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View Outliers PnL Drill-Down: BMY241213P00060000

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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
2024-11-11	BMY	BMY241213P00060000	60.00	4.0	20.000	0.260	0.147	1.5	0.5	-0.010	2.150	1.210	1.20	60.76	2024-12-13	PUT	Long	0.122	0.157	0.105

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	BMY	0.909	0.055	0.140	0.078	0.063	-0.076	57.65	0.178	0.0000	39.66	59.94	21	1y	54.83

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
BMY241213P00060000	BMY	PUT	Long	60.00	None	$2.35	1.96	$3.56	0.06	0.45	1.20	3.55	59.84	56.28	2.35	$235.00	120.00	31	46.0	107.000	3.56	2024-12-12
BMY241213P00060000	BMY	PUT	Long	60.00	None	$2.02	1.68	$3.19	0.05	-0.21	1.20	3.22	59.84	56.65	2.02	$202.00	120.00	30	68.0	191.000	3.19	2024-12-11
BMY241213P00060000	BMY	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.36	0.30	$1.72	0.03	0.19	1.20	1.56	59.84	58.12	0.36	$36.00	120.00	29	30.0	192.000	1.72	2024-12-10
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.04	0.03	$1.10	0.02	-0.21	1.20	1.24	59.84	58.74	0.04	$4.00	120.00	28	193.0	106.000	1.10	2024-12-09
BMY241213P00060000	BMY	PUT	Long	60.00	None	$-0.12	-0.10	$0.46	0.01	0.31	1.20	1.08	59.84	59.38	-0.12	$-12.00	120.00	27	43.0	68.000	0.46	2024-12-08
BMY241213P00060000	BMY	PUT	Long	60.00	None	$-0.01	-0.01	$0.46	0.01	0.03	1.20	1.19	59.84	59.38	-0.01	$-1.00	120.00	25	42.0	68.000	0.46	2024-12-06
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.14	0.12	$0.98	0.02	-0.09	1.20	1.34	59.84	58.86	0.14	$14.00	120.00	24	3.0	67.000	0.98	2024-12-05
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.78	0.65	$1.49	0.02	-0.00	1.20	1.98	59.84	58.35	0.78	$78.00	120.00	23	7.0	63.000	1.49	2024-12-04
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.42	0.35	$1.15	0.02	-0.04	1.20	1.62	59.84	58.69	0.42	$42.00	120.00	22	16.0	61.000	1.15	2024-12-03
BMY241213P00060000	BMY	PUT	Long	60.00	None	$-0.37	-0.31	$-0.10	-0.00	-0.02	1.20	0.83	59.84	59.94	-0.37	$-37.00	120.00	21	33.0	41.000	-0.10	2024-12-02
BMY241213P00060000	BMY	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.02	$0.62	0.01	-0.21	1.20	1.22	59.84	59.22	0.02	$2.00	120.00	20	25.0	0.000	0.62	2024-12-01
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.02	0.02	$0.62	0.01	0.02	1.20	1.22	59.84	59.22	0.02	$2.00	120.00	19	25.0	0.000	0.62	2024-11-30
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.02	0.02	$0.57	0.01	-0.02	1.20	1.22	59.84	59.27	0.02	$2.00	120.00	17	25.0	16.000	0.57	2024-11-28
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.80	0.67	$0.49	0.01	0.08	1.20	2.00	59.84	59.35	0.80	$80.00	120.00	16	1.0	16.000	0.49	2024-11-27
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.80	0.67	$1.11	0.02	-0.01	1.20	2.00	59.84	58.73	0.80	$80.00	120.00	15	1.0	16.000	1.11	2024-11-26
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.15	0.12	$1.10	0.02	-0.02	1.20	1.35	59.84	58.74	0.15	$15.00	120.00	14	2.0	16.000	1.10	2024-11-25
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$0.97	0.02	0.16	1.20	1.50	59.84	58.87	0.30	$30.00	120.00	13	10.0	16.000	0.97	2024-11-24
BMY241213P00060000	BMY	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.30	0.25	$0.97	0.02	0.14	1.20	1.50	59.84	58.87	0.30	$30.00	120.00	12	10.0	16.000	0.97	2024-11-23
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$0.95	0.02	-0.00	1.20	1.50	59.84	58.89	0.30	$30.00	120.00	11	10.0	16.000	0.95	2024-11-22
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$1.60	0.03	-0.00	1.20	1.50	59.84	58.24	0.30	$30.00	120.00	10	10.0	16.000	1.60	2024-11-21
BMY241213P00060000	BMY	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.30	0.25	$1.96	0.03	-0.01	1.20	1.50	59.84	57.88	0.30	$30.00	120.00	9	10.0	16.000	1.96	2024-11-20
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$1.61	0.03	0.04	1.20	1.50	59.84	58.23	0.30	$30.00	120.00	8	10.0	16.000	1.61	2024-11-19
BMY241213P00060000	BMY	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.30	0.25	$3.03	0.05	0.05	1.20	1.50	59.84	56.81	0.30	$30.00	120.00	7	10.0	16.000	3.03	2024-11-18
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$3.62	0.06	0.22	1.20	1.50	59.84	56.22	0.30	$30.00	120.00	6	10.0	16.000	3.62	2024-11-17
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$3.62	0.06	0.22	1.20	1.50	59.84	56.22	0.30	$30.00	120.00	5	10.0	16.000	3.62	2024-11-16
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$3.62	0.06	0.16	1.20	1.50	59.84	56.22	0.30	$30.00	120.00	4	10.0	16.000	3.62	2024-11-15
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.30	0.25	$1.35	0.02	0.01	1.20	1.50	59.84	58.49	0.30	$30.00	120.00	3	10.0	16.000	1.35	2024-11-14
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.41	0.34	$1.43	0.02	-0.03	1.20	1.61	59.84	58.41	0.41	$41.00	120.00	2	7.0	16.000	1.43	2024-11-13
BMY241213P00060000	BMY	PUT	Long	60.00	None	$0.41	0.34	$0.82	0.01	-0.01	1.20	1.61	59.84	59.02	0.41	$41.00	120.00	1	7.0	19.000	0.82	2024-11-12
BMY241213P00060000	BMY	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.20	1.20	59.84	59.84	0.00	$0.00	120.00	0	4.0	20.000	-0.00	2024-11-11

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