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View Outliers PnL Drill-Down: ALT240119P00004000

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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
2023-12-01	ALT	ALT240119P00004000	4.00	1270.0	178.000	1.496	0.372	0.1	0.3	-0.010	0.700	0.800	0.90	3.87	2024-01-19	PUT	Long	0.352	0.372	0.130
2023-12-04	ALT	ALT240119P00004000	4.00	284.0	1144.000	1.461	0.411	0.6	0.0	-0.020	1.100	0.500	0.61	4.58	2024-01-19	PUT	Long	0.372	0.451	0.297

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
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.84	-0.99	$-7.22	-2.02	5.43	0.85	0.01	3.57	10.79	-0.84	$-84.00	85.00	48	1.0	2132.000	-7.22	2024-01-18
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.84	-0.99	$-7.60	-2.13	5.62	0.85	0.01	3.57	11.17	-0.84	$-84.00	85.00	47	1.0	2132.000	-7.60	2024-01-17
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.84	-0.99	$-8.02	-2.25	3.74	0.85	0.01	3.57	11.59	-0.84	$-84.00	85.00	46	1.0	2132.000	-8.02	2024-01-16
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.84	-0.99	$-8.43	-2.36	2.37	0.85	0.01	3.57	12.00	-0.84	$-84.00	85.00	42	1.0	2133.000	-8.43	2024-01-12
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-7.92	-2.22	2.08	0.85	0.03	3.57	11.49	-0.82	$-82.00	85.00	41	3.0	2133.000	-7.92	2024-01-11
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-7.72	-2.16	1.87	0.85	0.03	3.57	11.29	-0.82	$-82.00	85.00	40	3.0	2133.000	-7.72	2024-01-10
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-8.15	-2.28	1.80	0.85	0.03	3.57	11.72	-0.82	$-82.00	85.00	39	3.0	2136.000	-8.15	2024-01-09
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.81	-0.95	$-7.82	-2.19	1.74	0.85	0.04	3.57	11.39	-0.81	$-81.00	85.00	38	1.0	2136.000	-7.82	2024-01-08
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-7.62	-2.13	1.30	0.85	0.05	3.57	11.19	-0.80	$-80.00	85.00	35	10.0	2142.000	-7.62	2024-01-05
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-8.12	-2.27	-0.70	0.85	0.03	3.57	11.69	-0.82	$-82.00	85.00	34	3.0	2142.000	-8.12	2024-01-04
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-6.36	-1.78	-0.70	0.85	0.03	3.57	9.93	-0.82	$-82.00	85.00	33	3.0	2142.000	-6.36	2024-01-03
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-6.95	-1.95	-0.70	0.85	0.05	3.57	10.52	-0.80	$-80.00	85.00	32	1.0	2142.000	-6.95	2024-01-02
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-7.68	-2.15	1.08	0.85	0.03	3.57	11.25	-0.82	$-82.00	85.00	31	8.0	2143.000	-7.68	2024-01-01
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-7.68	-2.15	0.96	0.85	0.03	3.57	11.25	-0.82	$-82.00	85.00	29	8.0	2143.000	-7.68	2023-12-30
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-7.68	-2.15	-0.70	0.85	0.03	3.57	11.25	-0.82	$-82.00	85.00	28	8.0	2143.000	-7.68	2023-12-29
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-8.05	-2.25	0.91	0.85	0.03	3.57	11.62	-0.82	$-82.00	85.00	27	8.0	2150.000	-8.05	2023-12-28
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.82	-0.96	$-7.78	-2.18	0.79	0.85	0.03	3.57	11.35	-0.82	$-82.00	85.00	26	13.0	2152.000	-7.78	2023-12-27
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-7.40	-2.07	0.71	0.85	0.05	3.57	10.97	-0.80	$-80.00	85.00	25	15.0	2137.000	-7.40	2023-12-26
