Load Time: 0.5s
Last Updated: 2025-03-06 22:15:14.649347
Total PnL: $2.26
Unrealized Positions:
Unrealized Pos PnL: $2.26
| symbol |
ticker |
exit |
side |
bias |
strike |
option_pnl_str |
option_perc_str |
underlying_pnl_str |
underlying_perc |
iv_diff |
dte |
option_purchase_price |
option_curr_price |
underlying_original_price |
underlying_curr_price |
option_pnl |
dollar_pnl |
position_entry |
days_in_position |
option_perc |
underlying_pnl |
| LX250321C00007500 |
LX |
EXIT |
CALL |
Long |
7.50 |
$1.41 |
1.66 |
$1.92 |
0.26 |
0.86 |
15 |
0.85 |
2.26 |
7.52 |
9.44 |
1.41 |
$141.00 |
85.00 |
3 |
1.658823529411764705882352941 |
1.92 |
| COMM250321C00005000 |
COMM |
EXIT |
CALL |
Long |
5.00 |
$0.83 |
1.77 |
$0.76 |
0.16 |
0.09 |
15 |
0.47 |
1.30 |
4.81 |
5.57 |
0.83 |
$83.00 |
47.00 |
3 |
1.765957446808510638297872340 |
0.76 |
| ALLK250321C00002500 |
ALLK |
EXIT |
CALL |
Long |
2.50 |
$0.02 |
1.00 |
$0.02 |
0.08 |
0.75 |
15 |
0.02 |
0.04 |
0.24 |
0.26 |
0.02 |
$2.00 |
2.00 |
3 |
1 |
0.02 |
Unrealized Neg PnL: $0
No Movement in Option
Outlier Strategy Description
This is a strategy based off of mean reversion and attempting to enter into an options position in the
opposite direction to capitalize off of large moves. In layman's terms, stonk go up a lot.
I Immediately enter into a position in the opposite direction betting that it will float somewhat back
down to the original price.
Takeaways and Future Enhancements
This strategy does not take into account rises in implied volatility. Future enhancements to this strategy
are to enter into in-the-money short positions to capitalize off of implied volatility. Also, it seems that
betting against companies with the belief that they are going to go down after making a large move is bad for the
bottom line. More analysis needs to be done in order to enter into bearish positions.
Perhaps, entering into in the money short positions is better!