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View Outliers PnL Drill-Down: CDMO241018P00007500

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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
2024-07-03	CDMO	CDMO241018P00007500	7.50	320.0	830.000	1.021	0.609	1.0	0.7	0.000	1.620	1.290	1.00	7.74	2024-10-18	PUT	Long	0.328	0.357	0.149

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	CDMO	0.909	0.014	0.438	0.202	0.014	-0.122	12.36	-1.006	0.0000	5.86	12.45	21	1y	10.90

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
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.95	-0.95	$-2.45	-0.32	0.89	1.00	0.05	7.70	10.15	-0.95	$-95.00	100.00	105	20.0	460.000	-2.45	2024-10-16
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.95	-0.95	$-2.43	-0.32	0.46	1.00	0.05	7.70	10.13	-0.95	$-95.00	100.00	103	20.0	460.000	-2.43	2024-10-14
CDMO241018P00007500	CDMO	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.95	-0.95	$-2.62	-0.34	0.21	1.00	0.05	7.70	10.32	-0.95	$-95.00	100.00	100	20.0	460.000	-2.62	2024-10-11
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.95	-0.95	$-2.47	-0.32	0.10	1.00	0.05	7.70	10.17	-0.95	$-95.00	100.00	99	20.0	460.000	-2.47	2024-10-10
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.95	-0.95	$-2.66	-0.35	0.10	1.00	0.05	7.70	10.36	-0.95	$-95.00	100.00	98	20.0	440.000	-2.66	2024-10-09
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-2.78	-0.36	1.15	1.00	0.10	7.70	10.48	-0.90	$-90.00	100.00	96	6.0	430.000	-2.78	2024-10-07
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-2.93	-0.38	-0.51	1.00	0.10	7.70	10.63	-0.90	$-90.00	100.00	95	6.0	0.000	-2.93	2024-10-06
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-2.93	-0.38	1.04	1.00	0.10	7.70	10.63	-0.90	$-90.00	100.00	94	6.0	430.000	-2.93	2024-10-05
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-2.93	-0.38	0.96	1.00	0.10	7.70	10.63	-0.90	$-90.00	100.00	93	6.0	430.000	-2.93	2024-10-04
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-2.86	-0.37	0.14	1.00	0.10	7.70	10.56	-0.90	$-90.00	100.00	92	6.0	430.000	-2.86	2024-10-03
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.04	-0.39	0.88	1.00	0.10	7.70	10.74	-0.90	$-90.00	100.00	91	6.0	430.000	-3.04	2024-10-02
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.29	-0.43	0.07	1.00	0.10	7.70	10.99	-0.90	$-90.00	100.00	90	6.0	430.000	-3.29	2024-10-01
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.68	-0.48	0.10	1.00	0.10	7.70	11.38	-0.90	$-90.00	100.00	89	6.0	430.000	-3.68	2024-09-30
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.64	-0.47	-0.51	1.00	0.10	7.70	11.34	-0.90	$-90.00	100.00	88	6.0	430.000	-3.64	2024-09-29
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.64	-0.47	0.04	1.00	0.10	7.70	11.34	-0.90	$-90.00	100.00	87	6.0	430.000	-3.64	2024-09-28
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.64	-0.47	0.02	1.00	0.10	7.70	11.34	-0.90	$-90.00	100.00	86	6.0	430.000	-3.64	2024-09-27
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.47	-0.45	0.71	1.00	0.10	7.70	11.17	-0.90	$-90.00	100.00	85	6.0	430.000	-3.47	2024-09-26
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.03	-0.39	0.57	1.00	0.10	7.70	10.73	-0.90	$-90.00	100.00	84	6.0	430.000	-3.03	2024-09-25
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.91	-0.51	-0.12	1.00	0.10	7.70	11.61	-0.90	$-90.00	100.00	83	6.0	430.000	-3.91	2024-09-24
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.42	-0.44	0.18	1.00	0.10	7.70	11.12	-0.90	$-90.00	100.00	82	6.0	430.000	-3.42	2024-09-23
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.90	-0.51	-0.51	1.00	0.10	7.70	11.60	-0.90	$-90.00	100.00	81	6.0	0.000	-3.90	2024-09-22
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.90	-0.51	0.60	1.00	0.10	7.70	11.60	-0.90	$-90.00	100.00	79	6.0	430.000	-3.90	2024-09-20
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-4.75	-0.62	0.36	1.00	0.10	7.70	12.45	-0.90	$-90.00	100.00	78	6.0	430.000	-4.75	2024-09-19
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.72	-0.48	-0.05	1.00	0.10	7.70	11.42	-0.90	$-90.00	100.00	77	6.0	430.000	-3.72	2024-09-18
