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View Outliers PnL Drill-Down: BBAI240920P00001500

View in yFinance: BBAI

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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
2024-08-21	BBAI	BBAI240920P00001500	1.50	300.0	484.000	1.406	0.399	0.2	0.0	-0.020	0.380	0.180	0.20	1.69	2024-09-20	PUT	Long	0.343	0.419	0.267

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	BBAI	0.818	0.137	0.689	0.308	0.512	0.239	3.40	-0.389	0.0000	1.19	4.33	21	1y	1.70

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
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.15	-0.75	$0.11	0.07	-0.16	0.20	0.05	1.69	1.58	-0.15	$-15.00	20.00	29	31.0	2487.000	0.11	2024-09-19
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.15	-0.75	$0.13	0.08	-0.50	0.20	0.05	1.69	1.56	-0.15	$-15.00	20.00	28	6.0	2491.000	0.13	2024-09-18
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.15	-0.75	$0.07	0.04	-0.34	0.20	0.05	1.69	1.62	-0.15	$-15.00	20.00	27	6.0	2494.000	0.07	2024-09-17
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.15	-0.75	$0.12	0.07	0.09	0.20	0.05	1.69	1.57	-0.15	$-15.00	20.00	26	571.0	1953.000	0.12	2024-09-16
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.10	-0.50	$0.11	0.07	0.00	0.20	0.10	1.69	1.58	-0.10	$-10.00	20.00	24	61.0	1902.000	0.11	2024-09-14
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.15	-0.75	$0.11	0.07	-0.19	0.20	0.05	1.69	1.58	-0.15	$-15.00	20.00	23	55.0	1902.000	0.11	2024-09-13
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.15	-0.75	$0.14	0.08	-0.38	0.20	0.05	1.69	1.55	-0.15	$-15.00	20.00	22	153.0	1889.000	0.14	2024-09-12
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.09	-0.45	$0.14	0.08	0.08	0.20	0.11	1.69	1.55	-0.09	$-9.00	20.00	21	114.0	1907.000	0.14	2024-09-11
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.05	-0.25	$0.20	0.12	-0.25	0.20	0.15	1.69	1.49	-0.05	$-5.00	20.00	20	3.0	1909.000	0.20	2024-09-10
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$0.00	0.00	$0.26	0.15	-0.11	0.20	0.20	1.69	1.43	0.00	$0.00	20.00	19	4.0	1912.000	0.26	2024-09-09
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$0.00	0.00	$0.40	0.24	-0.25	0.20	0.20	1.69	1.29	0.00	$0.00	20.00	18	18.0	1919.000	0.40	2024-09-08
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$0.00	0.00	$0.40	0.24	-0.38	0.20	0.20	1.69	1.29	0.00	$0.00	20.00	16	18.0	1919.000	0.40	2024-09-06
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.01	-0.05	$0.33	0.20	-0.45	0.20	0.19	1.69	1.36	-0.01	$-1.00	20.00	15	28.0	1891.000	0.33	2024-09-05
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$0.00	0.00	$0.30	0.18	-0.30	0.20	0.20	1.69	1.39	0.00	$0.00	20.00	14	21.0	1890.000	0.30	2024-09-04
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.10	-0.50	$0.10	0.06	-0.25	0.20	0.10	1.69	1.59	-0.10	$-10.00	20.00	10	25.0	1628.000	0.10	2024-08-31
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.10	-0.50	$0.10	0.06	-0.31	0.20	0.10	1.69	1.59	-0.10	$-10.00	20.00	9	25.0	1628.000	0.10	2024-08-30
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.09	-0.45	$0.07	0.04	-0.26	0.20	0.11	1.69	1.62	-0.09	$-9.00	20.00	8	217.0	1420.000	0.07	2024-08-29
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.05	-0.25	$0.11	0.07	-0.39	0.20	0.15	1.69	1.58	-0.05	$-5.00	20.00	7	22.0	1403.000	0.11	2024-08-28
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.09	-0.45	$0.08	0.05	-1.28	0.20	0.11	1.69	1.61	-0.09	$-9.00	20.00	6	21.0	1396.000	0.08	2024-08-27
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.09	-0.45	$0.04	0.02	-0.26	0.20	0.11	1.69	1.65	-0.09	$-9.00	20.00	5	21.0	1375.000	0.04	2024-08-26
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.10	-0.50	$-0.03	-0.02	-0.16	0.20	0.10	1.69	1.72	-0.10	$-10.00	20.00	4	668.0	757.000	-0.03	2024-08-25
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.10	-0.50	$-0.03	-0.02	-0.17	0.20	0.10	1.69	1.72	-0.10	$-10.00	20.00	3	668.0	757.000	-0.03	2024-08-24
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$-0.10	-0.50	$-0.03	-0.02	-0.19	0.20	0.10	1.69	1.72	-0.10	$-10.00	20.00	2	668.0	757.000	-0.03	2024-08-23
BBAI240920P00001500	BBAI	PUT	Long	1.50	Exit OP PnL: $-0.05;Exit EQ PnL: 0.06; Position is Long and position continued to lose. Latest OP price is: $0.15 (EQ: $1.63). Initial OP price was: $0.20 (EQ: $1.69). Surpassed Stop Loss Percentage: -0.25 < -0.16.	$-0.05	-0.25	$0.06	0.04	-0.23	0.20	0.15	1.69	1.63	-0.05	$-5.00	20.00	1	1.0	756.000	0.06	2024-08-22
BBAI240920P00001500	BBAI	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	1.69	1.69	0.00	$0.00	20.00	0	300.0	484.000	-0.00	2024-08-21

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