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View Outliers PnL Drill-Down: BKD240119P00005000

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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
2023-11-17	BKD	BKD240119P00005000	5.00	50.0	113.000	1.031	0.311	0.4	0.1	-0.010	0.890	0.610	1.21	5.25	2024-01-19	PUT	Long	0.276	0.314	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	BKD	0.818	0.053	0.198	0.115	0.077	-0.086	5.25	-0.063	0.0000	5.18	7.99	21	1y	6.01

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
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.19	-0.04	0.88	1.21	0.30	5.25	5.44	-0.91	$-91.00	121.00	62	6.0	513.000	-0.19	2024-01-18
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.28	-0.05	0.39	1.21	0.30	5.25	5.53	-0.91	$-91.00	121.00	61	6.0	513.000	-0.28	2024-01-17
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.47	-0.09	0.36	1.21	0.30	5.25	5.72	-0.91	$-91.00	121.00	60	6.0	513.000	-0.47	2024-01-16
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.50	-0.10	-0.02	1.21	0.30	5.25	5.75	-0.91	$-91.00	121.00	56	6.0	513.000	-0.50	2024-01-12
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.39	-0.07	0.05	1.21	0.30	5.25	5.64	-0.91	$-91.00	121.00	55	6.0	513.000	-0.39	2024-01-11
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.39	-0.07	-0.02	1.21	0.30	5.25	5.64	-0.91	$-91.00	121.00	54	6.0	513.000	-0.39	2024-01-10
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.30	-0.06	-0.22	1.21	0.30	5.25	5.55	-0.91	$-91.00	121.00	53	6.0	513.000	-0.30	2024-01-09
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.40	-0.08	0.04	1.21	0.30	5.25	5.65	-0.91	$-91.00	121.00	52	6.0	513.000	-0.40	2024-01-08
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.33	-0.06	-0.23	1.21	0.30	5.25	5.58	-0.91	$-91.00	121.00	51	6.0	513.000	-0.33	2024-01-07
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.33	-0.06	-0.31	1.21	0.30	5.25	5.58	-0.91	$-91.00	121.00	49	6.0	513.000	-0.33	2024-01-05
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.36	-0.07	-0.91	1.21	0.30	5.25	5.61	-0.91	$-91.00	121.00	48	6.0	513.000	-0.36	2024-01-04
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.45	-0.09	-0.78	1.21	0.30	5.25	5.70	-0.91	$-91.00	121.00	47	6.0	513.000	-0.45	2024-01-03
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.47	-0.09	-0.78	1.21	0.30	5.25	5.72	-0.91	$-91.00	121.00	46	6.0	0.000	-0.47	2024-01-02
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.57	-0.11	-0.24	1.21	0.30	5.25	5.82	-0.91	$-91.00	121.00	45	6.0	513.000	-0.57	2024-01-01
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.57	-0.11	-0.28	1.21	0.30	5.25	5.82	-0.91	$-91.00	121.00	43	6.0	513.000	-0.57	2023-12-30
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.57	-0.11	-0.32	1.21	0.30	5.25	5.82	-0.91	$-91.00	121.00	42	6.0	513.000	-0.57	2023-12-29
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.73	-0.14	-0.32	1.21	0.30	5.25	5.98	-0.91	$-91.00	121.00	41	6.0	513.000	-0.73	2023-12-28
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.81	-0.15	0.34	1.21	0.30	5.25	6.06	-0.91	$-91.00	121.00	40	6.0	513.000	-0.81	2023-12-27
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.48	-0.09	-0.28	1.21	0.30	5.25	5.73	-0.91	$-91.00	121.00	39	6.0	513.000	-0.48	2023-12-26
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.41	-0.08	-0.45	1.21	0.30	5.25	5.66	-0.91	$-91.00	121.00	38	6.0	513.000	-0.41	2023-12-25
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.41	-0.08	-0.47	1.21	0.30	5.25	5.66	-0.91	$-91.00	121.00	36	6.0	513.000	-0.41	2023-12-23
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.41	-0.08	-0.48	1.21	0.30	5.25	5.66	-0.91	$-91.00	121.00	35	6.0	513.000	-0.41	2023-12-22
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.30	-0.06	-0.54	1.21	0.30	5.25	5.55	-0.91	$-91.00	121.00	34	6.0	513.000	-0.30	2023-12-21
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.44	-0.08	-0.33	1.21	0.30	5.25	5.69	-0.91	$-91.00	121.00	33	6.0	513.000	-0.44	2023-12-20
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.49	-0.09	0.05	1.21	0.30	5.25	5.74	-0.91	$-91.00	121.00	32	6.0	513.000	-0.49	2023-12-19
