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View Outliers PnL Drill-Down: BRFS231215P00002500

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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
2023-11-06	BRFS	BRFS231215P00002500	2.50	2.0	367.000	0.555	0.207	0.1	0.0	-0.010	0.200	0.120	0.40	2.57	2023-12-15	PUT	Long	0.219	0.261	0.152

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	BRFS	0.818	0.079	0.145	0.113	0.106	0.004	4.69	-0.038	0.0000	2.49	4.77	21	1y	4.37

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
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.22	-0.09	0.94	0.40	0.05	2.57	2.79	-0.35	$-35.00	40.00	38	60.0	461.000	-0.22	2023-12-14
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.22	-0.09	0.66	0.40	0.05	2.57	2.79	-0.35	$-35.00	40.00	37	60.0	496.000	-0.22	2023-12-13
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.17	-0.07	0.38	0.40	0.05	2.57	2.74	-0.35	$-35.00	40.00	36	125.0	0.000	-0.17	2023-12-12
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.19	-0.07	0.43	0.40	0.05	2.57	2.76	-0.35	$-35.00	40.00	35	125.0	496.000	-0.19	2023-12-11
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.21	-0.08	0.18	0.40	0.05	2.57	2.78	-0.35	$-35.00	40.00	32	125.0	496.000	-0.21	2023-12-08
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.21	-0.08	0.18	0.40	0.05	2.57	2.78	-0.35	$-35.00	40.00	31	125.0	496.000	-0.21	2023-12-07
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.22	-0.09	0.12	0.40	0.05	2.57	2.79	-0.35	$-35.00	40.00	30	0.0	496.000	-0.22	2023-12-06
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.32	-0.12	0.21	0.40	0.05	2.57	2.89	-0.35	$-35.00	40.00	29	0.0	496.000	-0.32	2023-12-05
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.45	-0.18	0.32	0.40	0.05	2.57	3.02	-0.35	$-35.00	40.00	28	0.0	496.000	-0.45	2023-12-04
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.47	-0.18	0.30	0.40	0.05	2.57	3.04	-0.35	$-35.00	40.00	27	0.0	496.000	-0.47	2023-12-03
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.47	-0.18	0.27	0.40	0.05	2.57	3.04	-0.35	$-35.00	40.00	26	0.0	496.000	-0.47	2023-12-02
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.48	-0.19	0.26	0.40	0.05	2.57	3.05	-0.35	$-35.00	40.00	25	0.0	496.000	-0.48	2023-12-01
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.35	-0.14	0.12	0.40	0.05	2.57	2.92	-0.35	$-35.00	40.00	24	0.0	496.000	-0.35	2023-11-30
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.46	-0.18	0.21	0.40	0.05	2.57	3.03	-0.35	$-35.00	40.00	23	0.0	496.000	-0.46	2023-11-29
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.44	-0.17	0.15	0.40	0.05	2.57	3.01	-0.35	$-35.00	40.00	22	0.0	496.000	-0.44	2023-11-28
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.36	-0.14	0.09	0.40	0.05	2.57	2.93	-0.35	$-35.00	40.00	21	0.0	496.000	-0.36	2023-11-27
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.26	-0.10	-0.06	0.40	0.05	2.57	2.83	-0.35	$-35.00	40.00	18	0.0	0.000	-0.26	2023-11-24
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.30	-0.12	-0.30	0.40	0.05	2.57	2.87	-0.35	$-35.00	40.00	17	0.0	0.000	-0.30	2023-11-23
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.33	-0.13	-0.04	0.40	0.05	2.57	2.90	-0.35	$-35.00	40.00	16	0.0	496.000	-0.33	2023-11-22
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.26	-0.10	0.05	0.40	0.05	2.57	2.83	-0.35	$-35.00	40.00	15	0.0	496.000	-0.26	2023-11-21
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.31	-0.12	-0.06	0.40	0.05	2.57	2.88	-0.35	$-35.00	40.00	14	0.0	504.000	-0.31	2023-11-20
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.23	-0.09	-0.01	0.40	0.05	2.57	2.80	-0.35	$-35.00	40.00	13	0.0	374.000	-0.23	2023-11-19
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.35	-0.88	$-0.23	-0.09	-0.02	0.40	0.05	2.57	2.80	-0.35	$-35.00	40.00	11	0.0	374.000	-0.23	2023-11-17
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.30	-0.75	$-0.22	-0.09	0.07	0.40	0.10	2.57	2.79	-0.30	$-30.00	40.00	10	0.0	371.000	-0.22	2023-11-16
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.25	-0.62	$0.02	0.01	-0.04	0.40	0.15	2.57	2.55	-0.25	$-25.00	40.00	9	0.0	369.000	0.02	2023-11-15
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.21	-0.52	$-0.01	-0.00	-0.01	0.40	0.19	2.57	2.58	-0.21	$-21.00	40.00	8	0.0	369.000	-0.01	2023-11-14
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.21	-0.52	$0.13	0.05	0.02	0.40	0.19	2.57	2.44	-0.21	$-21.00	40.00	7	0.0	367.000	0.13	2023-11-13
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.15	-0.38	$0.15	0.06	-0.02	0.40	0.25	2.57	2.42	-0.15	$-15.00	40.00	4	0.0	367.000	0.15	2023-11-10
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.15	-0.38	$0.27	0.11	-0.56	0.40	0.25	2.57	2.30	-0.15	$-15.00	40.00	3	0.0	0.000	0.27	2023-11-09
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$-0.15	-0.38	$0.27	0.11	0.05	0.40	0.25	2.57	2.30	-0.15	$-15.00	40.00	2	0.0	367.000	0.27	2023-11-08
BRFS231215P00002500	BRFS	PUT	Long	2.50	Exit OP PnL: $-0.20;Exit EQ PnL: 0.05; Position is Long and position continued to lose. Latest OP price is: $0.20 (EQ: $2.52). Initial OP price was: $0.40 (EQ: $2.57). Surpassed Stop Loss Percentage: -0.5 < -0.16.	$-0.15	-0.38	$0.27	0.11	0.40	0.40	0.25	2.57	2.30	-0.15	$-15.00	40.00	1	0.0	367.000	0.27	2023-11-07
BRFS231215P00002500	BRFS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	2.57	2.57	0.00	$0.00	40.00	0	2.0	367.000	-0.00	2023-11-06

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