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View Outliers PnL Drill-Down: CLNE240920P00003000

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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
2024-08-13	CLNE	CLNE240920P00003000	3.00	474.0	1156.000	0.695	0.362	0.3	0.0	0.000	0.420	0.150	0.17	3.25	2024-09-20	PUT	Long	0.377	0.403	0.152
2024-08-08	CLNE	CLNE240920P00003000	3.00	62.0	1104.000	0.629	0.336	0.1	0.1	-0.010	0.220	0.240	0.27	2.97	2024-09-20	PUT	Long	0.332	0.391	0.227

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.22	-0.81	$-0.10	-0.03	-0.04	0.27	0.05	2.97	3.07	-0.22	$-22.00	27.00	42	150.0	1530.000	-0.10	2024-09-19
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.22	-0.81	$-0.11	-0.04	-0.11	0.27	0.05	2.97	3.08	-0.22	$-22.00	27.00	41	150.0	1494.000	-0.11	2024-09-18
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.24	-0.89	$-0.16	-0.05	0.15	0.27	0.03	2.97	3.13	-0.24	$-24.00	27.00	40	35.0	1529.000	-0.16	2024-09-17
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.22	-0.81	$-0.08	-0.03	0.06	0.27	0.05	2.97	3.05	-0.22	$-22.00	27.00	39	8.0	1536.000	-0.08	2024-09-16
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.12	-0.44	$0.01	0.00	0.06	0.27	0.15	2.97	2.96	-0.12	$-12.00	27.00	37	50.0	1501.000	0.01	2024-09-14
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.14	-0.52	$0.01	0.00	-0.04	0.27	0.13	2.97	2.96	-0.14	$-14.00	27.00	36	15.0	1501.000	0.01	2024-09-13
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.14	-0.52	$0.04	0.01	-0.03	0.27	0.13	2.97	2.93	-0.14	$-14.00	27.00	35	15.0	1496.000	0.04	2024-09-12
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.02	-0.07	$0.11	0.04	0.12	0.27	0.25	2.97	2.86	-0.02	$-2.00	27.00	34	2.0	1498.000	0.11	2024-09-11
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.08	0.30	$0.24	0.08	0.30	0.27	0.35	2.97	2.73	0.08	$8.00	27.00	33	5.0	1498.000	0.24	2024-09-10
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.13	0.48	$0.35	0.12	0.01	0.27	0.40	2.97	2.62	0.13	$13.00	27.00	32	9.0	1498.000	0.35	2024-09-09
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.12	0.44	$0.31	0.10	0.26	0.27	0.39	2.97	2.66	0.12	$12.00	27.00	31	89.0	1498.000	0.31	2024-09-08
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.12	0.44	$0.31	0.10	0.17	0.27	0.39	2.97	2.66	0.12	$12.00	27.00	29	89.0	1498.000	0.31	2024-09-06
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.03	0.11	$0.22	0.07	-0.04	0.27	0.30	2.97	2.75	0.03	$3.00	27.00	28	10.0	1498.000	0.22	2024-09-05
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.07	-0.26	$0.08	0.03	0.02	0.27	0.20	2.97	2.89	-0.07	$-7.00	27.00	27	22.0	1476.000	0.08	2024-09-04
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.12	-0.44	$-0.12	-0.04	-0.04	0.27	0.15	2.97	3.09	-0.12	$-12.00	27.00	23	12.0	1386.000	-0.12	2024-08-31
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.15	-0.56	$-0.12	-0.04	-0.07	0.27	0.12	2.97	3.09	-0.15	$-15.00	27.00	22	1.0	1386.000	-0.12	2024-08-30
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.15	-0.56	$-0.16	-0.05	-0.04	0.27	0.12	2.97	3.13	-0.15	$-15.00	27.00	21	1.0	1387.000	-0.16	2024-08-29
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.16	-0.59	$-0.13	-0.04	-0.08	0.27	0.11	2.97	3.10	-0.16	$-16.00	27.00	20	1.0	1387.000	-0.13	2024-08-28
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.17	-0.63	$-0.26	-0.09	-0.50	0.27	0.10	2.97	3.23	-0.17	$-17.00	27.00	19	12.0	1386.000	-0.26	2024-08-27
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.17	-0.63	$-0.26	-0.09	-0.04	0.27	0.10	2.97	3.23	-0.17	$-17.00	27.00	18	12.0	1385.000	-0.26	2024-08-26
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.17	-0.63	$-0.28	-0.09	-0.04	0.27	0.10	2.97	3.25	-0.17	$-17.00	27.00	17	2.0	1384.000	-0.28	2024-08-25
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.17	-0.63	$-0.28	-0.09	-0.05	0.27	0.10	2.97	3.25	-0.17	$-17.00	27.00	16	2.0	1384.000	-0.28	2024-08-24
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.17	-0.63	$-0.28	-0.09	-0.06	0.27	0.10	2.97	3.25	-0.17	$-17.00	27.00	15	2.0	1384.000	-0.28	2024-08-23
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.12	-0.44	$-0.10	-0.03	-0.03	0.27	0.15	2.97	3.07	-0.12	$-12.00	27.00	14	38.0	1352.000	-0.10	2024-08-22
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.14	-0.52	$-0.22	-0.07	-0.06	0.27	0.13	2.97	3.19	-0.14	$-14.00	27.00	13	65.0	1318.000	-0.22	2024-08-21
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.15	-0.56	$-0.18	-0.06	-0.11	0.27	0.12	2.97	3.15	-0.15	$-15.00	27.00	12	50.0	1269.000	-0.18	2024-08-20
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.17	-0.63	$-0.35	-0.12	-0.11	0.27	0.10	2.97	3.32	-0.17	$-17.00	27.00	11	30.0	1259.000	-0.35	2024-08-19
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.16	-0.59	$-0.30	-0.10	-0.01	0.27	0.11	2.97	3.27	-0.16	$-16.00	27.00	10	6.0	1256.000	-0.30	2024-08-18
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.16	-0.59	$-0.30	-0.10	-0.02	0.27	0.11	2.97	3.27	-0.16	$-16.00	27.00	9	6.0	1256.000	-0.30	2024-08-17
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.16	-0.59	$-0.30	-0.10	0.04	0.27	0.11	2.97	3.27	-0.16	$-16.00	27.00	8	6.0	1256.000	-0.30	2024-08-16
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.13	-0.48	$-0.26	-0.09	0.00	0.27	0.14	2.97	3.23	-0.13	$-13.00	27.00	7	31.0	1256.000	-0.26	2024-08-15
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$-0.12	-0.44	$-0.21	-0.07	0.01	0.27	0.15	2.97	3.18	-0.12	$-12.00	27.00	6	352.0	1258.000	-0.21	2024-08-14
CLNE240920P00003000	CLNE	PUT	Long	3.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.08; Exit EQ PnL: -0.16	$-0.10	-0.37	$-0.28	-0.09	0.07	0.27	0.17	2.97	3.25	-0.10	$-10.00	27.00	5	474.0	1156.000	-0.28	2024-08-13
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.08	0.30	$0.15	0.05	-0.05	0.27	0.35	2.97	2.82	0.08	$8.00	27.00	4	5.0	1151.000	0.15	2024-08-12
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.01	0.04	$0.07	0.02	0.05	0.27	0.28	2.97	2.90	0.01	$1.00	27.00	1	50.0	1101.000	0.07	2024-08-09
CLNE240920P00003000	CLNE	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.27	0.27	2.97	2.97	0.00	$0.00	27.00	0	62.0	1104.000	-0.00	2024-08-08

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