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View Outliers PnL Drill-Down: CDE231215P00002500

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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
2023-11-14	CDE	CDE231215P00002500	2.50	12.0	215.000	0.609	0.266	0.0	0.2	0.000	0.080	0.250	0.30	2.32	2023-12-15	PUT	Long	0.319	0.351	0.154

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	CDE	0.727	0.151	0.264	0.199	0.179	0.007	6.32	-0.126	0.0000	2.45	7.51	21	1y	6.59

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
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-1.21	-0.52	2.64	0.30	0.03	2.32	3.53	-0.27	$-27.00	30.00	30	6.0	511.000	-1.21	2023-12-14
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.97	-0.42	1.64	0.30	0.03	2.32	3.29	-0.27	$-27.00	30.00	29	6.0	511.000	-0.97	2023-12-13
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.60	-0.26	0.74	0.30	0.03	2.32	2.92	-0.27	$-27.00	30.00	28	6.0	511.000	-0.60	2023-12-12
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.79	-0.34	1.08	0.30	0.03	2.32	3.11	-0.27	$-27.00	30.00	27	6.0	511.000	-0.79	2023-12-11
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.70	-0.30	0.45	0.30	0.03	2.32	3.02	-0.27	$-27.00	30.00	24	6.0	516.000	-0.70	2023-12-08
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.75	-0.32	0.52	0.30	0.03	2.32	3.07	-0.27	$-27.00	30.00	23	9.0	516.000	-0.75	2023-12-07
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.69	-0.30	0.33	0.30	0.03	2.32	3.01	-0.27	$-27.00	30.00	22	0.0	516.000	-0.69	2023-12-06
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.65	-0.28	0.25	0.30	0.03	2.32	2.97	-0.27	$-27.00	30.00	21	0.0	512.000	-0.65	2023-12-05
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.73	-0.31	0.30	0.30	0.03	2.32	3.05	-0.27	$-27.00	30.00	20	0.0	472.000	-0.73	2023-12-04
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.84	-0.36	0.36	0.30	0.05	2.32	3.16	-0.25	$-25.00	30.00	19	0.0	472.000	-0.84	2023-12-03
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.84	-0.36	0.33	0.30	0.05	2.32	3.16	-0.25	$-25.00	30.00	18	0.0	472.000	-0.84	2023-12-02
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.84	-0.36	0.30	0.30	0.05	2.32	3.16	-0.25	$-25.00	30.00	17	0.0	472.000	-0.84	2023-12-01
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.74	-0.32	0.19	0.30	0.05	2.32	3.06	-0.25	$-25.00	30.00	16	0.0	479.000	-0.74	2023-11-30
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.27	-0.90	$-0.70	-0.30	0.16	0.30	0.03	2.32	3.02	-0.27	$-27.00	30.00	15	0.0	459.000	-0.70	2023-11-29
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.65	-0.28	0.06	0.30	0.05	2.32	2.97	-0.25	$-25.00	30.00	14	0.0	409.000	-0.65	2023-11-28
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.24	-0.80	$-0.62	-0.27	0.05	0.30	0.06	2.32	2.94	-0.24	$-24.00	30.00	13	0.0	409.000	-0.62	2023-11-27
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.23	-0.77	$-0.53	-0.23	0.19	0.30	0.07	2.32	2.85	-0.23	$-23.00	30.00	10	0.0	0.000	-0.53	2023-11-24
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.35	-0.15	-0.48	0.30	0.05	2.32	2.67	-0.25	$-25.00	30.00	9	0.0	0.000	-0.35	2023-11-23
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.38	-0.16	-0.02	0.30	0.05	2.32	2.70	-0.25	$-25.00	30.00	8	0.0	308.000	-0.38	2023-11-22
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.25	-0.83	$-0.41	-0.18	0.12	0.30	0.05	2.32	2.73	-0.25	$-25.00	30.00	7	0.0	381.000	-0.41	2023-11-21
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.18	-0.60	$-0.24	-0.10	0.07	0.30	0.12	2.32	2.56	-0.18	$-18.00	30.00	6	0.0	361.000	-0.24	2023-11-20
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.15	-0.50	$-0.20	-0.09	0.07	0.30	0.15	2.32	2.52	-0.15	$-15.00	30.00	5	0.0	282.000	-0.20	2023-11-19
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.15	-0.50	$-0.20	-0.09	0.06	0.30	0.15	2.32	2.52	-0.15	$-15.00	30.00	3	0.0	282.000	-0.20	2023-11-17
CDE231215P00002500	CDE	PUT	Long	2.50	None	$-0.15	-0.50	$-0.16	-0.07	-0.02	0.30	0.15	2.32	2.48	-0.15	$-15.00	30.00	2	0.0	215.000	-0.16	2023-11-16
CDE231215P00002500	CDE	PUT	Long	2.50	Exit OP PnL: $-0.10;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $0.20 (EQ: $2.35). Initial OP price was: $0.30 (EQ: $2.32). Surpassed Stop Loss Percentage: -0.3333333333333333333333333333 < -0.16.	$-0.10	-0.33	$-0.03	-0.01	-0.02	0.30	0.20	2.32	2.35	-0.10	$-10.00	30.00	1	0.0	216.000	-0.03	2023-11-15
CDE231215P00002500	CDE	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	2.32	2.32	0.00	$0.00	30.00	0	0.0	215.000	-0.00	2023-11-14

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