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View Outliers PnL Drill-Down: CCO231215P00001000

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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
2023-11-08	CCO	CCO231215P00001000	1.00	4.0	62.000	1.078	0.326	0.3	0.0	0.000	0.340	0.030	0.11	1.30	2023-12-15	PUT	Long	0.340	0.370	0.150

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	CCO	0.818	0.075	0.230	0.145	0.075	-0.081	1.45	-0.146	0.0000	1.32	1.98	21	1y	1.56

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
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.46	-0.35	4.80	0.11	0.05	1.30	1.76	-0.06	$-6.00	11.00	36	10.0	872.000	-0.46	2023-12-14
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.39	-0.30	3.42	0.11	0.05	1.30	1.69	-0.06	$-6.00	11.00	35	10.0	872.000	-0.39	2023-12-13
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.30	-0.23	2.55	0.11	0.05	1.30	1.60	-0.06	$-6.00	11.00	34	10.0	872.000	-0.30	2023-12-12
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.36	-0.28	2.74	0.11	0.05	1.30	1.66	-0.06	$-6.00	11.00	33	10.0	872.000	-0.36	2023-12-11
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.36	-0.28	1.61	0.11	0.05	1.30	1.66	-0.06	$-6.00	11.00	30	10.0	872.000	-0.36	2023-12-08
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.23	-0.18	1.36	0.11	0.05	1.30	1.53	-0.06	$-6.00	11.00	29	10.0	872.000	-0.23	2023-12-07
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.19	-0.15	0.98	0.11	0.05	1.30	1.49	-0.06	$-6.00	11.00	28	0.0	862.000	-0.19	2023-12-06
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.20	-0.15	0.91	0.11	0.05	1.30	1.50	-0.06	$-6.00	11.00	27	0.0	862.000	-0.20	2023-12-05
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.24	-0.18	0.89	0.11	0.05	1.30	1.54	-0.06	$-6.00	11.00	26	0.0	862.000	-0.24	2023-12-04
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.28	-0.22	0.89	0.11	0.05	1.30	1.58	-0.06	$-6.00	11.00	25	0.0	862.000	-0.28	2023-12-03
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.28	-0.22	0.83	0.11	0.05	1.30	1.58	-0.06	$-6.00	11.00	24	0.0	862.000	-0.28	2023-12-02
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.28	-0.22	0.77	0.11	0.05	1.30	1.58	-0.06	$-6.00	11.00	23	0.0	862.000	-0.28	2023-12-01
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.16	-0.12	0.48	0.11	0.05	1.30	1.46	-0.06	$-6.00	11.00	22	0.0	862.000	-0.16	2023-11-30
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.12	-0.09	0.42	0.11	0.05	1.30	1.42	-0.06	$-6.00	11.00	21	0.0	862.000	-0.12	2023-11-29
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.06	-0.05	0.24	0.11	0.05	1.30	1.36	-0.06	$-6.00	11.00	20	0.0	862.000	-0.06	2023-11-28
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.01	-0.01	0.14	0.11	0.05	1.30	1.31	-0.06	$-6.00	11.00	19	0.0	862.000	-0.01	2023-11-27
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.04	-0.03	0.11	0.11	0.05	1.30	1.34	-0.06	$-6.00	11.00	16	0.0	0.000	-0.04	2023-11-24
CCO231215P00001000	CCO	PUT	Long	1.00	None	$-0.06	-0.55	$-0.04	-0.03	-0.58	0.11	0.05	1.30	1.34	-0.06	$-6.00	11.00	15	0.0	0.000	-0.04	2023-11-23
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.08	-0.06	0.08	0.11	0.11	1.30	1.38	0.00	$0.00	11.00	14	0.0	62.000	-0.08	2023-11-22
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.05	-0.04	0.05	0.11	0.11	1.30	1.35	0.00	$0.00	11.00	13	0.0	62.000	-0.05	2023-11-21
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.09	-0.07	0.08	0.11	0.11	1.30	1.39	0.00	$0.00	11.00	12	0.0	62.000	-0.09	2023-11-20
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.05	-0.04	0.55	0.11	0.11	1.30	1.35	0.00	$0.00	11.00	11	0.0	62.000	-0.05	2023-11-19
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.05	-0.04	0.52	0.11	0.11	1.30	1.35	0.00	$0.00	11.00	9	0.0	62.000	-0.05	2023-11-17
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.06	-0.05	0.52	0.11	0.11	1.30	1.36	0.00	$0.00	11.00	8	0.0	62.000	-0.06	2023-11-16
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.11	-0.08	0.56	0.11	0.11	1.30	1.41	0.00	$0.00	11.00	7	0.0	62.000	-0.11	2023-11-15
CCO231215P00001000	CCO	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.11	$0.00	0.00	$-0.11	-0.08	0.55	0.11	0.11	1.30	1.41	0.00	$0.00	11.00	6	0.0	62.000	-0.11	2023-11-14
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.03	-0.02	0.36	0.11	0.11	1.30	1.33	0.00	$0.00	11.00	5	0.0	62.000	-0.03	2023-11-13
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.02	2.47	0.11	0.11	1.30	1.32	0.00	$0.00	11.00	2	0.0	62.000	-0.02	2023-11-10
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.01	-0.83	0.11	0.11	1.30	1.29	0.00	$0.00	11.00	1	0.0	0.000	0.01	2023-11-09
CCO231215P00001000	CCO	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.11	0.11	1.30	1.30	0.00	$0.00	11.00	0	4.0	62.000	-0.00	2023-11-08

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