0.29	0.62	9.37	10.55	-0.33	$-33.00	937.00	26	109.0	483.000	-1.18	2024-12-03
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.27	-0.93	$-1.19	-0.13	-0.14	0.29	0.56	9.37	10.56	-0.27	$-27.00	937.00	25	9.0	484.000	-1.19	2024-12-02
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.32	-1.10	$-1.11	-0.12	-0.47	0.29	0.61	9.37	10.48	-0.32	$-32.00	937.00	24	22.0	0.000	-1.11	2024-12-01
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.32	-1.10	$-1.11	-0.12	0.02	0.29	0.61	9.37	10.48	-0.32	$-32.00	937.00	23	22.0	467.000	-1.11	2024-11-30
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.31	-1.07	$-1.01	-0.11	0.09	0.29	0.60	9.37	10.38	-0.31	$-31.00	937.00	21	18.0	482.000	-1.01	2024-11-28
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.14	-0.48	$-0.90	-0.10	0.01	0.29	0.43	9.37	10.27	-0.14	$-14.00	937.00	20	23.0	482.000	-0.90	2024-11-27
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.14	-0.48	$-0.74	-0.08	-0.07	0.29	0.43	9.37	10.11	-0.14	$-14.00	937.00	19	23.0	499.000	-0.74	2024-11-26
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.34	-1.17	$-1.03	-0.11	-0.06	0.29	0.63	9.37	10.40	-0.34	$-34.00	937.00	18	78.0	447.000	-1.03	2024-11-25
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.17	-0.59	$-0.74	-0.08	-0.02	0.29	0.46	9.37	10.11	-0.17	$-17.00	937.00	17	130.0	395.000	-0.74	2024-11-24
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.17	-0.59	$-0.74	-0.08	-0.04	0.29	0.46	9.37	10.11	-0.17	$-17.00	937.00	16	130.0	395.000	-0.74	2024-11-23
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.20	-0.69	$-0.74	-0.08	-0.02	0.29	0.49	9.37	10.11	-0.20	$-20.00	937.00	15	58.0	395.000	-0.74	2024-11-22
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.32	-1.10	$-0.86	-0.09	-0.00	0.29	0.61	9.37	10.23	-0.32	$-32.00	937.00	14	83.0	459.000	-0.86	2024-11-21
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.14	-0.48	$-0.58	-0.06	-0.04	0.29	0.43	9.37	9.95	-0.14	$-14.00	937.00	13	172.0	366.000	-0.58	2024-11-20
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.05	0.17	$-0.13	-0.01	-0.03	0.29	0.24	9.37	9.50	0.05	$5.00	937.00	12	69.0	346.000	-0.13	2024-11-19
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.07	0.24	$-0.10	-0.01	-0.03	0.29	0.22	9.37	9.47	0.07	$7.00	937.00	11	33.0	329.000	-0.10	2024-11-18
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.12	0.41	$0.15	0.02	0.00	0.29	0.17	9.37	9.22	0.12	$12.00	937.00	10	31.0	321.000	0.15	2024-11-17
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.12	0.41	$0.15	0.02	-0.01	0.29	0.17	9.37	9.22	0.12	$12.00	937.00	9	31.0	321.000	0.15	2024-11-16
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.14	0.48	$0.15	0.02	-0.03	0.29	0.15	9.37	9.22	0.14	$14.00	937.00	8	28.0	321.000	0.15	2024-11-15
WBD241213C00010000	WBD	CALL	Short	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.52	$-0.49	-0.05	-0.02	0.29	0.44	9.37	9.86	-0.15	$-15.00	937.00	7	88.0	265.000	-0.49	2024-11-14
WBD241213C00010000	WBD	CALL	Short	10.00	None	$-0.14	-0.48	$-0.35	-0.04	0.03	0.29	0.43	9.37	9.72	-0.14	$-14.00	937.00	6	131.0	170.000	-0.35	2024-11-13
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.10	0.34	$0.15	0.02	-0.03	0.29	0.19	9.37	9.22	0.10	$10.00	937.00	5	44.0	151.000	0.15	2024-11-12
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.04	0.14	$0.04	0.00	-0.03	0.29	0.25	9.37	9.33	0.04	$4.00	937.00	4	19.0	141.000	0.04	2024-11-11
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.08	0.28	$0.19	0.02	0.04	0.29	0.21	9.37	9.18	0.08	$8.00	937.00	3	64.0	78.000	0.19	2024-11-10
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.08	0.28	$0.19	0.02	0.03	0.29	0.21	9.37	9.18	0.08	$8.00	937.00	2	64.0	78.000	0.19	2024-11-09
WBD241213C00010000	WBD	CALL	Short	10.00	None	$0.14	0.48	$0.38	0.04	-0.02	0.29	0.15	9.37	8.99	0.14	$14.00	937.00	1	16.0	78.000	0.38	2024-11-08
WBD241213C00010000	WBD	CALL	Short	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.00	-0.00	$-0.00	-0.00	0.00	0.29	0.29	9.37	9.37	-0.00	$-0.00	937.00	0	43.0	40.000	-0.00	2024-11-07

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