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View Outliers PnL Drill-Down: COMP231215P00002000

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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
2023-11-14	COMP	COMP231215P00002000	2.00	25.0	722.000	0.859	0.280	0.3	0.0	-0.010	0.370	0.080	0.12	2.29	2023-12-15	PUT	Long	0.306	0.351	0.174

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	COMP	0.636	0.099	0.257	0.188	0.099	-0.100	6.70	-0.066	0.0000	2.88	7.33	21	1y	6.19

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
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.69	-0.30	2.95	0.12	0.05	2.29	2.98	-0.07	$-7.00	12.00	30	6.0	805.000	-0.69	2023-12-14
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.55	-0.24	2.02	0.12	0.05	2.29	2.84	-0.07	$-7.00	12.00	29	6.0	805.000	-0.55	2023-12-13
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.41	-0.18	1.36	0.12	0.05	2.29	2.70	-0.07	$-7.00	12.00	28	6.0	805.000	-0.41	2023-12-12
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.46	-0.20	1.45	0.12	0.05	2.29	2.75	-0.07	$-7.00	12.00	27	6.0	805.000	-0.46	2023-12-11
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.52	-0.23	0.86	0.12	0.05	2.29	2.81	-0.07	$-7.00	12.00	24	6.0	805.000	-0.52	2023-12-08
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.44	-0.19	0.77	0.12	0.05	2.29	2.73	-0.07	$-7.00	12.00	23	6.0	805.000	-0.44	2023-12-07
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.37	-0.16	0.48	0.12	0.05	2.29	2.66	-0.07	$-7.00	12.00	22	0.0	805.000	-0.37	2023-12-06
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.27	-0.12	0.31	0.12	0.05	2.29	2.56	-0.07	$-7.00	12.00	21	0.0	805.000	-0.27	2023-12-05
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.24	-0.10	0.24	0.12	0.05	2.29	2.53	-0.07	$-7.00	12.00	20	0.0	805.000	-0.24	2023-12-04
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.14	-0.06	0.31	0.12	0.05	2.29	2.43	-0.07	$-7.00	12.00	19	0.0	805.000	-0.14	2023-12-03
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.14	-0.06	0.27	0.12	0.05	2.29	2.43	-0.07	$-7.00	12.00	18	0.0	805.000	-0.14	2023-12-02
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$-0.14	-0.06	0.24	0.12	0.05	2.29	2.43	-0.07	$-7.00	12.00	17	0.0	805.000	-0.14	2023-12-01
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.07	-0.58	$0.07	0.03	0.06	0.12	0.05	2.29	2.22	-0.07	$-7.00	12.00	16	0.0	803.000	0.07	2023-11-30
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$0.02	0.01	0.14	0.12	0.10	2.29	2.27	-0.02	$-2.00	12.00	15	0.0	803.000	0.02	2023-11-29
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$0.05	0.02	-0.12	0.12	0.10	2.29	2.24	-0.02	$-2.00	12.00	14	0.0	803.000	0.05	2023-11-28
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$0.18	0.08	-0.05	0.12	0.10	2.29	2.11	-0.02	$-2.00	12.00	13	0.0	803.000	0.18	2023-11-27
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$0.18	0.08	0.03	0.12	0.10	2.29	2.11	-0.02	$-2.00	12.00	10	0.0	0.000	0.18	2023-11-24
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$0.18	0.08	-0.80	0.12	0.10	2.29	2.11	-0.02	$-2.00	12.00	9	0.0	0.000	0.18	2023-11-23
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$0.23	0.10	-0.12	0.12	0.10	2.29	2.06	-0.02	$-2.00	12.00	8	0.0	804.000	0.23	2023-11-22
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$0.28	0.12	-0.23	0.12	0.10	2.29	2.01	-0.02	$-2.00	12.00	7	0.0	819.000	0.28	2023-11-21
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.06	-0.50	$0.11	0.05	-0.18	0.12	0.06	2.29	2.18	-0.06	$-6.00	12.00	6	0.0	819.000	0.11	2023-11-20
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$-0.08	-0.03	0.03	0.12	0.10	2.29	2.37	-0.02	$-2.00	12.00	5	0.0	819.000	-0.08	2023-11-19
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.02	-0.17	$-0.08	-0.03	0.02	0.12	0.10	2.29	2.37	-0.02	$-2.00	12.00	3	0.0	819.000	-0.08	2023-11-17
COMP231215P00002000	COMP	PUT	Long	2.00	None	$-0.04	-0.33	$-0.06	-0.03	-0.04	0.12	0.08	2.29	2.35	-0.04	$-4.00	12.00	2	0.0	747.000	-0.06	2023-11-16
COMP231215P00002000	COMP	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.17	$0.00	0.00	$-0.17	-0.07	0.08	0.12	0.12	2.29	2.46	0.00	$0.00	12.00	1	0.0	747.000	-0.17	2023-11-15
COMP231215P00002000	COMP	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.12	0.12	2.29	2.29	0.00	$0.00	12.00	0	0.0	722.000	-0.00	2023-11-14

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