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View Outliers PnL Drill-Down: BBAI240920P00002000

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	BBAI240920P00002000	2.00	44.0	250.000	1.563	0.484	0.1	0.2	-0.070	0.330	0.410	0.40	1.91	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
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$-0.15	-0.30	$0.11	0.07	4.11	0.50	0.35	1.69	1.58	-0.15	$-15.00	50.00	29	1.0	260.000	0.11	2024-09-19
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$-0.07	-0.14	$0.13	0.08	5.61	0.50	0.43	1.69	1.56	-0.07	$-7.00	50.00	28	9.0	267.000	0.13	2024-09-18
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$-0.05	-0.10	$0.07	0.04	0.23	0.50	0.45	1.69	1.62	-0.05	$-5.00	50.00	27	3.0	270.000	0.07	2024-09-17
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$-0.05	-0.10	$0.12	0.07	0.73	0.50	0.45	1.69	1.57	-0.05	$-5.00	50.00	26	2.0	268.000	0.12	2024-09-16
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.00	0.00	$0.11	0.07	0.23	0.50	0.50	1.69	1.58	0.00	$0.00	50.00	24	93.0	320.000	0.11	2024-09-14
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.00	0.00	$0.11	0.07	-0.02	0.50	0.50	1.69	1.58	0.00	$0.00	50.00	23	53.0	320.000	0.11	2024-09-13
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.05	0.10	$0.14	0.08	0.30	0.50	0.55	1.69	1.55	0.05	$5.00	50.00	22	2.0	320.000	0.14	2024-09-12
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.05	0.10	$0.14	0.08	1.05	0.50	0.55	1.69	1.55	0.05	$5.00	50.00	21	2.0	321.000	0.14	2024-09-11
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.05	0.10	$0.20	0.12	0.14	0.50	0.55	1.69	1.49	0.05	$5.00	50.00	20	51.0	297.000	0.20	2024-09-10
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.20	0.40	$0.26	0.15	0.08	0.50	0.70	1.69	1.43	0.20	$20.00	50.00	19	31.0	297.000	0.26	2024-09-09
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.20	0.40	$0.40	0.24	5.20	0.50	0.70	1.69	1.29	0.20	$20.00	50.00	18	31.0	297.000	0.40	2024-09-08
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.20	0.40	$0.40	0.24	0.42	0.50	0.70	1.69	1.29	0.20	$20.00	50.00	16	31.0	297.000	0.40	2024-09-06
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.14	0.28	$0.33	0.20	-0.52	0.50	0.64	1.69	1.36	0.14	$14.00	50.00	15	10.0	307.000	0.33	2024-09-05
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.10	0.20	$0.30	0.18	0.05	0.50	0.60	1.69	1.39	0.10	$10.00	50.00	14	1.0	307.000	0.30	2024-09-04
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.00	0.00	$0.10	0.06	-0.06	0.50	0.50	1.69	1.59	0.00	$0.00	50.00	10	5.0	302.000	0.10	2024-08-31
BBAI240920P00002000	BBAI	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.10	0.06	-0.16	0.50	0.50	1.69	1.59	0.00	$0.00	50.00	9	5.0	302.000	0.10	2024-08-30
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.00	0.00	$0.07	0.04	-0.36	0.50	0.50	1.69	1.62	0.00	$0.00	50.00	8	1.0	302.000	0.07	2024-08-29
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.00	0.00	$0.11	0.07	-0.27	0.50	0.50	1.69	1.58	0.00	$0.00	50.00	7	1.0	302.000	0.11	2024-08-28
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$-0.05	-0.10	$0.08	0.05	-1.52	0.50	0.45	1.69	1.61	-0.05	$-5.00	50.00	6	1.0	301.000	0.08	2024-08-27
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$-0.05	-0.10	$0.04	0.02	-0.30	0.50	0.45	1.69	1.65	-0.05	$-5.00	50.00	5	1.0	301.000	0.04	2024-08-26
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.05	0.10	$-0.03	-0.02	-0.21	0.50	0.55	1.69	1.72	0.05	$5.00	50.00	4	59.0	301.000	-0.03	2024-08-25
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.05	0.10	$-0.03	-0.02	-0.24	0.50	0.55	1.69	1.72	0.05	$5.00	50.00	3	59.0	301.000	-0.03	2024-08-24
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.05	0.10	$-0.03	-0.02	-0.25	0.50	0.55	1.69	1.72	0.05	$5.00	50.00	2	59.0	301.000	-0.03	2024-08-23
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.05	0.10	$0.06	0.04	-0.47	0.50	0.55	1.69	1.63	0.05	$5.00	50.00	1	59.0	250.000	0.06	2024-08-22
BBAI240920P00002000	BBAI	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	1.69	1.69	0.00	$0.00	50.00	0	76.0	250.000	-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