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View Outliers PnL Drill-Down: API241220P00002500

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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
2024-10-02	API	API241220P00002500	2.50	396.0	71.000	1.336	0.674	2.5	0.0	-0.280	2.560	0.090	0.25	4.94	2024-12-20	PUT	Long	0.311	0.665	0.796

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	API	0.818	0.087	0.707	0.252	0.464	-0.062	4.53	-0.616	0.0000	1.83	6.35	21	1y	3.39

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
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$0.98	0.20	2.73	0.25	0.01	4.94	3.96	-0.24	$-24.00	25.00	78	117.0	520.000	0.98	2024-12-19
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$0.38	0.08	2.66	0.25	0.01	4.94	4.56	-0.24	$-24.00	25.00	77	10.0	520.000	0.38	2024-12-18
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$0.41	0.08	2.10	0.25	0.01	4.94	4.53	-0.24	$-24.00	25.00	76	10.0	530.000	0.41	2024-12-17
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$0.29	0.06	1.85	0.25	0.01	4.94	4.65	-0.24	$-24.00	25.00	75	13.0	530.000	0.29	2024-12-16
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$0.13	0.03	1.29	0.25	0.01	4.94	4.81	-0.24	$-24.00	25.00	72	13.0	530.000	0.13	2024-12-13
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.31	-0.06	1.38	0.25	0.01	4.94	5.25	-0.24	$-24.00	25.00	71	13.0	530.000	-0.31	2024-12-12
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.08	-0.02	1.10	0.25	0.01	4.94	5.02	-0.24	$-24.00	25.00	70	13.0	530.000	-0.08	2024-12-11
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.16	-0.03	1.04	0.25	0.01	4.94	5.10	-0.24	$-24.00	25.00	69	13.0	530.000	-0.16	2024-12-10
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-1.05	-0.21	1.32	0.25	0.01	4.94	5.99	-0.24	$-24.00	25.00	68	13.0	530.000	-1.05	2024-12-09
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-1.22	-0.25	1.77	0.25	0.01	4.94	6.16	-0.24	$-24.00	25.00	67	13.0	530.000	-1.22	2024-12-08
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-1.22	-0.25	1.10	0.25	0.01	4.94	6.16	-0.24	$-24.00	25.00	65	13.0	530.000	-1.22	2024-12-06
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-1.16	-0.23	1.01	0.25	0.01	4.94	6.10	-0.24	$-24.00	25.00	64	13.0	530.000	-1.16	2024-12-05
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.58	-0.12	0.73	0.25	0.01	4.94	5.52	-0.24	$-24.00	25.00	63	13.0	530.000	-0.58	2024-12-04
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.59	-0.12	0.70	0.25	0.01	4.94	5.53	-0.24	$-24.00	25.00	62	13.0	530.000	-0.59	2024-12-03
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.12	-0.02	0.46	0.25	0.01	4.94	5.06	-0.24	$-24.00	25.00	61	13.0	531.000	-0.12	2024-12-02
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.22	-0.04	-0.84	0.25	0.01	4.94	5.16	-0.24	$-24.00	25.00	60	13.0	0.000	-0.22	2024-12-01
API241220P00002500	API	PUT	Long	2.50	None	$-0.24	-0.96	$-0.22	-0.04	0.41	0.25	0.01	4.94	5.16	-0.24	$-24.00	25.00	59	13.0	529.000	-0.22	2024-11-30
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$-1.41	-0.29	0.73	0.25	0.05	4.94	6.35	-0.20	$-20.00	25.00	57	21.0	520.000	-1.41	2024-11-28
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$-0.59	-0.12	0.87	0.25	0.05	4.94	5.53	-0.20	$-20.00	25.00	56	1.0	520.000	-0.59	2024-11-27
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.20	0.04	0.12	0.25	0.05	4.94	4.74	-0.20	$-20.00	25.00	55	1.0	520.000	0.20	2024-11-26
