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View Outliers PnL Drill-Down: ALT240119P00005000

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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
2023-12-04	ALT	ALT240119P00005000	5.00	210.0	865.000	1.359	0.418	0.1	0.5	-0.020	0.640	0.990	1.20	4.63	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
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.18	-0.98	$-6.16	-1.33	3.89	1.20	0.02	4.63	10.79	-1.18	$-118.00	120.00	45	3.0	2478.000	-6.16	2024-01-18
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.18	-0.98	$-6.54	-1.41	4.08	1.20	0.02	4.63	11.17	-1.18	$-118.00	120.00	44	3.0	2480.000	-6.54	2024-01-17
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.17	-0.98	$-7.23	-1.56	2.70	1.20	0.03	4.63	11.86	-1.17	$-117.00	120.00	43	1.0	2480.000	-7.23	2024-01-16
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.17	-0.98	$-7.37	-1.59	1.55	1.20	0.03	4.63	12.00	-1.17	$-117.00	120.00	39	1.0	2481.000	-7.37	2024-01-12
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.17	-0.98	$-6.86	-1.48	1.27	1.20	0.03	4.63	11.49	-1.17	$-117.00	120.00	38	1.0	2481.000	-6.86	2024-01-11
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.17	-0.98	$-6.66	-1.44	1.08	1.20	0.03	4.63	11.29	-1.17	$-117.00	120.00	37	1.0	2481.000	-6.66	2024-01-10
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.17	-0.98	$-7.09	-1.53	1.05	1.20	0.03	4.63	11.72	-1.17	$-117.00	120.00	36	1.0	2481.000	-7.09	2024-01-09
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.17	-0.98	$-6.76	-1.46	0.98	1.20	0.03	4.63	11.39	-1.17	$-117.00	120.00	35	18.0	2491.000	-6.76	2024-01-08
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.15	-0.96	$-6.56	-1.42	0.86	1.20	0.05	4.63	11.19	-1.15	$-115.00	120.00	34	10.0	2491.000	-6.56	2024-01-07
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.15	-0.96	$-6.56	-1.42	0.62	1.20	0.05	4.63	11.19	-1.15	$-115.00	120.00	32	10.0	2491.000	-6.56	2024-01-05
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.15	-0.96	$-7.06	-1.52	-0.86	1.20	0.05	4.63	11.69	-1.15	$-115.00	120.00	31	100.0	2491.000	-7.06	2024-01-04
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.15	-0.96	$-5.30	-1.14	-0.86	1.20	0.05	4.63	9.93	-1.15	$-115.00	120.00	30	38.0	2492.000	-5.30	2024-01-03
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.17	-0.98	$-5.89	-1.27	-0.86	1.20	0.03	4.63	10.52	-1.17	$-117.00	120.00	29	104.0	2499.000	-5.89	2024-01-02
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.14	-0.95	$-6.62	-1.43	0.69	1.20	0.06	4.63	11.25	-1.14	$-114.00	120.00	28	10.0	2513.000	-6.62	2024-01-01
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.14	-0.95	$-6.62	-1.43	0.58	1.20	0.06	4.63	11.25	-1.14	$-114.00	120.00	26	10.0	2513.000	-6.62	2023-12-30
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.14	-0.95	$-6.62	-1.43	0.30	1.20	0.06	4.63	11.25	-1.14	$-114.00	120.00	25	10.0	2513.000	-6.62	2023-12-29
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.15	-0.96	$-6.99	-1.51	0.34	1.20	0.05	4.63	11.62	-1.15	$-115.00	120.00	24	51.0	2513.000	-6.99	2023-12-28
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.12	-0.93	$-6.72	-1.45	0.58	1.20	0.08	4.63	11.35	-1.12	$-112.00	120.00	23	215.0	2543.000	-6.72	2023-12-27
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.14	-0.95	$-6.34	-1.37	0.48	1.20	0.06	4.63	10.97	-1.14	$-114.00	120.00	22	145.0	2642.000	-6.34	2023-12-26
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.10	-0.92	$-4.64	-1.00	0.16	1.20	0.10	4.63	9.27	-1.10	$-110.00	120.00	21	360.0	2779.000	-4.64	2023-12-25
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.10	-0.92	$-4.64	-1.00	0.10	1.20	0.10	4.63	9.27	-1.10	$-110.00	120.00	19	360.0	2779.000	-4.64	2023-12-23
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.15	-0.96	$-4.64	-1.00	0.08	1.20	0.05	4.63	9.27	-1.15	$-115.00	120.00	18	319.0	2779.000	-4.64	2023-12-22
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.08	-0.90	$-3.26	-0.70	0.02	1.20	0.12	4.63	7.89	-1.08	$-108.00	120.00	17	324.0	2824.000	-3.26	2023-12-21
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.10	-0.92	$-3.76	-0.81	0.04	1.20	0.10	4.63	8.39	-1.10	$-110.00	120.00	16	267.0	2907.000	-3.76	2023-12-20
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.05	-0.88	$-3.53	-0.76	0.10	1.20	0.15	4.63	8.16	-1.05	$-105.00	120.00	15	521.0	3074.000	-3.53	2023-12-19
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-1.05	-0.88	$-3.67	-0.79	-0.01	1.20	0.15	4.63	8.30	-1.05	$-105.00	120.00	14	315.0	2949.000	-3.67	2023-12-18
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.98	-0.82	$-3.04	-0.66	0.09	1.20	0.22	4.63	7.67	-0.98	$-98.00	120.00	12	244.0	2882.000	-3.04	2023-12-16
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.99	-0.82	$-3.04	-0.66	0.07	1.20	0.21	4.63	7.67	-0.99	$-99.00	120.00	11	242.0	2882.000	-3.04	2023-12-15
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.85	-0.71	$-2.37	-0.51	0.06	1.20	0.35	4.63	7.00	-0.85	$-85.00	120.00	10	453.0	2627.000	-2.37	2023-12-14
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.70	-0.58	$-1.89	-0.41	0.10	1.20	0.50	4.63	6.52	-0.70	$-70.00	120.00	9	217.0	2447.000	-1.89	2023-12-13
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.55	-0.46	$-1.31	-0.28	0.14	1.20	0.65	4.63	5.94	-0.55	$-55.00	120.00	8	301.0	0.000	-1.31	2023-12-12
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.25	-0.21	$-0.57	-0.12	0.16	1.20	0.95	4.63	5.20	-0.25	$-25.00	120.00	7	360.0	2256.000	-0.57	2023-12-11
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.60	-0.50	$-1.85	-0.40	0.19	1.20	0.60	4.63	6.48	-0.60	$-60.00	120.00	4	872.0	1674.000	-1.85	2023-12-08
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.55	-0.46	$-1.95	-0.42	0.26	1.20	0.65	4.63	6.58	-0.55	$-55.00	120.00	3	264.0	1484.000	-1.95	2023-12-07
ALT240119P00005000	ALT	PUT	Long	5.00	None	$-0.65	-0.54	$-2.25	-0.49	0.21	1.20	0.55	4.63	6.88	-0.65	$-65.00	120.00	2	0.0	1117.000	-2.25	2023-12-06
ALT240119P00005000	ALT	PUT	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.12	$-0.54	-0.12	0.06	1.20	1.05	4.63	5.17	-0.15	$-15.00	120.00	1	0.0	1025.000	-0.54	2023-12-05
ALT240119P00005000	ALT	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.20	1.20	4.63	4.63	0.00	$0.00	120.00	0	0.0	865.000	-0.00	2023-12-04

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