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View Outliers PnL Drill-Down: BZFD240419P00001000

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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
2024-02-22	BZFD	BZFD240419P00001000	1.00	17.0	0.000	2.063	0.725	0.0	0.7	-0.100	0.010	0.660	0.72	0.35	2024-04-19	PUT	Long	0.557	0.725	0.578

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	BZFD	0.636	0.137	0.507	0.300	0.427	0.146	3.08	-0.351	0.0000	0.67	5.36	21	1y	2.68

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
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.04	-0.11	14.69	0.72	0.60	0.35	0.39	-0.12	$-12.00	72.00	56	1.0	16.000	-0.04	2024-04-18
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.02	-0.06	6.44	0.72	0.60	0.35	0.37	-0.12	$-12.00	72.00	55	1.0	16.000	-0.02	2024-04-17
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.03	-0.09	9.44	0.72	0.60	0.35	0.38	-0.12	$-12.00	72.00	54	1.0	16.000	-0.03	2024-04-16
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.06	-0.17	6.31	0.72	0.60	0.35	0.41	-0.12	$-12.00	72.00	53	1.0	16.000	-0.06	2024-04-15
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.05	-0.14	4.31	0.72	0.60	0.35	0.40	-0.12	$-12.00	72.00	50	1.0	17.000	-0.05	2024-04-12
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.08	-0.23	2.56	0.72	0.60	0.35	0.43	-0.12	$-12.00	72.00	49	1.0	17.000	-0.08	2024-04-11
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.08	-0.23	6.19	0.72	0.60	0.35	0.43	-0.12	$-12.00	72.00	48	1.0	18.000	-0.08	2024-04-10
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.04	-0.11	5.06	0.72	0.60	0.35	0.39	-0.12	$-12.00	72.00	47	2.0	19.000	-0.04	2024-04-09
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.05	-0.14	3.06	0.72	0.60	0.35	0.40	-0.12	$-12.00	72.00	46	2.0	19.000	-0.05	2024-04-08
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.04	-0.11	4.12	0.72	0.60	0.35	0.39	-0.12	$-12.00	72.00	43	2.0	19.000	-0.04	2024-04-05
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.17	-0.24	$-0.06	-0.17	0.69	0.72	0.55	0.35	0.41	-0.17	$-17.00	72.00	42	1.0	21.000	-0.06	2024-04-04
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.17	-0.24	$-0.10	-0.29	-0.31	0.72	0.55	0.35	0.45	-0.17	$-17.00	72.00	41	1.0	22.000	-0.10	2024-04-03
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.12	-0.34	0.69	0.72	0.60	0.35	0.47	-0.12	$-12.00	72.00	40	1.0	22.000	-0.12	2024-04-02
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.12	-0.17	$-0.12	-0.34	0.56	0.72	0.60	0.35	0.47	-0.12	$-12.00	72.00	39	1.0	21.000	-0.12	2024-04-01
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.12	-0.34	1.94	0.72	0.63	0.35	0.47	-0.09	$-9.00	72.00	38	1.0	21.000	-0.12	2024-03-31
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.12	-0.34	1.75	0.72	0.63	0.35	0.47	-0.09	$-9.00	72.00	37	1.0	21.000	-0.12	2024-03-30
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.12	-0.34	1.69	0.72	0.63	0.35	0.47	-0.09	$-9.00	72.00	36	1.0	21.000	-0.12	2024-03-29
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.12	-0.34	1.59	0.72	0.63	0.35	0.47	-0.09	$-9.00	72.00	35	1.0	21.000	-0.12	2024-03-28
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.05	-0.14	-1.56	0.72	0.63	0.35	0.40	-0.09	$-9.00	72.00	34	1.0	21.000	-0.05	2024-03-27
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.05	-0.14	0.88	0.72	0.63	0.35	0.40	-0.09	$-9.00	72.00	33	1.0	21.000	-0.05	2024-03-26
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.05	-0.14	0.88	0.72	0.63	0.35	0.40	-0.09	$-9.00	72.00	32	1.0	21.000	-0.05	2024-03-25
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.02	-0.06	0.62	0.72	0.63	0.35	0.37	-0.09	$-9.00	72.00	29	1.0	21.000	-0.02	2024-03-22
