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View Outliers PnL Drill-Down: BLND240621P00002000

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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
2024-05-09	BLND	BLND240621P00002000	2.00	119.0	120.000	0.000	0.414	0.8	0.0	0.000	0.780	0.000	0.20	2.78	2024-06-21	PUT	Long	0.493	0.520	0.176

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	BLND	0.727	0.140	0.413	0.229	0.140	-0.078	5.04	-1.182	0.0000	2.12	5.35	21	1y	3.86

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
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.44	0.16	5.62	0.20	0.05	2.78	2.34	-0.15	$-15.00	20.00	40	100.0	120.000	0.44	2024-06-18
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.41	0.15	1.75	0.20	0.05	2.78	2.37	-0.15	$-15.00	20.00	39	100.0	120.000	0.41	2024-06-17
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.33	0.12	1.53	0.20	0.05	2.78	2.45	-0.15	$-15.00	20.00	36	100.0	120.000	0.33	2024-06-14
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.25	0.09	2.30	0.20	0.05	2.78	2.53	-0.15	$-15.00	20.00	35	100.0	120.000	0.25	2024-06-13
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.14	0.05	4.33	0.20	0.05	2.78	2.64	-0.15	$-15.00	20.00	34	100.0	120.000	0.14	2024-06-12
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.31	0.11	1.33	0.20	0.05	2.78	2.47	-0.15	$-15.00	20.00	33	100.0	120.000	0.31	2024-06-11
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.14	0.05	1.22	0.20	0.05	2.78	2.64	-0.15	$-15.00	20.00	32	100.0	120.000	0.14	2024-06-10
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.12	0.04	1.53	0.20	0.05	2.78	2.66	-0.15	$-15.00	20.00	31	100.0	120.000	0.12	2024-06-09
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.12	0.04	1.38	0.20	0.05	2.78	2.66	-0.15	$-15.00	20.00	29	100.0	120.000	0.12	2024-06-07
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.03	0.01	1.42	0.20	0.05	2.78	2.75	-0.15	$-15.00	20.00	28	1.0	121.000	0.03	2024-06-06
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.01	-0.00	1.41	0.20	0.05	2.78	2.79	-0.15	$-15.00	20.00	27	1.0	121.000	-0.01	2024-06-05
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.01	-0.00	1.77	0.20	0.05	2.78	2.79	-0.15	$-15.00	20.00	26	1.0	121.000	-0.01	2024-06-04
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.02	-0.01	1.55	0.20	0.05	2.78	2.80	-0.15	$-15.00	20.00	25	1.0	121.000	-0.02	2024-06-03
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$0.03	0.01	1.39	0.20	0.05	2.78	2.75	-0.15	$-15.00	20.00	22	1.0	121.000	0.03	2024-05-31
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.09	-0.03	1.47	0.20	0.05	2.78	2.87	-0.15	$-15.00	20.00	21	1.0	121.000	-0.09	2024-05-30
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.29	-0.10	3.22	0.20	0.05	2.78	3.07	-0.15	$-15.00	20.00	20	1.0	121.000	-0.29	2024-05-29
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.24	-0.09	3.17	0.20	0.05	2.78	3.02	-0.15	$-15.00	20.00	19	1.0	121.000	-0.24	2024-05-28
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.29	-0.10	1.69	0.20	0.05	2.78	3.07	-0.15	$-15.00	20.00	18	1.0	121.000	-0.29	2024-05-27
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.28	-0.10	1.59	0.20	0.05	2.78	3.06	-0.15	$-15.00	20.00	15	1.0	121.000	-0.28	2024-05-24
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.08	-0.03	1.41	0.20	0.05	2.78	2.86	-0.15	$-15.00	20.00	14	1.0	121.000	-0.08	2024-05-23
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.18	-0.06	1.47	0.20	0.05	2.78	2.96	-0.15	$-15.00	20.00	13	1.0	121.000	-0.18	2024-05-22
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.23	-0.08	1.33	0.20	0.05	2.78	3.01	-0.15	$-15.00	20.00	12	1.0	121.000	-0.23	2024-05-21
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.35	-0.13	0.50	0.20	0.05	2.78	3.13	-0.15	$-15.00	20.00	11	1.0	0.000	-0.35	2024-05-20
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.38	-0.14	1.53	0.20	0.05	2.78	3.16	-0.15	$-15.00	20.00	10	1.0	121.000	-0.38	2024-05-19
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.38	-0.14	1.51	0.20	0.05	2.78	3.16	-0.15	$-15.00	20.00	9	1.0	121.000	-0.38	2024-05-18
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.38	-0.14	1.48	0.20	0.05	2.78	3.16	-0.15	$-15.00	20.00	8	1.0	121.000	-0.38	2024-05-17
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.33	-0.12	1.28	0.20	0.05	2.78	3.11	-0.15	$-15.00	20.00	6	1.0	121.000	-0.33	2024-05-15
BLND240621P00002000	BLND	PUT	Long	2.00	None	$-0.15	-0.75	$-0.15	-0.05	1.16	0.20	0.05	2.78	2.93	-0.15	$-15.00	20.00	5	1.0	120.000	-0.15	2024-05-14
BLND240621P00002000	BLND	PUT	Long	2.00	None	$0.00	0.00	$-0.02	-0.01	0.93	0.20	0.20	2.78	2.80	0.00	$0.00	20.00	4	119.0	120.000	-0.02	2024-05-13
BLND240621P00002000	BLND	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.10	$0.00	0.00	$-0.10	-0.04	0.25	0.20	0.20	2.78	2.88	0.00	$0.00	20.00	3	119.0	120.000	-0.10	2024-05-12
BLND240621P00002000	BLND	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	2.78	2.78	0.00	$0.00	20.00	0	119.0	120.000	-0.00	2024-05-09

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