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View Outliers PnL Drill-Down: WW240209C00006500

View in yFinance: WW

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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
2024-01-04	WW	WW240209C00006500	6.50	2013.0	7.000	1.219	0.353	0.2	0.3	0.000	0.860	0.880	1.00	6.45	2024-02-09	CALL	Long	0.443	0.457	-0.111

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	WW	0.818	0.240	0.614	0.365	0.401	0.056	1.59	-0.126	0.0000	0.69	9.59	21	1y	1.06

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
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.96	-0.96	$-1.68	-0.25	2.12	1.00	0.04	6.79	5.11	-0.96	$-96.00	100.00	35	1.0	2344.000	-1.68	2024-02-08
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.94	-0.94	$-2.19	-0.32	2.34	1.00	0.06	6.79	4.60	-0.94	$-94.00	100.00	34	1.0	2344.000	-2.19	2024-02-07
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.94	-0.94	$-2.49	-0.37	2.34	1.00	0.06	6.79	4.30	-0.94	$-94.00	100.00	33	1.0	2344.000	-2.49	2024-02-06
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.94	-0.94	$-2.94	-0.43	0.50	1.00	0.06	6.79	3.85	-0.94	$-94.00	100.00	32	1.0	2344.000	-2.94	2024-02-05
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.94	-0.94	$-2.77	-0.41	0.50	1.00	0.06	6.79	4.02	-0.94	$-94.00	100.00	31	1.0	2344.000	-2.77	2024-02-04
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.94	-0.94	$-2.77	-0.41	2.19	1.00	0.06	6.79	4.02	-0.94	$-94.00	100.00	29	1.0	2344.000	-2.77	2024-02-02
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.98	-0.98	$-2.84	-0.42	1.84	1.00	0.02	6.79	3.95	-0.98	$-98.00	100.00	28	2.0	2344.000	-2.84	2024-02-01
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.98	-0.98	$-3.03	-0.45	2.59	1.00	0.02	6.79	3.76	-0.98	$-98.00	100.00	27	2.0	2344.000	-3.03	2024-01-31
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.98	-0.98	$-2.78	-0.41	1.62	1.00	0.02	6.79	4.01	-0.98	$-98.00	100.00	26	2.0	2344.000	-2.78	2024-01-30
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.97	-0.97	$-2.63	-0.39	1.45	1.00	0.03	6.79	4.16	-0.97	$-97.00	100.00	25	10.0	2344.000	-2.63	2024-01-29
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.97	-0.97	$-2.43	-0.36	1.27	1.00	0.03	6.79	4.36	-0.97	$-97.00	100.00	24	10.0	2344.000	-2.43	2024-01-28
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.97	-0.97	$-2.43	-0.36	1.22	1.00	0.03	6.79	4.36	-0.97	$-97.00	100.00	23	10.0	2344.000	-2.43	2024-01-27
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.97	-0.97	$-2.43	-0.36	1.19	1.00	0.03	6.79	4.36	-0.97	$-97.00	100.00	22	10.0	2344.000	-2.43	2024-01-26
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.97	-0.97	$-2.32	-0.34	1.08	1.00	0.03	6.79	4.47	-0.97	$-97.00	100.00	21	10.0	2354.000	-2.32	2024-01-25
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.93	-0.93	$-2.42	-0.36	1.11	1.00	0.07	6.79	4.37	-0.93	$-93.00	100.00	20	6.0	2354.000	-2.42	2024-01-24
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.93	-0.93	$-2.26	-0.33	1.15	1.00	0.07	6.79	4.53	-0.93	$-93.00	100.00	19	6.0	2354.000	-2.26	2024-01-23
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.93	-0.93	$-2.08	-0.31	1.03	1.00	0.07	6.79	4.71	-0.93	$-93.00	100.00	18	6.0	2348.000	-2.08	2024-01-22
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.92	-0.92	$-2.26	-0.33	1.05	1.00	0.08	6.79	4.53	-0.92	$-92.00	100.00	15	100.0	2348.000	-2.26	2024-01-19
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.94	-0.94	$-2.24	-0.33	1.01	1.00	0.06	6.79	4.55	-0.94	$-94.00	100.00	14	1.0	2348.000	-2.24	2024-01-18
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.94	-0.94	$-2.07	-0.30	1.12	1.00	0.06	6.79	4.72	-0.94	$-94.00	100.00	13	8.0	2348.000	-2.07	2024-01-17
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.80	-0.80	$-1.94	-0.29	1.01	1.00	0.20	6.79	4.85	-0.80	$-80.00	100.00	12	5.0	2342.000	-1.94	2024-01-16
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.70	-0.70	$-1.18	-0.17	1.00	1.00	0.30	6.79	5.61	-0.70	$-70.00	100.00	8	66.0	2276.000	-1.18	2024-01-12
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.60	-0.60	$-0.86	-0.13	0.95	1.00	0.40	6.79	5.93	-0.60	$-60.00	100.00	7	113.0	2195.000	-0.86	2024-01-11
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.25	-0.25	$-0.29	-0.04	0.93	1.00	0.75	6.79	6.50	-0.25	$-25.00	100.00	6	5.0	2195.000	-0.29	2024-01-10
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.25	-0.25	$-0.25	-0.04	1.02	1.00	0.75	6.79	6.54	-0.25	$-25.00	100.00	5	5.0	2195.000	-0.25	2024-01-09
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.10	-0.10	$-0.12	-0.02	1.05	1.00	0.90	6.79	6.67	-0.10	$-10.00	100.00	4	6.0	2195.000	-0.12	2024-01-08
WW240209C00006500	WW	CALL	Long	6.50	None	$-0.20	-0.20	$-0.34	-0.05	1.07	1.00	0.80	6.79	6.45	-0.20	$-20.00	100.00	3	188.0	2020.000	-0.34	2024-01-07
WW240209C00006500	WW	CALL	Long	6.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.27	$-0.20	-0.20	$-0.34	-0.05	1.02	1.00	0.80	6.79	6.45	-0.20	$-20.00	100.00	1	188.0	2020.000	-0.34	2024-01-05
WW240209C00006500	WW	CALL	Long	6.50	None	$0.00	0.00	$0.00	0.00	0.00	1.00	1.00	6.79	6.79	0.00	$0.00	100.00	0	2013.0	2020.000	0.00	2024-01-04

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