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View Outliers PnL Drill-Down: BCAB241220P00002500

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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
2024-11-11	BCAB	BCAB241220P00002500	2.50	20.0	80.000	1.508	0.362	0.1	0.1	0.000	0.390	0.460	0.60	2.42	2024-12-20	PUT	Long	0.428	0.443	0.129

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$1.18	0.50	7.83	0.60	0.90	2.37	1.19	0.30	$30.00	60.00	38	20.0	0.000	1.18	2024-12-19
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$1.19	0.50	5.95	0.60	0.90	2.37	1.18	0.30	$30.00	60.00	37	20.0	0.000	1.19	2024-12-18
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$1.06	0.45	3.77	0.60	0.90	2.37	1.31	0.30	$30.00	60.00	36	20.0	0.000	1.06	2024-12-17
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$1.02	0.43	4.64	0.60	0.90	2.37	1.35	0.30	$30.00	60.00	35	20.0	0.000	1.02	2024-12-16
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.92	0.39	3.11	0.60	0.90	2.37	1.45	0.30	$30.00	60.00	32	20.0	26.000	0.92	2024-12-13
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.94	0.40	0.95	0.60	0.90	2.37	1.43	0.30	$30.00	60.00	31	20.0	26.000	0.94	2024-12-12
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.84	0.35	3.34	0.60	0.90	2.37	1.53	0.30	$30.00	60.00	30	20.0	26.000	0.84	2024-12-11
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.76	0.32	1.58	0.60	0.90	2.37	1.61	0.30	$30.00	60.00	29	20.0	26.000	0.76	2024-12-10
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.75	0.32	2.11	0.60	0.90	2.37	1.62	0.30	$30.00	60.00	28	20.0	26.000	0.75	2024-12-09
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.73	0.31	0.70	0.60	0.90	2.37	1.64	0.30	$30.00	60.00	27	20.0	26.000	0.73	2024-12-08
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.73	0.31	0.95	0.60	0.90	2.37	1.64	0.30	$30.00	60.00	25	20.0	26.000	0.73	2024-12-06
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.81	0.34	0.98	0.60	0.90	2.37	1.56	0.30	$30.00	60.00	24	20.0	0.000	0.81	2024-12-05
BCAB241220P00002500	BCAB	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.30	0.50	$0.76	0.32	2.00	0.60	0.90	2.37	1.61	0.30	$30.00	60.00	23	20.0	26.000	0.76	2024-12-04
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.78	0.33	0.89	0.60	0.90	2.37	1.59	0.30	$30.00	60.00	22	20.0	26.000	0.78	2024-12-03
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.70	0.30	0.75	0.60	0.90	2.37	1.67	0.30	$30.00	60.00	21	20.0	26.000	0.70	2024-12-02
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.69	0.29	-0.80	0.60	0.90	2.37	1.68	0.30	$30.00	60.00	20	20.0	0.000	0.69	2024-12-01
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.30	0.50	$0.69	0.29	2.02	0.60	0.90	2.37	1.68	0.30	$30.00	60.00	19	20.0	46.000	0.69	2024-11-30
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.55	0.92	$0.73	0.31	2.11	0.60	1.15	2.37	1.64	0.55	$55.00	60.00	17	20.0	46.000	0.73	2024-11-28
BCAB241220P00002500	BCAB	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.55	0.92	$0.77	0.32	2.77	0.60	1.15	2.37	1.60	0.55	$55.00	60.00	16	20.0	46.000	0.77	2024-11-27
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.55	0.92	$0.80	0.34	2.30	0.60	1.15	2.37	1.57	0.55	$55.00	60.00	15	20.0	46.000	0.80	2024-11-26
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.55	0.92	$0.71	0.30	0.67	0.60	1.15	2.37	1.66	0.55	$55.00	60.00	14	20.0	46.000	0.71	2024-11-25
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.55	0.92	$0.80	0.34	1.61	0.60	1.15	2.37	1.57	0.55	$55.00	60.00	13	20.0	46.000	0.80	2024-11-24
BCAB241220P00002500	BCAB	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.55	0.92	$0.80	0.34	1.53	0.60	1.15	2.37	1.57	0.55	$55.00	60.00	12	20.0	46.000	0.80	2024-11-23
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.55	0.92	$0.80	0.34	1.33	0.60	1.15	2.37	1.57	0.55	$55.00	60.00	11	20.0	46.000	0.80	2024-11-22
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.55	0.92	$0.98	0.41	0.45	0.60	1.15	2.37	1.39	0.55	$55.00	60.00	10	40.0	66.000	0.98	2024-11-21
BCAB241220P00002500	BCAB	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.45	0.75	$0.89	0.38	2.84	0.60	1.05	2.37	1.48	0.45	$45.00	60.00	9	20.0	66.000	0.89	2024-11-20
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.45	0.75	$0.87	0.37	2.33	0.60	1.05	2.37	1.50	0.45	$45.00	60.00	8	20.0	86.000	0.87	2024-11-19
BCAB241220P00002500	BCAB	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.40	0.67	$0.86	0.36	1.56	0.60	1.00	2.37	1.51	0.40	$40.00	60.00	7	6.0	80.000	0.86	2024-11-18
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.00	0.00	$0.81	0.34	0.14	0.60	0.60	2.37	1.56	0.00	$0.00	60.00	6	20.0	80.000	0.81	2024-11-17
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.00	0.00	$0.81	0.34	0.11	0.60	0.60	2.37	1.56	0.00	$0.00	60.00	5	20.0	80.000	0.81	2024-11-16
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.00	0.00	$0.81	0.34	0.77	0.60	0.60	2.37	1.56	0.00	$0.00	60.00	4	20.0	80.000	0.81	2024-11-15
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.00	0.00	$0.66	0.28	0.92	0.60	0.60	2.37	1.71	0.00	$0.00	60.00	3	20.0	80.000	0.66	2024-11-14
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.00	0.00	$0.38	0.16	0.48	0.60	0.60	2.37	1.99	0.00	$0.00	60.00	2	20.0	80.000	0.38	2024-11-13
BCAB241220P00002500	BCAB	PUT	Long	2.50	None	$0.00	0.00	$0.18	0.08	0.52	0.60	0.60	2.37	2.19	0.00	$0.00	60.00	1	20.0	80.000	0.18	2024-11-12
BCAB241220P00002500	BCAB	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	2.37	2.37	0.00	$0.00	60.00	0	20.0	80.000	-0.00	2024-11-11

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