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View Outliers PnL Drill-Down: XFOR241115C00000500

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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
2024-10-07 XFOR XFOR241115C00000500 0.50 5.0 60.000 1.281 0.349 0.0 0.0 0.010 0.100 0.070 0.20 0.53 2024-11-15 CALL Long 0.354 0.390 -0.149

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
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.15 -0.75 $-0.12 -0.23 3.25 0.20 0.05 0.53 0.41 -0.15 $-15.00 20.00 38 224.0 184.000 -0.12 2024-11-14
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.17 -0.85 $-0.25 -0.47 6.12 0.20 0.03 0.53 0.28 -0.17 $-17.00 20.00 37 42.0 144.000 -0.25 2024-11-13
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.05 -0.25 $0.06 0.11 1.81 0.20 0.15 0.53 0.59 -0.05 $-5.00 20.00 36 109.0 116.000 0.06 2024-11-12
XFOR241115C00000500 XFOR CALL Long 0.50 None $0.00 0.00 $0.13 0.25 4.62 0.20 0.20 0.53 0.66 0.00 $0.00 20.00 35 26.0 116.000 0.13 2024-11-11
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.07 -0.35 $0.09 0.17 3.50 0.20 0.13 0.53 0.62 -0.07 $-7.00 20.00 34 7.0 119.000 0.09 2024-11-10
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.07 -0.35 $0.09 0.17 3.12 0.20 0.13 0.53 0.62 -0.07 $-7.00 20.00 33 7.0 119.000 0.09 2024-11-09
XFOR241115C00000500 XFOR CALL Long 0.50 None $0.00 0.00 $0.11 0.21 0.50 0.20 0.20 0.53 0.64 0.00 $0.00 20.00 32 6.0 119.000 0.11 2024-11-08
XFOR241115C00000500 XFOR CALL Long 0.50 None $0.00 0.00 $0.09 0.17 1.00 0.20 0.20 0.53 0.62 0.00 $0.00 20.00 31 11.0 103.000 0.09 2024-11-07
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $0.05 0.09 1.75 0.20 0.10 0.53 0.58 -0.10 $-10.00 20.00 30 7.0 109.000 0.05 2024-11-06
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $0.03 0.06 0.62 0.20 0.10 0.53 0.56 -0.10 $-10.00 20.00 29 2.0 110.000 0.03 2024-11-05
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $0.00 0.00 -0.38 0.20 0.10 0.53 0.53 -0.10 $-10.00 20.00 28 1.0 110.000 0.00 2024-11-04
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $-0.01 -0.02 -0.28 0.20 0.10 0.53 0.52 -0.10 $-10.00 20.00 25 1.0 111.000 -0.01 2024-11-01
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.15 -0.75 $-0.03 -0.06 0.56 0.20 0.05 0.53 0.50 -0.15 $-15.00 20.00 24 4.0 107.000 -0.03 2024-10-31
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.11 -0.55 $-0.01 -0.02 -0.34 0.20 0.09 0.53 0.52 -0.11 $-11.00 20.00 23 1.0 106.000 -0.01 2024-10-30
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.15 -0.75 $-0.03 -0.06 -0.06 0.20 0.05 0.53 0.50 -0.15 $-15.00 20.00 22 1.0 107.000 -0.03 2024-10-29
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $-0.03 -0.06 -0.16 0.20 0.10 0.53 0.50 -0.10 $-10.00 20.00 21 11.0 107.000 -0.03 2024-10-28
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $-0.04 -0.08 0.00 0.20 0.10 0.53 0.49 -0.10 $-10.00 20.00 20 11.0 107.000 -0.04 2024-10-27
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $-0.04 -0.08 -0.06 0.20 0.10 0.53 0.49 -0.10 $-10.00 20.00 19 11.0 107.000 -0.04 2024-10-26
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $-0.04 -0.08 0.47 0.20 0.10 0.53 0.49 -0.10 $-10.00 20.00 17 11.0 98.000 -0.04 2024-10-24
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.12 -0.60 $-0.03 -0.06 -0.31 0.20 0.08 0.53 0.50 -0.12 $-12.00 20.00 16 5.0 98.000 -0.03 2024-10-23
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.12 -0.60 $-0.02 -0.04 -0.31 0.20 0.08 0.53 0.51 -0.12 $-12.00 20.00 15 5.0 93.000 -0.02 2024-10-22
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $-0.03 -0.06 -0.28 0.20 0.10 0.53 0.50 -0.10 $-10.00 20.00 14 2.0 93.000 -0.03 2024-10-21
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.05 -0.25 $-0.01 -0.02 -0.09 0.20 0.15 0.53 0.52 -0.05 $-5.00 20.00 12 5.0 93.000 -0.01 2024-10-19
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.05 -0.25 $-0.04 -0.08 -0.28 0.20 0.15 0.53 0.49 -0.05 $-5.00 20.00 11 5.0 93.000 -0.04 2024-10-18
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $0.00 0.00 -0.31 0.20 0.10 0.53 0.53 -0.10 $-10.00 20.00 9 2.0 88.000 0.00 2024-10-16
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $0.03 0.06 -0.62 0.20 0.10 0.53 0.56 -0.10 $-10.00 20.00 7 1.0 89.000 0.03 2024-10-14
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.15 -0.75 $-0.02 -0.04 -0.16 0.20 0.05 0.53 0.51 -0.15 $-15.00 20.00 4 29.0 60.000 -0.02 2024-10-11
XFOR241115C00000500 XFOR CALL Long 0.50 None $-0.10 -0.50 $-0.01 -0.02 -0.28 0.20 0.10 0.53 0.52 -0.10 $-10.00 20.00 3 1.0 60.000 -0.01 2024-10-10
XFOR241115C00000500 XFOR CALL Long 0.50 Exit OP PnL: $-0.10;Exit EQ PnL: 0.00; Position is Long and position continued to lose. Latest OP price is: $0.10 (EQ: $0.53). Initial OP price was: $0.20 (EQ: $0.53). Surpassed Stop Loss Percentage: -0.5 < -0.16. $-0.10 -0.50 $0.00 0.00 -0.38 0.20 0.10 0.53 0.53 -0.10 $-10.00 20.00 2 1.0 60.000 0.00 2024-10-09
XFOR241115C00000500 XFOR CALL Long 0.50 None $0.00 0.00 $0.00 0.00 0.00 0.20 0.20 0.53 0.53 0.00 $0.00 20.00 0 5.0 60.000 0.00 2024-10-07

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