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View Outliers PnL Drill-Down: XERS240419C00002500

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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
2024-03-06	XERS	XERS240419C00002500	2.50	195.0	1752.000	0.820	0.387	0.1	0.1	0.010	0.240	0.250	0.25	2.48	2024-04-19	CALL	Long	0.357	0.422	-0.195

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	XERS	0.727	0.117	0.254	0.171	0.148	0.031	3.41	-0.380	0.0000	1.70	3.73	21	1y	3.19

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
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.24	-0.96	$-0.72	-0.29	2.80	0.25	0.01	2.48	1.76	-0.24	$-24.00	25.00	43	2.0	2110.000	-0.72	2024-04-18
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.70	-0.28	2.06	0.25	0.05	2.48	1.78	-0.20	$-20.00	25.00	42	1.0	2110.000	-0.70	2024-04-17
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.68	-0.27	1.62	0.25	0.05	2.48	1.80	-0.20	$-20.00	25.00	41	1.0	2110.000	-0.68	2024-04-16
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.63	-0.25	1.21	0.25	0.05	2.48	1.85	-0.20	$-20.00	25.00	40	1.0	2110.000	-0.63	2024-04-15
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.57	-0.23	0.65	0.25	0.05	2.48	1.91	-0.20	$-20.00	25.00	37	1.0	2110.000	-0.57	2024-04-12
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.45	-0.18	0.34	0.25	0.05	2.48	2.03	-0.20	$-20.00	25.00	36	1.0	2109.000	-0.45	2024-04-11
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.50	-0.20	0.37	0.25	0.05	2.48	1.98	-0.20	$-20.00	25.00	35	1.0	2109.000	-0.50	2024-04-10
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.46	-0.19	0.24	0.25	0.05	2.48	2.02	-0.20	$-20.00	25.00	34	1.0	2108.000	-0.46	2024-04-09
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.17	-0.68	$-0.46	-0.19	0.20	0.25	0.08	2.48	2.02	-0.17	$-17.00	25.00	33	20.0	2108.000	-0.46	2024-04-08
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.17	-0.68	$-0.44	-0.18	0.29	0.25	0.08	2.48	2.04	-0.17	$-17.00	25.00	30	20.0	2108.000	-0.44	2024-04-05
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.43	-0.17	0.41	0.25	0.05	2.48	2.05	-0.20	$-20.00	25.00	29	51.0	2108.000	-0.43	2024-04-04
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.40	-0.16	0.15	0.25	0.05	2.48	2.08	-0.20	$-20.00	25.00	28	51.0	2157.000	-0.40	2024-04-03
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.22	-0.88	$-0.39	-0.16	-0.09	0.25	0.03	2.48	2.09	-0.22	$-22.00	25.00	27	1.0	2157.000	-0.39	2024-04-02
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.34	-0.14	-0.16	0.25	0.05	2.48	2.14	-0.20	$-20.00	25.00	26	38.0	2151.000	-0.34	2024-04-01
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.13	-0.52	$-0.27	-0.11	0.32	0.25	0.12	2.48	2.21	-0.13	$-13.00	25.00	25	268.0	2014.000	-0.27	2024-03-31
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.13	-0.52	$-0.27	-0.11	0.26	0.25	0.12	2.48	2.21	-0.13	$-13.00	25.00	24	268.0	2014.000	-0.27	2024-03-30
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.13	-0.52	$-0.27	-0.11	0.24	0.25	0.12	2.48	2.21	-0.13	$-13.00	25.00	23	268.0	2014.000	-0.27	2024-03-29
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.13	-0.52	$-0.27	-0.11	0.21	0.25	0.12	2.48	2.21	-0.13	$-13.00	25.00	22	268.0	2014.000	-0.27	2024-03-28
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.44	-0.18	-0.57	0.25	0.05	2.48	2.04	-0.20	$-20.00	25.00	21	1.0	2014.000	-0.44	2024-03-27
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.43	-0.17	-0.15	0.25	0.05	2.48	2.05	-0.20	$-20.00	25.00	20	1.0	2014.000	-0.43	2024-03-26
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.37	-0.15	-0.07	0.25	0.05	2.48	2.11	-0.20	$-20.00	25.00	19	1.0	2014.000	-0.37	2024-03-25
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.38	-0.15	-0.10	0.25	0.05	2.48	2.10	-0.20	$-20.00	25.00	16	1.0	2013.000	-0.38	2024-03-22
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.35	-0.14	-0.15	0.25	0.05	2.48	2.13	-0.20	$-20.00	25.00	15	17.0	2005.000	-0.35	2024-03-21
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.15	-0.60	$-0.29	-0.12	-0.12	0.25	0.10	2.48	2.19	-0.15	$-15.00	25.00	14	11.0	2005.000	-0.29	2024-03-20
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.15	-0.60	$-0.33	-0.13	-0.07	0.25	0.10	2.48	2.15	-0.15	$-15.00	25.00	13	11.0	1994.000	-0.33	2024-03-19
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.16	-0.64	$-0.35	-0.14	-0.06	0.25	0.09	2.48	2.13	-0.16	$-16.00	25.00	12	12.0	1984.000	-0.35	2024-03-18
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.16	-0.64	$-0.25	-0.10	-0.12	0.25	0.09	2.48	2.23	-0.16	$-16.00	25.00	9	30.0	1954.000	-0.25	2024-03-15
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.35	-0.14	0.11	0.25	0.05	2.48	2.13	-0.20	$-20.00	25.00	8	4.0	1954.000	-0.35	2024-03-14
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.20	-0.80	$-0.30	-0.12	-0.06	0.25	0.05	2.48	2.18	-0.20	$-20.00	25.00	7	4.0	1952.000	-0.30	2024-03-13
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.15	-0.60	$-0.27	-0.11	-0.12	0.25	0.10	2.48	2.21	-0.15	$-15.00	25.00	6	47.0	1933.000	-0.27	2024-03-12
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.12	-0.48	$-0.23	-0.09	-0.09	0.25	0.13	2.48	2.25	-0.12	$-12.00	25.00	5	34.0	1907.000	-0.23	2024-03-11
XERS240419C00002500	XERS	CALL	Long	2.50	None	$-0.10	-0.40	$-0.13	-0.05	-0.01	0.25	0.15	2.48	2.35	-0.10	$-10.00	25.00	2	18.0	1903.000	-0.13	2024-03-08
XERS240419C00002500	XERS	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.14	$-0.05	-0.20	$-0.04	-0.02	-0.15	0.25	0.20	2.48	2.44	-0.05	$-5.00	25.00	1	27.0	1900.000	-0.04	2024-03-07
XERS240419C00002500	XERS	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.25	0.25	2.48	2.48	0.00	$0.00	25.00	0	195.0	1752.000	0.00	2024-03-06

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