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View Outliers PnL Drill-Down: BZ241115P00012500

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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
2024-09-24	BZ	BZ241115P00012500	12.50	5.0	1.000	0.551	0.402	2.8	0.1	-0.010	2.960	0.200	0.30	15.19	2024-11-15	PUT	Long	0.359	0.404	0.193

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
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$1.70	0.11	0.18	0.30	0.10	15.19	13.49	-0.20	$-20.00	30.00	51	118.0	1028.000	1.70	2024-11-14
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$1.30	0.09	0.35	0.30	0.10	15.19	13.89	-0.20	$-20.00	30.00	50	78.0	1136.000	1.30	2024-11-13
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.25	-0.83	$1.40	0.09	0.28	0.30	0.05	15.19	13.79	-0.25	$-25.00	30.00	49	100.0	1136.000	1.40	2024-11-12
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.25	-0.83	$0.67	0.04	0.45	0.30	0.05	15.19	14.52	-0.25	$-25.00	30.00	48	332.0	1366.000	0.67	2024-11-11
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.25	-0.83	$0.30	0.02	0.25	0.30	0.05	15.19	14.89	-0.25	$-25.00	30.00	47	100.0	1266.000	0.30	2024-11-10
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.25	-0.83	$0.30	0.02	0.18	0.30	0.05	15.19	14.89	-0.25	$-25.00	30.00	46	100.0	1266.000	0.30	2024-11-09
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.25	-0.83	$0.35	0.02	0.13	0.30	0.05	15.19	14.84	-0.25	$-25.00	30.00	45	100.0	1266.000	0.35	2024-11-08
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.25	-0.83	$-0.14	-0.01	0.30	0.30	0.05	15.19	15.33	-0.25	$-25.00	30.00	44	52.0	1317.000	-0.14	2024-11-07
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$0.39	0.03	0.14	0.30	0.10	15.19	14.80	-0.20	$-20.00	30.00	43	2.0	1317.000	0.39	2024-11-06
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$0.15	0.01	0.16	0.30	0.10	15.19	15.04	-0.20	$-20.00	30.00	42	2.0	1317.000	0.15	2024-11-05
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$0.43	0.03	0.08	0.30	0.10	15.19	14.76	-0.20	$-20.00	30.00	41	2.0	1318.000	0.43	2024-11-04
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$0.53	0.03	0.15	0.30	0.10	15.19	14.66	-0.20	$-20.00	30.00	38	10.0	1318.000	0.53	2024-11-01
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$0.64	0.04	0.10	0.30	0.10	15.19	14.55	-0.20	$-20.00	30.00	37	10.0	1318.000	0.64	2024-10-31
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$0.24	0.02	0.16	0.30	0.10	15.19	14.95	-0.20	$-20.00	30.00	36	10.0	1328.000	0.24	2024-10-30
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.10	-0.33	$-0.20	-0.01	0.14	0.30	0.20	15.19	15.39	-0.10	$-10.00	30.00	35	51.0	1328.000	-0.20	2024-10-29
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.10	-0.33	$-0.07	-0.00	0.08	0.30	0.20	15.19	15.26	-0.10	$-10.00	30.00	34	51.0	1328.000	-0.07	2024-10-28
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.10	-0.33	$0.30	0.02	0.17	0.30	0.20	15.19	14.89	-0.10	$-10.00	30.00	33	51.0	1278.000	0.30	2024-10-27
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.10	-0.33	$0.30	0.02	0.15	0.30	0.20	15.19	14.89	-0.10	$-10.00	30.00	32	51.0	1278.000	0.30	2024-10-26
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$0.89	0.06	0.11	0.30	0.25	15.19	14.30	-0.05	$-5.00	30.00	30	370.0	1013.000	0.89	2024-10-24
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.15	-0.50	$0.43	0.03	0.05	0.30	0.15	15.19	14.76	-0.15	$-15.00	30.00	29	33.0	1013.000	0.43	2024-10-23
