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View Outliers PnL Drill-Down: BBAI250117P00003000

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
2024-12-03	BBAI	BBAI250117P00003000	3.00	64.0	1197.000	1.625	0.493	0.1	0.3	-0.020	0.500	0.660	0.71	2.83	2025-01-17	PUT	Long	0.452	0.515	0.289

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
BBAI250117P00003000	BBAI	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.21	-0.30	$-0.27	-0.10	-0.08	0.71	0.50	2.84	3.11	-0.21	$-21.00	71.00	17	324.0	3145.000	-0.27	2024-12-20
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$-0.08	-0.11	$0.02	0.01	-0.03	0.71	0.63	2.84	2.82	-0.08	$-8.00	71.00	16	869.0	2455.000	0.02	2024-12-19
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$-0.26	-0.37	$-0.29	-0.10	-0.11	0.71	0.45	2.84	3.13	-0.26	$-26.00	71.00	15	485.0	2079.000	-0.29	2024-12-18
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$-0.23	-0.32	$-0.55	-0.19	0.26	0.71	0.48	2.84	3.39	-0.23	$-23.00	71.00	14	308.0	2002.000	-0.55	2024-12-17
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$0.00	0.00	$-0.15	-0.05	0.33	0.71	0.71	2.84	2.99	0.00	$0.00	71.00	13	174.0	1914.000	-0.15	2024-12-16
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$0.14	0.20	$0.32	0.11	-0.02	0.71	0.85	2.84	2.52	0.14	$14.00	71.00	10	266.0	1812.000	0.32	2024-12-13
BBAI250117P00003000	BBAI	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.07	0.10	$0.18	0.06	0.10	0.71	0.78	2.84	2.66	0.07	$7.00	71.00	9	322.0	1619.000	0.18	2024-12-12
BBAI250117P00003000	BBAI	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.11	-0.15	$-0.14	-0.05	-0.15	0.71	0.60	2.84	2.98	-0.11	$-11.00	71.00	8	102.0	1587.000	-0.14	2024-12-11
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$-0.12	-0.17	$-0.27	-0.10	0.03	0.71	0.59	2.84	3.11	-0.12	$-12.00	71.00	7	252.0	1437.000	-0.27	2024-12-10
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$-0.31	-0.44	$-0.82	-0.29	0.00	0.71	0.40	2.84	3.66	-0.31	$-31.00	71.00	6	441.0	1323.000	-0.82	2024-12-09
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$-0.21	-0.30	$-0.54	-0.19	-0.02	0.71	0.50	2.84	3.38	-0.21	$-21.00	71.00	5	189.0	1271.000	-0.54	2024-12-08
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$-0.16	-0.23	$-0.54	-0.19	-0.02	0.71	0.55	2.84	3.38	-0.16	$-16.00	71.00	3	177.0	1271.000	-0.54	2024-12-06
BBAI250117P00003000	BBAI	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.02	-0.01	-0.00	0.71	0.71	2.84	2.86	0.00	$0.00	71.00	2	293.0	1263.000	-0.02	2024-12-05
BBAI250117P00003000	BBAI	PUT	Long	3.00	None	$0.19	0.27	$0.23	0.08	0.28	0.71	0.90	2.84	2.61	0.19	$19.00	71.00	1	39.0	1244.000	0.23	2024-12-04
BBAI250117P00003000	BBAI	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.71	0.71	2.84	2.84	0.00	$0.00	71.00	0	64.0	1197.000	-0.00	2024-12-03

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