Option Realized P&L
Returns the net realized P&L in dollars from CLOSED option positions matching the filter, long and short alike. Losing closes count as negative. Measures closes only and subtracts nothing for premium already spent. Lookback Days limits it to closes within that many days of the evaluation date; leave it empty for the whole life of the book.
Option Realized P&L
Definition
Returns the net realized P&L in dollars from CLOSED option positions matching the filter, long and short alike. Losing closes count as negative. Measures closes only and subtracts nothing for premium already spent. Lookback Days limits it to closes within that many days of the evaluation date; leave it empty for the whole life of the book.
Parameters
Underlying (optional), Option Type (optional), Direction (optional), Spread Type (optional), Lookback Days (optional)
Output range: -∞ to ∞ (dollars)
Example
`Option Realized P&L(IBIT, put, short) > 0` (closed IBIT short puts have made money overall)
Full indicator reference