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View Outliers PnL Drill-Down: BIG240621P00005000

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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
2024-05-14	BIG	BIG240621P00005000	5.00	799.0	115.000	1.797	0.377	0.1	0.4	-0.020	0.850	1.130	1.31	4.70	2024-06-21	PUT	Long	0.433	0.497	0.268

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
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.48	1.13	$2.82	0.60	5.08	1.31	2.79	4.70	1.88	1.48	$148.00	131.00	35	1.0	127.000	2.82	2024-06-18
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.48	1.13	$2.66	0.57	2.86	1.31	2.79	4.70	2.04	1.48	$148.00	131.00	34	1.0	160.000	2.66	2024-06-17
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.48	1.13	$2.63	0.56	2.36	1.31	2.79	4.70	2.07	1.48	$148.00	131.00	31	1.0	160.000	2.63	2024-06-14
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.48	1.13	$2.37	0.50	0.33	1.31	2.79	4.70	2.33	1.48	$148.00	131.00	30	1.0	166.000	2.37	2024-06-13
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.48	1.13	$2.32	0.49	3.06	1.31	2.79	4.70	2.38	1.48	$148.00	131.00	29	1.0	166.000	2.32	2024-06-12
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.48	1.13	$2.44	0.52	1.88	1.31	2.79	4.70	2.26	1.48	$148.00	131.00	28	1.0	339.000	2.44	2024-06-11
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.07	0.82	$2.40	0.51	0.98	1.31	2.38	4.70	2.30	1.07	$107.00	131.00	27	1.0	347.000	2.40	2024-06-10
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.04	0.79	$2.04	0.43	1.84	1.31	2.35	4.70	2.66	1.04	$104.00	131.00	26	11.0	843.000	2.04	2024-06-09
BIG240621P00005000	BIG	PUT	Long	5.00	None	$1.04	0.79	$2.04	0.43	-0.23	1.31	2.35	4.70	2.66	1.04	$104.00	131.00	24	11.0	843.000	2.04	2024-06-07
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.86	0.66	$1.82	0.39	-1.30	1.31	2.17	4.70	2.88	0.86	$86.00	131.00	23	8.0	844.000	1.82	2024-06-06
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.47	0.36	$1.18	0.25	-0.45	1.31	1.78	4.70	3.52	0.47	$47.00	131.00	22	61.0	844.000	1.18	2024-06-05
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.47	0.36	$1.40	0.30	0.01	1.31	1.78	4.70	3.30	0.47	$47.00	131.00	21	61.0	905.000	1.40	2024-06-04
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.49	0.37	$1.24	0.26	0.17	1.31	1.80	4.70	3.46	0.49	$49.00	131.00	20	2.0	905.000	1.24	2024-06-03
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.49	0.37	$1.21	0.26	-0.08	1.31	1.80	4.70	3.49	0.49	$49.00	131.00	17	2.0	905.000	1.21	2024-05-31
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.49	0.37	$1.31	0.28	-0.01	1.31	1.80	4.70	3.39	0.49	$49.00	131.00	16	2.0	906.000	1.31	2024-05-30
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.56	0.43	$1.37	0.29	-0.34	1.31	1.87	4.70	3.33	0.56	$56.00	131.00	15	1.0	906.000	1.37	2024-05-29
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.56	0.43	$1.37	0.29	-0.05	1.31	1.87	4.70	3.33	0.56	$56.00	131.00	14	1.0	907.000	1.37	2024-05-28
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.49	0.37	$1.35	0.29	-0.15	1.31	1.80	4.70	3.35	0.49	$49.00	131.00	13	1.0	907.000	1.35	2024-05-27
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.49	0.37	$1.35	0.29	-0.32	1.31	1.80	4.70	3.35	0.49	$49.00	131.00	10	1.0	907.000	1.35	2024-05-24
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.49	0.37	$1.32	0.28	-0.28	1.31	1.80	4.70	3.38	0.49	$49.00	131.00	9	1.0	907.000	1.32	2024-05-23
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.39	0.30	$1.20	0.26	-0.25	1.31	1.70	4.70	3.50	0.39	$39.00	131.00	8	1.0	907.000	1.20	2024-05-22
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.39	0.30	$1.25	0.27	-0.39	1.31	1.70	4.70	3.45	0.39	$39.00	131.00	7	1.0	906.000	1.25	2024-05-21
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.24	0.18	$1.12	0.24	-1.80	1.31	1.55	4.70	3.58	0.24	$24.00	131.00	6	28.0	0.000	1.12	2024-05-20
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.24	0.18	$1.00	0.21	-0.29	1.31	1.55	4.70	3.70	0.24	$24.00	131.00	5	28.0	884.000	1.00	2024-05-19
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.24	0.18	$1.00	0.21	-0.31	1.31	1.55	4.70	3.70	0.24	$24.00	131.00	4	28.0	884.000	1.00	2024-05-18
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.24	0.18	$1.00	0.21	-0.34	1.31	1.55	4.70	3.70	0.24	$24.00	131.00	3	28.0	884.000	1.00	2024-05-17
BIG240621P00005000	BIG	PUT	Long	5.00	Underlying has moved in favorable position (0.08510638297872340425531914894) however, position is suffering from IV crush;Exit OP PnL: $-0.01;Exit EQ PnL: 0.40	$0.24	0.18	$0.77	0.16	-0.18	1.31	1.55	4.70	3.93	0.24	$24.00	131.00	1	157.0	800.000	0.77	2024-05-15
BIG240621P00005000	BIG	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.31	1.31	4.70	4.70	0.00	$0.00	131.00	0	799.0	115.000	-0.00	2024-05-14

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