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View Outliers PnL Drill-Down: CDLX240419P00012500

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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
2024-03-15	CDLX	CDLX240419P00012500	12.50	309.0	880.000	1.088	0.696	2.4	0.3	-0.210	2.840	0.790	1.06	14.50	2024-04-19	PUT	Long	0.470	0.744	0.772

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	CDLX	0.909	0.132	0.931	0.368	0.162	-0.205	3.84	-0.436	0.0000	2.96	20.25	21	1y	4.11

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
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.36	-0.34	$2.56	0.18	-0.29	1.06	0.70	14.50	11.94	-0.36	$-36.00	106.00	34	22.0	1541.000	2.56	2024-04-18
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.49	-0.46	$2.32	0.16	-0.32	1.06	0.57	14.50	12.18	-0.49	$-49.00	106.00	33	84.0	1584.000	2.32	2024-04-17
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.61	-0.58	$2.09	0.14	-0.22	1.06	0.45	14.50	12.41	-0.61	$-61.00	106.00	32	136.0	1687.000	2.09	2024-04-16
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.78	-0.74	$1.36	0.09	-0.10	1.06	0.28	14.50	13.14	-0.78	$-78.00	106.00	31	12.0	1687.000	1.36	2024-04-15
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.81	-0.76	$0.93	0.06	-0.24	1.06	0.25	14.50	13.57	-0.81	$-81.00	106.00	28	2.0	1689.000	0.93	2024-04-12
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.86	-0.81	$0.12	0.01	-0.21	1.06	0.20	14.50	14.38	-0.86	$-86.00	106.00	27	2.0	1691.000	0.12	2024-04-11
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.71	-0.67	$1.18	0.08	-0.25	1.06	0.35	14.50	13.32	-0.71	$-71.00	106.00	26	26.0	1695.000	1.18	2024-04-10
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.76	-0.72	$0.18	0.01	-0.22	1.06	0.30	14.50	14.32	-0.76	$-76.00	106.00	25	31.0	1682.000	0.18	2024-04-09
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.79	-0.75	$0.49	0.03	-0.20	1.06	0.27	14.50	14.01	-0.79	$-79.00	106.00	24	10.0	1688.000	0.49	2024-04-08
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.66	-0.62	$0.83	0.06	-0.27	1.06	0.40	14.50	13.67	-0.66	$-66.00	106.00	21	111.0	1762.000	0.83	2024-04-05
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.46	-0.43	$1.43	0.10	-0.29	1.06	0.60	14.50	13.07	-0.46	$-46.00	106.00	20	54.0	1749.000	1.43	2024-04-04
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.41	-0.39	$1.19	0.08	-0.25	1.06	0.65	14.50	13.31	-0.41	$-41.00	106.00	19	102.0	1834.000	1.19	2024-04-03
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.51	-0.48	$0.85	0.06	-0.23	1.06	0.55	14.50	13.65	-0.51	$-51.00	106.00	18	132.0	1780.000	0.85	2024-04-02
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.61	-0.58	$0.04	0.00	-0.96	1.06	0.45	14.50	14.46	-0.61	$-61.00	106.00	17	37.0	1780.000	0.04	2024-04-01
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.56	-0.53	$0.01	0.00	-0.12	1.06	0.50	14.50	14.49	-0.56	$-56.00	106.00	16	721.0	1925.000	0.01	2024-03-31
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.56	-0.53	$0.01	0.00	-0.16	1.06	0.50	14.50	14.49	-0.56	$-56.00	106.00	15	721.0	1925.000	0.01	2024-03-30
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.56	-0.53	$0.01	0.00	-0.18	1.06	0.50	14.50	14.49	-0.56	$-56.00	106.00	14	721.0	1925.000	0.01	2024-03-29
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.56	-0.53	$0.01	0.00	-0.18	1.06	0.50	14.50	14.49	-0.56	$-56.00	106.00	13	701.0	1925.000	0.01	2024-03-28
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.56	-0.53	$-0.14	-0.01	-0.17	1.06	0.50	14.50	14.64	-0.56	$-56.00	106.00	12	269.0	1905.000	-0.14	2024-03-27
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.01	-0.01	$0.90	0.06	0.01	1.06	1.05	14.50	13.60	-0.01	$-1.00	106.00	11	1763.0	1278.000	0.90	2024-03-26
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.94	-0.89	$-5.75	-0.40	0.07	1.06	0.12	14.50	20.25	-0.94	$-94.00	106.00	10	244.0	1282.000	-5.75	2024-03-25
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.79	-0.75	$-1.40	-0.10	-0.24	1.06	0.27	14.50	15.90	-0.79	$-79.00	106.00	7	163.0	1149.000	-1.40	2024-03-22
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.66	-0.62	$-0.74	-0.05	-0.23	1.06	0.40	14.50	15.24	-0.66	$-66.00	106.00	6	377.0	1128.000	-0.74	2024-03-21
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$-0.51	-0.48	$-0.71	-0.05	-0.19	1.06	0.55	14.50	15.21	-0.51	$-51.00	106.00	5	829.0	1464.000	-0.71	2024-03-20
CDLX240419P00012500	CDLX	PUT	Long	12.50	Exit OP PnL: $-0.26;Exit EQ PnL: 0.50; Position is Long and position continued to lose. Latest OP price is: $0.80 (EQ: $14.00). Initial OP price was: $1.06 (EQ: $14.50). Surpassed Stop Loss Percentage: -0.2452830188679245283018867925 < -0.16.	$-0.21	-0.20	$0.40	0.03	-0.15	1.06	0.85	14.50	14.10	-0.21	$-21.00	106.00	4	169.0	1384.000	0.40	2024-03-19
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$0.09	0.08	$1.44	0.10	-0.15	1.06	1.15	14.50	13.06	0.09	$9.00	106.00	3	643.0	902.000	1.44	2024-03-18
CDLX240419P00012500	CDLX	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.06	1.06	14.50	14.50	0.00	$0.00	106.00	0	309.0	880.000	-0.00	2024-03-15

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