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View Outliers PnL Drill-Down: BFLY240119P00002500

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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
2023-10-24	BFLY	BFLY240119P00002500	2.50	4.0	153.000	1.547	0.539	0.0	1.5	0.000	0.030	1.550	1.70	0.95	2024-01-19	PUT	Long	0.466	0.496	0.165
2023-11-02	BFLY	BFLY240119P00002500	2.50	10.0	153.000	1.734	0.543	0.0	1.5	-0.010	0.040	1.550	1.65	0.97	2024-01-19	PUT	Long	0.475	0.517	0.205

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	BFLY	0.818	0.147	0.454	0.271	0.227	-0.064	3.52	-2.029	0.0000	0.70	3.67	21	1y	2.14

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
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.11	-0.12	4.70	1.70	1.30	0.95	1.06	-0.40	$-40.00	170.00	86	58.0	106.000	-0.11	2024-01-18
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.09	-0.09	5.45	1.70	1.30	0.95	1.04	-0.40	$-40.00	170.00	85	58.0	106.000	-0.09	2024-01-17
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.15	-0.16	3.58	1.70	1.30	0.95	1.10	-0.40	$-40.00	170.00	84	58.0	111.000	-0.15	2024-01-16
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.16	-0.17	1.45	1.70	1.30	0.95	1.11	-0.40	$-40.00	170.00	80	58.0	111.000	-0.16	2024-01-12
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.14	-0.15	1.58	1.70	1.30	0.95	1.09	-0.40	$-40.00	170.00	79	58.0	111.000	-0.14	2024-01-11
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.19	-0.20	3.36	1.70	1.30	0.95	1.14	-0.40	$-40.00	170.00	78	58.0	111.000	-0.19	2024-01-10
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.23	-0.24	2.80	1.70	1.30	0.95	1.18	-0.40	$-40.00	170.00	77	58.0	111.000	-0.23	2024-01-09
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.40	-0.24	$-0.27	-0.28	4.73	1.70	1.30	0.95	1.22	-0.40	$-40.00	170.00	76	58.0	138.000	-0.27	2024-01-08
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.23	-0.14	$-0.06	-0.06	1.98	1.70	1.47	0.95	1.01	-0.23	$-23.00	170.00	75	10.0	138.000	-0.06	2024-01-07
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.23	-0.14	$-0.06	-0.06	1.61	1.70	1.47	0.95	1.01	-0.23	$-23.00	170.00	73	10.0	138.000	-0.06	2024-01-05
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.23	-0.14	$-0.07	-0.07	-1.55	1.70	1.47	0.95	1.02	-0.23	$-23.00	170.00	72	10.0	138.000	-0.07	2024-01-04
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.23	-0.14	$-0.07	-0.07	-1.55	1.70	1.47	0.95	1.02	-0.23	$-23.00	170.00	71	10.0	138.000	-0.07	2024-01-03
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.20	-0.12	$-0.11	-0.12	-1.55	1.70	1.50	0.95	1.06	-0.20	$-20.00	170.00	70	1.0	0.000	-0.11	2024-01-02
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.25	-0.15	$-0.13	-0.14	1.86	1.70	1.45	0.95	1.08	-0.25	$-25.00	170.00	69	8.0	144.000	-0.13	2024-01-01
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.25	-0.15	$-0.13	-0.14	1.69	1.70	1.45	0.95	1.08	-0.25	$-25.00	170.00	67	8.0	144.000	-0.13	2023-12-30
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.25	-0.15	$-0.13	-0.14	1.55	1.70	1.45	0.95	1.08	-0.25	$-25.00	170.00	66	8.0	144.000	-0.13	2023-12-29
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.25	-0.15	$-0.24	-0.25	1.86	1.70	1.45	0.95	1.19	-0.25	$-25.00	170.00	65	8.0	152.000	-0.24	2023-12-28
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.26	-0.15	$-0.10	-0.11	2.25	1.70	1.44	0.95	1.05	-0.26	$-26.00	170.00	64	8.0	146.000	-0.10	2023-12-27
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.11	-0.12	1.73	1.70	1.39	0.95	1.06	-0.31	$-31.00	170.00	63	2.0	146.000	-0.11	2023-12-26
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.11	-0.12	2.17	1.70	1.39	0.95	1.06	-0.31	$-31.00	170.00	62	2.0	146.000	-0.11	2023-12-25
