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View Outliers PnL Drill-Down: AI241220P00032500

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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
2024-11-19	AI	AI241220P00032500	32.50	107.0	4988.000	0.903	0.271	1.2	0.7	-0.020	3.300	2.740	3.20	32.96	2024-12-20	PUT	Long	0.227	0.314	0.242

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	AI	0.909	0.103	0.293	0.167	0.284	0.153	42.86	-0.901	0.0000	20.50	42.94	21	1y	26.15

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
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.05	-0.95	$-2.48	-0.08	0.09	3.20	0.15	32.96	35.44	-3.05	$-305.00	320.00	30	891.0	5689.000	-2.48	2024-12-19
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.19	-1.00	$-6.70	-0.20	0.16	3.20	0.01	32.96	39.66	-3.19	$-319.00	320.00	29	3.0	5689.000	-6.70	2024-12-18
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.19	-1.00	$-9.90	-0.30	0.32	3.20	0.01	32.96	42.86	-3.19	$-319.00	320.00	28	3.0	5690.000	-9.90	2024-12-17
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.18	-0.99	$-10.00	-0.30	0.19	3.20	0.02	32.96	42.96	-3.18	$-318.00	320.00	27	280.0	5634.000	-10.00	2024-12-16
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.16	-0.99	$-6.50	-0.20	-0.15	3.20	0.04	32.96	39.46	-3.16	$-316.00	320.00	24	37.0	5636.000	-6.50	2024-12-13
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.13	-0.98	$-5.28	-0.16	-0.27	3.20	0.07	32.96	38.24	-3.13	$-313.00	320.00	23	96.0	5645.000	-5.28	2024-12-12
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.10	-0.97	$-5.22	-0.16	-0.28	3.20	0.10	32.96	38.18	-3.10	$-310.00	320.00	22	301.0	5796.000	-5.22	2024-12-11
AI241220P00032500	AI	PUT	Long	32.50	None	$-3.12	-0.98	$-8.77	-0.27	-0.15	3.20	0.08	32.96	41.73	-3.12	$-312.00	320.00	21	233.0	5670.000	-8.77	2024-12-10
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.53	-0.79	$-8.84	-0.27	0.42	3.20	0.67	32.96	41.80	-2.53	$-253.00	320.00	20	90.0	5626.000	-8.84	2024-12-09
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.50	-0.78	$-7.56	-0.23	0.34	3.20	0.70	32.96	40.52	-2.50	$-250.00	320.00	19	662.0	5118.000	-7.56	2024-12-08
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.52	-0.79	$-7.55	-0.23	0.19	3.20	0.68	32.96	40.51	-2.52	$-252.00	320.00	17	78.0	5118.000	-7.55	2024-12-06
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.24	-0.70	$-4.53	-0.14	0.04	3.20	0.96	32.96	37.49	-2.24	$-224.00	320.00	16	241.0	4993.000	-4.53	2024-12-05
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.15	-0.67	$-4.61	-0.14	0.08	3.20	1.05	32.96	37.57	-2.15	$-215.00	320.00	15	63.0	4955.000	-4.61	2024-12-04
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.02	-0.63	$-3.77	-0.11	0.01	3.20	1.18	32.96	36.73	-2.02	$-202.00	320.00	14	10.0	4955.000	-3.77	2024-12-03
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.89	-0.59	$-3.24	-0.10	-0.02	3.20	1.31	32.96	36.20	-1.89	$-189.00	320.00	13	87.0	4929.000	-3.24	2024-12-02
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.07	-0.65	$-4.22	-0.13	-0.02	3.20	1.13	32.96	37.18	-2.07	$-207.00	320.00	11	37.0	4933.000	-4.22	2024-11-30
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.77	-0.55	$-3.43	-0.10	-0.08	3.20	1.43	32.96	36.39	-1.77	$-177.00	320.00	9	31.0	4927.000	-3.43	2024-11-28
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.66	-0.52	$-3.56	-0.11	-0.05	3.20	1.54	32.96	36.52	-1.66	$-166.00	320.00	8	44.0	4927.000	-3.56	2024-11-27
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.65	-0.52	$-3.39	-0.10	-0.03	3.20	1.55	32.96	36.35	-1.65	$-165.00	320.00	7	43.0	4911.000	-3.39	2024-11-26
AI241220P00032500	AI	PUT	Long	32.50	None	$-2.18	-0.68	$-4.90	-0.15	-0.12	3.20	1.02	32.96	37.86	-2.18	$-218.00	320.00	6	55.0	4922.000	-4.90	2024-11-25
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.80	-0.56	$-4.46	-0.14	-0.04	3.20	1.40	32.96	37.42	-1.80	$-180.00	320.00	5	105.0	4981.000	-4.46	2024-11-24
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.80	-0.56	$-4.46	-0.14	-0.07	3.20	1.40	32.96	37.42	-1.80	$-180.00	320.00	4	105.0	4981.000	-4.46	2024-11-23
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.71	-0.53	$-4.47	-0.14	-0.04	3.20	1.49	32.96	37.43	-1.71	$-171.00	320.00	3	30.0	4981.000	-4.47	2024-11-22
AI241220P00032500	AI	PUT	Long	32.50	None	$-1.16	-0.36	$-2.04	-0.06	-0.05	3.20	2.04	32.96	35.00	-1.16	$-116.00	320.00	2	155.0	5028.000	-2.04	2024-11-21
AI241220P00032500	AI	PUT	Long	32.50	None	$0.10	0.03	$0.60	0.02	-0.08	3.20	3.30	32.96	32.36	0.10	$10.00	320.00	1	104.0	5020.000	0.60	2024-11-20
AI241220P00032500	AI	PUT	Long	32.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	3.20	3.20	32.96	32.96	0.00	$0.00	320.00	0	107.0	4988.000	-0.00	2024-11-19

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