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View Outliers PnL Drill-Down: ABIO240621P00002500

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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
2024-04-03	ABIO	ABIO240621P00002500	2.50	234.0	1.000	0.859	0.661	0.8	0.1	-0.480	0.890	0.120	0.20	3.25	2024-06-21	PUT	Long	0.126	0.659	0.901

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.09	-0.03	1.64	0.20	0.05	3.25	3.34	-0.15	$-15.00	20.00	76	1.0	270.000	-0.09	2024-06-18
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.09	-0.03	1.36	0.20	0.05	3.25	3.34	-0.15	$-15.00	20.00	75	1.0	270.000	-0.09	2024-06-17
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.06	-0.02	0.55	0.20	0.05	3.25	3.31	-0.15	$-15.00	20.00	72	1.0	270.000	-0.06	2024-06-14
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$-0.07	-0.02	0.77	0.20	0.09	3.25	3.32	-0.11	$-11.00	20.00	71	10.0	270.000	-0.07	2024-06-13
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$-0.09	-0.03	0.70	0.20	0.09	3.25	3.34	-0.11	$-11.00	20.00	70	10.0	270.000	-0.09	2024-06-12
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$-0.03	-0.01	0.58	0.20	0.09	3.25	3.28	-0.11	$-11.00	20.00	69	10.0	270.000	-0.03	2024-06-11
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$0.05	0.02	0.44	0.20	0.09	3.25	3.20	-0.11	$-11.00	20.00	68	10.0	270.000	0.05	2024-06-10
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$-0.03	-0.01	0.72	0.20	0.09	3.25	3.28	-0.11	$-11.00	20.00	67	10.0	270.000	-0.03	2024-06-09
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$-0.03	-0.01	0.56	0.20	0.09	3.25	3.28	-0.11	$-11.00	20.00	65	10.0	270.000	-0.03	2024-06-07
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$-0.06	-0.02	0.36	0.20	0.09	3.25	3.31	-0.11	$-11.00	20.00	64	10.0	270.000	-0.06	2024-06-06
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.11	-0.55	$-0.06	-0.02	0.33	0.20	0.09	3.25	3.31	-0.11	$-11.00	20.00	63	10.0	270.000	-0.06	2024-06-05
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.26	-0.08	0.44	0.20	0.10	3.25	3.51	-0.10	$-10.00	20.00	62	1.0	270.000	-0.26	2024-06-04
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.48	-0.15	0.55	0.20	0.10	3.25	3.73	-0.10	$-10.00	20.00	61	1.0	270.000	-0.48	2024-06-03
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.45	-0.14	0.44	0.20	0.05	3.25	3.70	-0.15	$-15.00	20.00	58	1.0	0.000	-0.45	2024-05-31
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.22	-0.07	0.27	0.20	0.05	3.25	3.47	-0.15	$-15.00	20.00	57	1.0	270.000	-0.22	2024-05-30
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.18	-0.06	0.22	0.20	0.05	3.25	3.43	-0.15	$-15.00	20.00	56	1.0	270.000	-0.18	2024-05-29
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.30	-0.09	0.30	0.20	0.05	3.25	3.55	-0.15	$-15.00	20.00	55	1.0	270.000	-0.30	2024-05-28
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.14	-0.04	0.15	0.20	0.05	3.25	3.39	-0.15	$-15.00	20.00	54	1.0	270.000	-0.14	2024-05-27
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.14	-0.04	0.09	0.20	0.05	3.25	3.39	-0.15	$-15.00	20.00	51	1.0	270.000	-0.14	2024-05-24
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.01	-0.00	0.00	0.20	0.05	3.25	3.26	-0.15	$-15.00	20.00	50	1.0	270.000	-0.01	2024-05-23
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.00	-0.00	-0.02	0.20	0.05	3.25	3.25	-0.15	$-15.00	20.00	49	1.0	270.000	-0.00	2024-05-22
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$0.01	0.00	-0.04	0.20	0.05	3.25	3.24	-0.15	$-15.00	20.00	48	1.0	270.000	0.01	2024-05-21
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.01	-0.00	-0.61	0.20	0.05	3.25	3.26	-0.15	$-15.00	20.00	47	1.0	0.000	-0.01	2024-05-20
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.08	-0.02	-0.02	0.20	0.05	3.25	3.33	-0.15	$-15.00	20.00	46	1.0	270.000	-0.08	2024-05-19
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.08	-0.02	-0.02	0.20	0.05	3.25	3.33	-0.15	$-15.00	20.00	45	1.0	270.000	-0.08	2024-05-18
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.08	-0.02	-0.03	0.20	0.05	3.25	3.33	-0.15	$-15.00	20.00	44	1.0	270.000	-0.08	2024-05-17
