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View Outliers PnL Drill-Down: CAVA240927P00105000

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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
2024-08-23 CAVA CAVA240927P00105000 105.00 137.0 12.000 0.571 0.270 17.8 0.2 -0.010 19.970 2.380 2.25 122.03 2024-09-27 PUT Long 0.248 0.305 0.197

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis 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
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.22 -0.99 $-5.09 -0.04 0.51 2.25 0.03 122.03 127.12 -2.22 $-222.00 225.00 34 21.0 204.000 -5.09 2024-09-26
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.22 -0.99 $-4.81 -0.04 0.44 2.25 0.03 122.03 126.84 -2.22 $-222.00 225.00 33 21.0 204.000 -4.81 2024-09-25
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.22 -0.99 $-5.49 -0.04 0.21 2.25 0.03 122.03 127.52 -2.22 $-222.00 225.00 32 21.0 187.000 -5.49 2024-09-24
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.15 -0.96 $-6.24 -0.05 0.21 2.25 0.10 122.03 128.27 -2.15 $-215.00 225.00 31 18.0 187.000 -6.24 2024-09-23
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.15 -0.96 $-6.76 -0.06 -0.07 2.25 0.10 122.03 128.79 -2.15 $-215.00 225.00 30 18.0 0.000 -6.76 2024-09-22
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.15 -0.96 $-6.74 -0.06 0.15 2.25 0.10 122.03 128.77 -2.15 $-215.00 225.00 28 18.0 169.000 -6.74 2024-09-20
CAVA240927P00105000 CAVA PUT Long 105.00 None $-1.70 -0.76 $-3.13 -0.03 0.11 2.25 0.55 122.03 125.16 -1.70 $-170.00 225.00 27 1.0 169.000 -3.13 2024-09-19
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.00 -0.89 $-2.32 -0.02 0.21 2.25 0.25 122.03 124.35 -2.00 $-200.00 225.00 26 6.0 169.000 -2.32 2024-09-18
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.05 -0.91 $0.10 0.00 -0.04 2.25 0.20 122.03 121.93 -2.05 $-205.00 225.00 25 4.0 173.000 0.10 2024-09-17
CAVA240927P00105000 CAVA PUT Long 105.00 None $-2.08 -0.92 $-0.84 -0.01 -0.03 2.25 0.17 122.03 122.87 -2.08 $-208.00 225.00 24 2.0 172.000 -0.84 2024-09-16
CAVA240927P00105000 CAVA PUT Long 105.00 None $-1.92 -0.85 $-0.48 -0.00 -0.03 2.25 0.33 122.03 122.51 -1.92 $-192.00 225.00 22 14.0 172.000 -0.48 2024-09-14
CAVA240927P00105000 CAVA PUT Long 105.00 None $-1.92 -0.85 $-0.56 -0.00 -0.05 2.25 0.33 122.03 122.59 -1.92 $-192.00 225.00 21 14.0 172.000 -0.56 2024-09-13
CAVA240927P00105000 CAVA PUT Long 105.00 None $-1.88 -0.84 $-3.44 -0.03 -0.02 2.25 0.37 122.03 125.47 -1.88 $-188.00 225.00 20 27.0 173.000 -3.44 2024-09-12
CAVA240927P00105000 CAVA PUT Long 105.00 None $-1.61 -0.72 $0.84 0.01 -0.04 2.25 0.64 122.03 121.19 -1.61 $-161.00 225.00 19 13.0 164.000 0.84 2024-09-11
CAVA240927P00105000 CAVA PUT Long 105.00 None $-1.34 -0.60 $2.30 0.02 -0.03 2.25 0.91 122.03 119.73 -1.34 $-134.00 225.00 18 35.0 154.000 2.30 2024-09-10
CAVA240927P00105000 CAVA PUT Long 105.00 None $-1.40 -0.62 $1.94 0.02 -0.03 2.25 0.85 122.03 120.09 -1.40 $-140.00 225.00 17 4.0 154.000 1.94 2024-09-09
CAVA240927P00105000 CAVA PUT Long 105.00 None $-0.58 -0.26 $5.86 0.05 -0.05 2.25 1.67 122.03 116.17 -0.58 $-58.00 225.00 14 1.0 153.000 5.86 2024-09-06
CAVA240927P00105000 CAVA PUT Long 105.00 None $-0.75 -0.33 $5.32 0.04 -0.06 2.25 1.50 122.03 116.71 -0.75 $-75.00 225.00 13 5.0 154.000 5.32 2024-09-05
CAVA240927P00105000 CAVA PUT Long 105.00 None $0.00 0.00 $8.06 0.07 -0.07 2.25 2.25 122.03 113.97 0.00 $0.00 225.00 12 5.0 154.000 8.06 2024-09-04
CAVA240927P00105000 CAVA PUT Long 105.00 None $0.01 0.00 $7.99 0.07 -0.08 2.25 2.26 122.03 114.04 0.01 $1.00 225.00 8 7.0 150.000 7.99 2024-08-31
CAVA240927P00105000 CAVA PUT Long 105.00 None $0.07 0.03 $8.00 0.07 -0.07 2.25 2.32 122.03 114.03 0.07 $7.00 225.00 7 6.0 150.000 8.00 2024-08-30
CAVA240927P00105000 CAVA PUT Long 105.00 None $1.15 0.51 $11.16 0.09 -0.07 2.25 3.40 122.03 110.87 1.15 $115.00 225.00 6 9.0 145.000 11.16 2024-08-29
CAVA240927P00105000 CAVA PUT Long 105.00 None $-0.14 -0.06 $3.55 0.03 -0.04 2.25 2.11 122.03 118.48 -0.14 $-14.00 225.00 5 3.0 144.000 3.55 2024-08-28
CAVA240927P00105000 CAVA PUT Long 105.00 None $-0.79 -0.35 $7.07 0.06 -0.50 2.25 1.46 122.03 114.96 -0.79 $-79.00 225.00 4 3.0 139.000 7.07 2024-08-27
CAVA240927P00105000 CAVA PUT Long 105.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.65; Exit EQ PnL: -4.51 $-0.79 -0.35 $-3.77 -0.03 0.01 2.25 1.46 122.03 125.80 -0.79 $-79.00 225.00 3 3.0 138.000 -3.77 2024-08-26
CAVA240927P00105000 CAVA PUT Long 105.00 None $0.02 0.01 $0.03 0.00 0.02 2.25 2.27 122.03 122.00 0.02 $2.00 225.00 2 138.0 12.000 0.03 2024-08-25
CAVA240927P00105000 CAVA PUT Long 105.00 None $0.02 0.01 $0.03 0.00 0.01 2.25 2.27 122.03 122.00 0.02 $2.00 225.00 1 138.0 12.000 0.03 2024-08-24
CAVA240927P00105000 CAVA PUT Long 105.00 None $0.00 0.00 $-0.00 -0.00 0.00 2.25 2.25 122.03 122.03 0.00 $0.00 225.00 0 137.0 12.000 -0.00 2024-08-23

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