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View Outliers PnL Drill-Down: BIG240119P00005000

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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
2023-11-30	BIG	BIG240119P00005000	5.00	54.0	8070.000	0.967	0.413	0.8	0.1	-0.010	1.060	0.370	0.55	5.67	2024-01-19	PUT	Long	0.393	0.405	0.098
2023-12-01	BIG	BIG240119P00005000	5.00	2615.0	8123.000	0.977	0.425	1.3	0.0	-0.010	1.530	0.240	0.30	6.27	2024-01-19	PUT	Long	0.400	0.445	0.211

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
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.55	-0.98	$-1.33	-0.25	1.45	0.56	0.01	5.27	6.60	-0.55	$-55.00	56.00	49	59.0	11211.000	-1.33	2024-01-18
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.55	-0.98	$-1.41	-0.27	1.55	0.56	0.01	5.27	6.68	-0.55	$-55.00	56.00	48	59.0	11270.000	-1.41	2024-01-17
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.51	-0.91	$-0.99	-0.19	0.52	0.56	0.05	5.27	6.26	-0.51	$-51.00	56.00	47	104.0	11271.000	-0.99	2024-01-16
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.51	-0.91	$-1.11	-0.21	0.16	0.56	0.05	5.27	6.38	-0.51	$-51.00	56.00	43	104.0	11253.000	-1.11	2024-01-12
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.53	-0.95	$-1.39	-0.26	0.23	0.56	0.03	5.27	6.66	-0.53	$-53.00	56.00	42	2.0	11254.000	-1.39	2024-01-11
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.51	-0.91	$-1.74	-0.33	0.31	0.56	0.05	5.27	7.01	-0.51	$-51.00	56.00	41	1.0	11254.000	-1.74	2024-01-10
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.51	-0.91	$-1.89	-0.36	0.31	0.56	0.05	5.27	7.16	-0.51	$-51.00	56.00	40	4.0	11254.000	-1.89	2024-01-09
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.51	-0.91	$-2.17	-0.41	0.42	0.56	0.05	5.27	7.44	-0.51	$-51.00	56.00	39	4.0	11255.000	-2.17	2024-01-08
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.53	-0.95	$-2.00	-0.38	0.30	0.56	0.03	5.27	7.27	-0.53	$-53.00	56.00	38	11.0	11255.000	-2.00	2024-01-07
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.53	-0.95	$-2.00	-0.38	0.17	0.56	0.03	5.27	7.27	-0.53	$-53.00	56.00	36	11.0	11255.000	-2.00	2024-01-05
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.51	-0.91	$-2.06	-0.39	-0.42	0.56	0.05	5.27	7.33	-0.51	$-51.00	56.00	35	3.0	11255.000	-2.06	2024-01-04
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.53	-0.95	$-2.17	-0.41	-0.42	0.56	0.03	5.27	7.44	-0.53	$-53.00	56.00	34	7.0	11256.000	-2.17	2024-01-03
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.52	-0.93	$-2.72	-0.52	-0.42	0.56	0.04	5.27	7.99	-0.52	$-52.00	56.00	33	6.0	0.000	-2.72	2024-01-02
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.54	-0.96	$-2.52	-0.48	0.22	0.56	0.02	5.27	7.79	-0.54	$-54.00	56.00	32	37.0	11294.000	-2.52	2024-01-01
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.54	-0.96	$-2.52	-0.48	0.16	0.56	0.02	5.27	7.79	-0.54	$-54.00	56.00	30	37.0	11294.000	-2.52	2023-12-30
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.54	-0.96	$-2.52	-0.48	0.11	0.56	0.02	5.27	7.79	-0.54	$-54.00	56.00	29	37.0	11294.000	-2.52	2023-12-29
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.50	-0.89	$-2.73	-0.52	0.31	0.56	0.06	5.27	8.00	-0.50	$-50.00	56.00	28	104.0	11355.000	-2.73	2023-12-28
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.53	-0.95	$-2.83	-0.54	0.12	0.56	0.03	5.27	8.10	-0.53	$-53.00	56.00	27	9.0	11360.000	-2.83	2023-12-27
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.46	-0.82	$-2.45	-0.46	0.28	0.56	0.10	5.27	7.72	-0.46	$-46.00	56.00	26	44.0	11371.000	-2.45	2023-12-26
