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View Outliers PnL Drill-Down: BILI240927P00014000

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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
2024-08-23	BILI	BILI240927P00014000	14.00	126.0	5.000	0.564	0.300	1.2	0.2	-0.010	1.640	0.630	0.58	14.94	2024-09-27	PUT	Long	0.281	0.316	0.153

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	BILI	0.909	0.144	0.364	0.216	0.268	0.037	20.09	-0.214	0.0000	8.94	29.66	21	1y	21.35

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
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.57	-0.98	$-6.15	-0.41	1.62	0.58	0.01	14.94	21.09	-0.57	$-57.00	58.00	34	25.0	248.000	-6.15	2024-09-26
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.57	-0.98	$-3.33	-0.22	0.78	0.58	0.01	14.94	18.27	-0.57	$-57.00	58.00	33	25.0	248.000	-3.33	2024-09-25
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.57	-0.98	$-3.69	-0.25	0.56	0.58	0.01	14.94	18.63	-0.57	$-57.00	58.00	32	20.0	238.000	-3.69	2024-09-24
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.56	-0.97	$-0.98	-0.07	0.08	0.58	0.02	14.94	15.92	-0.56	$-56.00	58.00	31	100.0	164.000	-0.98	2024-09-23
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.52	-0.90	$-0.96	-0.06	-0.31	0.58	0.06	14.94	15.90	-0.52	$-52.00	58.00	30	30.0	0.000	-0.96	2024-09-22
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.52	-0.90	$-0.96	-0.06	0.02	0.58	0.06	14.94	15.90	-0.52	$-52.00	58.00	28	30.0	164.000	-0.96	2024-09-20
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.52	-0.90	$-0.84	-0.06	-0.01	0.58	0.06	14.94	15.78	-0.52	$-52.00	58.00	27	30.0	166.000	-0.84	2024-09-19
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.40	-0.69	$0.11	0.01	-0.04	0.58	0.18	14.94	14.83	-0.40	$-40.00	58.00	26	26.0	156.000	0.11	2024-09-18
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.44	-0.76	$-0.24	-0.02	-0.04	0.58	0.14	14.94	15.18	-0.44	$-44.00	58.00	25	60.0	157.000	-0.24	2024-09-17
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.32	-0.55	$0.27	0.02	-0.04	0.58	0.26	14.94	14.67	-0.32	$-32.00	58.00	24	53.0	154.000	0.27	2024-09-16
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.33	-0.57	$0.11	0.01	-0.03	0.58	0.25	14.94	14.83	-0.33	$-33.00	58.00	22	60.0	152.000	0.11	2024-09-14
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.33	-0.57	$0.11	0.01	-0.05	0.58	0.25	14.94	14.83	-0.33	$-33.00	58.00	21	60.0	152.000	0.11	2024-09-13
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.42	-0.72	$-0.47	-0.03	-0.02	0.58	0.16	14.94	15.41	-0.42	$-42.00	58.00	20	100.0	152.000	-0.47	2024-09-12
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.42	-0.72	$-0.69	-0.05	-0.04	0.58	0.16	14.94	15.63	-0.42	$-42.00	58.00	19	100.0	109.000	-0.69	2024-09-11
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.28	-0.48	$-0.12	-0.01	-0.03	0.58	0.30	14.94	15.06	-0.28	$-28.00	58.00	18	26.0	80.000	-0.12	2024-09-10
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.16	-0.28	$-0.17	-0.01	0.00	0.58	0.42	14.94	15.11	-0.16	$-16.00	58.00	17	6.0	84.000	-0.17	2024-09-09
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.18	-0.31	$-0.18	-0.01	0.04	0.58	0.40	14.94	15.12	-0.18	$-18.00	58.00	16	3.0	84.000	-0.18	2024-09-08
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.18	-0.31	$-0.18	-0.01	0.00	0.58	0.40	14.94	15.12	-0.18	$-18.00	58.00	14	3.0	84.000	-0.18	2024-09-06
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.30	-0.52	$-0.43	-0.03	-0.02	0.58	0.28	14.94	15.37	-0.30	$-30.00	58.00	13	1.0	84.000	-0.43	2024-09-05
BILI240927P00014000	BILI	PUT	Long	14.00	None	$-0.18	-0.31	$-0.09	-0.01	0.01	0.58	0.40	14.94	15.03	-0.18	$-18.00	58.00	12	6.0	84.000	-0.09	2024-09-04
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.11	0.19	$0.56	0.04	-0.00	0.58	0.69	14.94	14.38	0.11	$11.00	58.00	8	21.0	63.000	0.56	2024-08-31
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.11	0.19	$0.56	0.04	-0.06	0.58	0.69	14.94	14.38	0.11	$11.00	58.00	7	21.0	63.000	0.56	2024-08-30
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.46	0.79	$0.71	0.05	-0.02	0.58	1.04	14.94	14.23	0.46	$46.00	58.00	6	128.0	63.000	0.71	2024-08-29
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.46	0.79	$1.28	0.09	-0.03	0.58	1.04	14.94	13.66	0.46	$46.00	58.00	5	128.0	108.000	1.28	2024-08-28
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.40	0.69	$0.43	0.03	-0.53	0.58	0.98	14.94	14.51	0.40	$40.00	58.00	4	1.0	108.000	0.43	2024-08-27
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.40	0.69	$0.68	0.05	-0.06	0.58	0.98	14.94	14.26	0.40	$40.00	58.00	3	1.0	108.000	0.68	2024-08-26
BILI240927P00014000	BILI	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.01	0.58	0.58	14.94	14.94	0.00	$0.00	58.00	2	126.0	5.000	-0.00	2024-08-25
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	-0.00	0.58	0.58	14.94	14.94	0.00	$0.00	58.00	1	126.0	5.000	-0.00	2024-08-24
BILI240927P00014000	BILI	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.58	0.58	14.94	14.94	0.00	$0.00	58.00	0	126.0	5.000	-0.00	2024-08-23

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