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View Outliers PnL Drill-Down: BLND241018P00004000

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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
2024-09-13	BLND	BLND241018P00004000	4.00	52.0	136.000	0.816	0.430	0.2	0.2	0.000	0.350	0.420	0.50	3.91	2024-10-18	PUT	Long	0.459	0.478	0.150

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
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.35	-0.70	$0.03	0.01	0.13	0.50	0.15	3.91	3.88	-0.35	$-35.00	50.00	33	19.0	139.000	0.03	2024-10-16
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.21	0.05	0.40	0.50	0.53	3.91	3.70	0.03	$3.00	50.00	31	15.0	155.000	0.21	2024-10-14
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.28	0.07	0.26	0.50	0.53	3.91	3.63	0.03	$3.00	50.00	28	15.0	155.000	0.28	2024-10-11
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.39	0.10	0.46	0.50	0.53	3.91	3.52	0.03	$3.00	50.00	27	15.0	155.000	0.39	2024-10-10
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.41	0.10	0.58	0.50	0.53	3.91	3.50	0.03	$3.00	50.00	26	15.0	155.000	0.41	2024-10-09
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.39	0.10	0.71	0.50	0.53	3.91	3.52	0.03	$3.00	50.00	24	15.0	155.000	0.39	2024-10-07
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.29	0.07	-0.82	0.50	0.53	3.91	3.62	0.03	$3.00	50.00	23	15.0	0.000	0.29	2024-10-06
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.29	0.07	0.09	0.50	0.53	3.91	3.62	0.03	$3.00	50.00	22	15.0	155.000	0.29	2024-10-05
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.29	0.07	0.06	0.50	0.53	3.91	3.62	0.03	$3.00	50.00	21	15.0	155.000	0.29	2024-10-04
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.27	0.07	0.09	0.50	0.53	3.91	3.64	0.03	$3.00	50.00	20	15.0	155.000	0.27	2024-10-03
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.03	0.06	$0.20	0.05	0.36	0.50	0.53	3.91	3.71	0.03	$3.00	50.00	19	15.0	155.000	0.20	2024-10-02
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.05	-0.10	$0.33	0.08	-0.12	0.50	0.45	3.91	3.58	-0.05	$-5.00	50.00	18	46.0	144.000	0.33	2024-10-01
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$0.15	0.04	-0.08	0.50	0.35	3.91	3.76	-0.15	$-15.00	50.00	17	6.0	144.000	0.15	2024-09-30
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.00	-0.00	-0.82	0.50	0.35	3.91	3.91	-0.15	$-15.00	50.00	16	6.0	144.000	-0.00	2024-09-29
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.00	-0.00	0.12	0.50	0.35	3.91	3.91	-0.15	$-15.00	50.00	15	6.0	144.000	-0.00	2024-09-28
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.00	-0.00	0.23	0.50	0.35	3.91	3.91	-0.15	$-15.00	50.00	14	6.0	144.000	-0.00	2024-09-27
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.12	-0.03	-0.16	0.50	0.35	3.91	4.03	-0.15	$-15.00	50.00	13	6.0	144.000	-0.12	2024-09-26
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.02	-0.01	0.08	0.50	0.35	3.91	3.93	-0.15	$-15.00	50.00	12	6.0	144.000	-0.02	2024-09-25
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$0.01	0.00	0.03	0.50	0.35	3.91	3.90	-0.15	$-15.00	50.00	11	6.0	144.000	0.01	2024-09-24
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$0.05	0.01	-0.10	0.50	0.35	3.91	3.86	-0.15	$-15.00	50.00	10	6.0	144.000	0.05	2024-09-23
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.05	-0.01	-0.82	0.50	0.35	3.91	3.96	-0.15	$-15.00	50.00	9	2.0	0.000	-0.05	2024-09-22
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.05	-0.01	-0.14	0.50	0.35	3.91	3.96	-0.15	$-15.00	50.00	7	2.0	142.000	-0.05	2024-09-20
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.10	-0.20	$-0.07	-0.02	-0.07	0.50	0.40	3.91	3.98	-0.10	$-10.00	50.00	6	2.0	142.000	-0.07	2024-09-19
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.10	-0.20	$0.01	0.00	-0.05	0.50	0.40	3.91	3.90	-0.10	$-10.00	50.00	5	2.0	144.000	0.01	2024-09-18
BLND241018P00004000	BLND	PUT	Long	4.00	None	$-0.15	-0.30	$-0.08	-0.02	-0.08	0.50	0.35	3.91	3.99	-0.15	$-15.00	50.00	4	12.0	137.000	-0.08	2024-09-17
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.05	0.10	$0.17	0.04	-0.05	0.50	0.55	3.91	3.74	0.05	$5.00	50.00	3	15.0	133.000	0.17	2024-09-16
BLND241018P00004000	BLND	PUT	Long	4.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	-0.82	0.50	0.50	3.91	3.91	0.00	$0.00	50.00	2	52.0	133.000	-0.00	2024-09-15
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	-0.04	0.50	0.50	3.91	3.91	0.00	$0.00	50.00	1	52.0	136.000	-0.00	2024-09-14
BLND241018P00004000	BLND	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	3.91	3.91	0.00	$0.00	50.00	0	52.0	136.000	-0.00	2024-09-13

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