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View Outliers PnL Drill-Down: CERS231215P00002000

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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
2023-11-02	CERS	CERS231215P00002000	2.00	103.0	122.000	1.242	0.290	0.0	0.4	-0.010	0.110	0.510	0.45	1.59	2023-12-15	PUT	Long	0.314	0.348	0.152

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	CERS	0.545	0.165	0.282	0.219	0.165	-0.072	1.69	-0.240	0.0000	1.52	2.42	21	1y	1.72

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
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.47	-0.30	23.01	0.45	0.35	1.59	2.06	-0.10	$-10.00	45.00	42	1.0	9.000	-0.47	2023-12-14
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.22	-0.14	0.26	0.45	0.35	1.59	1.81	-0.10	$-10.00	45.00	41	1.0	9.000	-0.22	2023-12-13
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.07	-0.04	2.73	0.45	0.35	1.59	1.66	-0.10	$-10.00	45.00	40	1.0	9.000	-0.07	2023-12-12
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.09	-0.06	2.88	0.45	0.35	1.59	1.68	-0.10	$-10.00	45.00	39	1.0	117.000	-0.09	2023-12-11
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.12	-0.08	-0.43	0.45	0.35	1.59	1.71	-0.10	$-10.00	45.00	36	1.0	117.000	-0.12	2023-12-08
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.06	-0.04	0.35	0.45	0.35	1.59	1.65	-0.10	$-10.00	45.00	35	1.0	117.000	-0.06	2023-12-07
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.03	-0.02	0.21	0.45	0.35	1.59	1.62	-0.10	$-10.00	45.00	34	0.0	117.000	-0.03	2023-12-06
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.03	-0.02	1.84	0.45	0.35	1.59	1.62	-0.10	$-10.00	45.00	33	0.0	117.000	-0.03	2023-12-05
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.08	-0.05	0.66	0.45	0.35	1.59	1.67	-0.10	$-10.00	45.00	32	0.0	117.000	-0.08	2023-12-04
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.08	-0.05	-0.37	0.45	0.35	1.59	1.67	-0.10	$-10.00	45.00	31	0.0	117.000	-0.08	2023-12-03
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.08	-0.05	-0.41	0.45	0.35	1.59	1.67	-0.10	$-10.00	45.00	30	0.0	117.000	-0.08	2023-12-02
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.10	-0.22	$-0.08	-0.05	-0.18	0.45	0.35	1.59	1.67	-0.10	$-10.00	45.00	29	0.0	117.000	-0.08	2023-12-01
CERS231215P00002000	CERS	PUT	Long	2.00	None	$0.00	0.00	$-0.02	-0.01	-0.49	0.45	0.45	1.59	1.61	0.00	$0.00	45.00	28	0.0	117.000	-0.02	2023-11-30
CERS231215P00002000	CERS	PUT	Long	2.00	None	$0.00	0.00	$-0.19	-0.12	-0.57	0.45	0.45	1.59	1.78	0.00	$0.00	45.00	27	0.0	117.000	-0.19	2023-11-29
CERS231215P00002000	CERS	PUT	Long	2.00	None	$0.00	0.00	$-0.09	-0.06	-0.01	0.45	0.45	1.59	1.68	0.00	$0.00	45.00	26	0.0	117.000	-0.09	2023-11-28
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$0.01	0.01	-0.24	0.45	0.26	1.59	1.58	-0.19	$-19.00	45.00	25	0.0	117.000	0.01	2023-11-27
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.06	-0.04	-0.26	0.45	0.26	1.59	1.65	-0.19	$-19.00	45.00	22	0.0	0.000	-0.06	2023-11-24
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.06	-0.04	-1.24	0.45	0.26	1.59	1.65	-0.19	$-19.00	45.00	21	0.0	0.000	-0.06	2023-11-23
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.09	-0.06	-0.35	0.45	0.26	1.59	1.68	-0.19	$-19.00	45.00	20	0.0	117.000	-0.09	2023-11-22
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.10	-0.06	-0.48	0.45	0.26	1.59	1.69	-0.19	$-19.00	45.00	19	0.0	117.000	-0.10	2023-11-21
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.20	-0.13	-0.65	0.45	0.26	1.59	1.79	-0.19	$-19.00	45.00	18	0.0	117.000	-0.20	2023-11-20
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.16	-0.10	-0.40	0.45	0.26	1.59	1.75	-0.19	$-19.00	45.00	17	0.0	117.000	-0.16	2023-11-19
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.16	-0.10	-0.41	0.45	0.26	1.59	1.75	-0.19	$-19.00	45.00	15	0.0	117.000	-0.16	2023-11-17
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.14	-0.09	-0.09	0.45	0.26	1.59	1.73	-0.19	$-19.00	45.00	14	0.0	117.000	-0.14	2023-11-16
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.14	-0.09	-0.68	0.45	0.26	1.59	1.73	-0.19	$-19.00	45.00	13	0.0	117.000	-0.14	2023-11-15
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.17	-0.11	-0.55	0.45	0.26	1.59	1.76	-0.19	$-19.00	45.00	12	0.0	117.000	-0.17	2023-11-14
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$0.01	0.01	1.34	0.45	0.26	1.59	1.58	-0.19	$-19.00	45.00	11	0.0	117.000	0.01	2023-11-13
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.01	-0.01	-0.38	0.45	0.26	1.59	1.60	-0.19	$-19.00	45.00	8	0.0	117.000	-0.01	2023-11-10
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$0.05	0.03	-1.24	0.45	0.26	1.59	1.54	-0.19	$-19.00	45.00	7	0.0	0.000	0.05	2023-11-09
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$0.05	0.03	0.62	0.45	0.26	1.59	1.54	-0.19	$-19.00	45.00	6	0.0	117.000	0.05	2023-11-08
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.08	-0.05	-0.55	0.45	0.26	1.59	1.67	-0.19	$-19.00	45.00	5	0.0	117.000	-0.08	2023-11-07
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.11	-0.07	-0.74	0.45	0.26	1.59	1.70	-0.19	$-19.00	45.00	4	0.0	117.000	-0.11	2023-11-06
CERS231215P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.42	$-0.11	-0.07	-0.74	0.45	0.26	1.59	1.70	-0.19	$-19.00	45.00	3	0.0	117.000	-0.11	2023-11-05
CERS231215P00002000	CERS	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.19; Exit EQ PnL: -0.14	$-0.19	-0.42	$-0.14	-0.09	-0.52	0.45	0.26	1.59	1.73	-0.19	$-19.00	45.00	1	0.0	122.000	-0.14	2023-11-03
CERS231215P00002000	CERS	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	1.59	1.59	0.00	$0.00	45.00	0	103.0	122.000	-0.00	2023-11-02

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