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View Outliers PnL Drill-Down: CAN240119P00001500

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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
2023-12-14	CAN	CAN240119P00001500	1.50	63.0	477.000	1.500	0.431	0.3	0.0	-0.030	0.410	0.160	0.20	1.74	2024-01-19	PUT	Long	0.378	0.473	0.318

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	CAN	0.727	0.191	0.540	0.334	0.448	-0.092	2.97	-1.958	0.0000	0.75	3.19	21	1y	1.28

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
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.16	-0.80	$-0.10	-0.06	1.12	0.20	0.04	1.74	1.84	-0.16	$-16.00	20.00	35	2.0	1412.000	-0.10	2024-01-18
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.17	-0.85	$-0.19	-0.11	1.50	0.20	0.03	1.74	1.93	-0.17	$-17.00	20.00	34	54.0	1412.000	-0.19	2024-01-17
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.16	-0.80	$-0.24	-0.14	0.81	0.20	0.04	1.74	1.98	-0.16	$-16.00	20.00	33	9.0	1412.000	-0.24	2024-01-16
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.17	-0.85	$-0.20	-0.11	0.03	0.20	0.03	1.74	1.94	-0.17	$-17.00	20.00	29	8.0	1415.000	-0.20	2024-01-12
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.16	-0.80	$-0.39	-0.22	0.28	0.20	0.04	1.74	2.13	-0.16	$-16.00	20.00	28	6.0	1416.000	-0.39	2024-01-11
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-0.40	-0.23	0.19	0.20	0.05	1.74	2.14	-0.15	$-15.00	20.00	27	4.0	1416.000	-0.40	2024-01-10
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.13	-0.65	$-0.39	-0.22	0.48	0.20	0.07	1.74	2.13	-0.13	$-13.00	20.00	26	1.0	1417.000	-0.39	2024-01-09
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-0.54	-0.31	0.72	0.20	0.05	1.74	2.28	-0.15	$-15.00	20.00	25	10.0	1417.000	-0.54	2024-01-08
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-0.37	-0.21	0.45	0.20	0.05	1.74	2.11	-0.15	$-15.00	20.00	22	10.0	1407.000	-0.37	2024-01-05
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.14	-0.70	$-0.44	-0.25	-1.00	0.20	0.06	1.74	2.18	-0.14	$-14.00	20.00	21	2.0	1407.000	-0.44	2024-01-04
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.07	-0.35	$-0.30	-0.17	-1.00	0.20	0.13	1.74	2.04	-0.07	$-7.00	20.00	20	9.0	1405.000	-0.30	2024-01-03
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.13	-0.65	$-0.42	-0.24	-1.00	0.20	0.07	1.74	2.16	-0.13	$-13.00	20.00	19	103.0	0.000	-0.42	2024-01-02
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-0.57	-0.33	0.53	0.20	0.05	1.74	2.31	-0.15	$-15.00	20.00	18	2.0	1342.000	-0.57	2024-01-01
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-0.57	-0.33	0.44	0.20	0.05	1.74	2.31	-0.15	$-15.00	20.00	16	2.0	1342.000	-0.57	2023-12-30
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-0.57	-0.33	0.34	0.20	0.05	1.74	2.31	-0.15	$-15.00	20.00	15	2.0	1342.000	-0.57	2023-12-29
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-1.07	-0.61	0.22	0.20	0.05	1.74	2.81	-0.15	$-15.00	20.00	14	20.0	1362.000	-1.07	2023-12-28
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-1.45	-0.83	0.38	0.20	0.05	1.74	3.19	-0.15	$-15.00	20.00	13	13.0	1359.000	-1.45	2023-12-27
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-1.29	-0.74	0.81	0.20	0.05	1.74	3.03	-0.15	$-15.00	20.00	12	48.0	1317.000	-1.29	2023-12-26
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-1.43	-0.82	0.28	0.20	0.05	1.74	3.17	-0.15	$-15.00	20.00	11	56.0	1276.000	-1.43	2023-12-25
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-1.43	-0.82	0.22	0.20	0.05	1.74	3.17	-0.15	$-15.00	20.00	9	56.0	1276.000	-1.43	2023-12-23
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-1.43	-0.82	0.19	0.20	0.05	1.74	3.17	-0.15	$-15.00	20.00	8	56.0	1276.000	-1.43	2023-12-22
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.13	-0.65	$-0.84	-0.48	-1.00	0.20	0.07	1.74	2.58	-0.13	$-13.00	20.00	7	1.0	1276.000	-0.84	2023-12-21
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-1.10	-0.63	-0.03	0.20	0.05	1.74	2.84	-0.15	$-15.00	20.00	6	2.0	974.000	-1.10	2023-12-20
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.15	-0.75	$-0.49	-0.28	-0.05	0.20	0.05	1.74	2.23	-0.15	$-15.00	20.00	5	140.0	918.000	-0.49	2023-12-19
CAN240119P00001500	CAN	PUT	Long	1.50	None	$-0.10	-0.50	$-0.46	-0.26	-0.08	0.20	0.10	1.74	2.20	-0.10	$-10.00	20.00	4	50.0	924.000	-0.46	2023-12-18
CAN240119P00001500	CAN	PUT	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.18	$-0.05	-0.25	$-0.18	-0.10	-0.12	0.20	0.15	1.74	1.92	-0.05	$-5.00	20.00	2	428.0	501.000	-0.18	2023-12-16
CAN240119P00001500	CAN	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	1.74	1.74	0.00	$0.00	20.00	0	63.0	477.000	-0.00	2023-12-14

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