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.15	-0.50	$0.27	0.02	0.08	0.30	0.15	15.19	14.92	-0.15	$-15.00	30.00	28	33.0	1013.000	0.27	2024-10-22
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.15	-0.50	$0.22	0.01	0.06	0.30	0.15	15.19	14.97	-0.15	$-15.00	30.00	27	33.0	983.000	0.22	2024-10-21
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.16	-0.53	$0.04	0.00	0.06	0.30	0.14	15.19	15.15	-0.16	$-16.00	30.00	25	18.0	973.000	0.04	2024-10-19
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.15	-0.50	$0.01	0.00	0.02	0.30	0.15	15.19	15.18	-0.15	$-15.00	30.00	24	5.0	973.000	0.01	2024-10-18
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.15	-0.50	$-0.24	-0.02	0.00	0.30	0.15	15.19	15.43	-0.15	$-15.00	30.00	22	5.0	968.000	-0.24	2024-10-16
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.15	-0.50	$-0.91	-0.06	0.06	0.30	0.15	15.19	16.10	-0.15	$-15.00	30.00	20	78.0	468.000	-0.91	2024-10-14
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.15	-0.50	$-1.81	-0.12	0.12	0.30	0.15	15.19	17.00	-0.15	$-15.00	30.00	17	78.0	390.000	-1.81	2024-10-11
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.09	-0.30	$-1.75	-0.12	0.14	0.30	0.21	15.19	16.94	-0.09	$-9.00	30.00	16	1.0	390.000	-1.75	2024-10-10
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.09	-0.30	$-1.58	-0.10	0.15	0.30	0.21	15.19	16.77	-0.09	$-9.00	30.00	15	1.0	389.000	-1.58	2024-10-09
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$-3.80	-0.25	0.25	0.30	0.25	15.19	18.99	-0.05	$-5.00	30.00	13	10.0	385.000	-3.80	2024-10-07
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$-4.00	-0.26	-0.30	0.30	0.25	15.19	19.19	-0.05	$-5.00	30.00	12	10.0	0.000	-4.00	2024-10-06
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$-4.00	-0.26	0.78	0.30	0.25	15.19	19.19	-0.05	$-5.00	30.00	11	10.0	385.000	-4.00	2024-10-05
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$-4.00	-0.26	0.24	0.30	0.25	15.19	19.19	-0.05	$-5.00	30.00	10	10.0	385.000	-4.00	2024-10-04
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$-3.37	-0.22	0.18	0.30	0.25	15.19	18.56	-0.05	$-5.00	30.00	9	10.0	385.000	-3.37	2024-10-03
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$-3.20	-0.21	0.20	0.30	0.25	15.19	18.39	-0.05	$-5.00	30.00	8	10.0	395.000	-3.20	2024-10-02
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$-2.85	-0.19	0.13	0.30	0.10	15.19	18.04	-0.20	$-20.00	30.00	7	50.0	0.000	-2.85	2024-10-01
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.20	-0.67	$-2.17	-0.14	0.13	0.30	0.10	15.19	17.36	-0.20	$-20.00	30.00	6	50.0	395.000	-2.17	2024-09-30
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.12	-0.40	$-1.99	-0.13	-0.30	0.30	0.18	15.19	17.18	-0.12	$-12.00	30.00	5	10.0	395.000	-1.99	2024-09-29
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.12	-0.40	$-1.99	-0.13	0.46	0.30	0.18	15.19	17.18	-0.12	$-12.00	30.00	4	10.0	385.000	-1.99	2024-09-28
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.12	-0.40	$-1.99	-0.13	0.12	0.30	0.18	15.19	17.18	-0.12	$-12.00	30.00	3	10.0	385.000	-1.99	2024-09-27
BZ241115P00012500	BZ	PUT	Long	12.50	None	$-0.05	-0.17	$-0.93	-0.06	0.11	0.30	0.25	15.19	16.12	-0.05	$-5.00	30.00	2	419.0	7.000	-0.93	2024-09-26
BZ241115P00012500	BZ	PUT	Long	12.50	None	$0.08	0.27	$0.92	0.06	-0.02	0.30	0.38	15.19	14.27	0.08	$8.00	30.00	1	1.0	6.000	0.92	2024-09-25
BZ241115P00012500	BZ	PUT	Long	12.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	15.19	15.19	0.00	$0.00	30.00	0	5.0	1.000	-0.00	2024-09-24

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