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View Outliers PnL Drill-Down: CBRE240920P00110000

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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
2024-07-25	CBRE	CBRE240920P00110000	110.00	37.0	2.000	0.239	0.175	3.7	2.6	-0.010	4.890	3.780	4.00	110.18	2024-09-20	PUT	Long	0.109	0.140	0.093

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	CBRE	0.727	0.039	0.115	0.073	0.058	-0.057	135.87	0.031	0.0000	83.34	140.71	21	1y	130.85

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
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.95	-0.99	$-15.08	-0.14	0.48	4.00	0.05	107.43	122.51	-3.95	$-395.00	400.00	56	1.0	618.000	-15.08	2024-09-19
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.95	-0.99	$-12.91	-0.12	0.27	4.00	0.05	107.43	120.34	-3.95	$-395.00	400.00	55	2.0	620.000	-12.91	2024-09-18
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.95	-0.99	$-11.16	-0.10	0.19	4.00	0.05	107.43	118.59	-3.95	$-395.00	400.00	54	1.0	620.000	-11.16	2024-09-17
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.95	-0.99	$-12.10	-0.11	0.18	4.00	0.05	107.43	119.53	-3.95	$-395.00	400.00	53	1.0	621.000	-12.10	2024-09-16
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.95	-0.99	$-11.23	-0.10	0.15	4.00	0.05	107.43	118.66	-3.95	$-395.00	400.00	51	5.0	626.000	-11.23	2024-09-14
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.95	-0.99	$-11.23	-0.10	0.10	4.00	0.05	107.43	118.66	-3.95	$-395.00	400.00	50	5.0	626.000	-11.23	2024-09-13
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.50	-0.88	$-10.05	-0.09	0.11	4.00	0.50	107.43	117.48	-3.50	$-350.00	400.00	49	10.0	626.000	-10.05	2024-09-12
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.50	-0.88	$-9.73	-0.09	0.10	4.00	0.50	107.43	117.16	-3.50	$-350.00	400.00	48	10.0	626.000	-9.73	2024-09-11
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.50	-0.88	$-9.37	-0.09	0.08	4.00	0.50	107.43	116.80	-3.50	$-350.00	400.00	47	10.0	626.000	-9.37	2024-09-10
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.40	-0.85	$-7.83	-0.07	0.07	4.00	0.60	107.43	115.26	-3.40	$-340.00	400.00	46	27.0	635.000	-7.83	2024-09-09
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-2.60	-0.65	$-6.12	-0.06	0.08	4.00	1.40	107.43	113.55	-2.60	$-260.00	400.00	43	11.0	644.000	-6.12	2024-09-06
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.03	-0.76	$-6.66	-0.06	0.04	4.00	0.97	107.43	114.09	-3.03	$-303.00	400.00	42	526.0	644.000	-6.66	2024-09-05
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.10	-0.78	$-7.36	-0.07	0.06	4.00	0.90	107.43	114.79	-3.10	$-310.00	400.00	41	522.0	262.000	-7.36	2024-09-04
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.05	-0.76	$-7.71	-0.07	0.02	4.00	0.95	107.43	115.14	-3.05	$-305.00	400.00	37	5.0	261.000	-7.71	2024-08-31
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.05	-0.76	$-7.71	-0.07	0.01	4.00	0.95	107.43	115.14	-3.05	$-305.00	400.00	36	5.0	261.000	-7.71	2024-08-30
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.05	-0.76	$-7.19	-0.07	0.01	4.00	0.95	107.43	114.62	-3.05	$-305.00	400.00	35	5.0	261.000	-7.19	2024-08-29
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.05	-0.76	$-7.70	-0.07	0.01	4.00	0.95	107.43	115.13	-3.05	$-305.00	400.00	34	5.0	261.000	-7.70	2024-08-28
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.35	-0.84	$-8.03	-0.07	-0.17	4.00	0.65	107.43	115.46	-3.35	$-335.00	400.00	33	30.0	267.000	-8.03	2024-08-27
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.35	-0.84	$-9.29	-0.09	0.01	4.00	0.65	107.43	116.72	-3.35	$-335.00	400.00	32	30.0	258.000	-9.29	2024-08-26