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.18	0.04	0.51	0.25	0.05	4.94	4.76	-0.20	$-20.00	25.00	54	1.0	521.000	0.18	2024-11-25
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.45	0.09	0.40	0.25	0.05	4.94	4.49	-0.20	$-20.00	25.00	53	73.0	521.000	0.45	2024-11-24
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.45	0.09	0.34	0.25	0.05	4.94	4.49	-0.20	$-20.00	25.00	52	73.0	521.000	0.45	2024-11-23
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.45	0.09	0.30	0.25	0.05	4.94	4.49	-0.20	$-20.00	25.00	51	73.0	521.000	0.45	2024-11-22
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.38	0.08	0.30	0.25	0.05	4.94	4.56	-0.20	$-20.00	25.00	50	73.0	521.000	0.38	2024-11-21
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.56	0.11	0.21	0.25	0.05	4.94	4.38	-0.20	$-20.00	25.00	49	73.0	521.000	0.56	2024-11-20
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.84	0.17	0.09	0.25	0.05	4.94	4.10	-0.20	$-20.00	25.00	48	73.0	521.000	0.84	2024-11-19
API241220P00002500	API	PUT	Long	2.50	None	$-0.20	-0.80	$0.87	0.18	0.16	0.25	0.05	4.94	4.07	-0.20	$-20.00	25.00	47	73.0	471.000	0.87	2024-11-18
API241220P00002500	API	PUT	Long	2.50	None	$-0.10	-0.40	$0.55	0.11	0.30	0.25	0.15	4.94	4.39	-0.10	$-10.00	25.00	46	1.0	471.000	0.55	2024-11-17
API241220P00002500	API	PUT	Long	2.50	None	$-0.10	-0.40	$0.55	0.11	0.27	0.25	0.15	4.94	4.39	-0.10	$-10.00	25.00	45	1.0	471.000	0.55	2024-11-16
API241220P00002500	API	PUT	Long	2.50	None	$-0.10	-0.40	$0.55	0.11	0.23	0.25	0.15	4.94	4.39	-0.10	$-10.00	25.00	44	1.0	471.000	0.55	2024-11-15
API241220P00002500	API	PUT	Long	2.50	None	$-0.10	-0.40	$0.75	0.15	0.01	0.25	0.15	4.94	4.19	-0.10	$-10.00	25.00	43	1.0	471.000	0.75	2024-11-14
API241220P00002500	API	PUT	Long	2.50	None	$-0.10	-0.40	$0.77	0.16	0.10	0.25	0.15	4.94	4.17	-0.10	$-10.00	25.00	42	1.0	471.000	0.77	2024-11-13
API241220P00002500	API	PUT	Long	2.50	None	$-0.11	-0.44	$0.89	0.18	0.14	0.25	0.14	4.94	4.05	-0.11	$-11.00	25.00	41	147.0	417.000	0.89	2024-11-12
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.16	-0.64	$-0.08	-0.02	0.23	0.25	0.09	4.94	5.02	-0.16	$-16.00	25.00	40	13.0	404.000	-0.08	2024-11-11
API241220P00002500	API	PUT	Long	2.50	None	$-0.15	-0.60	$-0.41	-0.08	0.30	0.25	0.10	4.94	5.35	-0.15	$-15.00	25.00	39	21.0	393.000	-0.41	2024-11-10
API241220P00002500	API	PUT	Long	2.50	None	$-0.15	-0.60	$-0.41	-0.08	0.29	0.25	0.10	4.94	5.35	-0.15	$-15.00	25.00	38	21.0	393.000	-0.41	2024-11-09
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.12	-0.48	$0.21	0.04	0.32	0.25	0.13	4.94	4.73	-0.12	$-12.00	25.00	37	16.0	393.000	0.21	2024-11-08
API241220P00002500	API	PUT	Long	2.50	None	$0.05	0.20	$1.16	0.23	-0.16	0.25	0.30	4.94	3.78	0.05	$5.00	25.00	36	3.0	393.000	1.16	2024-11-07
API241220P00002500	API	PUT	Long	2.50	None	$0.05	0.20	$1.84	0.37	-0.14	0.25	0.30	4.94	3.10	0.05	$5.00	25.00	35	3.0	393.000	1.84	2024-11-06
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.20	$1.67	0.34	-0.04	0.25	0.30	4.94	3.27	0.05	$5.00	25.00	34	3.0	393.000	1.67	2024-11-05
API241220P00002500	API	PUT	Long	2.50	None	$0.05	0.20	$2.20	0.45	-0.24	0.25	0.30	4.94	2.74	0.05	$5.00	25.00	33	3.0	393.000	2.20	2024-11-04
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.20	$2.14	0.43	0.06	0.25	0.30	4.94	2.80	0.05	$5.00	25.00	30	3.0	393.000	2.14	2024-11-01
