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View Outliers PnL Drill-Down: LBPH241115P00040000

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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 LBPH LBPH241115P00040000 40.00 5.0 1.000 0.547 0.528 19.1 0.0 -0.090 19.130 0.010 0.05 58.99 2024-11-15 PUT Long 0.397 0.577 0.516

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 LBPH 1.000 0.003 1.475 0.307 0.003 -0.004 59.98 0.000 0.0000 5.08 59.98 21 1y 59.63

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
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.75 -0.01 1.73 0.05 0.05 58.99 59.74 0.00 $0.00 5.00 31 5.0 11.000 -0.75 2024-11-14
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.79 -0.01 1.33 0.05 0.05 58.99 59.78 0.00 $0.00 5.00 30 5.0 11.000 -0.79 2024-11-13
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.74 -0.01 1.08 0.05 0.05 58.99 59.73 0.00 $0.00 5.00 29 5.0 11.000 -0.74 2024-11-12
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.78 -0.01 0.91 0.05 0.05 58.99 59.77 0.00 $0.00 5.00 28 5.0 11.000 -0.78 2024-11-11
LBPH241115P00040000 LBPH PUT Long 40.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.82 -0.01 0.78 0.05 0.05 58.99 59.81 0.00 $0.00 5.00 27 5.0 11.000 -0.82 2024-11-10
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.82 -0.01 0.68 0.05 0.05 58.99 59.81 0.00 $0.00 5.00 26 5.0 11.000 -0.82 2024-11-09
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.81 -0.01 0.60 0.05 0.05 58.99 59.80 0.00 $0.00 5.00 25 5.0 11.000 -0.81 2024-11-08
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.79 -0.01 0.53 0.05 0.05 58.99 59.78 0.00 $0.00 5.00 24 5.0 11.000 -0.79 2024-11-07
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.81 -0.01 0.48 0.05 0.05 58.99 59.80 0.00 $0.00 5.00 23 5.0 11.000 -0.81 2024-11-06
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.66 -0.01 0.43 0.05 0.05 58.99 59.65 0.00 $0.00 5.00 22 5.0 11.000 -0.66 2024-11-05
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.51 -0.01 0.38 0.05 0.05 58.99 59.50 0.00 $0.00 5.00 21 5.0 11.000 -0.51 2024-11-04
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.70 -0.01 0.29 0.05 0.05 58.99 59.69 0.00 $0.00 5.00 18 5.0 11.000 -0.70 2024-11-01
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.73 -0.01 0.27 0.05 0.05 58.99 59.72 0.00 $0.00 5.00 17 5.0 11.000 -0.73 2024-10-31
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.71 -0.01 0.23 0.05 0.05 58.99 59.70 0.00 $0.00 5.00 16 5.0 11.000 -0.71 2024-10-30
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.58 -0.01 0.23 0.05 0.05 58.99 59.57 0.00 $0.00 5.00 15 5.0 11.000 -0.58 2024-10-29
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.69 -0.01 0.20 0.05 0.05 58.99 59.68 0.00 $0.00 5.00 14 5.0 11.000 -0.69 2024-10-28
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.61 -0.01 0.17 0.05 0.05 58.99 59.60 0.00 $0.00 5.00 13 5.0 11.000 -0.61 2024-10-27
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.61 -0.01 0.16 0.05 0.05 58.99 59.60 0.00 $0.00 5.00 12 5.0 11.000 -0.61 2024-10-26
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.58 -0.01 0.14 0.05 0.05 58.99 59.57 0.00 $0.00 5.00 10 5.0 11.000 -0.58 2024-10-24
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.56 -0.01 0.11 0.05 0.05 58.99 59.55 0.00 $0.00 5.00 9 5.0 11.000 -0.56 2024-10-23
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.41 -0.01 0.11 0.05 0.05 58.99 59.40 0.00 $0.00 5.00 8 5.0 11.000 -0.41 2024-10-22
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.35 -0.01 0.08 0.05 0.05 58.99 59.34 0.00 $0.00 5.00 7 5.0 11.000 -0.35 2024-10-21
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.22 -0.00 0.06 0.05 0.05 58.99 59.21 0.00 $0.00 5.00 5 5.0 11.000 -0.22 2024-10-19
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.27 -0.00 0.05 0.05 0.05 58.99 59.26 0.00 $0.00 5.00 4 5.0 11.000 -0.27 2024-10-18
LBPH241115P00040000 LBPH PUT Long 40.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $-0.18 -0.00 0.02 0.05 0.05 58.99 59.17 0.00 $0.00 5.00 2 5.0 11.000 -0.18 2024-10-16
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.01 -0.00 0.01 0.05 0.05 58.99 59.00 0.00 $0.00 5.00 1 5.0 6.000 -0.01 2024-10-15
LBPH241115P00040000 LBPH PUT Long 40.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.05 0.05 58.99 58.99 0.00 $0.00 5.00 0 5.0 1.000 -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