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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

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	BBAI	0.818	0.137	0.689	0.308	0.512	0.239	3.40	-0.389	0.0000	1.19	4.33	21	1y	1.70

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	$-0.05	-0.16	$0.17	0.09	0.88	0.32	0.27	1.91	1.74	-0.05	$-5.00	32.00	31	37.0	79.000	0.17	2024-11-14
BBAI241115P00002000	BBAI	PUT	Long	2.00	None	$-0.02	-0.06	$0.20	0.10	-0.09	0.32	0.30	1.91	1.71	-0.02	$-2.00	32.00	30	36.0	66.000	0.20	2024-11-13
BBAI241115P00002000	BBAI	PUT	Long	2.00	None	$-0.04	-0.12	$0.08	0.04	0.06	0.32	0.28	1.91	1.83	-0.04	$-4.00	32.00	29	42.0	59.000	0.08	2024-11-12
BBAI241115P00002000	BBAI	PUT	Long	2.00	None	$-0.14	-0.44	$-0.04	-0.02	0.19	0.32	0.18	1.91	1.95	-0.14	$-14.00	32.00	28	21.0	60.000	-0.04	2024-11-11
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