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View Outliers PnL Drill-Down: WIT240920C00005000

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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
2024-07-19	WIT	WIT240920C00005000	5.00	8.0	241.000	0.615	0.185	1.1	0.0	0.010	1.300	0.160	1.10	6.09	2024-09-20	CALL	Long	0.108	0.167	-0.115

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	WIT	1.000	0.062	0.718	0.144	0.718	0.642	3.70	0.123	0.0000	3.62	7.24	21	1y	6.69

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
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.32	0.29	$0.38	0.06	2.42	1.10	1.42	6.09	6.47	0.32	$32.00	110.00	62	4.0	271.000	0.38	2024-09-19
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.38	0.35	$0.27	0.04	1.62	1.10	1.48	6.09	6.36	0.38	$38.00	110.00	61	2.0	271.000	0.27	2024-09-18
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.38	0.35	$0.40	0.07	1.17	1.10	1.48	6.09	6.49	0.38	$38.00	110.00	60	2.0	272.000	0.40	2024-09-17
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.40	0.36	$0.50	0.08	0.64	1.10	1.50	6.09	6.59	0.40	$40.00	110.00	59	2.0	272.000	0.50	2024-09-16
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.47	0.08	0.88	1.10	1.35	6.09	6.56	0.25	$25.00	110.00	57	15.0	272.000	0.47	2024-09-14
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.47	0.08	0.70	1.10	1.35	6.09	6.56	0.25	$25.00	110.00	56	15.0	272.000	0.47	2024-09-13
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.27	0.04	0.29	1.10	1.35	6.09	6.36	0.25	$25.00	110.00	55	15.0	282.000	0.27	2024-09-12
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.02	0.02	$0.09	0.01	0.37	1.10	1.12	6.09	6.18	0.02	$2.00	110.00	54	1.0	283.000	0.09	2024-09-11
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.24	0.04	-0.62	1.10	1.35	6.09	6.33	0.25	$25.00	110.00	53	20.0	283.000	0.24	2024-09-10
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.12	0.02	0.29	1.10	1.35	6.09	6.21	0.25	$25.00	110.00	52	20.0	283.000	0.12	2024-09-09
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.16	0.03	0.21	1.10	1.35	6.09	6.25	0.25	$25.00	110.00	51	20.0	283.000	0.16	2024-09-08
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.17	0.03	0.06	1.10	1.35	6.09	6.26	0.25	$25.00	110.00	49	20.0	283.000	0.17	2024-09-06
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.21	0.03	0.12	1.10	1.35	6.09	6.30	0.25	$25.00	110.00	48	20.0	283.000	0.21	2024-09-05
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.18	0.03	0.12	1.10	1.35	6.09	6.27	0.25	$25.00	110.00	47	20.0	283.000	0.18	2024-09-04
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.34	0.06	0.29	1.10	1.35	6.09	6.43	0.25	$25.00	110.00	43	20.0	283.000	0.34	2024-08-31
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.34	0.06	0.25	1.10	1.35	6.09	6.43	0.25	$25.00	110.00	42	20.0	283.000	0.34	2024-08-30
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.35	0.06	0.09	1.10	1.35	6.09	6.44	0.25	$25.00	110.00	41	20.0	283.000	0.35	2024-08-29
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.25	0.23	$0.29	0.05	-0.02	1.10	1.35	6.09	6.38	0.25	$25.00	110.00	40	20.0	263.000	0.29	2024-08-28
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.08	0.01	-0.62	1.10	1.10	6.09	6.17	0.00	$0.00	110.00	39	1.0	263.000	0.08	2024-08-27
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.10	0.02	0.06	1.10	1.10	6.09	6.19	0.00	$0.00	110.00	38	1.0	0.000	0.10	2024-08-26
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.04	0.01	0.06	1.10	1.10	6.09	6.13	0.00	$0.00	110.00	37	1.0	263.000	0.04	2024-08-25
