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View Outliers PnL Drill-Down: XRX241220C00010000

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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
2024-10-29	XRX	XRX241220C00010000	10.00	219.0	13.000	0.541	0.259	0.0	1.5	0.010	0.160	1.620	0.21	8.49	2024-12-20	CALL	Long	0.201	0.278	-0.174

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	XRX	0.818	0.072	0.234	0.129	0.098	-0.135	8.59	0.000	0.0000	8.17	19.61	21	1y	9.11

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
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.18	-0.86	$0.03	0.00	0.86	0.21	0.03	8.49	8.52	-0.18	$-18.00	21.00	51	17.0	753.000	0.03	2024-12-19
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.18	-0.86	$-0.13	-0.02	0.71	0.21	0.03	8.49	8.36	-0.18	$-18.00	21.00	50	17.0	753.000	-0.13	2024-12-18
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.18	-0.86	$0.10	0.01	0.41	0.21	0.03	8.49	8.59	-0.18	$-18.00	21.00	49	17.0	753.000	0.10	2024-12-17
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.18	-0.86	$0.26	0.03	0.22	0.21	0.03	8.49	8.75	-0.18	$-18.00	21.00	48	17.0	753.000	0.26	2024-12-16
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.18	-0.86	$0.29	0.03	0.05	0.21	0.03	8.49	8.78	-0.18	$-18.00	21.00	45	17.0	769.000	0.29	2024-12-13
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.16	-0.76	$0.19	0.02	0.17	0.21	0.05	8.49	8.68	-0.16	$-16.00	21.00	44	2.0	769.000	0.19	2024-12-12
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.16	-0.76	$0.37	0.04	0.06	0.21	0.05	8.49	8.86	-0.16	$-16.00	21.00	43	2.0	769.000	0.37	2024-12-11
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.16	-0.76	$0.42	0.05	0.08	0.21	0.05	8.49	8.91	-0.16	$-16.00	21.00	42	2.0	767.000	0.42	2024-12-10
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.88	4.19	$0.39	0.05	0.07	0.21	1.09	8.49	8.88	0.88	$88.00	21.00	41	2.0	823.000	0.39	2024-12-09
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.16	-0.76	$0.11	0.01	0.25	0.21	0.05	8.49	8.60	-0.16	$-16.00	21.00	40	10.0	823.000	0.11	2024-12-08
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.16	-0.76	$0.11	0.01	0.10	0.21	0.05	8.49	8.60	-0.16	$-16.00	21.00	38	10.0	823.000	0.11	2024-12-06
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.12	-0.57	$0.22	0.03	0.04	0.21	0.09	8.49	8.71	-0.12	$-12.00	21.00	37	376.0	813.000	0.22	2024-12-05
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.12	-0.57	$0.30	0.04	0.00	0.21	0.09	8.49	8.79	-0.12	$-12.00	21.00	36	376.0	1122.000	0.30	2024-12-04
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.11	-0.52	$0.36	0.04	-0.03	0.21	0.10	8.49	8.85	-0.11	$-11.00	21.00	35	5.0	1121.000	0.36	2024-12-03
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$0.84	0.10	-0.02	0.21	0.15	8.49	9.33	-0.06	$-6.00	21.00	34	9.0	1113.000	0.84	2024-12-02
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$0.65	0.08	-0.42	0.21	0.15	8.49	9.14	-0.06	$-6.00	21.00	33	88.0	0.000	0.65	2024-12-01
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$0.65	0.08	-0.04	0.21	0.15	8.49	9.14	-0.06	$-6.00	21.00	32	88.0	0.000	0.65	2024-11-30
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.01	-0.05	$0.57	0.07	-0.02	0.21	0.20	8.49	9.06	-0.01	$-1.00	21.00	30	158.0	1122.000	0.57	2024-11-28
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.01	-0.05	$0.58	0.07	-0.02	0.21	0.20	8.49	9.07	-0.01	$-1.00	21.00	29	158.0	1122.000	0.58	2024-11-27
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.01	-0.05	$0.59	0.07	0.00	0.21	0.20	8.49	9.08	-0.01	$-1.00	21.00	28	158.0	1122.000	0.59	2024-11-26
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.01	-0.05	$0.67	0.08	-0.04	0.21	0.20	8.49	9.16	-0.01	$-1.00	21.00	27	158.0	1011.000	0.67	2024-11-25
