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View Outliers PnL Drill-Down: BIL240315P00091000

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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
2023-12-21	BIL	BIL240315P00091000	91.00	2.0	358.000	0.016	0.010	1.1	0.0	0.000	1.080	0.010	0.15	91.30	2024-03-15	PUT	Long	0.009	0.009	0.001

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
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.31	-0.00	0.07	0.05	0.05	91.30	91.61	0.00	$0.00	5.00	84	1.0	403.000	-0.31	2024-03-14
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.27	-0.00	0.07	0.05	0.05	91.30	91.57	0.00	$0.00	5.00	83	1.0	403.000	-0.27	2024-03-13
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.27	-0.00	0.04	0.05	0.05	91.30	91.57	0.00	$0.00	5.00	82	1.0	403.000	-0.27	2024-03-12
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.25	-0.00	0.04	0.05	0.05	91.30	91.55	0.00	$0.00	5.00	81	1.0	403.000	-0.25	2024-03-11
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.23	-0.00	0.02	0.05	0.05	91.30	91.53	0.00	$0.00	5.00	78	1.0	403.000	-0.23	2024-03-08
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.23	-0.00	0.02	0.05	0.05	91.30	91.53	0.00	$0.00	5.00	77	1.0	403.000	-0.23	2024-03-07
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.19	-0.00	0.02	0.05	0.05	91.30	91.49	0.00	$0.00	5.00	76	1.0	403.000	-0.19	2024-03-06
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.17	-0.00	0.02	0.05	0.05	91.30	91.47	0.00	$0.00	5.00	75	1.0	403.000	-0.17	2024-03-05
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.16	-0.00	-0.01	0.05	0.05	91.30	91.46	0.00	$0.00	5.00	74	1.0	0.000	-0.16	2024-03-04
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.15	-0.00	0.01	0.05	0.05	91.30	91.45	0.00	$0.00	5.00	73	1.0	403.000	-0.15	2024-03-03
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.15	-0.00	0.01	0.05	0.05	91.30	91.45	0.00	$0.00	5.00	72	1.0	403.000	-0.15	2024-03-02
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.14	-0.00	-0.01	0.05	0.05	91.30	91.44	0.00	$0.00	5.00	71	1.0	403.000	-0.14	2024-03-01
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.48	-0.01	0.02	0.05	0.05	91.30	91.78	0.00	$0.00	5.00	70	1.0	403.000	-0.48	2024-02-29
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.44	-0.00	0.02	0.05	0.05	91.30	91.74	0.00	$0.00	5.00	69	1.0	403.000	-0.44	2024-02-28
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.44	-0.00	0.03	0.05	0.05	91.30	91.74	0.00	$0.00	5.00	68	1.0	403.000	-0.44	2024-02-27
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.41	-0.00	0.02	0.05	0.05	91.30	91.71	0.00	$0.00	5.00	67	1.0	403.000	-0.41	2024-02-26
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.41	-0.00	0.03	0.05	0.05	91.30	91.71	0.00	$0.00	5.00	66	1.0	403.000	-0.41	2024-02-25
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.41	-0.00	0.02	0.05	0.05	91.30	91.71	0.00	$0.00	5.00	64	1.0	403.000	-0.41	2024-02-23
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.39	-0.00	0.02	0.05	0.05	91.30	91.69	0.00	$0.00	5.00	63	1.0	403.000	-0.39	2024-02-22
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.35	-0.00	0.02	0.05	0.05	91.30	91.65	0.00	$0.00	5.00	62	1.0	403.000	-0.35	2024-02-21
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.34	-0.00	0.02	0.05	0.05	91.30	91.64	0.00	$0.00	5.00	61	1.0	403.000	-0.34	2024-02-20
BIL240315P00091000	BIL	PUT	Long	91.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.33	-0.00	0.02	0.05	0.05	91.30	91.63	0.00	$0.00	5.00	60	1.0	403.000	-0.33	2024-02-19
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.03	0.60	$-0.22	-0.00	0.01	0.05	0.08	91.30	91.52	0.03	$3.00	5.00	50	1.0	403.000	-0.22	2024-02-09
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.03	0.60	$-0.21	-0.00	0.01	0.05	0.08	91.30	91.51	0.03	$3.00	5.00	49	1.0	403.000	-0.21	2024-02-08
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.03	0.60	$-0.18	-0.00	0.01	0.05	0.08	91.30	91.48	0.03	$3.00	5.00	48	1.0	403.000	-0.18	2024-02-07
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.03	0.60	$-0.16	-0.00	0.01	0.05	0.08	91.30	91.46	0.03	$3.00	5.00	47	1.0	402.000	-0.16	2024-02-06
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.14	-0.00	-0.01	0.05	0.05	91.30	91.44	0.00	$0.00	5.00	46	1.0	402.000	-0.14	2024-02-05
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.14	-0.00	-0.01	0.05	0.05	91.30	91.44	0.00	$0.00	5.00	45	1.0	402.000	-0.14	2024-02-04
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.14	-0.00	0.00	0.05	0.05	91.30	91.44	0.00	$0.00	5.00	43	1.0	402.000	-0.14	2024-02-02
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.12	-0.00	-0.00	0.05	0.05	91.30	91.42	0.00	$0.00	5.00	42	1.0	402.000	-0.12	2024-02-01