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.11	-0.12	2.03	1.70	1.39	0.95	1.06	-0.31	$-31.00	170.00	60	2.0	146.000	-0.11	2023-12-23
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.10	-0.11	0.86	1.70	1.39	0.95	1.05	-0.31	$-31.00	170.00	59	2.0	146.000	-0.10	2023-12-22
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.08	-0.08	1.20	1.70	1.39	0.95	1.03	-0.31	$-31.00	170.00	58	2.0	146.000	-0.08	2023-12-21
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.07	-0.07	1.08	1.70	1.39	0.95	1.02	-0.31	$-31.00	170.00	57	2.0	146.000	-0.07	2023-12-20
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.10	-0.11	0.75	1.70	1.39	0.95	1.05	-0.31	$-31.00	170.00	56	2.0	146.000	-0.10	2023-12-19
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.03	0.03	0.52	1.70	1.39	0.95	0.92	-0.31	$-31.00	170.00	55	2.0	146.000	0.03	2023-12-18
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.01	0.01	2.28	1.70	1.39	0.95	0.94	-0.31	$-31.00	170.00	53	2.0	146.000	0.01	2023-12-16
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.01	0.01	2.27	1.70	1.39	0.95	0.94	-0.31	$-31.00	170.00	52	2.0	146.000	0.01	2023-12-15
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.03	-0.03	0.77	1.70	1.39	0.95	0.98	-0.31	$-31.00	170.00	51	2.0	146.000	-0.03	2023-12-14
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.06	0.06	1.86	1.70	1.39	0.95	0.89	-0.31	$-31.00	170.00	50	2.0	146.000	0.06	2023-12-13
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.09	0.09	2.58	1.70	1.39	0.95	0.86	-0.31	$-31.00	170.00	49	2.0	146.000	0.09	2023-12-12
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.05	0.05	0.86	1.70	1.39	0.95	0.90	-0.31	$-31.00	170.00	48	2.0	146.000	0.05	2023-12-11
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.01	0.01	1.06	1.70	1.39	0.95	0.94	-0.31	$-31.00	170.00	45	2.0	146.000	0.01	2023-12-08
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$0.03	0.03	0.91	1.70	1.39	0.95	0.92	-0.31	$-31.00	170.00	44	2.0	146.000	0.03	2023-12-07
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.25	-0.15	$-0.02	-0.02	1.59	1.70	1.45	0.95	0.97	-0.25	$-25.00	170.00	43	0.0	153.000	-0.02	2023-12-06
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.00	-0.00	1.47	1.70	1.39	0.95	0.95	-0.31	$-31.00	170.00	42	0.0	153.000	-0.00	2023-12-05
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.09	-0.09	2.16	1.70	1.39	0.95	1.04	-0.31	$-31.00	170.00	41	0.0	153.000	-0.09	2023-12-04
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.05	-0.05	1.98	1.70	1.39	0.95	1.00	-0.31	$-31.00	170.00	40	0.0	153.000	-0.05	2023-12-03
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.05	-0.05	1.94	1.70	1.39	0.95	1.00	-0.31	$-31.00	170.00	39	0.0	153.000	-0.05	2023-12-02
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.05	-0.05	1.92	1.70	1.39	0.95	1.00	-0.31	$-31.00	170.00	38	0.0	153.000	-0.05	2023-12-01
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.01	-0.01	1.70	1.70	1.39	0.95	0.96	-0.31	$-31.00	170.00	37	0.0	153.000	-0.01	2023-11-30
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.04	-0.04	0.73	1.70	1.39	0.95	0.99	-0.31	$-31.00	170.00	36	0.0	153.000	-0.04	2023-11-29
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.05	-0.05	1.45	1.70	1.39	0.95	1.00	-0.31	$-31.00	170.00	35	0.0	153.000	-0.05	2023-11-28
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.03	-0.03	1.75	1.70	1.39	0.95	0.98	-0.31	$-31.00	170.00	34	0.0	153.000	-0.03	2023-11-27
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.05	-0.05	0.27	1.70	1.39	0.95	1.00	-0.31	$-31.00	170.00	31	0.0	0.000	-0.05	2023-11-24
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.07	-0.07	-1.55	1.70	1.39	0.95	1.02	-0.31	$-31.00	170.00	30	0.0	0.000	-0.07	2023-11-23
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.08	-0.08	-0.05	1.70	1.39	0.95	1.03	-0.31	$-31.00	170.00	29	0.0	153.000	-0.08	2023-11-22