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.46	-0.82	$-1.61	-0.31	0.19	0.56	0.10	5.27	6.88	-0.46	$-46.00	56.00	25	6.0	11370.000	-1.61	2023-12-25
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.46	-0.82	$-1.61	-0.31	0.15	0.56	0.10	5.27	6.88	-0.46	$-46.00	56.00	23	6.0	11370.000	-1.61	2023-12-23
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.46	-0.82	$-1.62	-0.31	0.13	0.56	0.10	5.27	6.89	-0.46	$-46.00	56.00	22	6.0	11370.000	-1.62	2023-12-22
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.43	-0.77	$-1.67	-0.32	0.13	0.56	0.13	5.27	6.94	-0.43	$-43.00	56.00	21	49.0	11367.000	-1.67	2023-12-21
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.50	-0.89	$-2.03	-0.39	0.06	0.56	0.06	5.27	7.30	-0.50	$-50.00	56.00	20	7.0	11369.000	-2.03	2023-12-20
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.46	-0.82	$-1.89	-0.36	0.01	0.56	0.10	5.27	7.16	-0.46	$-46.00	56.00	19	39.0	11399.000	-1.89	2023-12-19
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.46	-0.82	$-1.71	-0.32	0.11	0.56	0.10	5.27	6.98	-0.46	$-46.00	56.00	18	109.0	11371.000	-1.71	2023-12-18
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.45	-0.80	$-1.75	-0.33	0.07	0.56	0.11	5.27	7.02	-0.45	$-45.00	56.00	16	103.0	11316.000	-1.75	2023-12-16
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.45	-0.80	$-1.75	-0.33	0.06	0.56	0.11	5.27	7.02	-0.45	$-45.00	56.00	15	103.0	11316.000	-1.75	2023-12-15
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.51	-0.91	$-2.35	-0.45	0.05	0.56	0.05	5.27	7.62	-0.51	$-51.00	56.00	14	17.0	11311.000	-2.35	2023-12-14
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.42	-0.75	$-1.81	-0.34	-0.01	0.56	0.14	5.27	7.08	-0.42	$-42.00	56.00	13	41.0	11322.000	-1.81	2023-12-13
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.38	-0.68	$-1.11	-0.21	-0.05	0.56	0.18	5.27	6.38	-0.38	$-38.00	56.00	12	24.0	0.000	-1.11	2023-12-12
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.33	-0.59	$-1.13	-0.21	0.06	0.56	0.23	5.27	6.40	-0.33	$-33.00	56.00	11	117.0	11288.000	-1.13	2023-12-11
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.31	-0.55	$-0.86	-0.16	-0.04	0.56	0.25	5.27	6.13	-0.31	$-31.00	56.00	8	254.0	11080.000	-0.86	2023-12-08
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.31	-0.55	$-0.99	-0.19	0.05	0.56	0.25	5.27	6.26	-0.31	$-31.00	56.00	7	64.0	11054.000	-0.99	2023-12-07
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.22	-0.39	$-0.59	-0.11	-0.04	0.56	0.34	5.27	5.86	-0.22	$-22.00	56.00	6	0.0	10967.000	-0.59	2023-12-06
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.17	-0.30	$-0.34	-0.06	-0.07	0.56	0.39	5.27	5.61	-0.17	$-17.00	56.00	5	0.0	10956.000	-0.34	2023-12-05
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.22	-0.39	$-0.66	-0.13	-0.03	0.56	0.34	5.27	5.93	-0.22	$-22.00	56.00	4	0.0	9952.000	-0.66	2023-12-04
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.24	-0.43	$-1.11	-0.21	0.11	0.56	0.32	5.27	6.38	-0.24	$-24.00	56.00	3	0.0	8123.000	-1.11	2023-12-03
BIG240119P00005000	BIG	PUT	Long	5.00	None	$-0.24	-0.43	$-1.11	-0.21	0.10	0.56	0.32	5.27	6.38	-0.24	$-24.00	56.00	2	0.0	8123.000	-1.11	2023-12-02
BIG240119P00005000	BIG	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.28	$-0.26	-0.46	$-1.11	-0.21	0.05	0.56	0.30	5.27	6.38	-0.26	$-26.00	56.00	1	0.0	8123.000	-1.11	2023-12-01
BIG240119P00005000	BIG	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.56	0.56	5.27	5.27	0.00	$0.00	56.00	0	0.0	8070.000	-0.00	2023-11-30

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