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View Outliers PnL Drill-Down: X241004C00035000

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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
2024-09-04	X	X241004C00035000	35.00	13.0	1.000	0.674	0.236	0.0	5.5	0.020	0.440	5.950	0.65	29.38	2024-10-04	CALL	Long	0.169	0.256	-0.175

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
X241004C00035000	X	CALL	Long	35.00	None	$-0.35	-0.54	$5.56	0.19	-0.31	0.65	0.30	29.38	34.94	-0.35	$-35.00	65.00	29	119.0	549.000	5.56	2024-10-03
X241004C00035000	X	CALL	Long	35.00	None	$-0.33	-0.51	$5.27	0.18	-0.20	0.65	0.32	29.38	34.65	-0.33	$-33.00	65.00	28	346.0	436.000	5.27	2024-10-02
X241004C00035000	X	CALL	Long	35.00	None	$0.02	0.03	$5.62	0.19	-0.21	0.65	0.67	29.38	35.00	0.02	$2.00	65.00	27	63.0	0.000	5.62	2024-10-01
X241004C00035000	X	CALL	Long	35.00	None	$0.18	0.28	$5.97	0.20	-0.20	0.65	0.83	29.38	35.35	0.18	$18.00	65.00	26	237.0	211.000	5.97	2024-09-30
X241004C00035000	X	CALL	Long	35.00	None	$0.53	0.82	$6.24	0.21	-0.67	0.65	1.18	29.38	35.62	0.53	$53.00	65.00	25	94.0	211.000	6.24	2024-09-29
X241004C00035000	X	CALL	Long	35.00	None	$0.53	0.82	$6.24	0.21	-0.15	0.65	1.18	29.38	35.62	0.53	$53.00	65.00	24	94.0	247.000	6.24	2024-09-28
X241004C00035000	X	CALL	Long	35.00	None	$0.53	0.82	$6.24	0.21	-0.20	0.65	1.18	29.38	35.62	0.53	$53.00	65.00	23	94.0	247.000	6.24	2024-09-27
X241004C00035000	X	CALL	Long	35.00	None	$2.65	4.08	$6.74	0.23	-0.07	0.65	3.30	29.38	36.12	2.65	$265.00	65.00	22	1.0	247.000	6.74	2024-09-26
X241004C00035000	X	CALL	Long	35.00	None	$2.65	4.08	$8.84	0.30	0.03	0.65	3.30	29.38	38.22	2.65	$265.00	65.00	21	1.0	247.000	8.84	2024-09-25
X241004C00035000	X	CALL	Long	35.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$2.65	4.08	$8.43	0.29	-0.11	0.65	3.30	29.38	37.81	2.65	$265.00	65.00	20	1.0	247.000	8.43	2024-09-24
X241004C00035000	X	CALL	Long	35.00	None	$2.65	4.08	$9.23	0.31	0.09	0.65	3.30	29.38	38.61	2.65	$265.00	65.00	19	1.0	247.000	9.23	2024-09-23
X241004C00035000	X	CALL	Long	35.00	None	$3.20	4.92	$9.58	0.33	-0.67	0.65	3.85	29.38	38.96	3.20	$320.00	65.00	18	5.0	0.000	9.58	2024-09-22
X241004C00035000	X	CALL	Long	35.00	None	$3.20	4.92	$9.57	0.33	0.01	0.65	3.85	29.38	38.95	3.20	$320.00	65.00	16	5.0	248.000	9.57	2024-09-20
X241004C00035000	X	CALL	Long	35.00	None	$2.60	4.00	$8.69	0.30	0.10	0.65	3.25	29.38	38.07	2.60	$260.00	65.00	15	61.0	253.000	8.69	2024-09-19
X241004C00035000	X	CALL	Long	35.00	None	$2.35	3.62	$7.41	0.25	-0.10	0.65	3.00	29.38	36.79	2.35	$235.00	65.00	14	10.0	263.000	7.41	2024-09-18
X241004C00035000	X	CALL	Long	35.00	None	$1.69	2.60	$6.86	0.23	-0.14	0.65	2.34	29.38	36.24	1.69	$169.00	65.00	13	52.0	275.000	6.86	2024-09-17
X241004C00035000	X	CALL	Long	35.00	None	$2.08	3.20	$6.98	0.24	-0.10	0.65	2.73	29.38	36.36	2.08	$208.00	65.00	12	1.0	274.000	6.98	2024-09-16
X241004C00035000	X	CALL	Long	35.00	None	$1.92	2.95	$6.69	0.23	-0.67	0.65	2.57	29.38	36.07	1.92	$192.00	65.00	11	9.0	274.000	6.69	2024-09-15
X241004C00035000	X	CALL	Long	35.00	None	$1.92	2.95	$6.69	0.23	-0.06	0.65	2.57	29.38	36.07	1.92	$192.00	65.00	10	9.0	272.000	6.69	2024-09-14
X241004C00035000	X	CALL	Long	35.00	None	$1.92	2.95	$6.69	0.23	-0.07	0.65	2.57	29.38	36.07	1.92	$192.00	65.00	9	9.0	272.000	6.69	2024-09-13
X241004C00035000	X	CALL	Long	35.00	None	$2.27	3.49	$5.36	0.18	0.17	0.65	2.92	29.38	34.74	2.27	$227.00	65.00	8	244.0	55.000	5.36	2024-09-12
X241004C00035000	X	CALL	Long	35.00	None	$1.03	1.58	$4.00	0.14	0.09	0.65	1.68	29.38	33.38	1.03	$103.00	65.00	7	2.0	0.000	4.00	2024-09-11
X241004C00035000	X	CALL	Long	35.00	None	$1.34	2.06	$1.84	0.06	0.05	0.65	1.99	29.38	31.22	1.34	$134.00	65.00	6	3.0	55.000	1.84	2024-09-10
X241004C00035000	X	CALL	Long	35.00	None	$1.34	2.06	$3.44	0.12	0.20	0.65	1.99	29.38	32.82	1.34	$134.00	65.00	5	3.0	53.000	3.44	2024-09-09
X241004C00035000	X	CALL	Long	35.00	None	$0.80	1.23	$1.89	0.06	0.12	0.65	1.45	29.38	31.27	0.80	$80.00	65.00	4	66.0	15.000	1.89	2024-09-08
X241004C00035000	X	CALL	Long	35.00	None	$0.75	1.15	$1.89	0.06	0.04	0.65	1.40	29.38	31.27	0.75	$75.00	65.00	2	15.0	15.000	1.89	2024-09-06
X241004C00035000	X	CALL	Long	35.00	None	$0.10	0.15	$0.59	0.02	-0.11	0.65	0.75	29.38	29.97	0.10	$10.00	65.00	1	1.0	12.000	0.59	2024-09-05
X241004C00035000	X	CALL	Long	35.00	None	$0.00	0.00	$0.00	0.00	0.00	0.65	0.65	29.38	29.38	0.00	$0.00	65.00	0	13.0	1.000	0.00	2024-09-04

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