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.09	-0.12	$-0.04	-0.11	1.00	0.72	0.63	0.35	0.39	-0.09	$-9.00	72.00	28	1.0	22.000	-0.04	2024-03-21
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.02	-0.03	$-0.04	-0.11	0.19	0.72	0.70	0.35	0.39	-0.02	$-2.00	72.00	27	1.0	22.000	-0.04	2024-03-20
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.02	-0.03	$-0.04	-0.11	0.06	0.72	0.70	0.35	0.39	-0.02	$-2.00	72.00	26	1.0	21.000	-0.04	2024-03-19
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.04	-0.06	$-0.03	-0.09	-0.12	0.72	0.68	0.35	0.38	-0.04	$-4.00	72.00	25	15.0	8.000	-0.03	2024-03-18
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.07	-0.10	$-0.04	-0.11	1.84	0.72	0.65	0.35	0.39	-0.07	$-7.00	72.00	22	1.0	8.000	-0.04	2024-03-15
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.07	-0.10	$-0.04	-0.11	2.88	0.72	0.65	0.35	0.39	-0.07	$-7.00	72.00	21	1.0	8.000	-0.04	2024-03-14
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.07	-0.10	$-0.05	-0.14	-0.81	0.72	0.65	0.35	0.40	-0.07	$-7.00	72.00	20	1.0	7.000	-0.05	2024-03-13
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.02	-0.03	$-0.04	-0.11	1.75	0.72	0.70	0.35	0.39	-0.02	$-2.00	72.00	19	1.0	7.000	-0.04	2024-03-12
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.02	-0.03	$-0.03	-0.09	-0.44	0.72	0.70	0.35	0.38	-0.02	$-2.00	72.00	18	1.0	7.000	-0.03	2024-03-11
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.17	-0.24	$-0.01	-0.03	1.22	0.72	0.55	0.35	0.36	-0.17	$-17.00	72.00	15	1.0	7.000	-0.01	2024-03-08
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.17	-0.24	$-0.01	-0.03	2.16	0.72	0.55	0.35	0.36	-0.17	$-17.00	72.00	14	1.0	7.000	-0.01	2024-03-07
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.17	-0.24	$0.02	0.06	-0.31	0.72	0.55	0.35	0.33	-0.17	$-17.00	72.00	13	1.0	7.000	0.02	2024-03-06
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$-0.07	-0.10	$0.01	0.03	0.81	0.72	0.65	0.35	0.34	-0.07	$-7.00	72.00	12	1.0	7.000	0.01	2024-03-05
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.02	0.06	-2.06	0.72	0.73	0.35	0.33	0.01	$1.00	72.00	11	2.0	0.000	0.02	2024-03-04
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.04	0.11	2.59	0.72	0.73	0.35	0.31	0.01	$1.00	72.00	10	2.0	7.000	0.04	2024-03-03
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.04	0.11	2.59	0.72	0.73	0.35	0.31	0.01	$1.00	72.00	9	2.0	7.000	0.04	2024-03-02
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.03	0.09	1.53	0.72	0.73	0.35	0.32	0.01	$1.00	72.00	8	2.0	7.000	0.03	2024-03-01
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.01	0.03	5.12	0.72	0.73	0.35	0.34	0.01	$1.00	72.00	7	2.0	7.000	0.01	2024-02-29
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$-0.00	-0.00	5.12	0.72	0.73	0.35	0.35	0.01	$1.00	72.00	6	2.0	7.000	-0.00	2024-02-28
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.01	0.03	2.12	0.72	0.73	0.35	0.34	0.01	$1.00	72.00	5	2.0	7.000	0.01	2024-02-27
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.02	0.06	0.94	0.72	0.73	0.35	0.33	0.01	$1.00	72.00	4	2.0	7.000	0.02	2024-02-26
BZFD240419P00001000	BZFD	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.01	$0.02	0.06	0.97	0.72	0.73	0.35	0.33	0.01	$1.00	72.00	3	2.0	6.000	0.02	2024-02-25
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.01	0.01	$0.02	0.06	0.88	0.72	0.73	0.35	0.33	0.01	$1.00	72.00	1	2.0	6.000	0.02	2024-02-23
BZFD240419P00001000	BZFD	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.72	0.72	0.35	0.35	0.00	$0.00	72.00	0	17.0	0.000	-0.00	2024-02-22

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