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View Outliers PnL Drill-Down: BNED240621P00000500

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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
2024-05-17	BNED	BNED240621P00000500	0.50	2532.0	3963.000	6.313	1.522	0.1	0.1	-0.430	0.250	0.310	0.30	0.43	2024-06-21	PUT	Long	1.261	1.561	1.433

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	BNED	0.818	0.167	1.536	0.560	0.293	-0.041	11.66	-0.040	0.0000	6.12	224.00	21	1y	10.07

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
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.10	0.33	$-6.34	-14.74	-5.81	0.30	0.40	0.43	6.77	0.10	$10.00	30.00	32	193.0	0.000	-6.34	2024-06-18
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.10	0.33	$-7.64	-17.77	-5.81	0.30	0.40	0.43	8.07	0.10	$10.00	30.00	31	193.0	0.000	-7.64	2024-06-17
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.10	0.33	$-8.24	-19.16	-5.81	0.30	0.40	0.43	8.67	0.10	$10.00	30.00	28	193.0	0.000	-8.24	2024-06-14
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.10	0.33	$-8.85	-20.58	-5.81	0.30	0.40	0.43	9.28	0.10	$10.00	30.00	27	193.0	0.000	-8.85	2024-06-13
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.10	0.33	$-6.56	-15.26	-5.81	0.30	0.40	0.43	6.99	0.10	$10.00	30.00	26	193.0	52730.000	-6.56	2024-06-12
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.10	0.33	$0.34	0.79	-6.31	0.30	0.40	0.43	0.09	0.10	$10.00	30.00	25	193.0	52673.000	0.34	2024-06-11
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.10	0.33	$0.30	0.70	4.44	0.30	0.40	0.43	0.13	0.10	$10.00	30.00	24	3752.0	49191.000	0.30	2024-06-10
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.07	0.23	$0.26	0.60	1.56	0.30	0.37	0.43	0.17	0.07	$7.00	30.00	23	2206.0	48313.000	0.26	2024-06-09
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.07	0.23	$0.26	0.60	-6.31	0.30	0.37	0.43	0.17	0.07	$7.00	30.00	21	1706.0	48313.000	0.26	2024-06-07
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.07	0.23	$0.11	0.26	3.31	0.30	0.37	0.43	0.32	0.07	$7.00	30.00	20	10609.0	38826.000	0.11	2024-06-06
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.06	0.20	$0.13	0.30	2.81	0.30	0.36	0.43	0.30	0.06	$6.00	30.00	19	4262.0	36671.000	0.13	2024-06-05
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.01	0.03	$-0.00	-0.00	1.62	0.30	0.31	0.43	0.43	0.01	$1.00	30.00	18	3859.0	34906.000	-0.00	2024-06-04
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	1.44	0.30	0.30	0.43	0.43	0.00	$0.00	30.00	17	626.0	34860.000	-0.00	2024-06-03
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.00	0.00	$-0.03	-0.07	1.06	0.30	0.30	0.43	0.46	0.00	$0.00	30.00	14	3437.0	33406.000	-0.03	2024-05-31
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.00	0.00	$-0.34	-0.79	0.88	0.30	0.30	0.43	0.77	0.00	$0.00	30.00	13	670.0	32997.000	-0.34	2024-05-30
BNED240621P00000500	BNED	PUT	Long	0.50	None	$-0.05	-0.17	$-0.30	-0.70	0.56	0.30	0.25	0.43	0.73	-0.05	$-5.00	30.00	12	6144.0	28927.000	-0.30	2024-05-29
BNED240621P00000500	BNED	PUT	Long	0.50	None	$-0.05	-0.17	$-0.20	-0.47	0.22	0.30	0.25	0.43	0.63	-0.05	$-5.00	30.00	11	4150.0	27386.000	-0.20	2024-05-28
BNED240621P00000500	BNED	PUT	Long	0.50	None	$-0.01	-0.03	$-0.15	-0.35	-0.25	0.30	0.29	0.43	0.58	-0.01	$-1.00	30.00	10	2911.0	26235.000	-0.15	2024-05-27
BNED240621P00000500	BNED	PUT	Long	0.50	None	$-0.05	-0.17	$-0.15	-0.35	-0.56	0.30	0.25	0.43	0.58	-0.05	$-5.00	30.00	7	2768.0	26235.000	-0.15	2024-05-24
BNED240621P00000500	BNED	PUT	Long	0.50	None	$-0.05	-0.17	$-0.36	-0.84	0.03	0.30	0.25	0.43	0.79	-0.05	$-5.00	30.00	6	4529.0	22921.000	-0.36	2024-05-23
BNED240621P00000500	BNED	PUT	Long	0.50	None	$-0.05	-0.17	$-0.63	-1.47	-0.47	0.30	0.25	0.43	1.06	-0.05	$-5.00	30.00	5	15012.0	13474.000	-0.63	2024-05-22
BNED240621P00000500	BNED	PUT	Long	0.50	None	$-0.02	-0.07	$-0.12	-0.28	-1.00	0.30	0.28	0.43	0.55	-0.02	$-2.00	30.00	4	7463.0	8330.000	-0.12	2024-05-21
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.04	0.13	$0.12	0.28	-6.31	0.30	0.34	0.43	0.31	0.04	$4.00	30.00	3	5522.0	0.000	0.12	2024-05-20
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.05	0.17	$-0.02	-0.05	-1.06	0.30	0.35	0.43	0.45	0.05	$5.00	30.00	2	2556.0	3963.000	-0.02	2024-05-19
BNED240621P00000500	BNED	PUT	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.02	$0.05	0.17	$-0.02	-0.05	-1.12	0.30	0.35	0.43	0.45	0.05	$5.00	30.00	1	2556.0	3963.000	-0.02	2024-05-18
BNED240621P00000500	BNED	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	0.43	0.43	0.00	$0.00	30.00	0	2532.0	3963.000	-0.00	2024-05-17

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