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View Outliers PnL Drill-Down: ALT240119P00008000

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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
2023-12-06	ALT	ALT240119P00008000	8.00	202.0	95.000	1.789	0.554	0.3	0.8	-0.060	1.460	1.930	2.20	7.49	2024-01-19	PUT	Long	0.462	0.538	0.331

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
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-2.04	-1.00	$-3.91	-0.57	0.65	2.05	0.01	6.88	10.79	-2.04	$-204.00	205.00	43	3.0	2859.000	-3.91	2024-01-18
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-2.00	-0.98	$-4.29	-0.62	1.21	2.05	0.05	6.88	11.17	-2.00	$-200.00	205.00	42	114.0	2767.000	-4.29	2024-01-17
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-2.00	-0.98	$-4.94	-0.72	0.62	2.05	0.05	6.88	11.82	-2.00	$-200.00	205.00	41	40.0	2807.000	-4.94	2024-01-16
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-2.01	-0.98	$-5.12	-0.74	-0.20	2.05	0.04	6.88	12.00	-2.01	$-201.00	205.00	37	36.0	2807.000	-5.12	2024-01-12
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-2.00	-0.98	$-4.61	-0.67	-0.09	2.05	0.05	6.88	11.49	-2.00	$-200.00	205.00	36	707.0	3205.000	-4.61	2024-01-11
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.97	-0.96	$-4.41	-0.64	-0.23	2.05	0.08	6.88	11.29	-1.97	$-197.00	205.00	35	47.0	3210.000	-4.41	2024-01-10
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.93	-0.94	$-4.84	-0.70	-0.08	2.05	0.12	6.88	11.72	-1.93	$-193.00	205.00	34	90.0	3267.000	-4.84	2024-01-09
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.94	-0.95	$-4.51	-0.66	-0.16	2.05	0.11	6.88	11.39	-1.94	$-194.00	205.00	33	63.0	3277.000	-4.51	2024-01-08
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.92	-0.94	$-4.31	-0.63	-0.21	2.05	0.13	6.88	11.19	-1.92	$-192.00	205.00	30	72.0	3317.000	-4.31	2024-01-05
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.93	-0.94	$-4.81	-0.70	-1.16	2.05	0.12	6.88	11.69	-1.93	$-193.00	205.00	29	84.0	3317.000	-4.81	2024-01-04
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.71	-0.83	$-3.05	-0.44	-1.41	2.05	0.34	6.88	9.93	-1.71	$-171.00	205.00	28	333.0	3393.000	-3.05	2024-01-03
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.76	-0.86	$-3.64	-0.53	-1.41	2.05	0.29	6.88	10.52	-1.76	$-176.00	205.00	27	29.0	3495.000	-3.64	2024-01-02
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.80	-0.88	$-4.37	-0.64	-0.11	2.05	0.25	6.88	11.25	-1.80	$-180.00	205.00	26	113.0	3489.000	-4.37	2024-01-01
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.80	-0.88	$-4.37	-0.64	-0.19	2.05	0.25	6.88	11.25	-1.80	$-180.00	205.00	24	113.0	3489.000	-4.37	2023-12-30
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.80	-0.88	$-4.37	-0.64	-0.26	2.05	0.25	6.88	11.25	-1.80	$-180.00	205.00	23	113.0	3489.000	-4.37	2023-12-29
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.80	-0.88	$-4.74	-0.69	-0.23	2.05	0.25	6.88	11.62	-1.80	$-180.00	205.00	22	185.0	3541.000	-4.74	2023-12-28
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.65	-0.80	$-4.47	-0.65	-0.06	2.05	0.40	6.88	11.35	-1.65	$-165.00	205.00	21	679.0	3311.000	-4.47	2023-12-27
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.60	-0.78	$-4.09	-0.59	-0.10	2.05	0.45	6.88	10.97	-1.60	$-160.00	205.00	20	1458.0	2811.000	-4.09	2023-12-26
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.20	-0.59	$-2.39	-0.35	-0.16	2.05	0.85	6.88	9.27	-1.20	$-120.00	205.00	19	785.0	2291.000	-2.39	2023-12-25
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.20	-0.59	$-2.39	-0.35	-0.22	2.05	0.85	6.88	9.27	-1.20	$-120.00	205.00	17	785.0	2291.000	-2.39	2023-12-23
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-1.15	-0.56	$-2.39	-0.35	-0.22	2.05	0.90	6.88	9.27	-1.15	$-115.00	205.00	16	783.0	2291.000	-2.39	2023-12-22
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-0.72	-0.35	$-1.01	-0.15	-0.20	2.05	1.33	6.88	7.89	-0.72	$-72.00	205.00	15	43.0	2297.000	-1.01	2023-12-21
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-0.80	-0.39	$-1.51	-0.22	-0.17	2.05	1.25	6.88	8.39	-0.80	$-80.00	205.00	14	150.0	2191.000	-1.51	2023-12-20
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-0.70	-0.34	$-1.28	-0.19	-0.21	2.05	1.35	6.88	8.16	-0.70	$-70.00	205.00	13	1043.0	1414.000	-1.28	2023-12-19
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-0.75	-0.37	$-1.42	-0.21	-0.20	2.05	1.30	6.88	8.30	-0.75	$-75.00	205.00	12	1296.0	213.000	-1.42	2023-12-18
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-0.45	-0.22	$-0.79	-0.11	-0.15	2.05	1.60	6.88	7.67	-0.45	$-45.00	205.00	10	32.0	196.000	-0.79	2023-12-16
ALT240119P00008000	ALT	PUT	Long	8.00	None	$-0.45	-0.22	$-0.79	-0.11	-0.22	2.05	1.60	6.88	7.67	-0.45	$-45.00	205.00	9	32.0	196.000	-0.79	2023-12-15
ALT240119P00008000	ALT	PUT	Long	8.00	None	$0.21	0.10	$-0.12	-0.02	-0.10	2.05	2.26	6.88	7.00	0.21	$21.00	205.00	8	25.0	194.000	-0.12	2023-12-14
ALT240119P00008000	ALT	PUT	Long	8.00	None	$0.91	0.44	$0.36	0.05	-0.04	2.05	2.96	6.88	6.52	0.91	$91.00	205.00	7	3.0	194.000	0.36	2023-12-13
ALT240119P00008000	ALT	PUT	Long	8.00	None	$0.91	0.44	$0.94	0.14	-0.05	2.05	2.96	6.88	5.94	0.91	$91.00	205.00	6	3.0	0.000	0.94	2023-12-12
ALT240119P00008000	ALT	PUT	Long	8.00	None	$0.75	0.37	$1.68	0.24	0.14	2.05	2.80	6.88	5.20	0.75	$75.00	205.00	5	134.0	239.000	1.68	2023-12-11
ALT240119P00008000	ALT	PUT	Long	8.00	None	$0.30	0.15	$0.40	0.06	0.09	2.05	2.35	6.88	6.48	0.30	$30.00	205.00	2	32.0	228.000	0.40	2023-12-08
ALT240119P00008000	ALT	PUT	Long	8.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.27	$0.50	0.24	$0.30	0.04	0.15	2.05	2.55	6.88	6.58	0.50	$50.00	205.00	1	190.0	231.000	0.30	2023-12-07
ALT240119P00008000	ALT	PUT	Long	8.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.05	2.05	6.88	6.88	0.00	$0.00	205.00	0	0.0	95.000	-0.00	2023-12-06

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