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View Outliers PnL Drill-Down: ADT231215P00007500

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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
2023-11-02 ADT ADT231215P00007500 7.50 0.000 0.199 0.0 1.0 -0.010 0.000 0.970 1.89 6.50 2023-12-15 PUT Long 0.171 0.230 0.163

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 ADT 0.727 0.041 0.197 0.101 0.041 -0.156 7.09 0.093 0.0000 6.12 8.14 21 1y 7.44

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
ADT231215P00007500 ADT PUT Long 7.50 None $-0.05 -0.04 $-0.67 -0.11 1.03 1.15 1.10 6.16 6.83 -0.05 $-5.00 115.00 43 1.0 6.000 -0.67 2023-12-14
ADT231215P00007500 ADT PUT Long 7.50 None $-0.05 -0.04 $-0.51 -0.08 1.30 1.15 1.10 6.16 6.67 -0.05 $-5.00 115.00 42 1.0 11.000 -0.51 2023-12-13
ADT231215P00007500 ADT PUT Long 7.50 None $-0.05 -0.04 $-0.33 -0.05 1.06 1.15 1.10 6.16 6.49 -0.05 $-5.00 115.00 41 1.0 0.000 -0.33 2023-12-12
ADT231215P00007500 ADT PUT Long 7.50 None $-0.05 -0.04 $-0.28 -0.05 2.30 1.15 1.10 6.16 6.44 -0.05 $-5.00 115.00 40 1.0 10.000 -0.28 2023-12-11
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.25 -0.04 1.71 1.15 1.65 6.16 6.41 0.50 $50.00 115.00 37 5.0 10.000 -0.25 2023-12-08
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.11 -0.02 0.94 1.15 1.65 6.16 6.27 0.50 $50.00 115.00 36 5.0 10.000 -0.11 2023-12-07
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.00 -0.00 0.84 1.15 1.65 6.16 6.16 0.50 $50.00 115.00 35 0.0 10.000 -0.00 2023-12-06
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.03 -0.00 0.82 1.15 1.65 6.16 6.19 0.50 $50.00 115.00 34 0.0 10.000 -0.03 2023-12-05
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.06 -0.01 1.06 1.15 1.65 6.16 6.22 0.50 $50.00 115.00 33 0.0 10.000 -0.06 2023-12-04
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.02 -0.00 0.83 1.15 1.65 6.16 6.18 0.50 $50.00 115.00 32 0.0 10.000 -0.02 2023-12-03
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.02 -0.00 0.80 1.15 1.65 6.16 6.18 0.50 $50.00 115.00 31 0.0 10.000 -0.02 2023-12-02
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.02 -0.00 0.66 1.15 1.65 6.16 6.18 0.50 $50.00 115.00 30 0.0 10.000 -0.02 2023-12-01
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.28 0.05 1.21 1.15 1.65 6.16 5.88 0.50 $50.00 115.00 29 0.0 10.000 0.28 2023-11-30
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.33 0.05 0.56 1.15 1.65 6.16 5.83 0.50 $50.00 115.00 28 0.0 10.000 0.33 2023-11-29
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.38 0.06 0.56 1.15 1.65 6.16 5.78 0.50 $50.00 115.00 27 0.0 10.000 0.38 2023-11-28
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.44 0.07 0.72 1.15 1.65 6.16 5.72 0.50 $50.00 115.00 26 0.0 10.000 0.44 2023-11-27
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.17 0.03 1.60 1.15 1.65 6.16 5.99 0.50 $50.00 115.00 23 0.0 0.000 0.17 2023-11-24
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.22 0.04 0.00 1.15 1.65 6.16 5.94 0.50 $50.00 115.00 22 0.0 0.000 0.22 2023-11-23
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.21 0.03 0.70 1.15 1.65 6.16 5.95 0.50 $50.00 115.00 21 0.0 10.000 0.21 2023-11-22
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.20 0.03 1.18 1.15 1.65 6.16 5.96 0.50 $50.00 115.00 20 0.0 10.000 0.20 2023-11-21
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.07 0.01 0.73 1.15 1.65 6.16 6.09 0.50 $50.00 115.00 19 0.0 10.000 0.07 2023-11-20
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.01 0.00 0.91 1.15 1.65 6.16 6.15 0.50 $50.00 115.00 18 0.0 10.000 0.01 2023-11-19
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.01 0.00 0.90 1.15 1.65 6.16 6.15 0.50 $50.00 115.00 16 0.0 10.000 0.01 2023-11-17
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.22 0.04 1.31 1.15 1.65 6.16 5.94 0.50 $50.00 115.00 15 0.0 10.000 0.22 2023-11-16
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $-0.04 -0.01 0.84 1.15 1.65 6.16 6.20 0.50 $50.00 115.00 14 0.0 10.000 -0.04 2023-11-15
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.02 0.00 1.00 1.15 1.65 6.16 6.14 0.50 $50.00 115.00 13 0.0 10.000 0.02 2023-11-14
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.40 0.06 1.09 1.15 1.65 6.16 5.76 0.50 $50.00 115.00 12 0.0 10.000 0.40 2023-11-13
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.28 0.05 0.53 1.15 1.65 6.16 5.88 0.50 $50.00 115.00 9 0.0 10.000 0.28 2023-11-10
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.31 0.05 0.00 1.15 1.65 6.16 5.85 0.50 $50.00 115.00 8 0.0 0.000 0.31 2023-11-09
ADT231215P00007500 ADT PUT Long 7.50 None $0.50 0.43 $0.31 0.05 0.50 1.15 1.65 6.16 5.85 0.50 $50.00 115.00 7 0.0 15.000 0.31 2023-11-08
ADT231215P00007500 ADT PUT Long 7.50 None $0.45 0.39 $0.27 0.04 0.67 1.15 1.60 6.16 5.89 0.45 $45.00 115.00 6 0.0 15.000 0.27 2023-11-07
ADT231215P00007500 ADT PUT Long 7.50 None $0.00 0.00 $-0.07 -0.01 1.18 1.15 1.15 6.16 6.23 0.00 $0.00 115.00 5 0.0 15.000 -0.07 2023-11-06
ADT231215P00007500 ADT PUT Long 7.50 None $0.00 0.00 $-0.07 -0.01 1.18 1.15 1.15 6.16 6.23 0.00 $0.00 115.00 4 0.0 15.000 -0.07 2023-11-05
ADT231215P00007500 ADT PUT Long 7.50 None $0.00 0.00 $0.03 0.00 0.00 1.15 1.15 6.16 6.13 0.00 $0.00 115.00 2 0.0 0.03 2023-11-03
ADT231215P00007500 ADT PUT Long 7.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.74; Exit EQ PnL: -0.34 $0.74 0.64 $-0.34 -0.06 0.00 1.15 1.89 6.16 6.50 0.74 $74.00 115.00 1 -0.34 2023-11-02
ADT231215P00007500 ADT PUT Long 7.50 None $0.00 0.00 $-0.00 -0.00 0.00 1.15 1.15 6.16 6.16 0.00 $0.00 115.00 0 0.0 -0.00 2023-11-01

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