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View Outliers PnL Drill-Down: CDE241018P00007500

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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
2024-09-12	CDE	CDE241018P00007500	7.50	62.0	28.000	0.563	0.320	0.1	0.7	-0.010	0.240	0.850	0.90	6.85	2024-10-18	PUT	Long	0.312	0.361	0.199

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
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.05	-0.06	$0.23	0.03	0.80	0.90	0.85	6.85	6.62	-0.05	$-5.00	90.00	34	17.0	359.000	0.23	2024-10-16
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.25	0.28	$0.42	0.06	0.39	0.90	1.15	6.85	6.43	0.25	$25.00	90.00	32	10.0	490.000	0.42	2024-10-14
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.10	0.11	$0.47	0.07	0.00	0.90	1.00	6.85	6.38	0.10	$10.00	90.00	29	2.0	491.000	0.47	2024-10-11
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.26	0.29	$0.45	0.07	0.27	0.90	1.16	6.85	6.40	0.26	$26.00	90.00	28	3.0	493.000	0.45	2024-10-10
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.53	0.59	$0.65	0.09	0.34	0.90	1.43	6.85	6.20	0.53	$53.00	90.00	27	10.0	533.000	0.65	2024-10-09
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.45	0.50	$0.66	0.10	0.23	0.90	1.35	6.85	6.19	0.45	$45.00	90.00	25	34.0	535.000	0.66	2024-10-07
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.16	0.18	$0.44	0.06	-0.56	0.90	1.06	6.85	6.41	0.16	$16.00	90.00	24	49.0	0.000	0.44	2024-10-06
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.16	0.18	$0.44	0.06	0.04	0.90	1.06	6.85	6.41	0.16	$16.00	90.00	23	49.0	534.000	0.44	2024-10-05
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.16	0.18	$0.44	0.06	0.12	0.90	1.06	6.85	6.41	0.16	$16.00	90.00	22	49.0	534.000	0.44	2024-10-04
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.30	-0.33	$-0.22	-0.03	0.05	0.90	0.60	6.85	7.07	-0.30	$-30.00	90.00	21	22.0	527.000	-0.22	2024-10-03
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.25	-0.28	$-0.19	-0.03	0.08	0.90	0.65	6.85	7.04	-0.25	$-25.00	90.00	20	171.0	536.000	-0.19	2024-10-02
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.15	-0.17	$-0.05	-0.01	0.03	0.90	0.75	6.85	6.90	-0.15	$-15.00	90.00	19	72.0	489.000	-0.05	2024-10-01
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.10	-0.11	$-0.04	-0.01	0.09	0.90	0.80	6.85	6.89	-0.10	$-10.00	90.00	18	90.0	456.000	-0.04	2024-09-30
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.30	-0.33	$-0.28	-0.04	-0.56	0.90	0.60	6.85	7.13	-0.30	$-30.00	90.00	17	88.0	456.000	-0.28	2024-09-29
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.30	-0.33	$-0.28	-0.04	-0.01	0.90	0.60	6.85	7.13	-0.30	$-30.00	90.00	16	88.0	412.000	-0.28	2024-09-28
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.30	-0.33	$-0.28	-0.04	0.02	0.90	0.60	6.85	7.13	-0.30	$-30.00	90.00	15	88.0	412.000	-0.28	2024-09-27
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.50	-0.56	$-0.66	-0.10	0.01	0.90	0.40	6.85	7.51	-0.50	$-50.00	90.00	14	202.0	252.000	-0.66	2024-09-26
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.37	-0.41	$-0.58	-0.08	0.08	0.90	0.53	6.85	7.43	-0.37	$-37.00	90.00	13	122.0	180.000	-0.58	2024-09-25
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.48	-0.53	$-0.62	-0.09	-0.00	0.90	0.42	6.85	7.47	-0.48	$-48.00	90.00	12	64.0	160.000	-0.62	2024-09-24
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.13	-0.14	$0.02	0.00	-0.03	0.90	0.77	6.85	6.83	-0.13	$-13.00	90.00	11	9.0	158.000	0.02	2024-09-23
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.05	-0.06	$-0.12	-0.02	-0.56	0.90	0.85	6.85	6.97	-0.05	$-5.00	90.00	10	10.0	0.000	-0.12	2024-09-22
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.05	-0.06	$-0.11	-0.02	0.03	0.90	0.85	6.85	6.96	-0.05	$-5.00	90.00	8	10.0	154.000	-0.11	2024-09-20
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.05	-0.06	$-0.06	-0.01	0.05	0.90	0.85	6.85	6.91	-0.05	$-5.00	90.00	7	51.0	170.000	-0.06	2024-09-19
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.20	-0.22	$0.10	0.01	-0.05	0.90	0.70	6.85	6.75	-0.20	$-20.00	90.00	6	23.0	158.000	0.10	2024-09-18
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.10	-0.11	$-0.12	-0.02	0.01	0.90	0.80	6.85	6.97	-0.10	$-10.00	90.00	5	34.0	0.000	-0.12	2024-09-17
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.10	-0.11	$-0.18	-0.03	0.05	0.90	0.80	6.85	7.03	-0.10	$-10.00	90.00	4	39.0	135.000	-0.18	2024-09-16
CDE241018P00007500	CDE	PUT	Long	7.50	None	$-0.25	-0.28	$-0.43	-0.06	0.03	0.90	0.65	6.85	7.28	-0.25	$-25.00	90.00	2	95.0	74.000	-0.43	2024-09-14
CDE241018P00007500	CDE	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.28	$-0.20	-0.22	$-0.43	-0.06	0.04	0.90	0.70	6.85	7.28	-0.20	$-20.00	90.00	1	78.0	74.000	-0.43	2024-09-13
CDE241018P00007500	CDE	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.90	0.90	6.85	6.85	0.00	$0.00	90.00	0	62.0	28.000	-0.00	2024-09-12

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