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View Outliers PnL Drill-Down: BGS240419P00010000

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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
2024-02-28	BGS	BGS240419P00010000	10.00	66.0	32.000	0.468	0.274	1.5	0.0	-0.020	1.630	0.170	0.21	11.40	2024-04-19	PUT	Long	0.207	0.284	0.213

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	BGS	0.909	0.068	0.373	0.152	0.131	-0.123	7.75	-0.032	0.0000	6.21	11.91	21	1y	7.75

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
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.83	0.07	0.14	0.21	0.05	11.40	10.57	-0.16	$-16.00	21.00	50	3.0	296.000	0.83	2024-04-18
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.78	0.07	0.06	0.21	0.05	11.40	10.62	-0.16	$-16.00	21.00	49	3.0	296.000	0.78	2024-04-17
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.76	0.07	0.10	0.21	0.05	11.40	10.64	-0.16	$-16.00	21.00	48	3.0	296.000	0.76	2024-04-16
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.72	0.06	0.07	0.21	0.05	11.40	10.68	-0.16	$-16.00	21.00	47	3.0	293.000	0.72	2024-04-15
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.74	0.06	-0.06	0.21	0.05	11.40	10.66	-0.16	$-16.00	21.00	44	1.0	293.000	0.74	2024-04-12
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.45	0.04	0.03	0.21	0.05	11.40	10.95	-0.16	$-16.00	21.00	43	1.0	293.000	0.45	2024-04-11
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.60	0.05	-0.05	0.21	0.05	11.40	10.80	-0.16	$-16.00	21.00	42	1.0	293.000	0.60	2024-04-10
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.22	0.02	0.05	0.21	0.05	11.40	11.18	-0.16	$-16.00	21.00	41	1.0	293.000	0.22	2024-04-09
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.42	0.04	-0.03	0.21	0.05	11.40	10.98	-0.16	$-16.00	21.00	40	1.0	293.000	0.42	2024-04-08
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.38	0.03	0.04	0.21	0.05	11.40	11.02	-0.16	$-16.00	21.00	37	1.0	293.000	0.38	2024-04-05
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.26	0.02	-0.05	0.21	0.05	11.40	11.14	-0.16	$-16.00	21.00	36	1.0	293.000	0.26	2024-04-04
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.33	0.03	-0.08	0.21	0.05	11.40	11.07	-0.16	$-16.00	21.00	35	1.0	293.000	0.33	2024-04-03
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.32	0.03	-0.09	0.21	0.05	11.40	11.08	-0.16	$-16.00	21.00	34	1.0	293.000	0.32	2024-04-02
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.11	0.01	-0.04	0.21	0.05	11.40	11.29	-0.16	$-16.00	21.00	33	1.0	293.000	0.11	2024-04-01
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$-0.04	-0.00	-0.02	0.21	0.05	11.40	11.44	-0.16	$-16.00	21.00	32	1.0	293.000	-0.04	2024-03-31
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$-0.04	-0.00	-0.04	0.21	0.05	11.40	11.44	-0.16	$-16.00	21.00	31	1.0	293.000	-0.04	2024-03-30
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$-0.04	-0.00	-0.05	0.21	0.05	11.40	11.44	-0.16	$-16.00	21.00	30	1.0	293.000	-0.04	2024-03-29
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$-0.04	-0.00	-0.06	0.21	0.05	11.40	11.44	-0.16	$-16.00	21.00	29	1.0	293.000	-0.04	2024-03-28
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$-0.05	-0.00	-0.07	0.21	0.05	11.40	11.45	-0.16	$-16.00	21.00	28	9.0	294.000	-0.05	2024-03-27
