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View Outliers PnL Drill-Down: BFLY241220P00002000

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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
2024-11-05	BFLY	BFLY241220P00002000	2.00	105.0	15.000	1.148	0.475	0.5	0.0	-0.010	0.610	0.140	0.15	2.46	2024-12-20	PUT	Long	0.477	0.505	0.191

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
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.50	-0.20	2.76	0.15	0.09	2.46	2.96	-0.06	$-6.00	15.00	44	1.0	108.000	-0.50	2024-12-19
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.66	-0.27	2.32	0.15	0.09	2.46	3.12	-0.06	$-6.00	15.00	43	1.0	108.000	-0.66	2024-12-18
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-1.06	-0.43	3.07	0.15	0.09	2.46	3.52	-0.06	$-6.00	15.00	42	1.0	108.000	-1.06	2024-12-17
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-1.14	-0.46	2.13	0.15	0.09	2.46	3.60	-0.06	$-6.00	15.00	41	1.0	108.000	-1.14	2024-12-16
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.93	-0.38	1.73	0.15	0.09	2.46	3.39	-0.06	$-6.00	15.00	38	1.0	108.000	-0.93	2024-12-13
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-1.08	-0.44	1.70	0.15	0.09	2.46	3.54	-0.06	$-6.00	15.00	37	1.0	108.000	-1.08	2024-12-12
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-1.15	-0.47	1.63	0.15	0.09	2.46	3.61	-0.06	$-6.00	15.00	36	1.0	108.000	-1.15	2024-12-11
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-1.21	-0.49	1.54	0.15	0.09	2.46	3.67	-0.06	$-6.00	15.00	35	1.0	108.000	-1.21	2024-12-10
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.83	-0.34	1.13	0.15	0.09	2.46	3.29	-0.06	$-6.00	15.00	34	1.0	108.000	-0.83	2024-12-09
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.80	-0.33	1.10	0.15	0.09	2.46	3.26	-0.06	$-6.00	15.00	33	1.0	108.000	-0.80	2024-12-08
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.81	-0.33	0.88	0.15	0.09	2.46	3.27	-0.06	$-6.00	15.00	31	1.0	108.000	-0.81	2024-12-06
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.86	-0.35	0.85	0.15	0.09	2.46	3.32	-0.06	$-6.00	15.00	30	1.0	108.000	-0.86	2024-12-05
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.85	-0.35	2.09	0.15	0.09	2.46	3.31	-0.06	$-6.00	15.00	29	1.0	108.000	-0.85	2024-12-04
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.85	-0.35	2.01	0.15	0.09	2.46	3.31	-0.06	$-6.00	15.00	28	1.0	108.000	-0.85	2024-12-03
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.91	-0.37	1.98	0.15	0.09	2.46	3.37	-0.06	$-6.00	15.00	27	1.0	108.000	-0.91	2024-12-02
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.83	-0.34	-0.56	0.15	0.09	2.46	3.29	-0.06	$-6.00	15.00	26	1.0	0.000	-0.83	2024-12-01
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.06	-0.40	$-0.83	-0.34	1.62	0.15	0.09	2.46	3.29	-0.06	$-6.00	15.00	25	1.0	107.000	-0.83	2024-11-30
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.83	-0.34	1.70	0.15	0.05	2.46	3.29	-0.10	$-10.00	15.00	23	2.0	107.000	-0.83	2024-11-28
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.77	-0.31	1.54	0.15	0.05	2.46	3.23	-0.10	$-10.00	15.00	22	2.0	107.000	-0.77	2024-11-27
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.71	-0.29	0.38	0.15	0.05	2.46	3.17	-0.10	$-10.00	15.00	21	2.0	107.000	-0.71	2024-11-26
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.83	-0.34	1.48	0.15	0.05	2.46	3.29	-0.10	$-10.00	15.00	20	2.0	107.000	-0.83	2024-11-25
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.78	-0.32	0.40	0.15	0.05	2.46	3.24	-0.10	$-10.00	15.00	19	2.0	107.000	-0.78	2024-11-24
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.78	-0.32	0.52	0.15	0.05	2.46	3.24	-0.10	$-10.00	15.00	18	2.0	107.000	-0.78	2024-11-23
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.78	-0.32	0.51	0.15	0.05	2.46	3.24	-0.10	$-10.00	15.00	17	2.0	107.000	-0.78	2024-11-22
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.82	-0.33	0.49	0.15	0.05	2.46	3.28	-0.10	$-10.00	15.00	16	2.0	107.000	-0.82	2024-11-21
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.86	-0.35	0.49	0.15	0.05	2.46	3.32	-0.10	$-10.00	15.00	15	2.0	107.000	-0.86	2024-11-20
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.10	-0.67	$-0.59	-0.24	0.16	0.15	0.05	2.46	3.05	-0.10	$-10.00	15.00	14	25.0	107.000	-0.59	2024-11-19
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.04	-0.27	$-0.17	-0.07	-0.01	0.15	0.11	2.46	2.63	-0.04	$-4.00	15.00	13	2.0	107.000	-0.17	2024-11-18
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.04	-0.27	$0.11	0.04	-0.15	0.15	0.11	2.46	2.35	-0.04	$-4.00	15.00	12	2.0	106.000	0.11	2024-11-17
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.04	-0.27	$0.11	0.04	-0.16	0.15	0.11	2.46	2.35	-0.04	$-4.00	15.00	11	2.0	106.000	0.11	2024-11-16
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.04	-0.27	$0.11	0.04	0.02	0.15	0.11	2.46	2.35	-0.04	$-4.00	15.00	10	2.0	106.000	0.11	2024-11-15
BFLY241220P00002000	BFLY	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.47	$-0.09	-0.04	-0.02	0.15	0.08	2.46	2.55	-0.07	$-7.00	15.00	9	20.0	106.000	-0.09	2024-11-14
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.07	-0.47	$-0.20	-0.08	-0.06	0.15	0.08	2.46	2.66	-0.07	$-7.00	15.00	8	20.0	0.000	-0.20	2024-11-13
BFLY241220P00002000	BFLY	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.47	$-0.22	-0.09	-0.06	0.15	0.08	2.46	2.68	-0.07	$-7.00	15.00	7	20.0	106.000	-0.22	2024-11-12
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.07	-0.47	$-0.26	-0.11	0.08	0.15	0.08	2.46	2.72	-0.07	$-7.00	15.00	6	20.0	120.000	-0.26	2024-11-11
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.07	-0.47	$-0.16	-0.07	-0.12	0.15	0.08	2.46	2.62	-0.07	$-7.00	15.00	5	30.0	120.000	-0.16	2024-11-10
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.07	-0.47	$-0.16	-0.07	-0.14	0.15	0.08	2.46	2.62	-0.07	$-7.00	15.00	4	30.0	120.000	-0.16	2024-11-09
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$-0.07	-0.47	$-0.13	-0.05	-0.06	0.15	0.08	2.46	2.59	-0.07	$-7.00	15.00	3	30.0	120.000	-0.13	2024-11-08
BFLY241220P00002000	BFLY	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.47	$0.01	0.00	-0.18	0.15	0.08	2.46	2.45	-0.07	$-7.00	15.00	2	30.0	120.000	0.01	2024-11-07
BFLY241220P00002000	BFLY	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.16	$-0.07	-0.47	$-0.10	-0.04	-0.10	0.15	0.08	2.46	2.56	-0.07	$-7.00	15.00	1	30.0	120.000	-0.10	2024-11-06
BFLY241220P00002000	BFLY	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	2.46	2.46	0.00	$0.00	15.00	0	105.0	15.000	-0.00	2024-11-05

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