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.25	-0.81	$-9.60	-0.09	0.06	4.00	0.75	107.43	117.03	-3.25	$-325.00	400.00	31	10.0	253.000	-9.60	2024-08-25
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.25	-0.81	$-9.60	-0.09	0.06	4.00	0.75	107.43	117.03	-3.25	$-325.00	400.00	30	10.0	253.000	-9.60	2024-08-24
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-3.25	-0.81	$-9.62	-0.09	0.01	4.00	0.75	107.43	117.05	-3.25	$-325.00	400.00	29	10.0	253.000	-9.62	2024-08-23
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.89	-0.47	$-5.45	-0.05	0.01	4.00	2.11	107.43	112.88	-1.89	$-189.00	400.00	28	16.0	253.000	-5.45	2024-08-22
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.89	-0.47	$-4.81	-0.04	-0.01	4.00	2.11	107.43	112.24	-1.89	$-189.00	400.00	27	16.0	248.000	-4.81	2024-08-21
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.60	-0.40	$-4.06	-0.04	-0.00	4.00	2.40	107.43	111.49	-1.60	$-160.00	400.00	26	4.0	244.000	-4.06	2024-08-20
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-2.20	-0.55	$-5.06	-0.05	-0.01	4.00	1.80	107.43	112.49	-2.20	$-220.00	400.00	25	85.0	245.000	-5.06	2024-08-19
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.75	-0.44	$-4.30	-0.04	-0.02	4.00	2.25	107.43	111.73	-1.75	$-175.00	400.00	24	45.0	213.000	-4.30	2024-08-18
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.75	-0.44	$-4.30	-0.04	-0.02	4.00	2.25	107.43	111.73	-1.75	$-175.00	400.00	23	45.0	213.000	-4.30	2024-08-17
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.75	-0.44	$-4.28	-0.04	0.02	4.00	2.25	107.43	111.71	-1.75	$-175.00	400.00	22	45.0	213.000	-4.28	2024-08-16
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.75	-0.44	$-3.10	-0.03	-0.01	4.00	2.25	107.43	110.53	-1.75	$-175.00	400.00	21	7.0	208.000	-3.10	2024-08-15
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-1.10	-0.28	$-3.02	-0.03	-0.01	4.00	2.90	107.43	110.45	-1.10	$-110.00	400.00	20	11.0	207.000	-3.02	2024-08-14
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-0.60	-0.15	$-2.94	-0.03	0.00	4.00	3.40	107.43	110.37	-0.60	$-60.00	400.00	19	2.0	207.000	-2.94	2024-08-13
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$0.60	0.15	$-0.44	-0.00	0.01	4.00	4.60	107.43	107.87	0.60	$60.00	400.00	18	38.0	181.000	-0.44	2024-08-12
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-0.20	-0.05	$-1.71	-0.02	0.01	4.00	3.80	107.43	109.14	-0.20	$-20.00	400.00	15	4.0	184.000	-1.71	2024-08-09
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$0.70	0.18	$-1.25	-0.01	0.01	4.00	4.70	107.43	108.68	0.70	$70.00	400.00	14	51.0	155.000	-1.25	2024-08-08
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$1.40	0.35	$1.11	0.01	0.04	4.00	5.40	107.43	106.32	1.40	$140.00	400.00	13	27.0	148.000	1.11	2024-08-07
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$0.96	0.24	$-0.69	-0.01	0.04	4.00	4.96	107.43	108.12	0.96	$96.00	400.00	12	65.0	122.000	-0.69	2024-08-06
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$-0.30	-0.08	$-3.86	-0.04	0.15	4.00	3.70	107.43	111.29	-0.30	$-30.00	400.00	4	15.0	41.000	-3.86	2024-07-29
CBRE240920P00110000	CBRE	PUT	Long	110.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.30; Exit EQ PnL: -3.42	$-0.30	-0.08	$-3.12	-0.03	-0.02	4.00	3.70	107.43	110.55	-0.30	$-30.00	400.00	1	15.0	38.000	-3.12	2024-07-26
CBRE240920P00110000	CBRE	PUT	Long	110.00	None	$0.00	0.00	$-0.00	-0.00	0.00	4.00	4.00	107.43	107.43	0.00	$0.00	400.00	0	37.0	2.000	-0.00	2024-07-25

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