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View Outliers PnL Drill-Down: BROS240621P00032000

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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
2024-05-08	BROS	BROS240621P00032000	32.00	3.0	1.000	0.408	0.210	1.3	0.5	-0.010	2.000	1.250	1.70	32.64	2024-06-21	PUT	Long	0.187	0.218	0.118

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	BROS	0.818	0.075	0.275	0.141	0.105	-0.170	52.94	0.002	0.0000	25.75	55.14	21	1y	38.71

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
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.65	-0.99	$-7.84	-0.25	1.00	1.67	0.02	31.77	39.61	-1.65	$-165.00	167.00	41	3.0	550.000	-7.84	2024-06-18
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.65	-0.99	$-7.57	-0.24	0.49	1.67	0.02	31.77	39.34	-1.65	$-165.00	167.00	40	3.0	553.000	-7.57	2024-06-17
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.62	-0.97	$-6.33	-0.20	0.46	1.67	0.05	31.77	38.10	-1.62	$-162.00	167.00	37	64.0	553.000	-6.33	2024-06-14
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.62	-0.97	$-6.64	-0.21	0.28	1.67	0.05	31.77	38.41	-1.62	$-162.00	167.00	36	64.0	491.000	-6.64	2024-06-13
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.62	-0.97	$-8.08	-0.25	0.51	1.67	0.05	31.77	39.85	-1.62	$-162.00	167.00	35	1.0	491.000	-8.08	2024-06-12
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.62	-0.97	$-7.70	-0.24	0.22	1.67	0.05	31.77	39.47	-1.62	$-162.00	167.00	34	1.0	490.000	-7.70	2024-06-11
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.62	-0.97	$-8.10	-0.25	0.28	1.67	0.05	31.77	39.87	-1.62	$-162.00	167.00	33	31.0	492.000	-8.10	2024-06-10
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.61	-0.96	$-6.20	-0.20	0.27	1.67	0.06	31.77	37.97	-1.61	$-161.00	167.00	32	21.0	492.000	-6.20	2024-06-09
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.61	-0.96	$-6.20	-0.20	0.21	1.67	0.06	31.77	37.97	-1.61	$-161.00	167.00	30	21.0	492.000	-6.20	2024-06-07
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.61	-0.96	$-6.82	-0.21	0.16	1.67	0.06	31.77	38.59	-1.61	$-161.00	167.00	29	21.0	493.000	-6.82	2024-06-06
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.62	-0.97	$-6.61	-0.21	0.14	1.67	0.05	31.77	38.38	-1.62	$-162.00	167.00	28	20.0	487.000	-6.61	2024-06-05
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.42	-0.85	$-3.90	-0.12	0.09	1.67	0.25	31.77	35.67	-1.42	$-142.00	167.00	27	8.0	489.000	-3.90	2024-06-04
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.40	-0.84	$-3.29	-0.10	0.06	1.67	0.27	31.77	35.06	-1.40	$-140.00	167.00	26	60.0	496.000	-3.29	2024-06-03
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.37	-0.82	$-3.62	-0.11	0.05	1.67	0.30	31.77	35.39	-1.37	$-137.00	167.00	23	21.0	482.000	-3.62	2024-05-31
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.47	-0.88	$-3.92	-0.12	0.04	1.67	0.20	31.77	35.69	-1.47	$-147.00	167.00	22	14.0	470.000	-3.92	2024-05-30
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.52	-0.91	$-4.69	-0.15	0.05	1.67	0.15	31.77	36.46	-1.52	$-152.00	167.00	21	5.0	470.000	-4.69	2024-05-29
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.42	-0.85	$-3.53	-0.11	0.03	1.67	0.25	31.77	35.30	-1.42	$-142.00	167.00	20	32.0	460.000	-3.53	2024-05-28
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.29	-0.77	$-2.33	-0.07	-0.02	1.67	0.38	31.77	34.10	-1.29	$-129.00	167.00	19	14.0	462.000	-2.33	2024-05-27
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.29	-0.77	$-2.32	-0.07	-0.04	1.67	0.38	31.77	34.09	-1.29	$-129.00	167.00	16	14.0	462.000	-2.32	2024-05-24
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.17	-0.70	$-2.49	-0.08	-0.03	1.67	0.50	31.77	34.26	-1.17	$-117.00	167.00	15	443.0	125.000	-2.49	2024-05-23
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.50	-0.90	$-4.14	-0.13	0.02	1.67	0.17	31.77	35.91	-1.50	$-150.00	167.00	14	22.0	142.000	-4.14	2024-05-22
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.51	-0.90	$-4.53	-0.14	-0.01	1.67	0.16	31.77	36.30	-1.51	$-151.00	167.00	13	6.0	138.000	-4.53	2024-05-21
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.47	-0.88	$-5.00	-0.16	-0.24	1.67	0.20	31.77	36.77	-1.47	$-147.00	167.00	12	35.0	0.000	-5.00	2024-05-20
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.46	-0.87	$-4.93	-0.16	0.02	1.67	0.21	31.77	36.70	-1.46	$-146.00	167.00	11	3.0	106.000	-4.93	2024-05-19
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.46	-0.87	$-4.93	-0.16	0.02	1.67	0.21	31.77	36.70	-1.46	$-146.00	167.00	10	3.0	106.000	-4.93	2024-05-18
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.46	-0.87	$-4.92	-0.15	0.01	1.67	0.21	31.77	36.69	-1.46	$-146.00	167.00	9	3.0	106.000	-4.92	2024-05-17
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.47	-0.88	$-5.82	-0.18	0.07	1.67	0.20	31.77	37.59	-1.47	$-147.00	167.00	7	32.0	100.000	-5.82	2024-05-15
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.32	-0.79	$-4.33	-0.14	0.01	1.67	0.35	31.77	36.10	-1.32	$-132.00	167.00	6	14.0	101.000	-4.33	2024-05-14
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.17	-0.70	$-3.41	-0.11	0.01	1.67	0.50	31.77	35.18	-1.17	$-117.00	167.00	5	47.0	78.000	-3.41	2024-05-13
BROS240621P00032000	BROS	PUT	Long	32.00	None	$-1.30	-0.78	$-4.26	-0.13	-0.24	1.67	0.37	31.77	36.03	-1.30	$-130.00	167.00	4	57.0	78.000	-4.26	2024-05-12
BROS240621P00032000	BROS	PUT	Long	32.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.17; Exit EQ PnL: -1.04	$-0.52	-0.31	$-1.01	-0.03	-0.03	1.67	1.15	31.77	32.78	-0.52	$-52.00	167.00	1	54.0	11.000	-1.01	2024-05-09
BROS240621P00032000	BROS	PUT	Long	32.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.67	1.67	31.77	31.77	0.00	$0.00	167.00	0	14.0	1.000	-0.00	2024-05-08

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