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View Outliers PnL Drill-Down: BIRD240920P00000500

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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
2024-07-10	BIRD	BIRD240920P00000500	0.50	60.0	99.000	1.438	0.539	0.1	0.0	0.000	0.170	0.090	0.15	0.58	2024-09-20	PUT	Long	0.476	0.503	0.170

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
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-12.22	-21.07	-0.94	0.15	0.03	0.58	12.80	-0.12	$-12.00	15.00	71	36.0	0.000	-12.22	2024-09-19
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-11.77	-20.29	-0.94	0.15	0.03	0.58	12.35	-0.12	$-12.00	15.00	70	36.0	0.000	-11.77	2024-09-18
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-11.98	-20.66	-0.94	0.15	0.03	0.58	12.56	-0.12	$-12.00	15.00	69	36.0	0.000	-11.98	2024-09-17
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-12.01	-20.71	-0.94	0.15	0.03	0.58	12.59	-0.12	$-12.00	15.00	68	36.0	0.000	-12.01	2024-09-16
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-11.90	-20.52	-0.94	0.15	0.03	0.58	12.48	-0.12	$-12.00	15.00	66	36.0	0.000	-11.90	2024-09-14
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-11.90	-20.52	-0.94	0.15	0.03	0.58	12.48	-0.12	$-12.00	15.00	65	36.0	0.000	-11.90	2024-09-13
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-12.54	-21.62	-0.94	0.15	0.03	0.58	13.12	-0.12	$-12.00	15.00	64	36.0	0.000	-12.54	2024-09-12
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-13.21	-22.78	-0.94	0.15	0.03	0.58	13.79	-0.12	$-12.00	15.00	63	36.0	0.000	-13.21	2024-09-11
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-10.40	-17.93	-0.94	0.15	0.03	0.58	10.98	-0.12	$-12.00	15.00	62	36.0	0.000	-10.40	2024-09-10
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-9.91	-17.09	-0.94	0.15	0.03	0.58	10.49	-0.12	$-12.00	15.00	61	36.0	0.000	-9.91	2024-09-09
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-10.15	-17.50	-0.94	0.15	0.03	0.58	10.73	-0.12	$-12.00	15.00	60	36.0	0.000	-10.15	2024-09-08
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-9.93	-17.12	-0.94	0.15	0.03	0.58	10.51	-0.12	$-12.00	15.00	58	36.0	0.000	-9.93	2024-09-06
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-9.11	-15.71	-0.94	0.15	0.03	0.58	9.69	-0.12	$-12.00	15.00	57	36.0	458.000	-9.11	2024-09-05
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$0.01	0.02	-0.25	0.15	0.03	0.58	0.57	-0.12	$-12.00	15.00	56	36.0	422.000	0.01	2024-09-04
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.13	-0.22	0.25	0.15	0.05	0.58	0.71	-0.10	$-10.00	15.00	52	18.0	345.000	-0.13	2024-08-31
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.13	-0.22	0.19	0.15	0.05	0.58	0.71	-0.10	$-10.00	15.00	51	18.0	345.000	-0.13	2024-08-30
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.14	-0.24	0.19	0.15	0.03	0.58	0.72	-0.12	$-12.00	15.00	50	1.0	345.000	-0.14	2024-08-29
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.16	-0.28	0.22	0.15	0.03	0.58	0.74	-0.12	$-12.00	15.00	49	1.0	345.000	-0.16	2024-08-28
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.22	-0.38	-0.94	0.15	0.03	0.58	0.80	-0.12	$-12.00	15.00	48	1.0	345.000	-0.22	2024-08-27
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.23	-0.40	0.38	0.15	0.03	0.58	0.81	-0.12	$-12.00	15.00	47	1.0	345.000	-0.23	2024-08-26
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.28	-0.48	0.44	0.15	0.03	0.58	0.86	-0.12	$-12.00	15.00	46	1.0	345.000	-0.28	2024-08-25
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.28	-0.48	0.44	0.15	0.03	0.58	0.86	-0.12	$-12.00	15.00	45	1.0	345.000	-0.28	2024-08-24
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.28	-0.48	0.38	0.15	0.03	0.58	0.86	-0.12	$-12.00	15.00	44	1.0	345.000	-0.28	2024-08-23
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.23	-0.40	0.25	0.15	0.03	0.58	0.81	-0.12	$-12.00	15.00	43	1.0	345.000	-0.23	2024-08-22
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.12	-0.80	$-0.19	-0.33	0.12	0.15	0.03	0.58	0.77	-0.12	$-12.00	15.00	42	1.0	344.000	-0.19	2024-08-21
