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View Outliers PnL Drill-Down: BLUE250117P00000500

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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
2024-11-22	BLUE	BLUE250117P00000500	0.50	34.0	517.000	2.594	0.408	0.0	0.2	-0.010	0.080	0.230	0.20	0.35	2025-01-17	PUT	Long	0.402	0.436	0.167
2024-12-04	BLUE	BLUE250117P00000500	0.50	34.0	0.000	3.813	0.828	0.2	0.0	-0.420	0.410	0.170	0.20	0.74	2025-01-17	PUT	Long	0.457	0.860	1.045

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	BLUE	0.909	0.142	1.027	0.370	1.027	0.799	8.97	-7.184	0.0000	6.00	61.00	21	1y	8.94

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
BLUE250117P00000500	BLUE	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.35	$-8.15	-23.29	-2.09	0.20	0.13	0.35	8.50	-0.07	$-7.00	20.00	28	3.0	517.000	-8.15	2024-12-20
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.07	-0.35	$-8.88	-25.37	-2.09	0.20	0.13	0.35	9.23	-0.07	$-7.00	20.00	27	3.0	517.000	-8.88	2024-12-19
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.07	-0.35	$-8.06	-23.03	-2.09	0.20	0.13	0.35	8.41	-0.07	$-7.00	20.00	26	3.0	517.000	-8.06	2024-12-18
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.07	-0.35	$-8.62	-24.63	-2.09	0.20	0.13	0.35	8.97	-0.07	$-7.00	20.00	25	3.0	517.000	-8.62	2024-12-17
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.07	-0.35	$-7.46	-21.31	-2.09	0.20	0.13	0.35	7.81	-0.07	$-7.00	20.00	24	3.0	517.000	-7.46	2024-12-16
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.07	-0.35	$-5.99	-17.11	-1.59	0.20	0.13	0.35	6.34	-0.07	$-7.00	20.00	21	3.0	517.000	-5.99	2024-12-13
BLUE250117P00000500	BLUE	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.35	$-0.03	-0.09	-1.22	0.20	0.13	0.35	0.38	-0.07	$-7.00	20.00	20	3.0	520.000	-0.03	2024-12-12
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.10	-0.50	$-0.04	-0.11	-1.09	0.20	0.10	0.35	0.39	-0.10	$-10.00	20.00	19	1.0	521.000	-0.04	2024-12-11
BLUE250117P00000500	BLUE	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.08	-0.40	$-0.07	-0.20	-0.84	0.20	0.12	0.35	0.42	-0.08	$-8.00	20.00	18	4.0	521.000	-0.07	2024-12-10
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.08	-0.40	$-0.10	-0.29	-1.03	0.20	0.12	0.35	0.45	-0.08	$-8.00	20.00	17	4.0	518.000	-0.10	2024-12-09
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.05	-0.25	$-0.11	-0.31	0.31	0.20	0.15	0.35	0.46	-0.05	$-5.00	20.00	16	1.0	518.000	-0.11	2024-12-08
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$-0.05	-0.25	$-0.11	-0.31	-0.22	0.20	0.15	0.35	0.46	-0.05	$-5.00	20.00	14	1.0	518.000	-0.11	2024-12-06
BLUE250117P00000500	BLUE	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.25	$-0.09	-0.26	-1.12	0.20	0.15	0.35	0.44	-0.05	$-5.00	20.00	13	1.0	517.000	-0.09	2024-12-05
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.39	-1.11	1.22	0.20	0.20	0.35	0.74	0.00	$0.00	20.00	12	34.0	0.000	-0.39	2024-12-04
BLUE250117P00000500	BLUE	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.01	-0.03	-1.72	0.20	0.20	0.35	0.36	0.00	$0.00	20.00	11	34.0	517.000	-0.01	2024-12-03
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.07	-0.20	-1.88	0.20	0.20	0.35	0.42	0.00	$0.00	20.00	10	34.0	517.000	-0.07	2024-12-02
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.06	-0.17	-2.59	0.20	0.20	0.35	0.41	0.00	$0.00	20.00	9	34.0	0.000	-0.06	2024-12-01
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.06	-0.17	-2.09	0.20	0.20	0.35	0.41	0.00	$0.00	20.00	8	34.0	517.000	-0.06	2024-11-30
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.03	-0.09	-1.44	0.20	0.20	0.35	0.38	0.00	$0.00	20.00	6	34.0	517.000	-0.03	2024-11-28
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.03	-0.69	0.20	0.20	0.35	0.36	0.00	$0.00	20.00	5	34.0	517.000	-0.01	2024-11-27
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.06	0.25	0.20	0.20	0.35	0.37	0.00	$0.00	20.00	4	34.0	517.000	-0.02	2024-11-26
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.03	-1.22	0.20	0.20	0.35	0.36	0.00	$0.00	20.00	3	34.0	517.000	-0.01	2024-11-25
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	-2.09	0.20	0.20	0.35	0.35	0.00	$0.00	20.00	2	34.0	517.000	-0.00	2024-11-24
BLUE250117P00000500	BLUE	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.97	0.20	0.20	0.35	0.35	0.00	$0.00	20.00	1	34.0	517.000	-0.00	2024-11-23
BLUE250117P00000500	BLUE	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	0.35	0.35	0.00	$0.00	20.00	0	34.0	517.000	-0.00	2024-11-22

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