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View Outliers PnL Drill-Down: WRBY240419C00015000

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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
2024-02-28	WRBY	WRBY240419C00015000	15.00	53.0	7.000	0.508	0.280	0.0	2.2	0.010	0.230	2.350	0.35	12.79	2024-04-19	CALL	Long	0.245	0.298	-0.150

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	WRBY	0.636	0.093	0.215	0.145	0.103	-0.029	24.30	-0.094	0.0000	11.46	24.30	21	1y	18.54

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
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.34	-0.97	$-0.92	-0.07	1.50	0.35	0.01	12.79	11.87	-0.34	$-34.00	35.00	50	2.0	106.000	-0.92	2024-04-18
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.34	-0.97	$-0.70	-0.05	1.18	0.35	0.01	12.79	12.09	-0.34	$-34.00	35.00	49	2.0	106.000	-0.70	2024-04-17
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.34	-0.97	$-0.18	-0.01	0.46	0.35	0.01	12.79	12.61	-0.34	$-34.00	35.00	48	2.0	106.000	-0.18	2024-04-16
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.34	-0.97	$0.24	0.02	0.34	0.35	0.01	12.79	13.03	-0.34	$-34.00	35.00	47	2.0	108.000	0.24	2024-04-15
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$0.43	0.03	0.10	0.35	0.10	12.79	13.22	-0.25	$-25.00	35.00	44	10.0	108.000	0.43	2024-04-12
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$0.75	0.06	-0.01	0.35	0.10	12.79	13.54	-0.25	$-25.00	35.00	43	10.0	108.000	0.75	2024-04-11
WRBY240419C00015000	WRBY	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.25	-0.71	$0.60	0.05	0.00	0.35	0.10	12.79	13.39	-0.25	$-25.00	35.00	42	10.0	98.000	0.60	2024-04-10
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.30	-0.86	$1.00	0.08	0.09	0.35	0.05	12.79	13.79	-0.30	$-30.00	35.00	41	1.0	97.000	1.00	2024-04-09
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.15	-0.43	$0.64	0.05	0.52	0.35	0.20	12.79	13.43	-0.15	$-15.00	35.00	40	140.0	97.000	0.64	2024-04-08
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.15	-0.43	$0.25	0.02	0.61	0.35	0.20	12.79	13.04	-0.15	$-15.00	35.00	37	140.0	97.000	0.25	2024-04-05
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.15	-0.43	$0.42	0.03	-0.07	0.35	0.20	12.79	13.21	-0.15	$-15.00	35.00	36	140.0	97.000	0.42	2024-04-04
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.15	-0.43	$0.52	0.04	-0.02	0.35	0.20	12.79	13.31	-0.15	$-15.00	35.00	35	140.0	97.000	0.52	2024-04-03
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.15	-0.43	$0.39	0.03	-0.00	0.35	0.20	12.79	13.18	-0.15	$-15.00	35.00	34	140.0	202.000	0.39	2024-04-02
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.17	-0.49	$1.21	0.09	-0.07	0.35	0.18	12.79	14.00	-0.17	$-17.00	35.00	33	145.0	60.000	1.21	2024-04-01
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.19	-0.54	$0.82	0.06	0.01	0.35	0.16	12.79	13.61	-0.19	$-19.00	35.00	32	1.0	59.000	0.82	2024-03-31
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.19	-0.54	$0.82	0.06	-0.01	0.35	0.16	12.79	13.61	-0.19	$-19.00	35.00	31	1.0	59.000	0.82	2024-03-30
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.19	-0.54	$0.82	0.06	-0.03	0.35	0.16	12.79	13.61	-0.19	$-19.00	35.00	30	1.0	59.000	0.82	2024-03-29
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.19	-0.54	$0.82	0.06	-0.04	0.35	0.16	12.79	13.61	-0.19	$-19.00	35.00	29	1.0	59.000	0.82	2024-03-28
