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View Outliers PnL Drill-Down: ALT240913P00005000

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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
2024-08-08	ALT	ALT240913P00005000	5.00	20.0	25.000	1.934	0.376	1.4	0.0	0.000	2.000	0.650	0.35	6.33	2024-09-13	PUT	Long	0.433	0.457	0.151

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
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.30	-0.86	$-0.77	-0.12	3.71	0.35	0.05	6.33	7.10	-0.30	$-30.00	35.00	35	1.0	27.000	-0.77	2024-09-12
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.30	-0.86	$-0.84	-0.13	3.39	0.35	0.05	6.33	7.17	-0.30	$-30.00	35.00	34	1.0	27.000	-0.84	2024-09-11
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.30	-0.86	$-0.63	-0.10	2.49	0.35	0.05	6.33	6.96	-0.30	$-30.00	35.00	33	1.0	27.000	-0.63	2024-09-10
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.30	-0.86	$-0.05	-0.01	1.50	0.35	0.05	6.33	6.38	-0.30	$-30.00	35.00	32	1.0	27.000	-0.05	2024-09-09
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.30	-0.86	$0.13	0.02	-0.68	0.35	0.05	6.33	6.20	-0.30	$-30.00	35.00	31	1.0	26.000	0.13	2024-09-08
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.30	-0.86	$0.13	0.02	-0.95	0.35	0.05	6.33	6.20	-0.30	$-30.00	35.00	29	1.0	26.000	0.13	2024-09-06
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.30	-0.86	$-0.06	-0.01	-0.90	0.35	0.05	6.33	6.39	-0.30	$-30.00	35.00	28	1.0	26.000	-0.06	2024-09-05
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.17	-0.03	-0.73	0.35	0.13	6.33	6.50	-0.22	$-22.00	35.00	27	1.0	26.000	-0.17	2024-09-04
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.37	-0.06	-0.79	0.35	0.13	6.33	6.70	-0.22	$-22.00	35.00	23	1.0	26.000	-0.37	2024-08-31
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.37	-0.06	-0.87	0.35	0.13	6.33	6.70	-0.22	$-22.00	35.00	22	1.0	26.000	-0.37	2024-08-30
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.28	-0.04	-0.94	0.35	0.13	6.33	6.61	-0.22	$-22.00	35.00	21	1.0	26.000	-0.28	2024-08-29
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.15	-0.02	-1.02	0.35	0.13	6.33	6.48	-0.22	$-22.00	35.00	20	1.0	26.000	-0.15	2024-08-28
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.47	-0.07	-1.43	0.35	0.13	6.33	6.80	-0.22	$-22.00	35.00	19	1.0	26.000	-0.47	2024-08-27
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.53	-0.08	0.52	0.35	0.13	6.33	6.86	-0.22	$-22.00	35.00	18	1.0	0.000	-0.53	2024-08-26
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.61	-0.10	1.42	0.35	0.13	6.33	6.94	-0.22	$-22.00	35.00	17	1.0	26.000	-0.61	2024-08-25
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.61	-0.10	1.34	0.35	0.13	6.33	6.94	-0.22	$-22.00	35.00	16	1.0	26.000	-0.61	2024-08-24
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.61	-0.10	0.44	0.35	0.13	6.33	6.94	-0.22	$-22.00	35.00	15	1.0	26.000	-0.61	2024-08-23
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.43	-0.07	-0.96	0.35	0.13	6.33	6.76	-0.22	$-22.00	35.00	14	1.0	26.000	-0.43	2024-08-22
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.54	-0.09	0.36	0.35	0.13	6.33	6.87	-0.22	$-22.00	35.00	13	1.0	26.000	-0.54	2024-08-21
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.80	-0.13	0.80	0.35	0.13	6.33	7.13	-0.22	$-22.00	35.00	12	1.0	26.000	-0.80	2024-08-20
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-1.21	-0.19	-0.11	0.35	0.13	6.33	7.54	-0.22	$-22.00	35.00	11	1.0	26.000	-1.21	2024-08-19
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.16	-0.03	-0.97	0.35	0.13	6.33	6.49	-0.22	$-22.00	35.00	10	1.0	25.000	-0.16	2024-08-18
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.16	-0.03	-0.99	0.35	0.13	6.33	6.49	-0.22	$-22.00	35.00	9	1.0	25.000	-0.16	2024-08-17
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.22	-0.63	$-0.16	-0.03	-1.07	0.35	0.13	6.33	6.49	-0.22	$-22.00	35.00	8	1.0	25.000	-0.16	2024-08-16
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.11	-0.31	$0.09	0.01	-0.09	0.35	0.24	6.33	6.24	-0.11	$-11.00	35.00	7	1.0	25.000	0.09	2024-08-15
ALT240913P00005000	ALT	PUT	Long	5.00	None	$-0.11	-0.31	$0.15	0.02	-0.97	0.35	0.24	6.33	6.18	-0.11	$-11.00	35.00	6	1.0	25.000	0.15	2024-08-14
ALT240913P00005000	ALT	PUT	Long	5.00	None	$0.00	0.00	$0.02	0.00	-0.89	0.35	0.35	6.33	6.31	0.00	$0.00	35.00	5	20.0	25.000	0.02	2024-08-13
ALT240913P00005000	ALT	PUT	Long	5.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.11	0.02	0.53	0.35	0.35	6.33	6.22	0.00	$0.00	35.00	4	20.0	25.000	0.11	2024-08-12
ALT240913P00005000	ALT	PUT	Long	5.00	None	$0.00	0.00	$0.16	0.03	-0.44	0.35	0.35	6.33	6.17	0.00	$0.00	35.00	1	20.0	25.000	0.16	2024-08-09
ALT240913P00005000	ALT	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	6.33	6.33	0.00	$0.00	35.00	0	20.0	25.000	-0.00	2024-08-08

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