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View Outliers PnL Drill-Down: BILI241025P00017000

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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
2024-09-24	BILI	BILI241025P00017000	17.00	27.0	1.000	0.646	0.299	1.8	0.1	-0.010	2.310	0.610	0.76	18.63	2024-10-25	PUT	Long	0.294	0.332	0.162

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
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.75	-0.99	$-1.33	-0.07	0.77	0.76	0.01	18.63	19.96	-0.75	$-75.00	76.00	30	11.0	236.000	-1.33	2024-10-24
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.75	-0.99	$-1.76	-0.09	0.33	0.76	0.01	18.63	20.39	-0.75	$-75.00	76.00	29	11.0	236.000	-1.76	2024-10-23
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.75	-0.99	$-1.86	-0.10	0.36	0.76	0.01	18.63	20.49	-0.75	$-75.00	76.00	28	10.0	235.000	-1.86	2024-10-22
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.71	-0.93	$-1.59	-0.09	0.46	0.76	0.05	18.63	20.22	-0.71	$-71.00	76.00	27	21.0	235.000	-1.59	2024-10-21
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.71	-0.93	$-1.52	-0.08	0.36	0.76	0.05	18.63	20.15	-0.71	$-71.00	76.00	25	21.0	229.000	-1.52	2024-10-19
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.62	-0.82	$-1.94	-0.10	0.22	0.76	0.14	18.63	20.57	-0.62	$-62.00	76.00	24	56.0	0.000	-1.94	2024-10-18
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.70	-0.92	$-2.03	-0.11	0.16	0.76	0.06	18.63	20.66	-0.70	$-70.00	76.00	22	3.0	194.000	-2.03	2024-10-16
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.61	-0.80	$-3.19	-0.17	0.22	0.76	0.15	18.63	21.82	-0.61	$-61.00	76.00	20	1.0	183.000	-3.19	2024-10-14
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.61	-0.80	$-4.01	-0.22	0.25	0.76	0.15	18.63	22.64	-0.61	$-61.00	76.00	17	1.0	183.000	-4.01	2024-10-11
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.59	-0.78	$-3.78	-0.20	0.33	0.76	0.17	18.63	22.41	-0.59	$-59.00	76.00	16	5.0	183.000	-3.78	2024-10-10
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.75	-0.99	$-4.35	-0.23	0.38	0.76	0.01	18.63	22.98	-0.75	$-75.00	76.00	15	5.0	185.000	-4.35	2024-10-09
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.60	-0.79	$-7.83	-0.42	0.54	0.76	0.16	18.63	26.46	-0.60	$-60.00	76.00	13	1.0	188.000	-7.83	2024-10-07
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.60	-0.79	$-8.94	-0.48	-0.10	0.76	0.16	18.63	27.57	-0.60	$-60.00	76.00	12	1.0	0.000	-8.94	2024-10-06
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.60	-0.79	$-8.94	-0.48	0.62	0.76	0.16	18.63	27.57	-0.60	$-60.00	76.00	11	1.0	189.000	-8.94	2024-10-05
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.60	-0.79	$-8.94	-0.48	0.58	0.76	0.16	18.63	27.57	-0.60	$-60.00	76.00	10	1.0	189.000	-8.94	2024-10-04
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.66	-0.87	$-8.42	-0.45	0.48	0.76	0.10	18.63	27.05	-0.66	$-66.00	76.00	9	25.0	189.000	-8.42	2024-10-03
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.66	-0.87	$-11.03	-0.59	0.78	0.76	0.10	18.63	29.66	-0.66	$-66.00	76.00	8	25.0	214.000	-11.03	2024-10-02
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.61	-0.80	$-8.10	-0.43	0.38	0.76	0.15	18.63	26.73	-0.61	$-61.00	76.00	7	52.0	179.000	-8.10	2024-10-01
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.58	-0.76	$-4.75	-0.25	0.33	0.76	0.18	18.63	23.38	-0.58	$-58.00	76.00	6	41.0	159.000	-4.75	2024-09-30
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.56	-0.74	$-4.29	-0.23	-0.36	0.76	0.20	18.63	22.92	-0.56	$-56.00	76.00	5	3.0	159.000	-4.29	2024-09-29
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.56	-0.74	$-4.29	-0.23	0.39	0.76	0.20	18.63	22.92	-0.56	$-56.00	76.00	4	3.0	160.000	-4.29	2024-09-28
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.56	-0.74	$-4.29	-0.23	0.22	0.76	0.20	18.63	22.92	-0.56	$-56.00	76.00	3	3.0	160.000	-4.29	2024-09-27
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.46	-0.61	$-2.46	-0.13	0.13	0.76	0.30	18.63	21.09	-0.46	$-46.00	76.00	2	111.0	66.000	-2.46	2024-09-26
BILI241025P00017000	BILI	PUT	Long	17.00	None	$-0.04	-0.05	$0.36	0.02	0.01	0.76	0.72	18.63	18.27	-0.04	$-4.00	76.00	1	52.0	26.000	0.36	2024-09-25
BILI241025P00017000	BILI	PUT	Long	17.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.76	0.76	18.63	18.63	0.00	$0.00	76.00	0	27.0	1.000	-0.00	2024-09-24

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