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View Outliers PnL Drill-Down: BBAI241115P00002000

View in yFinance: BBAI

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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
2024-10-14 BBAI BBAI241115P00002000 2.00 3.0 36.000 1.406 0.289 0.0 0.1 -0.010 0.250 0.330 0.32 1.91 2024-11-15 PUT Long 0.439 0.470 0.183

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
2024-10-29 BBAI 0.909 0.178 0.509 0.286 0.259 0.068 1.77 -0.389 0.0000 1.19 4.33 21 1y 1.51

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
BBAI241115P00002000 BBAI PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.02 -0.06 $0.15 0.08 -0.59 0.32 0.30 1.91 1.76 -0.02 $-2.00 32.00 27 16.0 57.000 0.15 2024-11-10
BBAI241115P00002000 BBAI PUT Long 2.00 None $-0.02 -0.06 $0.15 0.08 -0.66 0.32 0.30 1.91 1.76 -0.02 $-2.00 32.00 26 16.0 57.000 0.15 2024-11-09
BBAI241115P00002000 BBAI PUT Long 2.00 None $-0.05 -0.16 $0.15 0.08 -0.28 0.32 0.27 1.91 1.76 -0.05 $-5.00 32.00 25 13.0 57.000 0.15 2024-11-08
BBAI241115P00002000 BBAI PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.01 -0.03 $0.17 0.09 0.74 0.32 0.31 1.91 1.74 -0.01 $-1.00 32.00 24 4.0 59.000 0.17 2024-11-07
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.15 0.47 $0.33 0.17 0.58 0.32 0.47 1.91 1.58 0.15 $15.00 32.00 23 5.0 60.000 0.33 2024-11-06
BBAI241115P00002000 BBAI PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.08 0.25 $0.15 0.08 0.44 0.32 0.40 1.91 1.76 0.08 $8.00 32.00 22 10.0 55.000 0.15 2024-11-05
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.05 0.16 $0.30 0.16 0.59 0.32 0.37 1.91 1.61 0.05 $5.00 32.00 21 6.0 56.000 0.30 2024-11-04
BBAI241115P00002000 BBAI PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.02 -0.06 $0.33 0.17 0.22 0.32 0.30 1.91 1.58 -0.02 $-2.00 32.00 18 2.0 56.000 0.33 2024-11-01
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.00 0.00 $0.32 0.17 1.59 0.32 0.32 1.91 1.59 0.00 $0.00 32.00 17 5.0 56.000 0.32 2024-10-31
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.00 0.00 $0.23 0.12 -0.11 0.32 0.32 1.91 1.68 0.00 $0.00 32.00 16 5.0 56.000 0.23 2024-10-30
BBAI241115P00002000 BBAI PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.14 0.07 -0.07 0.32 0.32 1.91 1.77 0.00 $0.00 32.00 15 5.0 56.000 0.14 2024-10-29
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.03 0.09 $0.19 0.10 -0.01 0.32 0.35 1.91 1.72 0.03 $3.00 32.00 14 10.0 56.000 0.19 2024-10-28
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.03 0.09 $0.32 0.17 -0.38 0.32 0.35 1.91 1.59 0.03 $3.00 32.00 13 10.0 46.000 0.32 2024-10-27
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.03 0.09 $0.32 0.17 -0.39 0.32 0.35 1.91 1.59 0.03 $3.00 32.00 12 10.0 46.000 0.32 2024-10-26
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.18 0.56 $0.28 0.15 0.48 0.32 0.50 1.91 1.63 0.18 $18.00 32.00 10 2.0 46.000 0.28 2024-10-24
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.18 0.56 $0.31 0.16 -0.03 0.32 0.50 1.91 1.60 0.18 $18.00 32.00 9 2.0 48.000 0.31 2024-10-23
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.08 0.25 $0.20 0.10 0.24 0.32 0.40 1.91 1.71 0.08 $8.00 32.00 8 2.0 49.000 0.20 2024-10-22
BBAI241115P00002000 BBAI PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.10 0.31 $0.18 0.09 -0.19 0.32 0.42 1.91 1.73 0.10 $10.00 32.00 7 4.0 46.000 0.18 2024-10-21
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.04 0.12 $0.16 0.08 -0.41 0.32 0.36 1.91 1.75 0.04 $4.00 32.00 6 5.0 45.000 0.16 2024-10-20
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.04 0.12 $0.16 0.08 -0.44 0.32 0.36 1.91 1.75 0.04 $4.00 32.00 5 5.0 45.000 0.16 2024-10-19
BBAI241115P00002000 BBAI PUT Long 2.00 None $-0.02 -0.06 $0.14 0.07 -0.11 0.32 0.30 1.91 1.77 -0.02 $-2.00 32.00 4 4.0 45.000 0.14 2024-10-18
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.02 0.06 $0.15 0.08 -0.06 0.32 0.34 1.91 1.76 0.02 $2.00 32.00 2 5.0 38.000 0.15 2024-10-16
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.02 0.06 $0.13 0.07 0.08 0.32 0.34 1.91 1.78 0.02 $2.00 32.00 1 5.0 38.000 0.13 2024-10-15
BBAI241115P00002000 BBAI PUT Long 2.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.32 0.32 1.91 1.91 0.00 $0.00 32.00 0 3.0 36.000 -0.00 2024-10-14

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