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View Outliers PnL Drill-Down: ABUS240517P00002000

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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 ABUS ABUS240517P00002000 2.00 10.0 15.000 0.781 0.211 0.9 0.0 -0.010 0.940 0.010 0.10 2.92 2024-05-17 PUT Long 0.177 0.231 0.159

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 ABUS 0.818 0.072 0.190 0.120 0.128 0.042 3.46 -4.016 0.0000 2.19 4.56 21 1y 3.89

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
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.11 0.04 2.03 0.10 0.10 2.92 2.81 0.00 $0.00 10.00 42 10.0 15.000 0.11 2024-05-15
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.06 0.02 1.72 0.10 0.10 2.92 2.86 0.00 $0.00 10.00 41 10.0 15.000 0.06 2024-05-14
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.03 0.01 1.53 0.10 0.10 2.92 2.89 0.00 $0.00 10.00 40 10.0 15.000 0.03 2024-05-13
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.04 0.01 1.50 0.10 0.10 2.92 2.88 0.00 $0.00 10.00 39 10.0 15.000 0.04 2024-05-12
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.02 -0.01 0.97 0.10 0.10 2.92 2.94 0.00 $0.00 10.00 36 10.0 15.000 -0.02 2024-05-09
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.08 0.03 0.78 0.10 0.10 2.92 2.84 0.00 $0.00 10.00 35 10.0 15.000 0.08 2024-05-08
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.08 0.03 0.72 0.10 0.10 2.92 2.84 0.00 $0.00 10.00 34 10.0 15.000 0.08 2024-05-07
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.09 0.03 0.48 0.10 0.10 2.92 2.83 0.00 $0.00 10.00 30 10.0 15.000 0.09 2024-05-03
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.24 0.08 0.34 0.10 0.10 2.92 2.68 0.00 $0.00 10.00 29 10.0 15.000 0.24 2024-05-02
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.13 0.04 0.31 0.10 0.10 2.92 2.79 0.00 $0.00 10.00 26 10.0 15.000 0.13 2024-04-29
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.19 0.07 0.19 0.10 0.10 2.92 2.73 0.00 $0.00 10.00 23 10.0 15.000 0.19 2024-04-26
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.20 0.07 0.16 0.10 0.10 2.92 2.72 0.00 $0.00 10.00 22 10.0 15.000 0.20 2024-04-25
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.17 0.06 0.16 0.10 0.10 2.92 2.75 0.00 $0.00 10.00 21 10.0 15.000 0.17 2024-04-24
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.17 0.06 0.14 0.10 0.10 2.92 2.75 0.00 $0.00 10.00 20 10.0 15.000 0.17 2024-04-23
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.28 0.10 0.05 0.10 0.10 2.92 2.64 0.00 $0.00 10.00 19 10.0 15.000 0.28 2024-04-22
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.20 0.07 0.06 0.10 0.10 2.92 2.72 0.00 $0.00 10.00 16 10.0 15.000 0.20 2024-04-19
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.19 0.07 0.05 0.10 0.10 2.92 2.73 0.00 $0.00 10.00 15 10.0 15.000 0.19 2024-04-18
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.14 0.05 0.06 0.10 0.10 2.92 2.78 0.00 $0.00 10.00 14 10.0 15.000 0.14 2024-04-17
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.00 -0.00 0.14 0.10 0.10 2.92 2.92 0.00 $0.00 10.00 13 10.0 15.000 -0.00 2024-04-16
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.05 -0.02 0.16 0.10 0.10 2.92 2.97 0.00 $0.00 10.00 12 10.0 15.000 -0.05 2024-04-15
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $0.01 0.00 0.08 0.10 0.10 2.92 2.91 0.00 $0.00 10.00 9 10.0 15.000 0.01 2024-04-12
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.11 -0.04 0.14 0.10 0.10 2.92 3.03 0.00 $0.00 10.00 8 10.0 15.000 -0.11 2024-04-11
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.06 -0.02 -0.28 0.10 0.10 2.92 2.98 0.00 $0.00 10.00 7 10.0 15.000 -0.06 2024-04-10
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.09 -0.03 0.09 0.10 0.10 2.92 3.01 0.00 $0.00 10.00 6 10.0 15.000 -0.09 2024-04-09
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.17 -0.06 0.12 0.10 0.10 2.92 3.09 0.00 $0.00 10.00 5 10.0 15.000 -0.17 2024-04-08
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.20 -0.07 0.11 0.10 0.10 2.92 3.12 0.00 $0.00 10.00 2 10.0 15.000 -0.20 2024-04-05
ABUS240517P00002000 ABUS PUT Long 2.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.09 $0.00 0.00 $-0.08 -0.03 0.05 0.10 0.10 2.92 3.00 0.00 $0.00 10.00 1 10.0 15.000 -0.08 2024-04-04
ABUS240517P00002000 ABUS PUT Long 2.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.10 0.10 2.92 2.92 0.00 $0.00 10.00 0 10.0 15.000 -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