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View Outliers PnL Drill-Down: BZ240419P00020000

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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
2024-03-12	BZ	BZ240419P00020000	20.00	536.0	1.000	0.492	0.251	1.2	0.3	-0.010	1.710	0.830	0.90	20.79	2024-04-19	PUT	Long	0.213	0.273	0.188

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	BZ	0.818	0.070	0.290	0.159	0.195	0.082	13.91	0.185	0.0000	10.95	22.63	21	1y	14.65

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
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.84	0.93	$2.95	0.14	0.93	0.90	1.74	20.79	17.84	0.84	$84.00	90.00	37	20.0	269.000	2.95	2024-04-18
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.84	0.93	$2.68	0.13	1.12	0.90	1.74	20.79	18.11	0.84	$84.00	90.00	36	20.0	269.000	2.68	2024-04-17
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.84	0.93	$2.73	0.13	0.43	0.90	1.74	20.79	18.06	0.84	$84.00	90.00	35	20.0	269.000	2.73	2024-04-16
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.84	0.93	$2.44	0.12	0.65	0.90	1.74	20.79	18.35	0.84	$84.00	90.00	34	20.0	271.000	2.44	2024-04-15
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.15	0.17	$2.05	0.10	0.06	0.90	1.05	20.79	18.74	0.15	$15.00	90.00	31	20.0	271.000	2.05	2024-04-12
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.15	0.17	$1.55	0.07	0.01	0.90	1.05	20.79	19.24	0.15	$15.00	90.00	30	20.0	251.000	1.55	2024-04-11
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.74	0.82	$1.20	0.06	-0.14	0.90	1.64	20.79	19.59	0.74	$74.00	90.00	29	1.0	251.000	1.20	2024-04-10
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.74	0.82	$1.19	0.06	0.19	0.90	1.64	20.79	19.60	0.74	$74.00	90.00	28	1.0	251.000	1.19	2024-04-09
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.74	0.82	$1.24	0.06	0.28	0.90	1.64	20.79	19.55	0.74	$74.00	90.00	27	1.0	251.000	1.24	2024-04-08
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.74	0.82	$1.67	0.08	-0.07	0.90	1.64	20.79	19.12	0.74	$74.00	90.00	24	1.0	251.000	1.67	2024-04-05
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.74	0.82	$1.74	0.08	-0.01	0.90	1.64	20.79	19.05	0.74	$74.00	90.00	23	1.0	251.000	1.74	2024-04-04
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.74	0.82	$1.78	0.09	0.12	0.90	1.64	20.79	19.01	0.74	$74.00	90.00	22	1.0	251.000	1.78	2024-04-03
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.74	0.82	$2.24	0.11	-0.00	0.90	1.64	20.79	18.55	0.74	$74.00	90.00	21	1.0	251.000	2.24	2024-04-02
BZ240419P00020000	BZ	PUT	Long	20.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.30	1.44	$2.37	0.11	0.04	0.90	2.20	20.79	18.42	1.30	$130.00	90.00	20	1.0	251.000	2.37	2024-04-01
BZ240419P00020000	BZ	PUT	Long	20.00	None	$1.30	1.44	$3.26	0.16	0.32	0.90	2.20	20.79	17.53	1.30	$130.00	90.00	19	1.0	251.000	3.26	2024-03-31
BZ240419P00020000	BZ	PUT	Long	20.00	None	$1.30	1.44	$3.26	0.16	0.28	0.90	2.20	20.79	17.53	1.30	$130.00	90.00	18	1.0	251.000	3.26	2024-03-30
BZ240419P00020000	BZ	PUT	Long	20.00	None	$1.30	1.44	$3.26	0.16	0.26	0.90	2.20	20.79	17.53	1.30	$130.00	90.00	17	1.0	251.000	3.26	2024-03-29
BZ240419P00020000	BZ	PUT	Long	20.00	None	$1.30	1.44	$3.26	0.16	0.65	0.90	2.20	20.79	17.53	1.30	$130.00	90.00	16	1.0	251.000	3.26	2024-03-28
BZ240419P00020000	BZ	PUT	Long	20.00	None	$1.30	1.44	$2.49	0.12	0.10	0.90	2.20	20.79	18.30	1.30	$130.00	90.00	15	1.0	251.000	2.49	2024-03-27
BZ240419P00020000	BZ	PUT	Long	20.00	None	$1.30	1.44	$2.64	0.13	-0.05	0.90	2.20	20.79	18.15	1.30	$130.00	90.00	14	1.0	251.000	2.64	2024-03-26
BZ240419P00020000	BZ	PUT	Long	20.00	None	$1.30	1.44	$2.45	0.12	0.03	0.90	2.20	20.79	18.34	1.30	$130.00	90.00	13	1.0	250.000	2.45	2024-03-25
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.50	0.56	$2.22	0.11	0.04	0.90	1.40	20.79	18.57	0.50	$50.00	90.00	10	1.0	250.000	2.22	2024-03-22
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.50	0.56	$2.01	0.10	0.80	0.90	1.40	20.79	18.78	0.50	$50.00	90.00	9	1.0	250.000	2.01	2024-03-21
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.50	0.56	$1.49	0.07	-0.07	0.90	1.40	20.79	19.30	0.50	$50.00	90.00	8	1.0	250.000	1.49	2024-03-20
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.55	0.61	$1.69	0.08	-0.06	0.90	1.45	20.79	19.10	0.55	$55.00	90.00	7	11.0	261.000	1.69	2024-03-19
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.56	0.62	$1.67	0.08	-0.09	0.90	1.46	20.79	19.12	0.56	$56.00	90.00	6	12.0	271.000	1.67	2024-03-18
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.70	0.78	$1.58	0.08	-0.02	0.90	1.60	20.79	19.21	0.70	$70.00	90.00	3	20.0	291.000	1.58	2024-03-15
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.35	0.39	$1.19	0.06	-0.08	0.90	1.25	20.79	19.60	0.35	$35.00	90.00	2	94.0	334.000	1.19	2024-03-14
BZ240419P00020000	BZ	PUT	Long	20.00	None	$-0.10	-0.11	$0.10	0.00	-0.02	0.90	0.80	20.79	20.69	-0.10	$-10.00	90.00	1	110.0	339.000	0.10	2024-03-13
BZ240419P00020000	BZ	PUT	Long	20.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.90	0.90	20.79	20.79	0.00	$0.00	90.00	0	536.0	1.000	-0.00	2024-03-12

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