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View Outliers PnL Drill-Down: BBAI241220P00002000

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
2024-11-19	BBAI	BBAI241220P00002000	2.00	101.0	254.000	1.297	0.378	0.1	0.1	0.000	0.300	0.240	0.30	2.06	2024-12-20	PUT	Long	0.483	0.507	0.170

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
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.29	-0.97	$-0.76	-0.37	2.14	0.30	0.01	2.06	2.82	-0.29	$-29.00	30.00	30	13.0	4454.000	-0.76	2024-12-19
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.25	-0.83	$-1.07	-0.52	2.08	0.30	0.05	2.06	3.13	-0.25	$-25.00	30.00	29	8.0	4461.000	-1.07	2024-12-18
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.26	-0.87	$-1.33	-0.65	2.02	0.30	0.04	2.06	3.39	-0.26	$-26.00	30.00	28	31.0	4476.000	-1.33	2024-12-17
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.26	-0.87	$-0.93	-0.45	1.14	0.30	0.04	2.06	2.99	-0.26	$-26.00	30.00	27	119.0	4399.000	-0.93	2024-12-16
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.25	-0.83	$-0.46	-0.22	0.02	0.30	0.05	2.06	2.52	-0.25	$-25.00	30.00	24	83.0	4342.000	-0.46	2024-12-13
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.25	-0.83	$-0.60	-0.29	0.14	0.30	0.05	2.06	2.66	-0.25	$-25.00	30.00	23	638.0	4353.000	-0.60	2024-12-12
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.25	-0.83	$-0.92	-0.45	0.42	0.30	0.05	2.06	2.98	-0.25	$-25.00	30.00	22	426.0	4302.000	-0.92	2024-12-11
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.28	-0.93	$-1.05	-0.51	0.45	0.30	0.02	2.06	3.11	-0.28	$-28.00	30.00	21	45.0	4339.000	-1.05	2024-12-10
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.28	-0.93	$-1.60	-0.78	0.83	0.30	0.02	2.06	3.66	-0.28	$-28.00	30.00	20	119.0	4338.000	-1.60	2024-12-09
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.26	-0.87	$-1.32	-0.64	0.61	0.30	0.04	2.06	3.38	-0.26	$-26.00	30.00	19	287.0	4547.000	-1.32	2024-12-08
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.25	-0.83	$-1.32	-0.64	0.39	0.30	0.05	2.06	3.38	-0.25	$-25.00	30.00	17	286.0	4547.000	-1.32	2024-12-06
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.22	-0.73	$-0.80	-0.39	0.45	0.30	0.08	2.06	2.86	-0.22	$-22.00	30.00	16	486.0	4203.000	-0.80	2024-12-05
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.19	-0.63	$-0.55	-0.27	0.48	0.30	0.11	2.06	2.61	-0.19	$-19.00	30.00	15	360.0	0.000	-0.55	2024-12-04
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.25	-0.83	$-0.77	-0.37	0.31	0.30	0.05	2.06	2.83	-0.25	$-25.00	30.00	14	720.0	3487.000	-0.77	2024-12-03
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.17	-0.57	$-0.13	-0.06	-0.21	0.30	0.13	2.06	2.19	-0.17	$-17.00	30.00	13	205.0	3294.000	-0.13	2024-12-02
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.18	-0.60	$-0.23	-0.11	-0.11	0.30	0.12	2.06	2.29	-0.18	$-18.00	30.00	11	34.0	3265.000	-0.23	2024-11-30
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.15	-0.50	$-0.09	-0.04	-0.23	0.30	0.15	2.06	2.15	-0.15	$-15.00	30.00	9	60.0	3220.000	-0.09	2024-11-28
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.10	-0.33	$-0.10	-0.05	-0.26	0.30	0.20	2.06	2.16	-0.10	$-10.00	30.00	8	5.0	3220.000	-0.10	2024-11-27
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.13	-0.43	$-0.05	-0.02	-0.24	0.30	0.17	2.06	2.11	-0.13	$-13.00	30.00	7	1246.0	2157.000	-0.05	2024-11-26
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.18	-0.60	$-0.19	-0.09	-0.28	0.30	0.12	2.06	2.25	-0.18	$-18.00	30.00	6	1166.0	1036.000	-0.19	2024-11-25
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.16	-0.53	$-0.39	-0.19	-0.03	0.30	0.14	2.06	2.45	-0.16	$-16.00	30.00	5	200.0	1002.000	-0.39	2024-11-24
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.16	-0.53	$-0.39	-0.19	-0.08	0.30	0.14	2.06	2.45	-0.16	$-16.00	30.00	4	200.0	1002.000	-0.39	2024-11-23
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.20	-0.67	$-0.38	-0.18	-0.11	0.30	0.10	2.06	2.44	-0.20	$-20.00	30.00	3	174.0	1002.000	-0.38	2024-11-22
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.10	-0.33	$-0.13	-0.06	-0.21	0.30	0.20	2.06	2.19	-0.10	$-10.00	30.00	2	127.0	913.000	-0.13	2024-11-21
BBAI241220P00002000	BBAI	PUT	Long	2.00	None	$-0.07	-0.23	$-0.04	-0.02	-0.16	0.30	0.23	2.06	2.10	-0.07	$-7.00	30.00	1	592.0	347.000	-0.04	2024-11-20
BBAI241220P00002000	BBAI	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	2.06	2.06	0.00	$0.00	30.00	0	101.0	254.000	-0.00	2024-11-19

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