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View Outliers PnL Drill-Down: BORR240719P00007500

View in yFinance: BORR

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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
2024-05-23	BORR	BORR240719P00007500	7.50	5.0	1374.000	0.555	0.265	0.0	0.9	-0.010	0.240	1.050	1.50	6.64	2024-07-19	PUT	Long	0.235	0.256	0.106

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	BORR	0.727	0.093	0.184	0.144	0.159	-0.006	3.81	0.029	0.0000	3.36	7.53	21	1y	4.34

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
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$-0.42	-0.07	0.95	1.30	1.39	6.45	6.87	0.09	$9.00	130.00	56	1.0	1307.000	-0.42	2024-07-18
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$-0.58	-0.09	1.02	1.30	1.39	6.45	7.03	0.09	$9.00	130.00	55	1.0	1307.000	-0.58	2024-07-17
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$-0.47	-0.07	0.42	1.30	1.39	6.45	6.92	0.09	$9.00	130.00	54	1.0	1307.000	-0.47	2024-07-16
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$-0.39	-0.06	0.25	1.30	1.39	6.45	6.84	0.09	$9.00	130.00	53	1.0	1307.000	-0.39	2024-07-15
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$-0.13	-0.02	0.39	1.30	1.39	6.45	6.58	0.09	$9.00	130.00	50	1.0	1307.000	-0.13	2024-07-12
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$-0.07	-0.01	0.34	1.30	1.39	6.45	6.52	0.09	$9.00	130.00	49	1.0	1307.000	-0.07	2024-07-11
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.16	0.02	0.33	1.30	1.39	6.45	6.29	0.09	$9.00	130.00	48	1.0	1307.000	0.16	2024-07-10
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.20	0.03	0.80	1.30	1.39	6.45	6.25	0.09	$9.00	130.00	47	1.0	1365.000	0.20	2024-07-09
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.06	0.01	0.18	1.30	1.39	6.45	6.39	0.09	$9.00	130.00	46	1.0	1365.000	0.06	2024-07-08
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.20	0.03	0.46	1.30	1.39	6.45	6.25	0.09	$9.00	130.00	43	1.0	1365.000	0.20	2024-07-05
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.12	0.02	0.21	1.30	1.39	6.45	6.33	0.09	$9.00	130.00	42	1.0	0.000	0.12	2024-07-04
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.12	0.02	0.18	1.30	1.39	6.45	6.33	0.09	$9.00	130.00	41	1.0	0.000	0.12	2024-07-03
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.14	0.02	1.13	1.30	1.39	6.45	6.31	0.09	$9.00	130.00	40	1.0	1365.000	0.14	2024-07-02
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.19	0.03	0.90	1.30	1.39	6.45	6.26	0.09	$9.00	130.00	39	1.0	1365.000	0.19	2024-07-01
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.01	0.00	1.72	1.30	1.39	6.45	6.44	0.09	$9.00	130.00	36	1.0	1365.000	0.01	2024-06-28
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$-0.01	-0.00	0.33	1.30	1.39	6.45	6.46	0.09	$9.00	130.00	35	1.0	1365.000	-0.01	2024-06-27
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.27	0.04	-0.18	1.30	1.39	6.45	6.18	0.09	$9.00	130.00	33	1.0	1365.000	0.27	2024-06-25
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.09	0.07	$0.25	0.04	0.01	1.30	1.39	6.45	6.20	0.09	$9.00	130.00	32	1.0	1364.000	0.25	2024-06-24
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$0.16	0.02	-0.02	1.30	1.35	6.45	6.29	0.05	$5.00	130.00	26	11.0	1364.000	0.16	2024-06-18
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$0.19	0.03	-0.08	1.30	1.35	6.45	6.26	0.05	$5.00	130.00	25	11.0	1364.000	0.19	2024-06-17
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$0.26	0.04	-0.25	1.30	1.35	6.45	6.19	0.05	$5.00	130.00	22	11.0	1364.000	0.26	2024-06-14
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$0.04	0.01	-0.16	1.30	1.35	6.45	6.41	0.05	$5.00	130.00	21	11.0	1364.000	0.04	2024-06-13
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$-0.18	-0.03	-0.21	1.30	1.35	6.45	6.63	0.05	$5.00	130.00	20	11.0	1364.000	-0.18	2024-06-12
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$-0.15	-0.02	-0.11	1.30	1.35	6.45	6.60	0.05	$5.00	130.00	19	11.0	1364.000	-0.15	2024-06-11
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$-0.07	-0.01	-0.16	1.30	1.35	6.45	6.52	0.05	$5.00	130.00	18	11.0	1364.000	-0.07	2024-06-10
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$0.30	0.05	0.37	1.30	1.35	6.45	6.15	0.05	$5.00	130.00	17	11.0	1375.000	0.30	2024-06-09
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.05	0.04	$0.29	0.04	-0.18	1.30	1.35	6.45	6.16	0.05	$5.00	130.00	15	11.0	1375.000	0.29	2024-06-07
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$0.19	0.03	-0.16	1.30	1.18	6.45	6.26	-0.12	$-12.00	130.00	14	3.0	1375.000	0.19	2024-06-06
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$0.01	0.00	0.09	1.30	1.18	6.45	6.44	-0.12	$-12.00	130.00	13	3.0	1375.000	0.01	2024-06-05
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$-0.02	-0.00	-0.19	1.30	1.18	6.45	6.47	-0.12	$-12.00	130.00	12	3.0	1375.000	-0.02	2024-06-04
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$-0.21	-0.03	-0.06	1.30	1.18	6.45	6.66	-0.12	$-12.00	130.00	11	3.0	1375.000	-0.21	2024-06-03
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$-0.45	-0.07	0.03	1.30	1.18	6.45	6.90	-0.12	$-12.00	130.00	8	3.0	1375.000	-0.45	2024-05-31
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$-0.37	-0.06	0.07	1.30	1.18	6.45	6.82	-0.12	$-12.00	130.00	7	3.0	1375.000	-0.37	2024-05-30
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$-0.43	-0.07	-0.10	1.30	1.18	6.45	6.88	-0.12	$-12.00	130.00	6	3.0	1375.000	-0.43	2024-05-29
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$-0.80	-0.12	-0.13	1.30	1.18	6.45	7.25	-0.12	$-12.00	130.00	5	3.0	1375.000	-0.80	2024-05-28
BORR240719P00007500	BORR	PUT	Long	7.50	None	$-0.12	-0.09	$-0.39	-0.06	-0.18	1.30	1.18	6.45	6.84	-0.12	$-12.00	130.00	4	3.0	1377.000	-0.39	2024-05-27
BORR240719P00007500	BORR	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.15; Exit EQ PnL: -0.27	$-0.12	-0.09	$-0.40	-0.06	-0.19	1.30	1.18	6.45	6.85	-0.12	$-12.00	130.00	1	3.0	1377.000	-0.40	2024-05-24
BORR240719P00007500	BORR	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.30	1.30	6.45	6.45	0.00	$0.00	130.00	0	24.0	1374.000	-0.00	2024-05-23

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