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View Outliers PnL Drill-Down: WFC241206C00072000

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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
2024-11-06	WFC	WFC241206C00072000	72.00	19.0	20.000	0.257	0.170	2.4	0.7	-0.010	3.010	1.330	2.04	73.39	2024-12-06	CALL	Short	0.142	0.187	0.132

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	WFC	0.727	0.040	0.143	0.076	0.059	-0.084	70.81	0.232	0.0000	46.44	77.35	21	1y	67.56

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
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.27	-0.13	$-1.13	-0.02	0.35	2.13	2.40	72.53	73.66	-0.27	$-27.00	7253.00	29	17.0	138.000	-1.13	2024-12-05
WFC241206C00072000	WFC	CALL	Short	72.00	None	$0.61	0.29	$-0.54	-0.01	0.10	2.13	1.52	72.53	73.07	0.61	$61.00	7253.00	28	88.0	106.000	-0.54	2024-12-04
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.64	-0.30	$-1.61	-0.02	0.22	2.13	2.77	72.53	74.14	-0.64	$-64.00	7253.00	27	11.0	107.000	-1.61	2024-12-03
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-2.37	-1.11	$-2.80	-0.04	0.11	2.13	4.50	72.53	75.33	-2.37	$-237.00	7253.00	26	1.0	107.000	-2.80	2024-12-02
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-3.87	-1.82	$-3.64	-0.05	-0.22	2.13	6.00	72.53	76.17	-3.87	$-387.00	7253.00	25	3.0	0.000	-3.64	2024-12-01
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-3.87	-1.82	$-3.64	-0.05	0.46	2.13	6.00	72.53	76.17	-3.87	$-387.00	7253.00	24	3.0	0.000	-3.64	2024-11-30
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-3.87	-1.82	$-4.68	-0.06	0.48	2.13	6.00	72.53	77.21	-3.87	$-387.00	7253.00	22	3.0	107.000	-4.68	2024-11-28
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-3.87	-1.82	$-5.04	-0.07	0.14	2.13	6.00	72.53	77.57	-3.87	$-387.00	7253.00	21	3.0	107.000	-5.04	2024-11-27
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-3.87	-1.82	$-4.84	-0.07	0.18	2.13	6.00	72.53	77.37	-3.87	$-387.00	7253.00	20	3.0	107.000	-4.84	2024-11-26
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-2.72	-1.28	$-4.35	-0.06	0.21	2.13	4.85	72.53	76.88	-2.72	$-272.00	7253.00	19	1.0	107.000	-4.35	2024-11-25
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-1.94	-0.91	$-3.43	-0.05	0.14	2.13	4.07	72.53	75.96	-1.94	$-194.00	7253.00	18	10.0	105.000	-3.43	2024-11-24
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-1.94	-0.91	$-3.43	-0.05	0.12	2.13	4.07	72.53	75.96	-1.94	$-194.00	7253.00	17	10.0	105.000	-3.43	2024-11-23
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-1.38	-0.65	$-3.39	-0.05	-0.01	2.13	3.51	72.53	75.92	-1.38	$-138.00	7253.00	16	9.0	105.000	-3.39	2024-11-22
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-1.71	-0.80	$-2.30	-0.03	0.12	2.13	3.84	72.53	74.83	-1.71	$-171.00	7253.00	15	6.0	109.000	-2.30	2024-11-21
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.12	-0.06	$-1.04	-0.01	0.05	2.13	2.25	72.53	73.57	-0.12	$-12.00	7253.00	14	10.0	114.000	-1.04	2024-11-20
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.96	-0.45	$-0.90	-0.01	0.05	2.13	3.09	72.53	73.43	-0.96	$-96.00	7253.00	13	2.0	114.000	-0.90	2024-11-19
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.96	-0.45	$-1.60	-0.02	0.06	2.13	3.09	72.53	74.13	-0.96	$-96.00	7253.00	12	2.0	112.000	-1.60	2024-11-18
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.92	-0.43	$-1.81	-0.02	0.08	2.13	3.05	72.53	74.34	-0.92	$-92.00	7253.00	11	11.0	112.000	-1.81	2024-11-17
WFC241206C00072000	WFC	CALL	Short	72.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.92	-0.43	$-1.81	-0.02	0.07	2.13	3.05	72.53	74.34	-0.92	$-92.00	7253.00	10	11.0	112.000	-1.81	2024-11-16
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.92	-0.43	$-1.81	-0.02	0.06	2.13	3.05	72.53	74.34	-0.92	$-92.00	7253.00	9	11.0	112.000	-1.81	2024-11-15
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.32	-0.15	$-0.27	-0.00	0.05	2.13	2.45	72.53	72.80	-0.32	$-32.00	7253.00	8	4.0	116.000	-0.27	2024-11-14
WFC241206C00072000	WFC	CALL	Short	72.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.22	-0.10	$-0.24	-0.00	0.05	2.13	2.35	72.53	72.77	-0.22	$-22.00	7253.00	7	5.0	112.000	-0.24	2024-11-13
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.02	-0.01	$-0.04	-0.00	0.05	2.13	2.15	72.53	72.57	-0.02	$-2.00	7253.00	6	2.0	113.000	-0.04	2024-11-12
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.29	-0.14	$-0.06	-0.00	0.06	2.13	2.42	72.53	72.59	-0.29	$-29.00	7253.00	5	66.0	97.000	-0.06	2024-11-11
WFC241206C00072000	WFC	CALL	Short	72.00	None	$1.04	0.49	$2.49	0.03	0.02	2.13	1.09	72.53	70.04	1.04	$104.00	7253.00	4	77.0	30.000	2.49	2024-11-10
WFC241206C00072000	WFC	CALL	Short	72.00	None	$1.04	0.49	$2.49	0.03	0.02	2.13	1.09	72.53	70.04	1.04	$104.00	7253.00	3	77.0	30.000	2.49	2024-11-09
WFC241206C00072000	WFC	CALL	Short	72.00	None	$1.14	0.54	$2.94	0.04	0.02	2.13	0.99	72.53	69.59	1.14	$114.00	7253.00	2	36.0	30.000	2.94	2024-11-08
WFC241206C00072000	WFC	CALL	Short	72.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.87	0.41	$2.71	0.04	0.01	2.13	1.26	72.53	69.82	0.87	$87.00	7253.00	1	5.0	30.000	2.71	2024-11-07
WFC241206C00072000	WFC	CALL	Short	72.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	2.13	2.13	72.53	72.53	-0.00	$-0.00	7253.00	0	22.0	20.000	-0.00	2024-11-06

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