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View Outliers PnL Drill-Down: XFOR240816C00000500

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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
2024-06-27	XFOR	XFOR240816C00000500	0.50	12.0	475.000	6.750	0.515	0.2	0.0	0.060	0.510	0.340	0.25	0.67	2024-08-16	CALL	Long	0.379	0.549	-0.330

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	XFOR	1.000	0.161	0.918	0.339	0.529	-0.389	0.74	0.000	0.0000	0.28	1.47	21	1y	0.51

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
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.15	-0.60	$-0.04	-0.06	-3.00	0.25	0.10	0.67	0.63	-0.15	$-15.00	25.00	49	47.0	601.000	-0.04	2024-08-15
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.15	-0.60	$-0.06	-0.09	-2.75	0.25	0.10	0.67	0.61	-0.15	$-15.00	25.00	48	14.0	607.000	-0.06	2024-08-14
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.10	-0.40	$-0.06	-0.09	-2.88	0.25	0.15	0.67	0.61	-0.10	$-10.00	25.00	47	1.0	610.000	-0.06	2024-08-13
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.10	-0.40	$-0.03	-0.04	-4.50	0.25	0.15	0.67	0.64	-0.10	$-10.00	25.00	46	1.0	610.000	-0.03	2024-08-12
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.10	-0.40	$-0.04	-0.06	-4.81	0.25	0.15	0.67	0.63	-0.10	$-10.00	25.00	43	1.0	610.000	-0.04	2024-08-09
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.10	-0.40	$-0.02	-0.03	-3.75	0.25	0.15	0.67	0.65	-0.10	$-10.00	25.00	42	1.0	611.000	-0.02	2024-08-08
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.08	-0.32	$-0.04	-0.06	-3.38	0.25	0.17	0.67	0.63	-0.08	$-8.00	25.00	41	40.0	604.000	-0.04	2024-08-07
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$-0.03	-0.04	-3.62	0.25	0.20	0.67	0.64	-0.05	$-5.00	25.00	40	5.0	604.000	-0.03	2024-08-06
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.05	0.20	$0.19	0.28	-4.81	0.25	0.30	0.67	0.86	0.05	$5.00	25.00	32	1.0	605.000	0.19	2024-07-29
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.15	0.60	$0.19	0.28	-3.19	0.25	0.40	0.67	0.86	0.15	$15.00	25.00	29	27.0	605.000	0.19	2024-07-26
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.15	0.60	$0.19	0.28	-5.12	0.25	0.40	0.67	0.86	0.15	$15.00	25.00	28	27.0	581.000	0.19	2024-07-25
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.10	0.40	$0.16	0.24	-3.84	0.25	0.35	0.67	0.83	0.10	$10.00	25.00	27	35.0	616.000	0.16	2024-07-24
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$0.16	0.24	-3.78	0.25	0.20	0.67	0.83	-0.05	$-5.00	25.00	26	6.0	616.000	0.16	2024-07-23
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$0.13	0.19	-4.38	0.25	0.20	0.67	0.80	-0.05	$-5.00	25.00	25	6.0	616.000	0.13	2024-07-22
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.06	0.24	$0.09	0.13	-3.00	0.25	0.31	0.67	0.76	0.06	$6.00	25.00	22	2.0	616.000	0.09	2024-07-19
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.05	0.20	$0.08	0.12	-2.91	0.25	0.30	0.67	0.75	0.05	$5.00	25.00	21	1.0	615.000	0.08	2024-07-18
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.06	0.24	$0.07	0.10	-4.62	0.25	0.31	0.67	0.74	0.06	$6.00	25.00	20	1.0	615.000	0.07	2024-07-17
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.05	0.20	$0.09	0.13	-4.03	0.25	0.30	0.67	0.76	0.05	$5.00	25.00	19	9.0	615.000	0.09	2024-07-16
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$0.04	0.06	-5.09	0.25	0.20	0.67	0.71	-0.05	$-5.00	25.00	18	12.0	615.000	0.04	2024-07-15
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$0.03	0.04	-5.44	0.25	0.20	0.67	0.70	-0.05	$-5.00	25.00	15	12.0	619.000	0.03	2024-07-12
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$0.02	0.03	-5.94	0.25	0.20	0.67	0.69	-0.05	$-5.00	25.00	14	30.0	648.000	0.02	2024-07-11
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$-0.06	-0.09	-6.06	0.25	0.20	0.67	0.61	-0.05	$-5.00	25.00	13	120.0	648.000	-0.06	2024-07-10
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$-0.08	-0.12	-5.78	0.25	0.20	0.67	0.59	-0.05	$-5.00	25.00	12	120.0	625.000	-0.08	2024-07-09
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$-0.09	-0.13	-5.28	0.25	0.20	0.67	0.58	-0.05	$-5.00	25.00	11	9.0	616.000	-0.09	2024-07-08
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.13	-0.52	$-0.12	-0.18	-5.38	0.25	0.12	0.67	0.55	-0.13	$-13.00	25.00	8	9.0	616.000	-0.12	2024-07-05
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.13	-0.52	$-0.11	-0.16	-5.53	0.25	0.12	0.67	0.56	-0.13	$-13.00	25.00	7	9.0	0.000	-0.11	2024-07-04
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.13	-0.52	$-0.11	-0.16	-5.53	0.25	0.12	0.67	0.56	-0.13	$-13.00	25.00	6	9.0	0.000	-0.11	2024-07-03
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$-0.13	-0.19	-5.38	0.25	0.20	0.67	0.54	-0.05	$-5.00	25.00	5	50.0	557.000	-0.13	2024-07-02
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.20	$-0.08	-0.12	-5.12	0.25	0.20	0.67	0.59	-0.05	$-5.00	25.00	4	38.0	519.000	-0.08	2024-07-01
XFOR240816C00000500	XFOR	CALL	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03	$-0.10	-0.40	$-0.09	-0.13	-6.12	0.25	0.15	0.67	0.58	-0.10	$-10.00	25.00	1	37.0	482.000	-0.09	2024-06-28
XFOR240816C00000500	XFOR	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.25	0.25	0.67	0.67	0.00	$0.00	25.00	0	12.0	475.000	0.00	2024-06-27

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