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View Outliers PnL Drill-Down: AGEN240119P00001000

View in yFinance: AGEN

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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
2023-12-12	AGEN	AGEN240119P00001000	1.00	4.0	168.000	1.078	0.444	0.0	0.2	-0.010	0.040	0.230	0.25	0.80	2024-01-19	PUT	Long	0.449	0.481	0.176

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	AGEN	1.000	0.190	0.984	0.352	0.313	0.062	2.95	-1.572	0.0000	2.57	18.60	21	1y	4.01

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
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.15	0.60	$0.24	0.30	4.67	0.25	0.40	0.80	0.56	0.15	$15.00	25.00	37	5.0	169.000	0.24	2024-01-18
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.15	0.60	$0.21	0.26	6.80	0.25	0.40	0.80	0.59	0.15	$15.00	25.00	36	5.0	178.000	0.21	2024-01-17
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.10	0.40	$0.15	0.19	4.11	0.25	0.35	0.80	0.65	0.10	$10.00	25.00	35	3.0	176.000	0.15	2024-01-16
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$0.16	0.20	-1.08	0.25	0.25	0.80	0.64	0.00	$0.00	25.00	31	5.0	176.000	0.16	2024-01-12
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$0.09	0.11	2.17	0.25	0.25	0.80	0.71	0.00	$0.00	25.00	30	5.0	176.000	0.09	2024-01-11
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$0.09	0.11	0.55	0.25	0.25	0.80	0.71	0.00	$0.00	25.00	29	5.0	176.000	0.09	2024-01-10
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$0.03	0.04	0.42	0.25	0.25	0.80	0.77	0.00	$0.00	25.00	28	1.0	176.000	0.03	2024-01-09
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.05	0.89	0.25	0.25	0.80	0.76	0.00	$0.00	25.00	27	1.0	176.000	0.04	2024-01-08
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.04	0.16	$0.02	0.02	0.55	0.25	0.29	0.80	0.78	0.04	$4.00	25.00	26	1.0	177.000	0.02	2024-01-07
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.04	0.16	$0.02	0.02	0.36	0.25	0.29	0.80	0.78	0.04	$4.00	25.00	24	1.0	177.000	0.02	2024-01-05
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$0.02	0.02	-1.08	0.25	0.25	0.80	0.78	0.00	$0.00	25.00	23	10.0	177.000	0.02	2024-01-04
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$0.03	0.04	-1.08	0.25	0.25	0.80	0.77	0.00	$0.00	25.00	22	1.0	177.000	0.03	2024-01-03
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	-1.08	0.25	0.25	0.80	0.80	0.00	$0.00	25.00	21	1.0	0.000	-0.00	2024-01-02
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$-0.03	-0.04	0.42	0.25	0.30	0.80	0.83	0.05	$5.00	25.00	20	1.0	176.000	-0.03	2024-01-01
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$-0.03	-0.04	0.33	0.25	0.30	0.80	0.83	0.05	$5.00	25.00	18	1.0	176.000	-0.03	2023-12-30
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$-0.03	-0.04	0.27	0.25	0.30	0.80	0.83	0.05	$5.00	25.00	17	1.0	176.000	-0.03	2023-12-29
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$-0.01	-0.01	0.45	0.25	0.30	0.80	0.81	0.05	$5.00	25.00	16	1.0	176.000	-0.01	2023-12-28
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$-0.00	-0.00	0.27	0.25	0.30	0.80	0.80	0.05	$5.00	25.00	15	1.0	176.000	-0.00	2023-12-27
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$-0.02	-0.02	0.74	0.25	0.30	0.80	0.82	0.05	$5.00	25.00	14	1.0	176.000	-0.02	2023-12-26
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$0.02	0.02	0.42	0.25	0.30	0.80	0.78	0.05	$5.00	25.00	13	1.0	176.000	0.02	2023-12-25
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$0.02	0.02	0.36	0.25	0.30	0.80	0.78	0.05	$5.00	25.00	11	1.0	176.000	0.02	2023-12-23
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.05	0.20	$0.02	0.02	0.33	0.25	0.30	0.80	0.78	0.05	$5.00	25.00	10	1.0	176.000	0.02	2023-12-22
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.07	0.28	$0.02	0.02	1.14	0.25	0.32	0.80	0.78	0.07	$7.00	25.00	9	16.0	175.000	0.02	2023-12-21
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.07	0.28	$0.01	0.01	0.61	0.25	0.32	0.80	0.79	0.07	$7.00	25.00	8	16.0	175.000	0.01	2023-12-20
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.07	0.28	$0.04	0.05	0.39	0.25	0.32	0.80	0.76	0.07	$7.00	25.00	7	16.0	175.000	0.04	2023-12-19
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.07	0.28	$0.08	0.10	0.33	0.25	0.32	0.80	0.72	0.07	$7.00	25.00	6	16.0	175.000	0.08	2023-12-18
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.07	0.28	$0.11	0.14	0.36	0.25	0.32	0.80	0.69	0.07	$7.00	25.00	4	16.0	171.000	0.11	2023-12-16
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.07	0.28	$0.11	0.14	-0.05	0.25	0.32	0.80	0.69	0.07	$7.00	25.00	3	16.0	171.000	0.11	2023-12-15
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.10	0.40	$0.04	0.05	0.00	0.25	0.35	0.80	0.76	0.10	$10.00	25.00	2	1.0	171.000	0.04	2023-12-14
AGEN240119P00001000	AGEN	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.02	0.42	0.25	0.25	0.80	0.82	0.00	$0.00	25.00	1	4.0	171.000	-0.02	2023-12-13
AGEN240119P00001000	AGEN	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.25	0.25	0.80	0.80	0.00	$0.00	25.00	0	4.0	168.000	-0.00	2023-12-12

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