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View Outliers PnL Drill-Down: BIL240315P00092000

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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
2024-01-25	BIL	BIL240315P00092000	92.00	12.0	0.000	0.063	0.007	0.2	0.0	0.000	0.840	0.640	2.33	91.74	2024-03-15	PUT	Long	0.008	0.008	0.001
2024-02-08	BIL	BIL240315P00092000	92.00	12.0	0.000	0.063	0.006	0.0	0.1	0.000	0.590	0.710	2.33	91.51	2024-03-15	PUT	Long	0.008	0.008	0.000

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
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.13	0.00	0.15	2.33	0.50	91.74	91.61	-1.83	$-183.00	233.00	49	6.0	1.000	0.13	2024-03-14
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.17	0.00	-0.01	2.33	0.50	91.74	91.57	-1.83	$-183.00	233.00	48	6.0	1.000	0.17	2024-03-13
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.17	0.00	0.02	2.33	0.50	91.74	91.57	-1.83	$-183.00	233.00	47	6.0	1.000	0.17	2024-03-12
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.19	0.00	0.01	2.33	0.50	91.74	91.55	-1.83	$-183.00	233.00	46	6.0	1.000	0.19	2024-03-11
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.21	0.00	-0.01	2.33	0.50	91.74	91.53	-1.83	$-183.00	233.00	43	6.0	1.000	0.21	2024-03-08
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.21	0.00	-0.04	2.33	0.50	91.74	91.53	-1.83	$-183.00	233.00	42	6.0	1.000	0.21	2024-03-07
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.25	0.00	-0.02	2.33	0.50	91.74	91.49	-1.83	$-183.00	233.00	41	6.0	1.000	0.25	2024-03-06
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.27	0.00	-0.02	2.33	0.50	91.74	91.47	-1.83	$-183.00	233.00	40	1.0	1.000	0.27	2024-03-05
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.83	-0.79	$0.28	0.00	-0.06	2.33	0.50	91.74	91.46	-1.83	$-183.00	233.00	39	1.0	0.000	0.28	2024-03-04
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.93	-0.83	$0.29	0.00	-0.03	2.33	0.40	91.74	91.45	-1.93	$-193.00	233.00	38	25.0	39.000	0.29	2024-03-03
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.93	-0.83	$0.29	0.00	-0.03	2.33	0.40	91.74	91.45	-1.93	$-193.00	233.00	37	25.0	39.000	0.29	2024-03-02
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.93	-0.83	$0.30	0.00	-0.06	2.33	0.40	91.74	91.44	-1.93	$-193.00	233.00	36	25.0	39.000	0.30	2024-03-01
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.93	-0.83	$-0.04	-0.00	0.01	2.33	0.40	91.74	91.78	-1.93	$-193.00	233.00	35	25.0	14.000	-0.04	2024-02-29
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.78	-0.76	$-0.00	-0.00	0.00	2.33	0.55	91.74	91.74	-1.78	$-178.00	233.00	34	5.0	14.000	-0.00	2024-02-28
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.78	-0.76	$-0.00	-0.00	0.00	2.33	0.55	91.74	91.74	-1.78	$-178.00	233.00	33	5.0	14.000	-0.00	2024-02-27
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.78	-0.76	$0.03	0.00	-0.00	2.33	0.55	91.74	91.71	-1.78	$-178.00	233.00	32	5.0	9.000	0.03	2024-02-26
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.90	-0.82	$0.03	0.00	-0.00	2.33	0.43	91.74	91.71	-1.90	$-190.00	233.00	31	1.0	8.000	0.03	2024-02-25
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.90	-0.82	$0.03	0.00	-0.01	2.33	0.43	91.74	91.71	-1.90	$-190.00	233.00	29	1.0	8.000	0.03	2024-02-23
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.91	-0.82	$0.05	0.00	-0.01	2.33	0.42	91.74	91.69	-1.91	$-191.00	233.00	28	1.0	8.000	0.05	2024-02-22
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.91	-0.82	$0.09	0.00	-0.02	2.33	0.42	91.74	91.65	-1.91	$-191.00	233.00	27	1.0	7.000	0.09	2024-02-21
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.88	-0.81	$0.10	0.00	-0.02	2.33	0.45	91.74	91.64	-1.88	$-188.00	233.00	26	4.0	5.000	0.10	2024-02-20
BIL240315P00092000	BIL	PUT	Long	92.00	None	$-1.98	-0.85	$0.11	0.00	-0.03	2.33	0.35	91.74	91.63	-1.98	$-198.00	233.00	25	3.0	5.000	0.11	2024-02-19
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.22	0.00	0.00	2.33	2.33	91.74	91.52	0.00	$0.00	233.00	15	12.0	0.000	0.22	2024-02-09
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.23	0.00	0.00	2.33	2.33	91.74	91.51	0.00	$0.00	233.00	14	12.0	0.000	0.23	2024-02-08
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.26	0.00	-0.00	2.33	2.33	91.74	91.48	0.00	$0.00	233.00	13	12.0	0.000	0.26	2024-02-07
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.28	0.00	-0.00	2.33	2.33	91.74	91.46	0.00	$0.00	233.00	12	12.0	0.000	0.28	2024-02-06
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.30	0.00	-0.01	2.33	2.33	91.74	91.44	0.00	$0.00	233.00	11	12.0	0.000	0.30	2024-02-05
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.30	0.00	-0.01	2.33	2.33	91.74	91.44	0.00	$0.00	233.00	10	12.0	0.000	0.30	2024-02-04
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.30	0.00	-0.01	2.33	2.33	91.74	91.44	0.00	$0.00	233.00	8	12.0	0.000	0.30	2024-02-02
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$0.32	0.00	-0.01	2.33	2.33	91.74	91.42	0.00	$0.00	233.00	7	12.0	0.000	0.32	2024-02-01
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$-0.04	-0.00	0.01	2.33	2.33	91.74	91.78	0.00	$0.00	233.00	6	12.0	0.000	-0.04	2024-01-31
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$-0.03	-0.00	0.00	2.33	2.33	91.74	91.77	0.00	$0.00	233.00	5	12.0	0.000	-0.03	2024-01-30
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$-0.02	-0.00	0.00	2.33	2.33	91.74	91.76	0.00	$0.00	233.00	4	12.0	0.000	-0.02	2024-01-29
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$-0.01	-0.00	0.00	2.33	2.33	91.74	91.75	0.00	$0.00	233.00	3	12.0	0.000	-0.01	2024-01-28
BIL240315P00092000	BIL	PUT	Long	92.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.01	-0.00	0.00	2.33	2.33	91.74	91.75	0.00	$0.00	233.00	2	12.0	0.000	-0.01	2024-01-27
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.33	2.33	91.74	91.74	0.00	$0.00	233.00	1	12.0	0.000	-0.00	2024-01-26
BIL240315P00092000	BIL	PUT	Long	92.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.33	2.33	91.74	91.74	0.00	$0.00	233.00	0	12.0	0.000	-0.00	2024-01-25

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