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View Outliers PnL Drill-Down: CFLT240315P00026000

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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
2024-02-08 CFLT CFLT240315P00026000 26.00 6.0 111.000 0.542 0.335 6.7 0.0 -0.040 6.800 0.130 0.22 32.57 2024-03-15 PUT Long 0.256 0.386 0.341

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 CFLT 0.818 0.077 0.319 0.158 0.128 -0.043 31.34 -0.570 0.0000 18.67 34.53 21 1y 25.11

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
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $1.49 0.05 0.97 0.22 0.01 32.57 31.08 -0.21 $-21.00 22.00 35 20.0 125.000 1.49 2024-03-14
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $0.93 0.03 1.64 0.22 0.01 32.57 31.64 -0.21 $-21.00 22.00 34 20.0 125.000 0.93 2024-03-13
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $0.63 0.02 1.22 0.22 0.01 32.57 31.94 -0.21 $-21.00 22.00 33 20.0 125.000 0.63 2024-03-12
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $0.97 0.03 -0.04 0.22 0.01 32.57 31.60 -0.21 $-21.00 22.00 32 30.0 125.000 0.97 2024-03-11
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-0.00 -0.00 0.66 0.22 0.01 32.57 32.57 -0.21 $-21.00 22.00 29 30.0 125.000 -0.00 2024-03-08
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-0.71 -0.02 0.48 0.22 0.01 32.57 33.28 -0.21 $-21.00 22.00 28 30.0 125.000 -0.71 2024-03-07
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-1.19 -0.04 0.65 0.22 0.01 32.57 33.76 -0.21 $-21.00 22.00 27 30.0 125.000 -1.19 2024-03-06
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $0.51 0.02 -0.29 0.22 0.01 32.57 32.06 -0.21 $-21.00 22.00 26 30.0 125.000 0.51 2024-03-05
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-1.96 -0.06 -0.04 0.22 0.01 32.57 34.53 -0.21 $-21.00 22.00 25 30.0 0.000 -1.96 2024-03-04
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-1.73 -0.05 0.52 0.22 0.01 32.57 34.30 -0.21 $-21.00 22.00 24 30.0 125.000 -1.73 2024-03-03
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-1.22 -0.04 -0.29 0.22 0.01 32.57 33.79 -0.21 $-21.00 22.00 22 30.0 125.000 -1.22 2024-03-01
CFLT240315P00026000 CFLT PUT Long 26.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.21 -0.95 $-1.30 -0.04 0.18 0.22 0.01 32.57 33.87 -0.21 $-21.00 22.00 21 30.0 125.000 -1.30 2024-02-29
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-0.26 -0.01 0.33 0.22 0.01 32.57 32.83 -0.21 $-21.00 22.00 20 30.0 125.000 -0.26 2024-02-28
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-1.00 -0.03 0.44 0.22 0.01 32.57 33.57 -0.21 $-21.00 22.00 19 30.0 125.000 -1.00 2024-02-27
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.21 -0.95 $-0.67 -0.02 0.28 0.22 0.01 32.57 33.24 -0.21 $-21.00 22.00 18 30.0 125.000 -0.67 2024-02-26
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.13 -0.59 $-0.61 -0.02 -0.03 0.22 0.09 32.57 33.18 -0.13 $-13.00 22.00 17 3.0 125.000 -0.61 2024-02-25
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.13 -0.59 $-0.61 -0.02 -0.00 0.22 0.09 32.57 33.18 -0.13 $-13.00 22.00 15 3.0 125.000 -0.61 2024-02-23
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.13 -0.59 $-1.27 -0.04 -0.04 0.22 0.09 32.57 33.84 -0.13 $-13.00 22.00 14 3.0 125.000 -1.27 2024-02-22
CFLT240315P00026000 CFLT PUT Long 26.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.13 -0.59 $-0.01 -0.00 0.01 0.22 0.09 32.57 32.58 -0.13 $-13.00 22.00 13 3.0 125.000 -0.01 2024-02-21
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.13 -0.59 $-0.15 -0.00 -0.02 0.22 0.09 32.57 32.72 -0.13 $-13.00 22.00 12 3.0 125.000 -0.15 2024-02-20
CFLT240315P00026000 CFLT PUT Long 26.00 None $-0.13 -0.59 $-1.39 -0.04 0.18 0.22 0.09 32.57 33.96 -0.13 $-13.00 22.00 11 3.0 125.000 -1.39 2024-02-19
CFLT240315P00026000 CFLT PUT Long 26.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.13; Exit EQ PnL: -1.28 $-0.13 -0.59 $-1.28 -0.04 -0.29 0.22 0.09 32.57 33.85 -0.13 $-13.00 22.00 8 3.0 125.000 -1.28 2024-02-16
CFLT240315P00026000 CFLT PUT Long 26.00 None $0.03 0.14 $0.85 0.03 -0.02 0.22 0.25 32.57 31.72 0.03 $3.00 22.00 1 32.0 112.000 0.85 2024-02-09
CFLT240315P00026000 CFLT PUT Long 26.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.22 0.22 32.57 32.57 0.00 $0.00 22.00 0 6.0 111.000 -0.00 2024-02-08

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