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.78	-0.49	0.26	1.00	0.10	7.70	11.48	-0.90	$-90.00	100.00	76	18.0	430.000	-3.78	2024-09-17
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.59	-0.47	0.21	1.00	0.10	7.70	11.29	-0.90	$-90.00	100.00	75	18.0	430.000	-3.59	2024-09-16
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.46	-0.45	0.44	1.00	0.10	7.70	11.16	-0.90	$-90.00	100.00	73	18.0	430.000	-3.46	2024-09-14
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.46	-0.45	0.39	1.00	0.10	7.70	11.16	-0.90	$-90.00	100.00	72	18.0	430.000	-3.46	2024-09-13
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-3.46	-0.45	0.04	1.00	0.10	7.70	11.16	-0.90	$-90.00	100.00	71	18.0	430.000	-3.46	2024-09-12
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-2.90	-0.38	-0.06	1.00	0.10	7.70	10.60	-0.90	$-90.00	100.00	70	18.0	430.000	-2.90	2024-09-11
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.90	-0.90	$-2.79	-0.36	-0.02	1.00	0.10	7.70	10.49	-0.90	$-90.00	100.00	69	18.0	444.000	-2.79	2024-09-10
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.45	-0.45	$-1.25	-0.16	0.14	1.00	0.55	7.70	8.95	-0.45	$-45.00	100.00	68	15.0	429.000	-1.25	2024-09-09
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-1.13	-0.15	0.08	1.00	0.20	7.70	8.83	-0.80	$-80.00	100.00	67	1.0	429.000	-1.13	2024-09-08
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-1.13	-0.15	-0.19	1.00	0.20	7.70	8.83	-0.80	$-80.00	100.00	65	1.0	429.000	-1.13	2024-09-06
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-1.30	-0.17	-0.21	1.00	0.20	7.70	9.00	-0.80	$-80.00	100.00	64	1.0	429.000	-1.30	2024-09-05
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-1.54	-0.20	-0.22	1.00	0.20	7.70	9.24	-0.80	$-80.00	100.00	63	1.0	429.000	-1.54	2024-09-04
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.84	-0.37	-0.01	1.00	0.20	7.70	10.54	-0.80	$-80.00	100.00	59	1.0	429.000	-2.84	2024-08-31
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.84	-0.37	-0.03	1.00	0.20	7.70	10.54	-0.80	$-80.00	100.00	58	1.0	429.000	-2.84	2024-08-30
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.66	-0.35	-0.01	1.00	0.20	7.70	10.36	-0.80	$-80.00	100.00	57	1.0	429.000	-2.66	2024-08-29
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.52	-0.33	-0.13	1.00	0.20	7.70	10.22	-0.80	$-80.00	100.00	56	1.0	429.000	-2.52	2024-08-28
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.50	-0.32	-0.76	1.00	0.20	7.70	10.20	-0.80	$-80.00	100.00	55	1.0	429.000	-2.50	2024-08-27
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.66	-0.35	-0.12	1.00	0.20	7.70	10.36	-0.80	$-80.00	100.00	54	1.0	429.000	-2.66	2024-08-26
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.88	-0.37	-0.04	1.00	0.20	7.70	10.58	-0.80	$-80.00	100.00	53	1.0	429.000	-2.88	2024-08-25
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.88	-0.37	-0.05	1.00	0.20	7.70	10.58	-0.80	$-80.00	100.00	52	1.0	429.000	-2.88	2024-08-24
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.88	-0.37	-0.03	1.00	0.20	7.70	10.58	-0.80	$-80.00	100.00	51	1.0	429.000	-2.88	2024-08-23
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-2.95	-0.38	-0.03	1.00	0.20	7.70	10.65	-0.80	$-80.00	100.00	50	1.0	429.000	-2.95	2024-08-22
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-3.77	-0.49	0.05	1.00	0.20	7.70	11.47	-0.80	$-80.00	100.00	49	1.0	429.000	-3.77	2024-08-21
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-3.61	-0.47	0.07	1.00	0.20	7.70	11.31	-0.80	$-80.00	100.00	48	1.0	429.000	-3.61	2024-08-20
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.80	-0.80	$-3.81	-0.49	0.04	1.00	0.20	7.70	11.51	-0.80	$-80.00	100.00	47	1.0	430.000	-3.81	2024-08-19
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-3.31	-0.43	0.18	1.00	0.60	7.70	11.01	-0.40	$-40.00	100.00	46	65.0	430.000	-3.31	2024-08-18
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-3.31	-0.43	0.18	1.00	0.60	7.70	11.01	-0.40	$-40.00	100.00	45	65.0	430.000	-3.31	2024-08-17
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-3.31	-0.43	0.05	1.00	0.60	7.70	11.01	-0.40	$-40.00	100.00	44	65.0	430.000	-3.31	2024-08-16
