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View Outliers PnL Drill-Down: AYX231215P00035000

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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
2023-11-07	AYX	AYX231215P00035000	35.00	298.0	261.000	0.502	0.272	1.9	0.5	-0.010	2.790	1.380	1.57	36.27	2023-12-15	PUT	Long	0.264	0.320	0.195

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
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.53	-0.97	$-11.55	-0.32	1.37	1.57	0.04	36.27	47.82	-1.53	$-153.00	157.00	37	1.0	3927.000	-11.55	2023-12-14
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.53	-0.97	$-9.71	-0.27	1.02	1.57	0.04	36.27	45.98	-1.53	$-153.00	157.00	36	1.0	3927.000	-9.71	2023-12-13
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.53	-0.97	$-8.65	-0.24	0.81	1.57	0.04	36.27	44.92	-1.53	$-153.00	157.00	35	1.0	3927.000	-8.65	2023-12-12
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-8.23	-0.23	0.69	1.57	0.05	36.27	44.50	-1.52	$-152.00	157.00	34	1.0	3927.000	-8.23	2023-12-11
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-7.15	-0.20	0.27	1.57	0.05	36.27	43.42	-1.52	$-152.00	157.00	31	1.0	3927.000	-7.15	2023-12-08
AYX231215P00035000	AYX	PUT	Long	35.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-1.52; Exit EQ PnL: -5.58	$-1.52	-0.97	$-5.58	-0.15	0.25	1.57	0.05	36.27	41.85	-1.52	$-152.00	157.00	30	6.0	3927.000	-5.58	2023-12-07
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-5.44	-0.15	0.08	1.57	0.05	36.27	41.71	-1.52	$-152.00	157.00	29	0.0	3927.000	-5.44	2023-12-06
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-5.67	-0.16	0.07	1.57	0.05	36.27	41.94	-1.52	$-152.00	157.00	28	0.0	3927.000	-5.67	2023-12-05
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-5.98	-0.16	0.20	1.57	0.05	36.27	42.25	-1.52	$-152.00	157.00	27	0.0	3927.000	-5.98	2023-12-04
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-5.61	-0.15	0.02	1.57	0.05	36.27	41.88	-1.52	$-152.00	157.00	26	0.0	3929.000	-5.61	2023-12-03
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-5.61	-0.15	-0.00	1.57	0.05	36.27	41.88	-1.52	$-152.00	157.00	25	0.0	3929.000	-5.61	2023-12-02
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.52	-0.97	$-5.60	-0.15	0.05	1.57	0.05	36.27	41.87	-1.52	$-152.00	157.00	24	0.0	3929.000	-5.60	2023-12-01
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.44	-0.92	$-3.77	-0.10	-0.03	1.57	0.13	36.27	40.04	-1.44	$-144.00	157.00	23	0.0	3929.000	-3.77	2023-11-30
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.44	-0.92	$-3.54	-0.10	-0.04	1.57	0.13	36.27	39.81	-1.44	$-144.00	157.00	22	0.0	3932.000	-3.54	2023-11-29
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.40	-0.89	$-3.13	-0.09	-0.06	1.57	0.17	36.27	39.40	-1.40	$-140.00	157.00	21	0.0	1932.000	-3.13	2023-11-28
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.12	-0.71	$-1.23	-0.03	-0.06	1.57	0.45	36.27	37.50	-1.12	$-112.00	157.00	20	0.0	1932.000	-1.23	2023-11-27
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.17	-0.75	$-1.73	-0.05	-0.07	1.57	0.40	36.27	38.00	-1.17	$-117.00	157.00	17	0.0	0.000	-1.73	2023-11-24
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.12	-0.71	$-1.63	-0.04	-0.44	1.57	0.45	36.27	37.90	-1.12	$-112.00	157.00	16	0.0	0.000	-1.63	2023-11-23
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.12	-0.71	$-1.48	-0.04	-0.08	1.57	0.45	36.27	37.75	-1.12	$-112.00	157.00	15	0.0	1929.000	-1.48	2023-11-22
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.12	-0.71	$-1.46	-0.04	-0.07	1.57	0.45	36.27	37.73	-1.12	$-112.00	157.00	14	0.0	1925.000	-1.46	2023-11-21
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.27	-0.81	$-3.00	-0.08	-0.04	1.57	0.30	36.27	39.27	-1.27	$-127.00	157.00	13	0.0	560.000	-3.00	2023-11-20
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.00	-0.64	$-2.34	-0.06	-0.03	1.57	0.57	36.27	38.61	-1.00	$-100.00	157.00	12	0.0	549.000	-2.34	2023-11-19
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-1.00	-0.64	$-2.34	-0.06	-0.04	1.57	0.57	36.27	38.61	-1.00	$-100.00	157.00	10	0.0	549.000	-2.34	2023-11-17
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-0.97	-0.62	$-2.41	-0.07	-0.04	1.57	0.60	36.27	38.68	-0.97	$-97.00	157.00	9	0.0	547.000	-2.41	2023-11-16
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-0.90	-0.57	$-1.31	-0.04	-0.07	1.57	0.67	36.27	37.58	-0.90	$-90.00	157.00	8	0.0	547.000	-1.31	2023-11-15
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-0.90	-0.57	$-1.32	-0.04	-0.09	1.57	0.67	36.27	37.59	-0.90	$-90.00	157.00	7	0.0	484.000	-1.32	2023-11-14
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-0.57	-0.36	$-1.22	-0.03	-0.07	1.57	1.00	36.27	37.49	-0.57	$-57.00	157.00	6	0.0	484.000	-1.22	2023-11-13
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-0.57	-0.36	$-0.77	-0.02	-0.08	1.57	1.00	36.27	37.04	-0.57	$-57.00	157.00	3	0.0	479.000	-0.77	2023-11-10
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-0.32	-0.20	$0.09	0.00	-0.47	1.57	1.25	36.27	36.18	-0.32	$-32.00	157.00	2	0.0	0.000	0.09	2023-11-09
AYX231215P00035000	AYX	PUT	Long	35.00	None	$-0.32	-0.20	$0.09	0.00	-0.08	1.57	1.25	36.27	36.18	-0.32	$-32.00	157.00	1	0.0	474.000	0.09	2023-11-08
AYX231215P00035000	AYX	PUT	Long	35.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.57	1.57	36.27	36.27	0.00	$0.00	157.00	0	298.0	261.000	-0.00	2023-11-07

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