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View Outliers PnL Drill-Down: BIRD240621P00000500

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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
2024-04-22	BIRD	BIRD240621P00000500	0.50	10.0	372.000	1.313	0.497	0.2	0.0	-0.010	0.250	0.050	0.05	0.70	2024-06-21	PUT	Long	0.428	0.438	0.090
2024-05-13	BIRD	BIRD240621P00000500	0.50	83.0	372.000	1.156	0.408	0.2	0.0	-0.010	0.200	0.020	0.03	0.69	2024-06-21	PUT	Long	0.457	0.496	0.202

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	BIRD	0.636	0.148	0.407	0.265	0.148	-0.179	7.74	-0.600	0.0000	7.29	28.60	21	1y	9.88

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
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.12	0.18	0.56	0.05	0.05	0.65	0.53	0.00	$0.00	5.00	57	6.0	350.000	0.12	2024-06-18
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.01	-0.20	$0.12	0.18	0.44	0.05	0.04	0.65	0.53	-0.01	$-1.00	5.00	56	4.0	350.000	0.12	2024-06-17
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.01	-0.20	$0.12	0.18	0.06	0.05	0.04	0.65	0.53	-0.01	$-1.00	5.00	53	4.0	0.000	0.12	2024-06-14
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.01	-0.20	$0.11	0.17	0.12	0.05	0.04	0.65	0.54	-0.01	$-1.00	5.00	52	4.0	346.000	0.11	2024-06-13
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.09	0.14	0.25	0.05	0.05	0.65	0.56	0.00	$0.00	5.00	51	7.0	346.000	0.09	2024-06-12
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.10	0.15	0.06	0.05	0.05	0.65	0.55	0.00	$0.00	5.00	50	7.0	346.000	0.10	2024-06-11
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.12	0.18	-0.12	0.05	0.05	0.65	0.53	0.00	$0.00	5.00	49	7.0	346.000	0.12	2024-06-10
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.11	0.17	-0.12	0.05	0.05	0.65	0.54	0.00	$0.00	5.00	48	7.0	341.000	0.11	2024-06-09
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.11	0.17	-0.22	0.05	0.05	0.65	0.54	0.00	$0.00	5.00	46	7.0	341.000	0.11	2024-06-07
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$0.11	0.17	-0.20	0.05	0.03	0.65	0.54	-0.02	$-2.00	5.00	45	51.0	341.000	0.11	2024-06-06
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$0.10	0.15	-0.19	0.05	0.03	0.65	0.55	-0.02	$-2.00	5.00	44	51.0	291.000	0.10	2024-06-05
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.10	0.15	-0.22	0.05	0.05	0.65	0.55	0.00	$0.00	5.00	43	2.0	291.000	0.10	2024-06-04
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.09	0.14	-0.19	0.05	0.05	0.65	0.56	0.00	$0.00	5.00	42	2.0	291.000	0.09	2024-06-03
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.06	0.09	-0.06	0.05	0.05	0.65	0.59	0.00	$0.00	5.00	39	2.0	0.000	0.06	2024-05-31
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.07	0.11	-0.16	0.05	0.05	0.65	0.58	0.00	$0.00	5.00	38	2.0	291.000	0.07	2024-05-30
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.07	0.11	-0.20	0.05	0.05	0.65	0.58	0.00	$0.00	5.00	37	2.0	291.000	0.07	2024-05-29
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.04	0.06	0.00	0.05	0.05	0.65	0.61	0.00	$0.00	5.00	36	2.0	291.000	0.04	2024-05-28
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$0.02	0.03	0.00	0.05	0.03	0.65	0.63	-0.02	$-2.00	5.00	35	3.0	291.000	0.02	2024-05-27
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$0.02	0.03	-0.06	0.05	0.03	0.65	0.63	-0.02	$-2.00	5.00	32	3.0	291.000	0.02	2024-05-24
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$0.03	0.05	-0.09	0.05	0.03	0.65	0.62	-0.02	$-2.00	5.00	31	3.0	291.000	0.03	2024-05-23
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.05	-0.08	0.16	0.05	0.03	0.65	0.70	-0.02	$-2.00	5.00	30	3.0	291.000	-0.05	2024-05-22
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.06	-0.09	0.19	0.05	0.03	0.65	0.71	-0.02	$-2.00	5.00	29	83.0	291.000	-0.06	2024-05-21
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.07	-0.11	-0.69	0.05	0.03	0.65	0.72	-0.02	$-2.00	5.00	28	83.0	0.000	-0.07	2024-05-20
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.08	-0.12	0.19	0.05	0.03	0.65	0.73	-0.02	$-2.00	5.00	27	83.0	291.000	-0.08	2024-05-19
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.08	-0.12	0.19	0.05	0.03	0.65	0.73	-0.02	$-2.00	5.00	26	83.0	291.000	-0.08	2024-05-18
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.08	-0.12	0.16	0.05	0.03	0.65	0.73	-0.02	$-2.00	5.00	25	83.0	291.000	-0.08	2024-05-17
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.07	-0.11	-0.69	0.05	0.03	0.65	0.72	-0.02	$-2.00	5.00	23	83.0	291.000	-0.07	2024-05-15
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.08	-0.12	0.12	0.05	0.03	0.65	0.73	-0.02	$-2.00	5.00	22	83.0	291.000	-0.08	2024-05-14
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$-0.02	-0.40	$-0.04	-0.06	-0.03	0.05	0.03	0.65	0.69	-0.02	$-2.00	5.00	21	83.0	372.000	-0.04	2024-05-13
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.08	0.12	-1.06	0.05	0.05	0.65	0.57	0.00	$0.00	5.00	20	1.0	372.000	0.08	2024-05-12
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.08	-0.38	0.05	0.05	0.65	0.60	0.00	$0.00	5.00	17	1.0	372.000	0.05	2024-05-09
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.05	-0.31	0.05	0.05	0.65	0.62	0.00	$0.00	5.00	16	1.0	372.000	0.03	2024-05-08
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.03	-0.19	0.05	0.05	0.65	0.67	0.00	$0.00	5.00	15	1.0	372.000	-0.02	2024-05-07
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.05	-0.94	0.05	0.05	0.65	0.62	0.00	$0.00	5.00	11	1.0	372.000	0.03	2024-05-03
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.05	-0.34	0.05	0.05	0.65	0.62	0.00	$0.00	5.00	10	1.0	372.000	0.03	2024-05-02
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.04	0.06	-0.42	0.05	0.05	0.65	0.61	0.00	$0.00	5.00	4	32.0	372.000	0.04	2024-04-26
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.05	-0.41	0.05	0.05	0.65	0.62	0.00	$0.00	5.00	3	32.0	372.000	0.03	2024-04-25
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$0.02	0.03	-0.94	0.05	0.05	0.65	0.63	0.00	$0.00	5.00	2	10.0	372.000	0.02	2024-04-24
BIRD240621P00000500	BIRD	PUT	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.02	$0.00	0.00	$-0.04	-0.06	-0.25	0.05	0.05	0.65	0.69	0.00	$0.00	5.00	1	10.0	372.000	-0.04	2024-04-23
BIRD240621P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	0.65	0.65	0.00	$0.00	5.00	0	10.0	372.000	-0.00	2024-04-22

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