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.98	-0.39	-0.06	1.00	0.60	7.70	10.68	-0.40	$-40.00	100.00	43	65.0	430.000	-2.98	2024-08-15
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.82	-0.37	-0.01	1.00	0.60	7.70	10.52	-0.40	$-40.00	100.00	42	65.0	430.000	-2.82	2024-08-14
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-3.06	-0.40	-0.06	1.00	0.60	7.70	10.76	-0.40	$-40.00	100.00	41	65.0	430.000	-3.06	2024-08-13
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.89	-0.38	-0.14	1.00	0.60	7.70	10.59	-0.40	$-40.00	100.00	40	65.0	430.000	-2.89	2024-08-12
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.83	-0.37	-0.09	1.00	0.60	7.70	10.53	-0.40	$-40.00	100.00	37	65.0	430.000	-2.83	2024-08-09
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.87	-0.37	-0.03	1.00	0.60	7.70	10.57	-0.40	$-40.00	100.00	36	65.0	430.000	-2.87	2024-08-08
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.44	-0.32	-0.05	1.00	0.60	7.70	10.14	-0.40	$-40.00	100.00	35	65.0	430.000	-2.44	2024-08-07
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.58	-0.34	-0.10	1.00	0.60	7.70	10.28	-0.40	$-40.00	100.00	34	65.0	430.000	-2.58	2024-08-06
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.32	-0.30	-0.07	1.00	0.60	7.70	10.02	-0.40	$-40.00	100.00	26	65.0	430.000	-2.32	2024-07-29
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.53	-0.33	-0.23	1.00	0.60	7.70	10.23	-0.40	$-40.00	100.00	23	65.0	430.000	-2.53	2024-07-26
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-2.62	-0.34	0.16	1.00	0.60	7.70	10.32	-0.40	$-40.00	100.00	22	65.0	430.000	-2.62	2024-07-25
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.40	-0.40	$-1.69	-0.22	-0.24	1.00	0.60	7.70	9.39	-0.40	$-40.00	100.00	21	65.0	495.000	-1.69	2024-07-24
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.35	-0.35	$-1.65	-0.21	-0.26	1.00	0.65	7.70	9.35	-0.35	$-35.00	100.00	20	500.0	495.000	-1.65	2024-07-23
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.35	-0.35	$-1.89	-0.25	-0.20	1.00	0.65	7.70	9.59	-0.35	$-35.00	100.00	19	500.0	830.000	-1.89	2024-07-22
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.45	-0.45	$-1.75	-0.23	-0.12	1.00	0.55	7.70	9.45	-0.45	$-45.00	100.00	16	6.0	830.000	-1.75	2024-07-19
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.45	-0.45	$-1.80	-0.23	-0.15	1.00	0.55	7.70	9.50	-0.45	$-45.00	100.00	15	1.0	830.000	-1.80	2024-07-18
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.50	-0.50	$-2.07	-0.27	-0.16	1.00	0.50	7.70	9.77	-0.50	$-50.00	100.00	14	1.0	830.000	-2.07	2024-07-17
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$-0.50	-0.50	$-1.83	-0.24	0.59	1.00	0.50	7.70	9.53	-0.50	$-50.00	100.00	13	1.0	830.000	-1.83	2024-07-16
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$0.00	0.00	$-0.62	-0.08	0.20	1.00	1.00	7.70	8.32	0.00	$0.00	100.00	12	320.0	830.000	-0.62	2024-07-15
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$0.00	0.00	$-0.62	-0.08	0.18	1.00	1.00	7.70	8.32	0.00	$0.00	100.00	9	320.0	830.000	-0.62	2024-07-12
CDMO241018P00007500	CDMO	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.30	-0.04	0.11	1.00	1.00	7.70	8.00	0.00	$0.00	100.00	8	320.0	830.000	-0.30	2024-07-11
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$0.00	0.00	$0.31	0.04	-0.04	1.00	1.00	7.70	7.39	0.00	$0.00	100.00	7	320.0	830.000	0.31	2024-07-10
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$0.00	0.00	$0.12	0.02	0.00	1.00	1.00	7.70	7.58	0.00	$0.00	100.00	6	320.0	830.000	0.12	2024-07-09
CDMO241018P00007500	CDMO	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.53	0.07	-0.12	1.00	1.00	7.70	7.17	0.00	$0.00	100.00	5	320.0	830.000	0.53	2024-07-08
CDMO241018P00007500	CDMO	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.28	0.04	-0.06	1.00	1.00	7.70	7.42	0.00	$0.00	100.00	2	320.0	830.000	0.28	2024-07-05
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.00	1.00	7.70	7.70	0.00	$0.00	100.00	1	320.0	830.000	-0.00	2024-07-04
CDMO241018P00007500	CDMO	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.00	1.00	7.70	7.70	0.00	$0.00	100.00	0	320.0	830.000	-0.00	2024-07-03

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