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View Outliers PnL Drill-Down: BB240614P00003500

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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
2024-05-14	BB	BB240614P00003500	3.50	5.0	2.000	1.859	0.241	0.1	0.1	0.000	0.720	0.640	0.65	3.57	2024-06-14	PUT	Long	0.292	0.311	0.116

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	BB	0.727	0.098	0.227	0.161	0.221	0.123	3.17	-0.152	0.0000	2.11	4.21	21	1y	2.39

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
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.01	-0.01	$0.94	0.27	2.31	0.81	0.80	3.47	2.53	-0.01	$-1.00	81.00	30	9.0	21.000	0.94	2024-06-13
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.01	-0.01	$0.70	0.20	0.34	0.81	0.80	3.47	2.77	-0.01	$-1.00	81.00	29	9.0	21.000	0.70	2024-06-12
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.01	-0.01	$0.71	0.20	0.34	0.81	0.80	3.47	2.76	-0.01	$-1.00	81.00	28	9.0	21.000	0.71	2024-06-11
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.01	-0.01	$0.74	0.21	-1.41	0.81	0.80	3.47	2.73	-0.01	$-1.00	81.00	27	9.0	21.000	0.74	2024-06-10
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.01	-0.01	$0.79	0.23	0.41	0.81	0.80	3.47	2.68	-0.01	$-1.00	81.00	26	9.0	12.000	0.79	2024-06-09
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.01	-0.01	$0.79	0.23	-0.08	0.81	0.80	3.47	2.68	-0.01	$-1.00	81.00	24	9.0	12.000	0.79	2024-06-07
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.04	-0.05	$0.66	0.19	0.39	0.81	0.77	3.47	2.81	-0.04	$-4.00	81.00	23	2.0	12.000	0.66	2024-06-06
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.04	-0.05	$0.69	0.20	-0.55	0.81	0.77	3.47	2.78	-0.04	$-4.00	81.00	22	2.0	12.000	0.69	2024-06-05
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.04	-0.05	$0.75	0.22	-0.58	0.81	0.77	3.47	2.72	-0.04	$-4.00	81.00	21	2.0	12.000	0.75	2024-06-04
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.04	-0.05	$0.68	0.20	0.25	0.81	0.77	3.47	2.79	-0.04	$-4.00	81.00	20	4.0	12.000	0.68	2024-06-03
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.17	-0.21	$0.66	0.19	-0.76	0.81	0.64	3.47	2.81	-0.17	$-17.00	81.00	17	2.0	12.000	0.66	2024-05-31
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.17	-0.21	$0.68	0.20	-1.06	0.81	0.64	3.47	2.79	-0.17	$-17.00	81.00	16	2.0	12.000	0.68	2024-05-30
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.17	-0.21	$0.72	0.21	-0.97	0.81	0.64	3.47	2.75	-0.17	$-17.00	81.00	15	2.0	12.000	0.72	2024-05-29
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.17	-0.21	$0.62	0.18	-0.80	0.81	0.64	3.47	2.85	-0.17	$-17.00	81.00	14	2.0	12.000	0.62	2024-05-28
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.17	-0.21	$0.59	0.17	-0.85	0.81	0.64	3.47	2.88	-0.17	$-17.00	81.00	13	2.0	12.000	0.59	2024-05-27
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.17	-0.21	$0.59	0.17	-0.97	0.81	0.64	3.47	2.88	-0.17	$-17.00	81.00	10	2.0	12.000	0.59	2024-05-24
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.17	-0.21	$0.61	0.18	-0.97	0.81	0.64	3.47	2.86	-0.17	$-17.00	81.00	9	2.0	12.000	0.61	2024-05-23
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.13	-0.16	$0.49	0.14	-0.91	0.81	0.68	3.47	2.98	-0.13	$-13.00	81.00	8	4.0	12.000	0.49	2024-05-22
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.13	-0.16	$0.51	0.15	-0.99	0.81	0.68	3.47	2.96	-0.13	$-13.00	81.00	7	4.0	12.000	0.51	2024-05-21
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.13	-0.16	$0.46	0.13	-1.91	0.81	0.68	3.47	3.01	-0.13	$-13.00	81.00	6	4.0	0.000	0.46	2024-05-20
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.20	-0.25	$0.53	0.15	-1.04	0.81	0.61	3.47	2.94	-0.20	$-20.00	81.00	5	6.0	14.000	0.53	2024-05-19
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.20	-0.25	$0.53	0.15	-1.05	0.81	0.61	3.47	2.94	-0.20	$-20.00	81.00	4	6.0	14.000	0.53	2024-05-18
BB240614P00003500	BB	PUT	Long	3.50	None	$-0.20	-0.25	$0.53	0.15	-1.06	0.81	0.61	3.47	2.94	-0.20	$-20.00	81.00	3	6.0	14.000	0.53	2024-05-17
BB240614P00003500	BB	PUT	Long	3.50	Underlying has moved in favorable position (0.08645533141210374639769452450) however, position is suffering from IV crush;Exit OP PnL: $-0.08;Exit EQ PnL: 0.30	$-0.12	-0.15	$0.24	0.07	-0.34	0.81	0.69	3.47	3.23	-0.12	$-12.00	81.00	1	32.0	34.000	0.24	2024-05-15
BB240614P00003500	BB	PUT	Long	3.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.81	0.81	3.47	3.47	0.00	$0.00	81.00	0	33.0	2.000	-0.00	2024-05-14

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