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View Outliers PnL Drill-Down: XFOR240816C00001000

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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	XFOR240816C00001000	1.00	66.0	1092.000	1.391	0.444	0.0	0.3	0.030	0.060	0.310	0.05	0.74	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
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.04	-0.57	$-0.04	-0.06	4.25	0.07	0.03	0.67	0.63	-0.04	$-4.00	7.00	49	5.0	2708.000	-0.04	2024-08-15
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.04	-0.57	$-0.06	-0.09	3.38	0.07	0.03	0.67	0.61	-0.04	$-4.00	7.00	48	5.0	0.000	-0.06	2024-08-14
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.04	-0.57	$-0.06	-0.09	2.75	0.07	0.03	0.67	0.61	-0.04	$-4.00	7.00	47	5.0	2708.000	-0.06	2024-08-13
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.04	-0.57	$-0.03	-0.04	2.00	0.07	0.03	0.67	0.64	-0.04	$-4.00	7.00	46	5.0	2708.000	-0.03	2024-08-12
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.04	-0.57	$-0.04	-0.06	1.31	0.07	0.03	0.67	0.63	-0.04	$-4.00	7.00	43	5.0	2708.000	-0.04	2024-08-09
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.04	-0.57	$-0.02	-0.03	1.00	0.07	0.03	0.67	0.65	-0.04	$-4.00	7.00	42	5.0	2703.000	-0.02	2024-08-08
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$0.03	0.43	$-0.04	-0.06	1.00	0.07	0.10	0.67	0.63	0.03	$3.00	7.00	41	1.0	2703.000	-0.04	2024-08-07
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$0.03	0.43	$-0.03	-0.04	0.81	0.07	0.10	0.67	0.64	0.03	$3.00	7.00	40	1.0	2703.000	-0.03	2024-08-06
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$0.03	0.43	$0.18	0.27	-0.34	0.07	0.10	0.67	0.85	0.03	$3.00	7.00	32	10.0	2409.000	0.18	2024-07-29
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$0.03	0.43	$0.19	0.28	-0.16	0.07	0.10	0.67	0.86	0.03	$3.00	7.00	29	10.0	2401.000	0.19	2024-07-26
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.19	0.28	-0.84	0.07	0.05	0.67	0.86	-0.02	$-2.00	7.00	28	21.0	2394.000	0.19	2024-07-25
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.16	0.24	-0.72	0.07	0.05	0.67	0.83	-0.02	$-2.00	7.00	27	636.0	1868.000	0.16	2024-07-24
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.04	-0.57	$0.16	0.24	-0.72	0.07	0.03	0.67	0.83	-0.04	$-4.00	7.00	26	181.0	1688.000	0.16	2024-07-23
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.13	0.19	-0.66	0.07	0.05	0.67	0.80	-0.02	$-2.00	7.00	25	291.0	1397.000	0.13	2024-07-22
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$0.03	0.43	$0.09	0.13	-0.56	0.07	0.10	0.67	0.76	0.03	$3.00	7.00	22	109.0	1288.000	0.09	2024-07-19
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.08	0.12	-0.19	0.07	0.05	0.67	0.75	-0.02	$-2.00	7.00	21	6.0	1282.000	0.08	2024-07-18
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.07	0.10	-0.19	0.07	0.05	0.67	0.74	-0.02	$-2.00	7.00	20	8.0	1274.000	0.07	2024-07-17
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.09	0.13	0.03	0.07	0.05	0.67	0.76	-0.02	$-2.00	7.00	19	27.0	1265.000	0.09	2024-07-16
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.04	0.06	-0.47	0.07	0.05	0.67	0.71	-0.02	$-2.00	7.00	18	30.0	1235.000	0.04	2024-07-15
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.03	-0.43	$0.03	0.04	-0.47	0.07	0.04	0.67	0.70	-0.03	$-3.00	7.00	15	23.0	1212.000	0.03	2024-07-12
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$0.02	0.03	-0.47	0.07	0.05	0.67	0.69	-0.02	$-2.00	7.00	14	7.0	1205.000	0.02	2024-07-11
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.01	-0.14	$-0.06	-0.09	-0.22	0.07	0.06	0.67	0.61	-0.01	$-1.00	7.00	13	2.0	1205.000	-0.06	2024-07-10
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$-0.08	-0.12	-0.16	0.07	0.05	0.67	0.59	-0.02	$-2.00	7.00	12	8.0	1197.000	-0.08	2024-07-09
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$-0.09	-0.13	-0.12	0.07	0.05	0.67	0.58	-0.02	$-2.00	7.00	11	1.0	1196.000	-0.09	2024-07-08
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.02	-0.29	$-0.12	-0.18	-0.06	0.07	0.05	0.67	0.55	-0.02	$-2.00	7.00	8	4.0	1192.000	-0.12	2024-07-05
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.03	-0.43	$-0.11	-0.16	-0.16	0.07	0.04	0.67	0.56	-0.03	$-3.00	7.00	7	5.0	0.000	-0.11	2024-07-04
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.03	-0.43	$-0.11	-0.16	-0.16	0.07	0.04	0.67	0.56	-0.03	$-3.00	7.00	6	5.0	0.000	-0.11	2024-07-03
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.03	-0.43	$-0.13	-0.19	-0.12	0.07	0.04	0.67	0.54	-0.03	$-3.00	7.00	5	5.0	1187.000	-0.13	2024-07-02
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$-0.06	-0.86	$-0.08	-0.12	0.09	0.07	0.01	0.67	0.59	-0.06	$-6.00	7.00	4	89.0	1187.000	-0.08	2024-07-01
XFOR240816C00001000	XFOR	CALL	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.03; Exit EQ PnL: -0.03	$-0.02	-0.29	$-0.09	-0.13	-0.28	0.07	0.05	0.67	0.58	-0.02	$-2.00	7.00	1	39.0	1105.000	-0.09	2024-06-28
XFOR240816C00001000	XFOR	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.07	0.07	0.67	0.67	0.00	$0.00	7.00	0	131.0	1092.000	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