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.04	0.01	0.05	1.10	1.10	6.09	6.13	0.00	$0.00	110.00	36	1.0	263.000	0.04	2024-08-24
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.05	0.01	-0.08	1.10	1.10	6.09	6.14	0.00	$0.00	110.00	35	1.0	263.000	0.05	2024-08-23
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.05	0.01	-0.08	1.10	1.10	6.09	6.14	0.00	$0.00	110.00	34	1.0	263.000	0.05	2024-08-22
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.17	0.03	-0.04	1.10	1.10	6.09	6.26	0.00	$0.00	110.00	33	1.0	263.000	0.17	2024-08-21
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.09	0.01	0.01	1.10	1.10	6.09	6.18	0.00	$0.00	110.00	32	1.0	263.000	0.09	2024-08-20
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.07	0.01	0.07	1.10	1.10	6.09	6.16	0.00	$0.00	110.00	31	1.0	262.000	0.07	2024-08-19
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$-0.03	-0.00	-0.04	1.10	1.10	6.09	6.06	0.00	$0.00	110.00	30	20.0	242.000	-0.03	2024-08-18
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$-0.03	-0.00	-0.05	1.10	1.10	6.09	6.06	0.00	$0.00	110.00	29	20.0	242.000	-0.03	2024-08-17
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$-0.02	-0.00	-0.01	1.10	1.10	6.09	6.07	0.00	$0.00	110.00	28	20.0	242.000	-0.02	2024-08-16
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.18	-0.03	0.14	1.10	1.25	6.09	5.91	0.15	$15.00	110.00	27	1.0	242.000	-0.18	2024-08-15
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.24	-0.04	0.04	1.10	1.25	6.09	5.85	0.15	$15.00	110.00	26	1.0	242.000	-0.24	2024-08-14
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.25	-0.04	-0.11	1.10	1.25	6.09	5.84	0.15	$15.00	110.00	25	1.0	242.000	-0.25	2024-08-13
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.33	-0.05	0.14	1.10	1.25	6.09	5.76	0.15	$15.00	110.00	24	1.0	242.000	-0.33	2024-08-12
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.23	-0.04	-0.11	1.10	1.25	6.09	5.86	0.15	$15.00	110.00	21	1.0	242.000	-0.23	2024-08-09
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.26	-0.04	0.63	1.10	1.25	6.09	5.83	0.15	$15.00	110.00	20	1.0	242.000	-0.26	2024-08-08
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.32	-0.05	0.09	1.10	1.25	6.09	5.77	0.15	$15.00	110.00	19	1.0	242.000	-0.32	2024-08-07
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.15	0.14	$-0.24	-0.04	0.06	1.10	1.25	6.09	5.85	0.15	$15.00	110.00	18	1.0	242.000	-0.24	2024-08-06
WIT240920C00005000	WIT	CALL	Long	5.00	None	$-0.06	-0.05	$0.13	0.02	0.18	1.10	1.04	6.09	6.22	-0.06	$-6.00	110.00	10	5.0	239.000	0.13	2024-07-29
WIT240920C00005000	WIT	CALL	Long	5.00	None	$-0.06	-0.05	$0.11	0.02	-0.08	1.10	1.04	6.09	6.20	-0.06	$-6.00	110.00	7	5.0	239.000	0.11	2024-07-26
WIT240920C00005000	WIT	CALL	Long	5.00	None	$-0.06	-0.05	$-0.07	-0.01	0.08	1.10	1.04	6.09	6.02	-0.06	$-6.00	110.00	6	5.0	239.000	-0.07	2024-07-25
WIT240920C00005000	WIT	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.06; Exit EQ PnL: -0.19	$-0.06	-0.05	$-0.23	-0.04	-0.03	1.10	1.04	6.09	5.86	-0.06	$-6.00	110.00	5	5.0	239.000	-0.23	2024-07-24
WIT240920C00005000	WIT	CALL	Long	5.00	None	$-0.06	-0.05	$-0.14	-0.02	0.01	1.10	1.04	6.09	5.95	-0.06	$-6.00	110.00	4	5.0	239.000	-0.14	2024-07-23
WIT240920C00005000	WIT	CALL	Long	5.00	None	$-0.06	-0.05	$-0.09	-0.01	0.02	1.10	1.04	6.09	6.00	-0.06	$-6.00	110.00	3	5.0	241.000	-0.09	2024-07-22
WIT240920C00005000	WIT	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	1.10	1.10	6.09	6.09	0.00	$0.00	110.00	0	8.0	241.000	0.00	2024-07-19

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