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.48	-0.01	0.01	0.05	0.05	91.30	91.78	0.00	$0.00	5.00	41	1.0	402.000	-0.48	2024-01-31
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.47	-0.01	0.01	0.05	0.05	91.30	91.77	0.00	$0.00	5.00	40	3.0	402.000	-0.47	2024-01-30
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.46	-0.01	0.01	0.05	0.05	91.30	91.76	0.00	$0.00	5.00	39	3.0	402.000	-0.46	2024-01-29
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.45	-0.00	0.01	0.05	0.05	91.30	91.75	0.00	$0.00	5.00	38	3.0	402.000	-0.45	2024-01-28
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.45	-0.00	0.01	0.05	0.05	91.30	91.75	0.00	$0.00	5.00	37	3.0	402.000	-0.45	2024-01-27
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.44	-0.00	0.01	0.05	0.05	91.30	91.74	0.00	$0.00	5.00	36	3.0	402.000	-0.44	2024-01-26
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.44	-0.00	0.01	0.05	0.05	91.30	91.74	0.00	$0.00	5.00	35	3.0	402.000	-0.44	2024-01-25
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.39	-0.00	0.01	0.05	0.05	91.30	91.69	0.00	$0.00	5.00	34	3.0	402.000	-0.39	2024-01-24
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.38	-0.00	0.01	0.05	0.05	91.30	91.68	0.00	$0.00	5.00	33	3.0	402.000	-0.38	2024-01-23
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.38	-0.00	0.00	0.05	0.05	91.30	91.68	0.00	$0.00	5.00	32	3.0	402.000	-0.38	2024-01-22
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.36	-0.00	0.01	0.05	0.05	91.30	91.66	0.00	$0.00	5.00	29	3.0	402.000	-0.36	2024-01-19
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.35	-0.00	0.01	0.05	0.05	91.30	91.65	0.00	$0.00	5.00	28	3.0	402.000	-0.35	2024-01-18
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.05	1.00	$-0.31	-0.00	0.00	0.05	0.10	91.30	91.61	0.05	$5.00	5.00	27	50.0	402.000	-0.31	2024-01-17
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.05	1.00	$-0.29	-0.00	-0.01	0.05	0.10	91.30	91.59	0.05	$5.00	5.00	26	50.0	402.000	-0.29	2024-01-16
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.05	1.00	$-0.28	-0.00	0.00	0.05	0.10	91.30	91.58	0.05	$5.00	5.00	22	50.0	357.000	-0.28	2024-01-12
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.26	-0.00	0.00	0.05	0.05	91.30	91.56	0.00	$0.00	5.00	21	1.0	357.000	-0.26	2024-01-11
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.21	-0.00	0.00	0.05	0.05	91.30	91.51	0.00	$0.00	5.00	20	1.0	357.000	-0.21	2024-01-10
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.20	-0.00	0.00	0.05	0.05	91.30	91.50	0.00	$0.00	5.00	19	1.0	357.000	-0.20	2024-01-09
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.18	-0.00	0.00	0.05	0.05	91.30	91.48	0.00	$0.00	5.00	18	1.0	357.000	-0.18	2024-01-08
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.17	-0.00	0.00	0.05	0.05	91.30	91.47	0.00	$0.00	5.00	15	1.0	357.000	-0.17	2024-01-05
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.16	-0.00	-0.01	0.05	0.05	91.30	91.46	0.00	$0.00	5.00	14	1.0	357.000	-0.16	2024-01-04
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.13	-0.00	-0.01	0.05	0.05	91.30	91.43	0.00	$0.00	5.00	13	1.0	357.000	-0.13	2024-01-03
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.10	-0.00	-0.01	0.05	0.05	91.30	91.40	0.00	$0.00	5.00	12	1.0	0.000	-0.10	2024-01-02
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.09	-0.00	0.00	0.05	0.05	91.30	91.39	0.00	$0.00	5.00	11	1.0	357.000	-0.09	2024-01-01
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.09	-0.00	0.00	0.05	0.05	91.30	91.39	0.00	$0.00	5.00	9	1.0	357.000	-0.09	2023-12-30
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.09	-0.00	0.00	0.05	0.05	91.30	91.39	0.00	$0.00	5.00	8	1.0	357.000	-0.09	2023-12-29
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.09	-0.00	-0.00	0.05	0.05	91.30	91.39	0.00	$0.00	5.00	7	1.0	357.000	-0.09	2023-12-28
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.03	-0.00	-0.00	0.05	0.05	91.30	91.33	0.00	$0.00	5.00	6	1.0	357.000	-0.03	2023-12-27
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.03	-0.00	0.00	0.05	0.05	91.30	91.33	0.00	$0.00	5.00	5	1.0	357.000	-0.03	2023-12-26
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.01	-0.00	-0.01	0.05	0.05	91.30	91.31	0.00	$0.00	5.00	4	1.0	357.000	-0.01	2023-12-25
BIL240315P00091000	BIL	PUT	Long	91.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.01	-0.00	-0.01	0.05	0.05	91.30	91.31	0.00	$0.00	5.00	2	1.0	357.000	-0.01	2023-12-23
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.01	-0.00	-0.01	0.05	0.05	91.30	91.31	0.00	$0.00	5.00	1	1.0	357.000	-0.01	2023-12-22
BIL240315P00091000	BIL	PUT	Long	91.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	91.30	91.30	0.00	$0.00	5.00	0	1.0	358.000	-0.00	2023-12-21

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