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-5.70	-1.60	0.43	0.85	0.05	3.57	9.27	-0.80	$-80.00	85.00	24	64.0	2193.000	-5.70	2023-12-25
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-5.70	-1.60	0.37	0.85	0.05	3.57	9.27	-0.80	$-80.00	85.00	22	64.0	2193.000	-5.70	2023-12-23
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-5.70	-1.60	0.33	0.85	0.05	3.57	9.27	-0.80	$-80.00	85.00	21	64.0	2193.000	-5.70	2023-12-22
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-4.32	-1.21	0.39	0.85	0.05	3.57	7.89	-0.80	$-80.00	85.00	20	41.0	2224.000	-4.32	2023-12-21
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.80	-0.94	$-4.82	-1.35	0.46	0.85	0.05	3.57	8.39	-0.80	$-80.00	85.00	19	100.0	2304.000	-4.82	2023-12-20
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.76	-0.89	$-4.59	-1.29	0.60	0.85	0.09	3.57	8.16	-0.76	$-76.00	85.00	18	58.0	2300.000	-4.59	2023-12-19
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.78	-0.92	$-4.73	-1.32	0.42	0.85	0.07	3.57	8.30	-0.78	$-78.00	85.00	17	24.0	2301.000	-4.73	2023-12-18
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.75	-0.88	$-4.10	-1.15	0.33	0.85	0.10	3.57	7.67	-0.75	$-75.00	85.00	15	90.0	2290.000	-4.10	2023-12-16
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.75	-0.88	$-4.10	-1.15	0.21	0.85	0.10	3.57	7.67	-0.75	$-75.00	85.00	14	90.0	2290.000	-4.10	2023-12-15
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.71	-0.84	$-3.43	-0.96	0.23	0.85	0.14	3.57	7.00	-0.71	$-71.00	85.00	13	138.0	2279.000	-3.43	2023-12-14
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.60	-0.71	$-2.95	-0.83	0.24	0.85	0.25	3.57	6.52	-0.60	$-60.00	85.00	12	167.0	2220.000	-2.95	2023-12-13
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.59	-0.69	$-2.37	-0.66	0.24	0.85	0.26	3.57	5.94	-0.59	$-59.00	85.00	11	382.0	0.000	-2.37	2023-12-12
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.46	-0.54	$-1.63	-0.46	0.23	0.85	0.39	3.57	5.20	-0.46	$-46.00	85.00	10	177.0	1849.000	-1.63	2023-12-11
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.60	-0.71	$-2.91	-0.82	0.38	0.85	0.25	3.57	6.48	-0.60	$-60.00	85.00	7	90.0	1791.000	-2.91	2023-12-08
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.60	-0.71	$-3.01	-0.84	0.35	0.85	0.25	3.57	6.58	-0.60	$-60.00	85.00	6	354.0	1718.000	-3.01	2023-12-07
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.65	-0.76	$-3.31	-0.93	0.33	0.85	0.20	3.57	6.88	-0.65	$-65.00	85.00	5	0.0	1713.000	-3.31	2023-12-06
ALT240119P00004000	ALT	PUT	Long	4.00	None	$-0.43	-0.51	$-1.60	-0.45	0.20	0.85	0.42	3.57	5.17	-0.43	$-43.00	85.00	4	0.0	1278.000	-1.60	2023-12-05
ALT240119P00004000	ALT	PUT	Long	4.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.25; Exit EQ PnL: -1.06	$-0.25	-0.29	$-1.06	-0.30	0.24	0.85	0.60	3.57	4.63	-0.25	$-25.00	85.00	3	0.0	1144.000	-1.06	2023-12-04
ALT240119P00004000	ALT	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	1.39	0.85	0.85	3.57	3.57	0.00	$0.00	85.00	2	0.0	178.000	-0.00	2023-12-03
ALT240119P00004000	ALT	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.20	0.85	0.85	3.57	3.57	0.00	$0.00	85.00	1	0.0	178.000	-0.00	2023-12-02
ALT240119P00004000	ALT	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	3.57	3.57	0.00	$0.00	85.00	0	0.0	178.000	-0.00	2023-12-01

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