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$-0.46	-0.09	-0.43	1.21	0.30	5.25	5.71	-0.91	$-91.00	121.00	31	6.0	508.000	-0.46	2023-12-18
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.03	-0.85	$-0.52	-0.10	-0.48	1.21	0.18	5.25	5.77	-1.03	$-103.00	121.00	29	270.0	508.000	-0.52	2023-12-16
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.03	-0.85	$-0.51	-0.10	-0.50	1.21	0.18	5.25	5.76	-1.03	$-103.00	121.00	28	270.0	508.000	-0.51	2023-12-15
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.03	-0.85	$-0.58	-0.11	-0.48	1.21	0.18	5.25	5.83	-1.03	$-103.00	121.00	27	270.0	508.000	-0.58	2023-12-14
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.03	-0.85	$-0.48	-0.09	-0.52	1.21	0.18	5.25	5.73	-1.03	$-103.00	121.00	26	270.0	508.000	-0.48	2023-12-13
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.03	-0.85	$-0.22	-0.04	-0.46	1.21	0.18	5.25	5.47	-1.03	$-103.00	121.00	25	270.0	0.000	-0.22	2023-12-12
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.03	-0.85	$-0.22	-0.04	-0.46	1.21	0.18	5.25	5.47	-1.03	$-103.00	121.00	24	270.0	272.000	-0.22	2023-12-11
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.01	-0.83	$-0.07	-0.01	-0.48	1.21	0.20	5.25	5.32	-1.01	$-101.00	121.00	21	4.0	272.000	-0.07	2023-12-08
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.01	-0.83	$0.02	0.00	-0.53	1.21	0.20	5.25	5.23	-1.01	$-101.00	121.00	20	4.0	272.000	0.02	2023-12-07
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-1.01	-0.83	$0.06	0.01	-0.49	1.21	0.20	5.25	5.19	-1.01	$-101.00	121.00	19	0.0	272.000	0.06	2023-12-06
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.02	-0.00	-0.52	1.21	0.25	5.25	5.27	-0.96	$-96.00	121.00	18	0.0	272.000	-0.02	2023-12-05
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.10	-0.02	-0.52	1.21	0.25	5.25	5.35	-0.96	$-96.00	121.00	17	0.0	272.000	-0.10	2023-12-04
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.10	-0.02	-0.49	1.21	0.25	5.25	5.35	-0.96	$-96.00	121.00	16	0.0	272.000	-0.10	2023-12-03
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.10	-0.02	-0.50	1.21	0.25	5.25	5.35	-0.96	$-96.00	121.00	15	0.0	272.000	-0.10	2023-12-02
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.10	-0.02	-0.51	1.21	0.25	5.25	5.35	-0.96	$-96.00	121.00	14	0.0	272.000	-0.10	2023-12-01
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.05	-0.01	-0.53	1.21	0.25	5.25	5.30	-0.96	$-96.00	121.00	13	0.0	272.000	-0.05	2023-11-30
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.00	-0.00	-0.49	1.21	0.25	5.25	5.25	-0.96	$-96.00	121.00	12	0.0	272.000	-0.00	2023-11-29
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$0.03	0.01	-0.52	1.21	0.30	5.25	5.22	-0.91	$-91.00	121.00	11	0.0	272.000	0.03	2023-11-28
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.91	-0.75	$0.12	0.02	-0.50	1.21	0.30	5.25	5.13	-0.91	$-91.00	121.00	10	0.0	272.000	0.12	2023-11-27
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.01	-0.00	-0.52	1.21	0.25	5.25	5.26	-0.96	$-96.00	121.00	7	0.0	0.000	-0.01	2023-11-24
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$0.02	0.00	-1.00	1.21	0.25	5.25	5.23	-0.96	$-96.00	121.00	6	0.0	0.000	0.02	2023-11-23
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.02	-0.00	-0.52	1.21	0.25	5.25	5.27	-0.96	$-96.00	121.00	5	0.0	113.000	-0.02	2023-11-22
BKD240119P00005000	BKD	PUT	Long	5.00	None	$-0.96	-0.79	$-0.08	-0.02	-0.49	1.21	0.25	5.25	5.33	-0.96	$-96.00	121.00	4	0.0	113.000	-0.08	2023-11-21
BKD240119P00005000	BKD	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.96; Exit EQ PnL: -0.29	$-0.96	-0.79	$-0.29	-0.06	-0.48	1.21	0.25	5.25	5.54	-0.96	$-96.00	121.00	3	0.0	113.000	-0.29	2023-11-20
BKD240119P00005000	BKD	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.01	1.21	1.21	5.25	5.25	0.00	$0.00	121.00	2	0.0	113.000	-0.00	2023-11-19
BKD240119P00005000	BKD	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.21	1.21	5.25	5.25	0.00	$0.00	121.00	0	0.0	113.000	-0.00	2023-11-17

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