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$0.55	0.06	-0.03	0.21	0.15	8.49	9.04	-0.06	$-6.00	21.00	26	67.0	945.000	0.55	2024-11-24
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$0.55	0.06	-0.02	0.21	0.15	8.49	9.04	-0.06	$-6.00	21.00	25	67.0	945.000	0.55	2024-11-23
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$0.55	0.06	-0.02	0.21	0.15	8.49	9.04	-0.06	$-6.00	21.00	24	67.0	945.000	0.55	2024-11-22
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.11	-0.52	$0.26	0.03	-0.01	0.21	0.10	8.49	8.75	-0.11	$-11.00	21.00	23	71.0	942.000	0.26	2024-11-21
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.11	-0.52	$-0.10	-0.01	-0.04	0.21	0.10	8.49	8.39	-0.11	$-11.00	21.00	22	31.0	913.000	-0.10	2024-11-20
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.14	-0.67	$-0.07	-0.01	-0.00	0.21	0.07	8.49	8.42	-0.14	$-14.00	21.00	21	15.0	898.000	-0.07	2024-11-19
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.14	-0.67	$-0.18	-0.02	-0.03	0.21	0.07	8.49	8.31	-0.14	$-14.00	21.00	20	272.0	627.000	-0.18	2024-11-18
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.09	-0.43	$-0.06	-0.01	0.06	0.21	0.12	8.49	8.43	-0.09	$-9.00	21.00	19	281.0	353.000	-0.06	2024-11-17
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.09	-0.43	$-0.06	-0.01	0.05	0.21	0.12	8.49	8.43	-0.09	$-9.00	21.00	18	281.0	353.000	-0.06	2024-11-16
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.09	-0.43	$-0.06	-0.01	-0.01	0.21	0.12	8.49	8.43	-0.09	$-9.00	21.00	17	281.0	353.000	-0.06	2024-11-15
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.11	-0.52	$-0.10	-0.01	-0.00	0.21	0.10	8.49	8.39	-0.11	$-11.00	21.00	16	5.0	353.000	-0.10	2024-11-14
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.10	-0.48	$-0.22	-0.03	0.02	0.21	0.11	8.49	8.27	-0.10	$-10.00	21.00	15	2.0	351.000	-0.22	2024-11-13
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$0.18	0.02	0.01	0.21	0.15	8.49	8.67	-0.06	$-6.00	21.00	14	2.0	344.000	0.18	2024-11-12
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.04	0.19	$0.46	0.05	-0.02	0.21	0.25	8.49	8.95	0.04	$4.00	21.00	13	73.0	271.000	0.46	2024-11-11
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.03	0.14	$0.40	0.05	-0.02	0.21	0.24	8.49	8.89	0.03	$3.00	21.00	12	61.0	271.000	0.40	2024-11-10
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.03	0.14	$0.40	0.05	-0.02	0.21	0.24	8.49	8.89	0.03	$3.00	21.00	11	61.0	271.000	0.40	2024-11-09
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.03	0.14	$0.37	0.04	-0.02	0.21	0.24	8.49	8.86	0.03	$3.00	21.00	10	61.0	271.000	0.37	2024-11-08
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.03	0.14	$0.41	0.05	-0.04	0.21	0.24	8.49	8.90	0.03	$3.00	21.00	9	61.0	210.000	0.41	2024-11-07
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.04	0.19	$0.51	0.06	-0.02	0.21	0.25	8.49	9.00	0.04	$4.00	21.00	8	168.0	160.000	0.51	2024-11-06
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.01	-0.05	$-0.02	-0.00	0.01	0.21	0.20	8.49	8.47	-0.01	$-1.00	21.00	7	2.0	160.000	-0.02	2024-11-05
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.01	-0.05	$-0.10	-0.01	0.02	0.21	0.20	8.49	8.39	-0.01	$-1.00	21.00	6	2.0	160.000	-0.10	2024-11-04
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$-0.20	-0.02	-0.02	0.21	0.15	8.49	8.29	-0.06	$-6.00	21.00	3	6.0	157.000	-0.20	2024-11-01
XRX241220C00010000	XRX	CALL	Long	10.00	None	$-0.06	-0.29	$-0.32	-0.04	-0.00	0.21	0.15	8.49	8.17	-0.06	$-6.00	21.00	2	26.0	168.000	-0.32	2024-10-31
XRX241220C00010000	XRX	CALL	Long	10.00	None	$0.01	0.05	$-0.26	-0.03	0.01	0.21	0.22	8.49	8.23	0.01	$1.00	21.00	1	29.0	159.000	-0.26	2024-10-30
XRX241220C00010000	XRX	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.21	0.21	8.49	8.49	0.00	$0.00	21.00	0	219.0	13.000	0.00	2024-10-29

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