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.09	0.01	-0.02	0.21	0.05	11.40	11.31	-0.16	$-16.00	21.00	27	100.0	295.000	0.09	2024-03-26
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.16	-0.76	$0.05	0.00	-0.02	0.21	0.05	11.40	11.35	-0.16	$-16.00	21.00	26	100.0	205.000	0.05	2024-03-25
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.09	-0.43	$0.29	0.03	-0.03	0.21	0.12	11.40	11.11	-0.09	$-9.00	21.00	23	10.0	205.000	0.29	2024-03-22
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.11	-0.52	$0.15	0.01	-0.00	0.21	0.10	11.40	11.25	-0.11	$-11.00	21.00	22	6.0	204.000	0.15	2024-03-21
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.06	-0.29	$0.38	0.03	-0.06	0.21	0.15	11.40	11.02	-0.06	$-6.00	21.00	21	23.0	203.000	0.38	2024-03-20
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.01	-0.05	$0.75	0.07	-0.05	0.21	0.20	11.40	10.65	-0.01	$-1.00	21.00	20	3.0	202.000	0.75	2024-03-19
BGS240419P00010000	BGS	PUT	Long	10.00	None	$0.04	0.19	$0.84	0.07	-0.04	0.21	0.25	11.40	10.56	0.04	$4.00	21.00	19	44.0	166.000	0.84	2024-03-18
BGS240419P00010000	BGS	PUT	Long	10.00	None	$0.00	0.00	$0.66	0.06	-0.10	0.21	0.21	11.40	10.74	0.00	$0.00	21.00	16	44.0	127.000	0.66	2024-03-15
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.01	-0.05	$0.28	0.02	0.02	0.21	0.20	11.40	11.12	-0.01	$-1.00	21.00	15	35.0	92.000	0.28	2024-03-14
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.02	-0.10	$0.29	0.03	0.02	0.21	0.19	11.40	11.11	-0.02	$-2.00	21.00	14	4.0	96.000	0.29	2024-03-13
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.05	-0.24	$0.30	0.03	0.01	0.21	0.16	11.40	11.10	-0.05	$-5.00	21.00	13	1.0	96.000	0.30	2024-03-12
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.06	-0.29	$-0.02	-0.00	0.02	0.21	0.15	11.40	11.42	-0.06	$-6.00	21.00	12	9.0	90.000	-0.02	2024-03-11
BGS240419P00010000	BGS	PUT	Long	10.00	None	$0.04	0.19	$0.21	0.02	0.00	0.21	0.25	11.40	11.19	0.04	$4.00	21.00	9	38.0	90.000	0.21	2024-03-08
BGS240419P00010000	BGS	PUT	Long	10.00	None	$0.04	0.19	$0.35	0.03	0.01	0.21	0.25	11.40	11.05	0.04	$4.00	21.00	8	38.0	90.000	0.35	2024-03-07
BGS240419P00010000	BGS	PUT	Long	10.00	None	$0.04	0.19	$0.27	0.02	-0.02	0.21	0.25	11.40	11.13	0.04	$4.00	21.00	7	18.0	53.000	0.27	2024-03-06
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.06	-0.29	$0.25	0.02	-0.02	0.21	0.15	11.40	11.15	-0.06	$-6.00	21.00	6	2.0	51.000	0.25	2024-03-05
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.06	-0.29	$0.07	0.01	-0.35	0.21	0.15	11.40	11.33	-0.06	$-6.00	21.00	5	2.0	0.000	0.07	2024-03-04
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.04	-0.19	$-0.51	-0.04	0.05	0.21	0.17	11.40	11.91	-0.04	$-4.00	21.00	4	1.0	49.000	-0.51	2024-03-03
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.04	-0.19	$-0.51	-0.04	0.05	0.21	0.17	11.40	11.91	-0.04	$-4.00	21.00	3	1.0	49.000	-0.51	2024-03-02
BGS240419P00010000	BGS	PUT	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.42	$-0.03	-0.14	$-0.54	-0.05	-0.35	0.21	0.18	11.40	11.94	-0.03	$-3.00	21.00	2	4.0	49.000	-0.54	2024-03-01
BGS240419P00010000	BGS	PUT	Long	10.00	None	$-0.01	-0.05	$-0.15	-0.01	0.02	0.21	0.20	11.40	11.55	-0.01	$-1.00	21.00	1	2.0	45.000	-0.15	2024-02-29
BGS240419P00010000	BGS	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.21	0.21	11.40	11.40	0.00	$0.00	21.00	0	66.0	32.000	-0.00	2024-02-28

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