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.30	-0.86	$0.45	0.04	-0.02	0.35	0.05	12.79	13.24	-0.30	$-30.00	35.00	28	2.0	59.000	0.45	2024-03-27
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.30	-0.86	$-0.03	-0.00	0.06	0.35	0.05	12.79	12.76	-0.30	$-30.00	35.00	27	2.0	59.000	-0.03	2024-03-26
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.30	-0.86	$0.15	0.01	-0.04	0.35	0.05	12.79	12.94	-0.30	$-30.00	35.00	26	2.0	59.000	0.15	2024-03-25
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.30	-0.86	$-0.04	-0.00	0.08	0.35	0.05	12.79	12.75	-0.30	$-30.00	35.00	23	2.0	59.000	-0.04	2024-03-22
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-0.06	-0.00	-0.04	0.35	0.10	12.79	12.73	-0.25	$-25.00	35.00	22	2.0	59.000	-0.06	2024-03-21
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-0.58	-0.05	0.07	0.35	0.10	12.79	12.21	-0.25	$-25.00	35.00	21	2.0	59.000	-0.58	2024-03-20
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-1.14	-0.09	0.16	0.35	0.10	12.79	11.65	-0.25	$-25.00	35.00	20	2.0	59.000	-1.14	2024-03-19
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-1.16	-0.09	0.02	0.35	0.10	12.79	11.63	-0.25	$-25.00	35.00	19	2.0	59.000	-1.16	2024-03-18
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-1.04	-0.08	-0.02	0.35	0.10	12.79	11.75	-0.25	$-25.00	35.00	16	2.0	59.000	-1.04	2024-03-15
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-1.06	-0.08	0.06	0.35	0.10	12.79	11.73	-0.25	$-25.00	35.00	15	2.0	59.000	-1.06	2024-03-14
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-1.29	-0.10	0.13	0.35	0.10	12.79	11.50	-0.25	$-25.00	35.00	14	2.0	59.000	-1.29	2024-03-13
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-1.33	-0.10	0.00	0.35	0.10	12.79	11.46	-0.25	$-25.00	35.00	13	2.0	59.000	-1.33	2024-03-12
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-0.85	-0.07	0.01	0.35	0.10	12.79	11.94	-0.25	$-25.00	35.00	12	2.0	57.000	-0.85	2024-03-11
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-0.64	-0.05	0.02	0.35	0.10	12.79	12.15	-0.25	$-25.00	35.00	9	4.0	57.000	-0.64	2024-03-08
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$-0.25	-0.71	$-0.36	-0.03	0.02	0.35	0.10	12.79	12.43	-0.25	$-25.00	35.00	8	4.0	57.000	-0.36	2024-03-07
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$0.00	0.00	$-0.56	-0.04	-0.01	0.35	0.35	12.79	12.23	0.00	$0.00	35.00	7	53.0	56.000	-0.56	2024-03-06
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$0.00	0.00	$-0.69	-0.05	0.01	0.35	0.35	12.79	12.10	0.00	$0.00	35.00	6	53.0	56.000	-0.69	2024-03-05
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$0.00	0.00	$-0.30	-0.02	-0.39	0.35	0.35	12.79	12.49	0.00	$0.00	35.00	5	53.0	0.000	-0.30	2024-03-04
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$0.00	0.00	$0.11	0.01	0.02	0.35	0.35	12.79	12.90	0.00	$0.00	35.00	4	53.0	56.000	0.11	2024-03-03
WRBY240419C00015000	WRBY	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.07	-0.01	-0.39	0.35	0.35	12.79	12.72	0.00	$0.00	35.00	2	53.0	56.000	-0.07	2024-03-01
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$0.00	0.00	$-0.08	-0.01	0.01	0.35	0.35	12.79	12.71	0.00	$0.00	35.00	1	53.0	56.000	-0.08	2024-02-29
WRBY240419C00015000	WRBY	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	0.35	0.35	12.79	12.79	0.00	$0.00	35.00	0	53.0	7.000	0.00	2024-02-28

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