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View Outliers PnL Drill-Down: WOLF240927C00010000

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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
2024-08-28	WOLF	WOLF240927C00010000	10.00	3.0	4.000	1.148	0.419	0.6	0.3	0.000	1.360	0.990	1.70	10.33	2024-09-27	CALL	Long	0.448	0.476	-0.156

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	WOLF	0.909	0.168	0.583	0.294	0.452	-0.131	7.85	-1.071	0.0000	6.44	46.84	21	1y	12.46

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
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.69	-0.99	$-1.12	-0.11	-0.13	1.70	0.01	10.33	9.21	-1.69	$-169.00	170.00	29	285.0	1210.000	-1.12	2024-09-26
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.67	-0.98	$-2.44	-0.24	0.42	1.70	0.03	10.33	7.89	-1.67	$-167.00	170.00	28	20.0	1215.000	-2.44	2024-09-25
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.67	-0.98	$-2.14	-0.21	0.02	1.70	0.03	10.33	8.19	-1.67	$-167.00	170.00	27	67.0	1196.000	-2.14	2024-09-24
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.67	-0.98	$-2.20	-0.21	0.12	1.70	0.03	10.33	8.13	-1.67	$-167.00	170.00	26	1160.0	610.000	-2.20	2024-09-23
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.60	-0.94	$-2.23	-0.22	-0.65	1.70	0.10	10.33	8.10	-1.60	$-160.00	170.00	25	120.0	0.000	-2.23	2024-09-22
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.60	-0.94	$-2.24	-0.22	-0.01	1.70	0.10	10.33	8.09	-1.60	$-160.00	170.00	23	110.0	591.000	-2.24	2024-09-20
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.51	-0.89	$-1.53	-0.15	-0.08	1.70	0.19	10.33	8.80	-1.51	$-151.00	170.00	22	109.0	555.000	-1.53	2024-09-19
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.50	-0.88	$-1.98	-0.19	0.04	1.70	0.20	10.33	8.35	-1.50	$-150.00	170.00	21	112.0	498.000	-1.98	2024-09-18
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.40	-0.82	$-1.65	-0.16	0.03	1.70	0.30	10.33	8.68	-1.40	$-140.00	170.00	20	102.0	459.000	-1.65	2024-09-17
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.51	-0.89	$-2.10	-0.20	-0.01	1.70	0.19	10.33	8.23	-1.51	$-151.00	170.00	19	281.0	269.000	-2.10	2024-09-16
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.30	-0.76	$-1.61	-0.16	0.05	1.70	0.40	10.33	8.72	-1.30	$-130.00	170.00	17	132.0	204.000	-1.61	2024-09-14
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.30	-0.76	$-1.61	-0.16	-0.04	1.70	0.40	10.33	8.72	-1.30	$-130.00	170.00	16	132.0	204.000	-1.61	2024-09-13
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.45	-0.85	$-2.28	-0.22	-0.03	1.70	0.25	10.33	8.05	-1.45	$-145.00	170.00	15	12.0	202.000	-2.28	2024-09-12
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.45	-0.85	$-2.18	-0.21	-0.01	1.70	0.25	10.33	8.15	-1.45	$-145.00	170.00	14	2.0	201.000	-2.18	2024-09-11
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.54	-0.91	$-2.70	-0.26	0.02	1.70	0.16	10.33	7.63	-1.54	$-154.00	170.00	13	177.0	27.000	-2.70	2024-09-10
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.40	-0.82	$-2.74	-0.27	0.06	1.70	0.30	10.33	7.59	-1.40	$-140.00	170.00	12	10.0	17.000	-2.74	2024-09-09
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.10	-0.65	$-2.10	-0.20	0.14	1.70	0.60	10.33	8.23	-1.10	$-110.00	170.00	11	1.0	17.000	-2.10	2024-09-08
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.10	-0.65	$-2.10	-0.20	0.04	1.70	0.60	10.33	8.23	-1.10	$-110.00	170.00	9	1.0	17.000	-2.10	2024-09-06
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-1.10	-0.65	$-1.53	-0.15	0.03	1.70	0.60	10.33	8.80	-1.10	$-110.00	170.00	8	1.0	17.000	-1.53	2024-09-05
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-0.90	-0.53	$-0.83	-0.08	0.04	1.70	0.80	10.33	9.50	-0.90	$-90.00	170.00	7	2.0	17.000	-0.83	2024-09-04
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-0.65	-0.38	$-0.58	-0.06	-0.05	1.70	1.05	10.33	9.75	-0.65	$-65.00	170.00	3	11.0	5.000	-0.58	2024-08-31
WOLF240927C00010000	WOLF	CALL	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.50; Exit EQ PnL: -0.33	$-0.65	-0.38	$-0.59	-0.06	-0.09	1.70	1.05	10.33	9.74	-0.65	$-65.00	170.00	2	11.0	5.000	-0.59	2024-08-30
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$-0.15	-0.09	$0.30	0.03	-0.38	1.70	1.55	10.33	10.63	-0.15	$-15.00	170.00	1	4.0	5.000	0.30	2024-08-29
WOLF240927C00010000	WOLF	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	1.70	1.70	10.33	10.33	0.00	$0.00	170.00	0	3.0	4.000	0.00	2024-08-28

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