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.06	-0.06	0.50	1.70	1.39	0.95	1.01	-0.31	$-31.00	170.00	28	0.0	153.000	-0.06	2023-11-21
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.12	-0.13	0.27	1.70	1.39	0.95	1.07	-0.31	$-31.00	170.00	27	0.0	153.000	-0.12	2023-11-20
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.22	-0.23	-0.38	1.70	1.39	0.95	1.17	-0.31	$-31.00	170.00	26	0.0	153.000	-0.22	2023-11-19
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.22	-0.23	-0.39	1.70	1.39	0.95	1.17	-0.31	$-31.00	170.00	24	0.0	153.000	-0.22	2023-11-17
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.31	-0.18	$-0.16	-0.17	-0.48	1.70	1.39	0.95	1.11	-0.31	$-31.00	170.00	23	0.0	153.000	-0.16	2023-11-16
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.35	-0.21	$-0.26	-0.27	-0.58	1.70	1.35	0.95	1.21	-0.35	$-35.00	170.00	22	0.0	153.000	-0.26	2023-11-15
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.35	-0.21	$-0.27	-0.28	-0.05	1.70	1.35	0.95	1.22	-0.35	$-35.00	170.00	21	0.0	153.000	-0.27	2023-11-14
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.17	-0.10	$-0.16	-0.17	-0.23	1.70	1.53	0.95	1.11	-0.17	$-17.00	170.00	20	0.0	153.000	-0.16	2023-11-13
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.17	-0.10	$-0.12	-0.13	-0.31	1.70	1.53	0.95	1.07	-0.17	$-17.00	170.00	17	0.0	153.000	-0.12	2023-11-10
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.17	-0.10	$-0.13	-0.14	-1.55	1.70	1.53	0.95	1.08	-0.17	$-17.00	170.00	16	0.0	0.000	-0.13	2023-11-09
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.17	-0.10	$-0.13	-0.14	0.48	1.70	1.53	0.95	1.08	-0.17	$-17.00	170.00	15	0.0	153.000	-0.13	2023-11-08
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.05	-0.03	$0.09	0.09	0.81	1.70	1.65	0.95	0.86	-0.05	$-5.00	170.00	14	0.0	153.000	0.09	2023-11-07
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.05	-0.03	$-0.10	-0.11	-0.05	1.70	1.65	0.95	1.05	-0.05	$-5.00	170.00	13	0.0	153.000	-0.10	2023-11-06
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.05	-0.03	$-0.10	-0.11	-0.05	1.70	1.65	0.95	1.05	-0.05	$-5.00	170.00	12	0.0	153.000	-0.10	2023-11-05
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.05	-0.03	$-0.17	-0.18	-0.22	1.70	1.65	0.95	1.12	-0.05	$-5.00	170.00	10	0.0	153.000	-0.17	2023-11-03
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.05	-0.03	$-0.02	-0.02	0.19	1.70	1.65	0.95	0.97	-0.05	$-5.00	170.00	9	10.0	153.000	-0.02	2023-11-02
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.05	-0.03	$0.14	0.15	-0.23	1.70	1.65	0.95	0.81	-0.05	$-5.00	170.00	8	0.0	153.000	0.14	2023-11-01
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$-0.05	-0.03	$0.10	0.11	-0.11	1.70	1.65	0.95	0.85	-0.05	$-5.00	170.00	7	0.0	153.000	0.10	2023-10-31
BFLY240119P00002500	BFLY	PUT	Long	2.50	Underlying has moved in favorable position (0.1473684210526315789473684211) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 0.14	$-0.05	-0.03	$0.14	0.15	-0.23	1.70	1.65	0.95	0.81	-0.05	$-5.00	170.00	6	0.0	153.000	0.14	2023-10-30
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$0.00	0.00	$0.16	0.17	0.14	1.70	1.70	0.95	0.79	0.00	$0.00	170.00	3	0.0	153.000	0.16	2023-10-27
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$0.00	0.00	$0.12	0.13	-1.55	1.70	1.70	0.95	0.83	0.00	$0.00	170.00	2	0.0	153.000	0.12	2023-10-26
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$0.00	0.00	$0.05	0.05	-0.23	1.70	1.70	0.95	0.90	0.00	$0.00	170.00	1	0.0	153.000	0.05	2023-10-25
BFLY240119P00002500	BFLY	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.70	1.70	0.95	0.95	0.00	$0.00	170.00	0	4.0	153.000	-0.00	2023-10-24

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