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View Outliers PnL Drill-Down: CLOV241101P00003000

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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
2024-10-02	CLOV	CLOV241101P00003000	3.00	36.0	51.000	1.246	0.355	0.3	0.0	0.000	0.550	0.310	0.42	3.22	2024-11-01	PUT	Long	0.480	0.538	0.291

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	CLOV	0.727	0.104	0.350	0.218	0.104	-0.106	3.21	-0.105	0.0000	0.62	4.35	21	1y	3.80

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
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.16	-0.94	$-0.53	-0.15	1.10	0.17	0.01	3.59	4.12	-0.16	$-16.00	17.00	29	4.0	1189.000	-0.53	2024-10-31
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.16	-0.94	$-0.46	-0.13	0.66	0.17	0.01	3.59	4.05	-0.16	$-16.00	17.00	28	105.0	1189.000	-0.46	2024-10-30
CLOV241101P00003000	CLOV	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.16	-0.94	$-0.46	-0.13	0.66	0.17	0.01	3.59	4.05	-0.16	$-16.00	17.00	27	105.0	1189.000	-0.46	2024-10-29
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.16	-0.94	$-0.43	-0.12	0.22	0.17	0.01	3.59	4.02	-0.16	$-16.00	17.00	26	105.0	1189.000	-0.43	2024-10-28
CLOV241101P00003000	CLOV	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.16	-0.94	$-0.33	-0.09	0.22	0.17	0.01	3.59	3.92	-0.16	$-16.00	17.00	25	105.0	1194.000	-0.33	2024-10-27
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.16	-0.94	$-0.33	-0.09	0.10	0.17	0.01	3.59	3.92	-0.16	$-16.00	17.00	24	105.0	1194.000	-0.33	2024-10-26
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.14	-0.82	$-0.20	-0.06	-0.06	0.17	0.03	3.59	3.79	-0.14	$-14.00	17.00	22	1.0	1194.000	-0.20	2024-10-24
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.15	-0.88	$-0.19	-0.05	-0.04	0.17	0.02	3.59	3.78	-0.15	$-15.00	17.00	21	15.0	1183.000	-0.19	2024-10-23
CLOV241101P00003000	CLOV	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.88	$-0.35	-0.10	0.04	0.17	0.02	3.59	3.94	-0.15	$-15.00	17.00	20	11.0	1193.000	-0.35	2024-10-22
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.15	-0.88	$-0.47	-0.13	0.07	0.17	0.02	3.59	4.06	-0.15	$-15.00	17.00	19	136.0	1118.000	-0.47	2024-10-21
CLOV241101P00003000	CLOV	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.14	-0.82	$-0.41	-0.11	0.10	0.17	0.03	3.59	4.00	-0.14	$-14.00	17.00	17	414.0	1269.000	-0.41	2024-10-19
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.15	-0.88	$-0.46	-0.13	0.10	0.17	0.02	3.59	4.05	-0.15	$-15.00	17.00	16	405.0	1269.000	-0.46	2024-10-18
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.12	-0.71	$-0.63	-0.18	0.21	0.17	0.05	3.59	4.22	-0.12	$-12.00	17.00	14	8.0	1266.000	-0.63	2024-10-16
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.12	-0.71	$-0.53	-0.15	0.15	0.17	0.05	3.59	4.12	-0.12	$-12.00	17.00	12	85.0	1228.000	-0.53	2024-10-14
CLOV241101P00003000	CLOV	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.11	-0.65	$-0.48	-0.13	0.14	0.17	0.06	3.59	4.07	-0.11	$-11.00	17.00	9	150.0	1194.000	-0.48	2024-10-11
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.07	-0.41	$-0.36	-0.10	0.17	0.17	0.10	3.59	3.95	-0.07	$-7.00	17.00	8	51.0	1144.000	-0.36	2024-10-10
CLOV241101P00003000	CLOV	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.41	$-0.32	-0.09	0.14	0.17	0.10	3.59	3.91	-0.07	$-7.00	17.00	7	24.0	1151.000	-0.32	2024-10-09
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.05	-0.29	$-0.10	-0.03	0.00	0.17	0.12	3.59	3.69	-0.05	$-5.00	17.00	5	37.0	1167.000	-0.10	2024-10-07
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.03	-0.18	$-0.45	-0.13	-0.78	0.17	0.14	3.59	4.04	-0.03	$-3.00	17.00	4	247.0	0.000	-0.45	2024-10-06
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.03	-0.18	$-0.45	-0.13	0.21	0.17	0.14	3.59	4.04	-0.03	$-3.00	17.00	3	247.0	922.000	-0.45	2024-10-05
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$-0.03	-0.18	$-0.45	-0.13	0.18	0.17	0.14	3.59	4.04	-0.03	$-3.00	17.00	2	247.0	922.000	-0.45	2024-10-04
CLOV241101P00003000	CLOV	PUT	Long	3.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -0.36	$-0.06	-0.35	$-0.41	-0.11	0.14	0.17	0.11	3.59	4.00	-0.06	$-6.00	17.00	1	450.0	565.000	-0.41	2024-10-03
CLOV241101P00003000	CLOV	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.17	0.17	3.59	3.59	0.00	$0.00	17.00	0	492.0	51.000	-0.00	2024-10-02

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