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View Outliers PnL Drill-Down: CDMO241018P00010000

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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
2024-09-10	CDMO	CDMO241018P00010000	10.00	4.0	30.000	0.674	0.293	0.7	0.2	-0.010	1.120	0.580	0.85	10.49	2024-10-18	PUT	Long	0.367	0.400	0.172

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
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.75	-0.88	$0.34	0.03	0.27	0.85	0.10	10.49	10.15	-0.75	$-75.00	85.00	36	1.0	34.000	0.34	2024-10-16
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.59	-0.69	$0.36	0.03	0.04	0.85	0.26	10.49	10.13	-0.59	$-59.00	85.00	34	1.0	33.000	0.36	2024-10-14
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.59	-0.69	$0.17	0.02	0.15	0.85	0.26	10.49	10.32	-0.59	$-59.00	85.00	31	1.0	33.000	0.17	2024-10-11
CDMO241018P00010000	CDMO	PUT	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.45	-0.53	$0.32	0.03	0.01	0.85	0.40	10.49	10.17	-0.45	$-45.00	85.00	30	1.0	33.000	0.32	2024-10-10
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.45	-0.53	$0.13	0.01	0.08	0.85	0.40	10.49	10.36	-0.45	$-45.00	85.00	29	1.0	32.000	0.13	2024-10-09
CDMO241018P00010000	CDMO	PUT	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.24	$0.01	0.00	0.01	0.85	0.65	10.49	10.48	-0.20	$-20.00	85.00	27	1.0	32.000	0.01	2024-10-07
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.14	-0.01	-0.55	0.85	0.33	10.49	10.63	-0.52	$-52.00	85.00	26	1.0	0.000	-0.14	2024-10-06
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.14	-0.01	0.19	0.85	0.33	10.49	10.63	-0.52	$-52.00	85.00	25	1.0	32.000	-0.14	2024-10-05
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.14	-0.01	-0.14	0.85	0.33	10.49	10.63	-0.52	$-52.00	85.00	24	1.0	32.000	-0.14	2024-10-04
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.07	-0.01	0.07	0.85	0.33	10.49	10.56	-0.52	$-52.00	85.00	23	1.0	32.000	-0.07	2024-10-03
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.25	-0.02	0.03	0.85	0.33	10.49	10.74	-0.52	$-52.00	85.00	22	1.0	32.000	-0.25	2024-10-02
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.50	-0.05	0.22	0.85	0.33	10.49	10.99	-0.52	$-52.00	85.00	21	1.0	32.000	-0.50	2024-10-01
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.89	-0.08	0.13	0.85	0.33	10.49	11.38	-0.52	$-52.00	85.00	20	1.0	32.000	-0.89	2024-09-30
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.85	-0.08	-0.55	0.85	0.33	10.49	11.34	-0.52	$-52.00	85.00	19	1.0	32.000	-0.85	2024-09-29
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.85	-0.08	0.46	0.85	0.33	10.49	11.34	-0.52	$-52.00	85.00	18	1.0	32.000	-0.85	2024-09-28
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.85	-0.08	0.21	0.85	0.33	10.49	11.34	-0.52	$-52.00	85.00	17	1.0	32.000	-0.85	2024-09-27
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.68	-0.06	0.00	0.85	0.33	10.49	11.17	-0.52	$-52.00	85.00	16	1.0	32.000	-0.68	2024-09-26
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$-0.52	-0.61	$-0.24	-0.02	-0.01	0.85	0.33	10.49	10.73	-0.52	$-52.00	85.00	15	1.0	31.000	-0.24	2024-09-25
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-1.12	-0.11	-0.01	0.85	0.85	10.49	11.61	0.00	$0.00	85.00	14	4.0	31.000	-1.12	2024-09-24
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.63	-0.06	0.05	0.85	0.85	10.49	11.12	0.00	$0.00	85.00	13	4.0	31.000	-0.63	2024-09-23
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-1.11	-0.11	-0.55	0.85	0.85	10.49	11.60	0.00	$0.00	85.00	12	4.0	0.000	-1.11	2024-09-22
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-1.11	-0.11	0.42	0.85	0.85	10.49	11.60	0.00	$0.00	85.00	10	4.0	31.000	-1.11	2024-09-20
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-1.96	-0.19	0.09	0.85	0.85	10.49	12.45	0.00	$0.00	85.00	9	4.0	31.000	-1.96	2024-09-19
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.93	-0.09	0.09	0.85	0.85	10.49	11.42	0.00	$0.00	85.00	8	4.0	31.000	-0.93	2024-09-18
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.99	-0.09	0.06	0.85	0.85	10.49	11.48	0.00	$0.00	85.00	7	4.0	31.000	-0.99	2024-09-17
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.80	-0.08	0.06	0.85	0.85	10.49	11.29	0.00	$0.00	85.00	6	4.0	31.000	-0.80	2024-09-16
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.67	-0.06	0.21	0.85	0.85	10.49	11.16	0.00	$0.00	85.00	4	4.0	31.000	-0.67	2024-09-14
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.67	-0.06	0.06	0.85	0.85	10.49	11.16	0.00	$0.00	85.00	3	4.0	31.000	-0.67	2024-09-13
CDMO241018P00010000	CDMO	PUT	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.36	$0.00	0.00	$-0.67	-0.06	0.03	0.85	0.85	10.49	11.16	0.00	$0.00	85.00	2	4.0	31.000	-0.67	2024-09-12
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.11	-0.01	0.04	0.85	0.85	10.49	10.60	0.00	$0.00	85.00	1	4.0	31.000	-0.11	2024-09-11
CDMO241018P00010000	CDMO	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	10.49	10.49	0.00	$0.00	85.00	0	4.0	30.000	-0.00	2024-09-10

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