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.15	-0.26	0.00	0.15	0.05	0.58	0.73	-0.10	$-10.00	15.00	41	4.0	344.000	-0.15	2024-08-20
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.15	-0.26	-0.03	0.15	0.05	0.58	0.73	-0.10	$-10.00	15.00	40	4.0	348.000	-0.15	2024-08-19
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.16	-0.28	-0.03	0.15	0.05	0.58	0.74	-0.10	$-10.00	15.00	39	60.0	348.000	-0.16	2024-08-18
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.16	-0.28	-0.06	0.15	0.05	0.58	0.74	-0.10	$-10.00	15.00	38	60.0	348.000	-0.16	2024-08-17
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.16	-0.28	-0.06	0.15	0.05	0.58	0.74	-0.10	$-10.00	15.00	37	60.0	348.000	-0.16	2024-08-16
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.11	-0.19	-0.25	0.15	0.05	0.58	0.69	-0.10	$-10.00	15.00	36	60.0	298.000	-0.11	2024-08-15
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.07	-0.12	0.06	0.15	0.05	0.58	0.65	-0.10	$-10.00	15.00	35	9.0	298.000	-0.07	2024-08-14
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.06	-0.10	0.00	0.15	0.05	0.58	0.64	-0.10	$-10.00	15.00	34	7.0	297.000	-0.06	2024-08-13
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.04	-0.07	0.69	0.15	0.05	0.58	0.62	-0.10	$-10.00	15.00	33	201.0	297.000	-0.04	2024-08-12
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.04	-0.07	-0.16	0.15	0.05	0.58	0.62	-0.10	$-10.00	15.00	30	201.0	297.000	-0.04	2024-08-09
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.05	-0.09	-0.12	0.15	0.05	0.58	0.63	-0.10	$-10.00	15.00	29	201.0	110.000	-0.05	2024-08-08
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.03	-0.05	-0.19	0.15	0.05	0.58	0.61	-0.10	$-10.00	15.00	28	10.0	110.000	-0.03	2024-08-07
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.10	-0.67	$-0.00	-0.00	0.03	0.15	0.05	0.58	0.58	-0.10	$-10.00	15.00	27	10.0	110.000	-0.00	2024-08-06
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.07	-0.12	-1.19	0.15	0.10	0.58	0.65	-0.05	$-5.00	15.00	19	1.0	100.000	-0.07	2024-07-29
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.08	-0.14	0.16	0.15	0.10	0.58	0.66	-0.05	$-5.00	15.00	16	1.0	100.000	-0.08	2024-07-26
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.05	-0.09	-0.28	0.15	0.10	0.58	0.63	-0.05	$-5.00	15.00	15	1.0	100.000	-0.05	2024-07-25
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.06	-0.10	0.06	0.15	0.10	0.58	0.64	-0.05	$-5.00	15.00	14	1.0	100.000	-0.06	2024-07-24
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.10	-0.17	0.16	0.15	0.10	0.58	0.68	-0.05	$-5.00	15.00	13	1.0	100.000	-0.10	2024-07-23
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.09	-0.16	0.12	0.15	0.10	0.58	0.67	-0.05	$-5.00	15.00	12	1.0	100.000	-0.09	2024-07-22
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.07	-0.12	0.03	0.15	0.10	0.58	0.65	-0.05	$-5.00	15.00	9	1.0	100.000	-0.07	2024-07-19
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.06	-0.10	0.00	0.15	0.10	0.58	0.64	-0.05	$-5.00	15.00	8	1.0	100.000	-0.06	2024-07-18
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.11	-0.19	0.09	0.15	0.10	0.58	0.69	-0.05	$-5.00	15.00	7	1.0	100.000	-0.11	2024-07-17
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.11	-0.19	-0.22	0.15	0.10	0.58	0.69	-0.05	$-5.00	15.00	6	1.0	100.000	-0.11	2024-07-16
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.08	-0.14	0.00	0.15	0.10	0.58	0.66	-0.05	$-5.00	15.00	5	1.0	100.000	-0.08	2024-07-15
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$-0.05	-0.33	$-0.02	-0.03	-0.19	0.15	0.10	0.58	0.60	-0.05	$-5.00	15.00	2	1.0	99.000	-0.02	2024-07-12
BIRD240920P00000500	BIRD	PUT	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03	$0.00	0.00	$-0.10	-0.17	0.02	0.15	0.15	0.58	0.68	0.00	$0.00	15.00	1	60.0	99.000	-0.10	2024-07-11
BIRD240920P00000500	BIRD	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	0.58	0.58	0.00	$0.00	15.00	0	60.0	99.000	-0.00	2024-07-10

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