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View Outliers PnL Drill-Down: XFOR241220C00000500

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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
2024-11-13	XFOR	XFOR241220C00000500	0.50	35.0	31.000	2.813	0.828	0.0	0.2	0.250	0.040	0.260	0.06	0.28	2024-12-20	CALL	Long	0.372	0.850	-0.532

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
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.08	1.33	$0.33	1.18	3.19	0.06	0.14	0.28	0.61	0.08	$8.00	6.00	36	5.0	918.000	0.33	2024-12-19
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.14	2.33	$0.36	1.29	0.44	0.06	0.20	0.28	0.64	0.14	$14.00	6.00	35	456.0	1355.000	0.36	2024-12-18
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.19	3.17	$0.46	1.64	1.06	0.06	0.25	0.28	0.74	0.19	$19.00	6.00	34	312.0	1748.000	0.46	2024-12-17
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.15	2.50	$0.36	1.29	3.31	0.06	0.21	0.28	0.64	0.15	$15.00	6.00	33	26.0	1754.000	0.36	2024-12-16
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.16	2.67	$0.39	1.39	1.50	0.06	0.22	0.28	0.67	0.16	$16.00	6.00	30	85.0	1832.000	0.39	2024-12-13
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.14	2.33	$0.32	1.14	1.44	0.06	0.20	0.28	0.60	0.14	$14.00	6.00	29	100.0	1441.000	0.32	2024-12-12
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.31	5.17	$0.48	1.71	2.00	0.06	0.37	0.28	0.76	0.31	$31.00	6.00	28	245.0	1411.000	0.48	2024-12-11
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.18	3.00	$0.39	1.39	1.62	0.06	0.24	0.28	0.67	0.18	$18.00	6.00	27	496.0	1386.000	0.39	2024-12-10
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.04	0.67	$0.25	0.89	-0.44	0.06	0.10	0.28	0.53	0.04	$4.00	6.00	26	830.0	857.000	0.25	2024-12-09
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.12	0.43	-0.12	0.06	0.05	0.28	0.40	-0.01	$-1.00	6.00	25	58.0	799.000	0.12	2024-12-08
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.12	0.43	-0.31	0.06	0.05	0.28	0.40	-0.01	$-1.00	6.00	23	58.0	799.000	0.12	2024-12-06
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.05	-0.83	$0.11	0.39	-0.25	0.06	0.01	0.28	0.39	-0.05	$-5.00	6.00	22	1.0	798.000	0.11	2024-12-05
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.10	0.36	-0.25	0.06	0.05	0.28	0.38	-0.01	$-1.00	6.00	21	50.0	748.000	0.10	2024-12-04
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.09	0.32	-0.19	0.06	0.05	0.28	0.37	-0.01	$-1.00	6.00	20	100.0	648.000	0.09	2024-12-03
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.09	0.32	-0.25	0.06	0.05	0.28	0.37	-0.01	$-1.00	6.00	19	55.0	648.000	0.09	2024-12-02
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.11	0.39	-1.56	0.06	0.05	0.28	0.39	-0.01	$-1.00	6.00	18	55.0	0.000	0.11	2024-12-01
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.11	0.39	-0.50	0.06	0.05	0.28	0.39	-0.01	$-1.00	6.00	17	55.0	0.000	0.11	2024-11-30
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.11	0.39	-0.50	0.06	0.05	0.28	0.39	-0.01	$-1.00	6.00	15	55.0	593.000	0.11	2024-11-28
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.07	0.25	-2.06	0.06	0.05	0.28	0.35	-0.01	$-1.00	6.00	14	55.0	593.000	0.07	2024-11-27
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.07	0.25	-0.31	0.06	0.05	0.28	0.35	-0.01	$-1.00	6.00	13	1.0	593.000	0.07	2024-11-26
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.06	0.21	-0.19	0.06	0.05	0.28	0.34	-0.01	$-1.00	6.00	12	1.0	592.000	0.06	2024-11-25
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.06	0.21	-0.19	0.06	0.05	0.28	0.34	-0.01	$-1.00	6.00	11	3.0	592.000	0.06	2024-11-24
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.06	0.21	-0.25	0.06	0.05	0.28	0.34	-0.01	$-1.00	6.00	10	3.0	592.000	0.06	2024-11-23
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.06	0.21	-0.31	0.06	0.05	0.28	0.34	-0.01	$-1.00	6.00	9	3.0	592.000	0.06	2024-11-22
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.04	-0.67	$0.09	0.32	-0.56	0.06	0.02	0.28	0.37	-0.04	$-4.00	6.00	8	1.0	592.000	0.09	2024-11-21
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.02	-0.33	$0.06	0.21	-0.38	0.06	0.04	0.28	0.34	-0.02	$-2.00	6.00	7	20.0	572.000	0.06	2024-11-20
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.02	-0.33	$0.09	0.32	-0.62	0.06	0.04	0.28	0.37	-0.02	$-2.00	6.00	6	1.0	572.000	0.09	2024-11-19
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.02	-0.33	$0.09	0.32	-0.66	0.06	0.04	0.28	0.37	-0.02	$-2.00	6.00	5	1.0	571.000	0.09	2024-11-18
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.04	0.67	$0.12	0.43	0.12	0.06	0.10	0.28	0.40	0.04	$4.00	6.00	4	112.0	544.000	0.12	2024-11-17
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.04	0.67	$0.12	0.43	0.12	0.06	0.10	0.28	0.40	0.04	$4.00	6.00	3	112.0	544.000	0.12	2024-11-16
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$-0.01	-0.17	$0.12	0.43	0.06	0.06	0.05	0.28	0.40	-0.01	$-1.00	6.00	2	109.0	544.000	0.12	2024-11-15
XFOR241220C00000500	XFOR	CALL	Long	0.50	None	$0.04	0.67	$0.13	0.46	-0.03	0.06	0.10	0.28	0.41	0.04	$4.00	6.00	1	504.0	43.000	0.13	2024-11-14
XFOR241220C00000500	XFOR	CALL	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.06	0.06	0.28	0.28	0.00	$0.00	6.00	0	35.0	31.000	0.00	2024-11-13

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