API241220P00002500	API	PUT	Long	2.50	None	$0.05	0.20	$2.12	0.43	-0.14	0.25	0.30	4.94	2.82	0.05	$5.00	25.00	29	3.0	396.000	2.12	2024-10-31
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$2.06	0.42	0.22	0.25	0.25	4.94	2.88	0.00	$0.00	25.00	28	6.0	396.000	2.06	2024-10-30
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$2.00	0.40	-0.27	0.25	0.25	4.94	2.94	0.00	$0.00	25.00	27	6.0	396.000	2.00	2024-10-29
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$1.96	0.40	-0.19	0.25	0.25	4.94	2.98	0.00	$0.00	25.00	26	6.0	396.000	1.96	2024-10-28
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$2.13	0.43	-0.26	0.25	0.25	4.94	2.81	0.00	$0.00	25.00	25	6.0	396.000	2.13	2024-10-27
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$2.13	0.43	-0.27	0.25	0.25	4.94	2.81	0.00	$0.00	25.00	24	6.0	396.000	2.13	2024-10-26
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$2.29	0.46	-0.04	0.25	0.25	4.94	2.65	0.00	$0.00	25.00	22	6.0	396.000	2.29	2024-10-24
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$2.27	0.46	-0.35	0.25	0.25	4.94	2.67	0.00	$0.00	25.00	21	6.0	396.000	2.27	2024-10-23
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$2.11	0.43	-0.10	0.25	0.25	4.94	2.83	0.00	$0.00	25.00	20	6.0	396.000	2.11	2024-10-22
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$2.08	0.42	-0.28	0.25	0.25	4.94	2.86	0.00	$0.00	25.00	19	6.0	402.000	2.08	2024-10-21
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.12	0.48	$2.11	0.43	-0.08	0.25	0.37	4.94	2.83	0.12	$12.00	25.00	17	2.0	402.000	2.11	2024-10-19
API241220P00002500	API	PUT	Long	2.50	None	$0.12	0.48	$2.08	0.42	-0.07	0.25	0.37	4.94	2.86	0.12	$12.00	25.00	16	2.0	0.000	2.08	2024-10-18
API241220P00002500	API	PUT	Long	2.50	None	$0.12	0.48	$2.13	0.43	-0.36	0.25	0.37	4.94	2.81	0.12	$12.00	25.00	14	2.0	403.000	2.13	2024-10-16
API241220P00002500	API	PUT	Long	2.50	None	$-0.05	-0.20	$2.01	0.41	-0.06	0.25	0.20	4.94	2.93	-0.05	$-5.00	25.00	12	7.0	403.000	2.01	2024-10-14
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.20	$1.68	0.34	0.06	0.25	0.20	4.94	3.26	-0.05	$-5.00	25.00	9	7.0	403.000	1.68	2024-10-11
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$1.71	0.35	-0.32	0.25	0.25	4.94	3.23	0.00	$0.00	25.00	8	100.0	403.000	1.71	2024-10-10
API241220P00002500	API	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$1.83	0.37	-0.16	0.25	0.25	4.94	3.11	0.00	$0.00	25.00	7	100.0	417.000	1.83	2024-10-09
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$0.87	0.18	0.64	0.25	0.25	4.94	4.07	0.00	$0.00	25.00	5	1.0	415.000	0.87	2024-10-07
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$0.23	0.05	-0.10	0.25	0.25	4.94	4.71	0.00	$0.00	25.00	3	1.0	415.000	0.23	2024-10-05
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$0.23	0.05	-0.11	0.25	0.25	4.94	4.71	0.00	$0.00	25.00	2	1.0	415.000	0.23	2024-10-04
API241220P00002500	API	PUT	Long	2.50	Exit OP PnL: $-0.13;Exit EQ PnL: 0.09; Position is Long and position continued to lose. Latest OP price is: $0.12 (EQ: $4.85). Initial OP price was: $0.25 (EQ: $4.94). Surpassed Stop Loss Percentage: -0.52 < -0.16.	$-0.10	-0.40	$-0.01	-0.00	0.15	0.25	0.15	4.94	4.95	-0.10	$-10.00	25.00	1	130.0	415.000	-0.01	2024-10-03
API241220P00002500	API	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.25	0.25	4.94	4.94	0.00	$0.00	25.00	0	396.0	71.000	-0.00	2024-10-02

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