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View Outliers PnL Drill-Down: COO241018P00095000

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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
2024-08-29	COO	COO241018P00095000	95.00	12.0	338.000	0.245	0.142	11.2	0.0	-0.010	11.470	0.260	0.52	105.73	2024-10-18	PUT	Long	0.102	0.152	0.118

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	COO	0.818	0.039	0.119	0.068	0.070	0.023	94.49	0.101	0.0000	85.51	111.23	21	1y	104.52

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
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.47	-0.90	$-3.20	-0.03	0.74	0.52	0.05	105.73	108.93	-0.47	$-47.00	52.00	48	4.0	343.000	-3.20	2024-10-16
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.47	-0.90	$-1.95	-0.02	0.28	0.52	0.05	105.73	107.68	-0.47	$-47.00	52.00	46	4.0	343.000	-1.95	2024-10-14
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.47	-0.90	$-1.01	-0.01	0.53	0.52	0.05	105.73	106.74	-0.47	$-47.00	52.00	43	4.0	343.000	-1.01	2024-10-11
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.47	-0.90	$-0.57	-0.01	0.34	0.52	0.05	105.73	106.30	-0.47	$-47.00	52.00	42	4.0	343.000	-0.57	2024-10-10
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.47	-0.90	$-1.07	-0.01	0.33	0.52	0.05	105.73	106.80	-0.47	$-47.00	52.00	41	4.0	343.000	-1.07	2024-10-09
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.47	-0.90	$0.24	0.00	0.12	0.52	0.05	105.73	105.49	-0.47	$-47.00	52.00	39	4.0	343.000	0.24	2024-10-07
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-0.19	-0.00	0.10	0.52	0.30	105.73	105.92	-0.22	$-22.00	52.00	37	1.0	343.000	-0.19	2024-10-05
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-0.19	-0.00	0.13	0.52	0.30	105.73	105.92	-0.22	$-22.00	52.00	36	1.0	343.000	-0.19	2024-10-04
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-1.24	-0.01	0.14	0.52	0.30	105.73	106.97	-0.22	$-22.00	52.00	35	1.0	343.000	-1.24	2024-10-03
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-2.07	-0.02	0.13	0.52	0.30	105.73	107.80	-0.22	$-22.00	52.00	34	1.0	343.000	-2.07	2024-10-02
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-2.63	-0.02	0.33	0.52	0.30	105.73	108.36	-0.22	$-22.00	52.00	33	1.0	343.000	-2.63	2024-10-01
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.61	-0.04	0.18	0.52	0.30	105.73	110.34	-0.22	$-22.00	52.00	32	1.0	343.000	-4.61	2024-09-30
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.05	-0.04	-0.12	0.52	0.30	105.73	109.78	-0.22	$-22.00	52.00	31	1.0	343.000	-4.05	2024-09-29
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.05	-0.04	0.16	0.52	0.30	105.73	109.78	-0.22	$-22.00	52.00	30	1.0	343.000	-4.05	2024-09-28
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.05	-0.04	0.15	0.52	0.30	105.73	109.78	-0.22	$-22.00	52.00	29	1.0	343.000	-4.05	2024-09-27
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-3.81	-0.04	0.14	0.52	0.30	105.73	109.54	-0.22	$-22.00	52.00	28	1.0	343.000	-3.81	2024-09-26
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-2.68	-0.03	0.12	0.52	0.30	105.73	108.41	-0.22	$-22.00	52.00	27	1.0	343.000	-2.68	2024-09-25
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.12	-0.04	0.29	0.52	0.30	105.73	109.85	-0.22	$-22.00	52.00	26	1.0	343.000	-4.12	2024-09-24
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.08	-0.04	0.13	0.52	0.30	105.73	109.81	-0.22	$-22.00	52.00	25	1.0	343.000	-4.08	2024-09-23
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.76	-0.05	-0.12	0.52	0.30	105.73	110.49	-0.22	$-22.00	52.00	24	1.0	0.000	-4.76	2024-09-22
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.76	-0.05	0.16	0.52	0.30	105.73	110.49	-0.22	$-22.00	52.00	22	1.0	343.000	-4.76	2024-09-20
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-5.37	-0.05	0.16	0.52	0.30	105.73	111.10	-0.22	$-22.00	52.00	21	1.0	343.000	-5.37	2024-09-19
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.80	-0.05	0.39	0.52	0.30	105.73	110.53	-0.22	$-22.00	52.00	20	1.0	343.000	-4.80	2024-09-18
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-3.88	-0.04	0.17	0.52	0.30	105.73	109.61	-0.22	$-22.00	52.00	19	1.0	343.000	-3.88	2024-09-17
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-5.50	-0.05	0.19	0.52	0.30	105.73	111.23	-0.22	$-22.00	52.00	18	1.0	343.000	-5.50	2024-09-16
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.80	-0.05	0.37	0.52	0.30	105.73	110.53	-0.22	$-22.00	52.00	16	1.0	343.000	-4.80	2024-09-14
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-4.80	-0.05	0.35	0.52	0.30	105.73	110.53	-0.22	$-22.00	52.00	15	1.0	343.000	-4.80	2024-09-13
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-3.13	-0.03	0.13	0.52	0.30	105.73	108.86	-0.22	$-22.00	52.00	14	1.0	343.000	-3.13	2024-09-12
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.22	-0.42	$-2.78	-0.03	0.04	0.52	0.30	105.73	108.51	-0.22	$-22.00	52.00	13	1.0	343.000	-2.78	2024-09-11
COO241018P00095000	COO	PUT	Long	95.00	None	$-0.25	-0.48	$-2.61	-0.02	0.03	0.52	0.27	105.73	108.34	-0.25	$-25.00	52.00	12	1.0	342.000	-2.61	2024-09-10
COO241018P00095000	COO	PUT	Long	95.00	None	$0.00	0.00	$-2.30	-0.02	0.02	0.52	0.52	105.73	108.03	0.00	$0.00	52.00	11	12.0	342.000	-2.30	2024-09-09
COO241018P00095000	COO	PUT	Long	95.00	None	$0.00	0.00	$-0.86	-0.01	0.03	0.52	0.52	105.73	106.59	0.00	$0.00	52.00	10	12.0	342.000	-0.86	2024-09-08
COO241018P00095000	COO	PUT	Long	95.00	None	$0.00	0.00	$-0.86	-0.01	0.02	0.52	0.52	105.73	106.59	0.00	$0.00	52.00	8	12.0	342.000	-0.86	2024-09-06
COO241018P00095000	COO	PUT	Long	95.00	None	$0.00	0.00	$-0.77	-0.01	0.02	0.52	0.52	105.73	106.50	0.00	$0.00	52.00	7	12.0	342.000	-0.77	2024-09-05
COO241018P00095000	COO	PUT	Long	95.00	None	$0.00	0.00	$0.19	0.00	0.01	0.52	0.52	105.73	105.54	0.00	$0.00	52.00	6	12.0	342.000	0.19	2024-09-04
COO241018P00095000	COO	PUT	Long	95.00	None	$0.00	0.00	$-0.00	-0.00	0.02	0.52	0.52	105.73	105.73	0.00	$0.00	52.00	2	12.0	342.000	-0.00	2024-08-31
COO241018P00095000	COO	PUT	Long	95.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.12	0.52	0.52	105.73	105.73	0.00	$0.00	52.00	1	12.0	342.000	-0.00	2024-08-30
COO241018P00095000	COO	PUT	Long	95.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.52	0.52	105.73	105.73	0.00	$0.00	52.00	0	12.0	338.000	-0.00	2024-08-29

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