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.47	-0.14	0.13	0.20	0.05	3.25	3.72	-0.15	$-15.00	20.00	42	1.0	270.000	-0.47	2024-05-15
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.07	-0.02	-0.08	0.20	0.05	3.25	3.32	-0.15	$-15.00	20.00	41	1.0	270.000	-0.07	2024-05-14
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.15	-0.05	-0.05	0.20	0.05	3.25	3.40	-0.15	$-15.00	20.00	40	1.0	270.000	-0.15	2024-05-13
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.22	-0.07	-0.61	0.20	0.05	3.25	3.47	-0.15	$-15.00	20.00	39	1.0	270.000	-0.22	2024-05-12
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.12	-0.04	0.02	0.20	0.05	3.25	3.37	-0.15	$-15.00	20.00	36	1.0	270.000	-0.12	2024-05-09
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.11	-0.03	0.09	0.20	0.05	3.25	3.36	-0.15	$-15.00	20.00	35	1.0	270.000	-0.11	2024-05-08
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.15	-0.75	$-0.04	-0.01	0.05	0.20	0.05	3.25	3.29	-0.15	$-15.00	20.00	34	1.0	270.000	-0.04	2024-05-07
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.01	-0.00	-0.61	0.20	0.10	3.25	3.26	-0.10	$-10.00	20.00	30	1.0	270.000	-0.01	2024-05-03
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.01	-0.00	-0.09	0.20	0.10	3.25	3.26	-0.10	$-10.00	20.00	29	1.0	270.000	-0.01	2024-05-02
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.27	-0.08	-0.10	0.20	0.10	3.25	3.52	-0.10	$-10.00	20.00	26	1.0	270.000	-0.27	2024-04-29
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.33	-0.10	-0.61	0.20	0.10	3.25	3.58	-0.10	$-10.00	20.00	23	1.0	270.000	-0.33	2024-04-26
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.23	-0.07	0.04	0.20	0.10	3.25	3.48	-0.10	$-10.00	20.00	22	1.0	270.000	-0.23	2024-04-25
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.10	-0.50	$-0.38	-0.12	0.09	0.20	0.10	3.25	3.63	-0.10	$-10.00	20.00	21	1.0	269.000	-0.38	2024-04-24
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.14	-0.70	$-0.40	-0.12	0.09	0.20	0.06	3.25	3.65	-0.14	$-14.00	20.00	20	13.0	276.000	-0.40	2024-04-23
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.05	-0.25	$-0.20	-0.06	0.15	0.20	0.15	3.25	3.45	-0.05	$-5.00	20.00	19	10.0	276.000	-0.20	2024-04-22
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.05	-0.25	$-0.15	-0.05	0.11	0.20	0.15	3.25	3.40	-0.05	$-5.00	20.00	16	10.0	276.000	-0.15	2024-04-19
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.05	-0.25	$-0.00	-0.00	0.02	0.20	0.15	3.25	3.25	-0.05	$-5.00	20.00	15	10.0	266.000	-0.00	2024-04-18
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.05	-0.25	$0.04	0.01	-0.07	0.20	0.15	3.25	3.21	-0.05	$-5.00	20.00	14	90.0	266.000	0.04	2024-04-17
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$-0.05	-0.25	$-0.02	-0.01	0.09	0.20	0.15	3.25	3.27	-0.05	$-5.00	20.00	13	90.0	186.000	-0.02	2024-04-16
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.00	0.00	$0.07	0.02	0.04	0.20	0.20	3.25	3.18	0.00	$0.00	20.00	12	10.0	186.000	0.07	2024-04-15
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.00	0.00	$0.02	0.01	0.04	0.20	0.20	3.25	3.23	0.00	$0.00	20.00	9	10.0	186.000	0.02	2024-04-12
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.11	0.20	0.20	3.25	3.25	0.00	$0.00	20.00	8	10.0	186.000	-0.00	2024-04-11
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.00	0.00	$0.11	0.03	0.04	0.20	0.20	3.25	3.14	0.00	$0.00	20.00	7	10.0	176.000	0.11	2024-04-10
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.05	0.25	$0.12	0.04	0.09	0.20	0.25	3.25	3.13	0.05	$5.00	20.00	6	27.0	154.000	0.12	2024-04-09
ABIO240621P00002500	ABIO	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.25	0.08	0.12	0.20	0.20	3.25	3.00	0.00	$0.00	20.00	5	10.0	152.000	0.25	2024-04-08
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.00	0.00	$0.16	0.05	-0.01	0.20	0.20	3.25	3.09	0.00	$0.00	20.00	2	10.0	152.000	0.16	2024-04-05
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.00	0.00	$0.17	0.05	-0.02	0.20	0.20	3.25	3.08	0.00	$0.00	20.00	1	236.0	152.000	0.17	2024-04-04
ABIO240621P00002500	ABIO	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	3.25	3.25	0.00	$0.00	20.00	0	234.0	1.000	-0.00	2024-04-03

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