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View Outliers PnL Drill-Down: BBY241004P00088000

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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
2024-08-29	BBY	BBY241004P00088000	88.00	2.0	4.000	0.322	0.176	13.6	0.0	-0.010	13.730	0.170	0.35	101.25	2024-10-04	PUT	Long	0.143	0.195	0.141

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	BBY	0.818	0.055	0.153	0.087	0.095	0.027	87.48	0.029	0.0000	68.28	103.30	21	1y	91.68

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
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$2.00	0.02	0.23	0.35	0.10	100.18	98.18	-0.25	$-25.00	35.00	35	20.0	112.000	2.00	2024-10-03
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$0.47	0.00	0.66	0.35	0.10	100.18	99.71	-0.25	$-25.00	35.00	34	20.0	112.000	0.47	2024-10-02
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$-1.17	-0.01	0.17	0.35	0.10	100.18	101.35	-0.25	$-25.00	35.00	33	20.0	112.000	-1.17	2024-10-01
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$-3.08	-0.03	0.41	0.35	0.10	100.18	103.26	-0.25	$-25.00	35.00	32	20.0	112.000	-3.08	2024-09-30
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$-2.08	-0.02	-0.08	0.35	0.10	100.18	102.26	-0.25	$-25.00	35.00	31	20.0	112.000	-2.08	2024-09-29
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$-2.08	-0.02	0.17	0.35	0.10	100.18	102.26	-0.25	$-25.00	35.00	30	20.0	112.000	-2.08	2024-09-28
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$-2.08	-0.02	0.14	0.35	0.10	100.18	102.26	-0.25	$-25.00	35.00	29	20.0	112.000	-2.08	2024-09-27
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$0.18	0.00	0.13	0.35	0.10	100.18	100.00	-0.25	$-25.00	35.00	28	20.0	112.000	0.18	2024-09-26
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$2.34	0.02	0.02	0.35	0.10	100.18	97.84	-0.25	$-25.00	35.00	27	20.0	112.000	2.34	2024-09-25
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$1.21	0.01	0.08	0.35	0.10	100.18	98.97	-0.25	$-25.00	35.00	26	20.0	112.000	1.21	2024-09-24
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.25	-0.71	$2.32	0.02	0.06	0.35	0.10	100.18	97.86	-0.25	$-25.00	35.00	25	20.0	92.000	2.32	2024-09-23
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.27	-0.77	$2.88	0.03	-0.21	0.35	0.08	100.18	97.30	-0.27	$-27.00	35.00	24	16.0	0.000	2.88	2024-09-22
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.27	-0.77	$2.89	0.03	0.02	0.35	0.08	100.18	97.29	-0.27	$-27.00	35.00	22	16.0	82.000	2.89	2024-09-20
BBY241004P00088000	BBY	PUT	Long	88.00	None	$0.01	0.03	$1.69	0.02	0.07	0.35	0.36	100.18	98.49	0.01	$1.00	35.00	21	8.0	74.000	1.69	2024-09-19
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.20	-0.57	$1.08	0.01	0.14	0.35	0.15	100.18	99.10	-0.20	$-20.00	35.00	20	10.0	57.000	1.08	2024-09-18
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.21	-0.60	$1.04	0.01	0.01	0.35	0.14	100.18	99.14	-0.21	$-21.00	35.00	19	1.0	57.000	1.04	2024-09-17
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.16	-0.46	$1.40	0.01	-0.00	0.35	0.19	100.18	98.78	-0.16	$-16.00	35.00	18	43.0	14.000	1.40	2024-09-16
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.11	-0.31	$1.73	0.02	0.05	0.35	0.24	100.18	98.45	-0.11	$-11.00	35.00	16	2.0	14.000	1.73	2024-09-14
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.11	-0.31	$1.73	0.02	-0.02	0.35	0.24	100.18	98.45	-0.11	$-11.00	35.00	15	2.0	14.000	1.73	2024-09-13
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.11	-0.31	$2.43	0.02	-0.02	0.35	0.24	100.18	97.75	-0.11	$-11.00	35.00	14	2.0	14.000	2.43	2024-09-12
BBY241004P00088000	BBY	PUT	Long	88.00	None	$0.14	0.40	$2.54	0.03	0.02	0.35	0.49	100.18	97.64	0.14	$14.00	35.00	13	5.0	14.000	2.54	2024-09-11
BBY241004P00088000	BBY	PUT	Long	88.00	None	$0.14	0.40	$3.81	0.04	-0.02	0.35	0.49	100.18	96.37	0.14	$14.00	35.00	12	5.0	14.000	3.81	2024-09-10
BBY241004P00088000	BBY	PUT	Long	88.00	None	$0.10	0.29	$2.09	0.02	-0.00	0.35	0.45	100.18	98.09	0.10	$10.00	35.00	11	1.0	14.000	2.09	2024-09-09
BBY241004P00088000	BBY	PUT	Long	88.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.10	0.29	$1.68	0.02	0.03	0.35	0.45	100.18	98.50	0.10	$10.00	35.00	10	1.0	14.000	1.68	2024-09-08
BBY241004P00088000	BBY	PUT	Long	88.00	None	$0.10	0.29	$1.72	0.02	0.02	0.35	0.45	100.18	98.46	0.10	$10.00	35.00	8	1.0	14.000	1.72	2024-09-06
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.01	-0.03	$0.77	0.01	-0.00	0.35	0.34	100.18	99.41	-0.01	$-1.00	35.00	7	3.0	14.000	0.77	2024-09-05
BBY241004P00088000	BBY	PUT	Long	88.00	None	$-0.01	-0.03	$0.22	0.00	-0.00	0.35	0.34	100.18	99.96	-0.01	$-1.00	35.00	6	3.0	14.000	0.22	2024-09-04
BBY241004P00088000	BBY	PUT	Long	88.00	None	$0.02	0.06	$-0.22	-0.00	0.06	0.35	0.37	100.18	100.40	0.02	$2.00	35.00	2	8.0	4.000	-0.22	2024-08-31
BBY241004P00088000	BBY	PUT	Long	88.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.06	$-0.20	-0.00	0.13	0.35	0.37	100.18	100.38	0.02	$2.00	35.00	1	8.0	4.000	-0.20	2024-08-30
BBY241004P00088000	BBY	PUT	Long	88.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	100.18	100.18	0.00	$0.00	35.00	0	2.0	4.000	-0.00	2024-08-29

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