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View Outliers PnL Drill-Down: CRBU241018P00002500

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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
2024-07-16	CRBU	CRBU241018P00002500	2.50	75.0	546.000	1.512	0.663	0.5	0.2	-0.020	0.860	0.610	0.65	2.73	2024-10-18	PUT	Long	0.425	0.499	0.282

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	CRBU	0.727	0.095	0.427	0.245	0.206	-0.097	1.94	-2.961	0.0000	1.56	8.26	21	1y	2.19

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
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.68	0.25	2.08	0.65	0.65	2.73	2.05	0.00	$0.00	65.00	92	150.0	253.000	0.68	2024-10-16
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.83	0.30	1.57	0.65	0.65	2.73	1.90	0.00	$0.00	65.00	90	150.0	353.000	0.83	2024-10-14
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.05	0.08	$0.83	0.30	0.93	0.65	0.70	2.73	1.90	0.05	$5.00	65.00	87	10.0	353.000	0.83	2024-10-11
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.93	0.34	1.07	0.65	0.75	2.73	1.80	0.10	$10.00	65.00	86	100.0	353.000	0.93	2024-10-10
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.88	0.32	0.55	0.65	0.75	2.73	1.85	0.10	$10.00	65.00	85	100.0	353.000	0.88	2024-10-09
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.91	0.33	-0.23	0.65	0.75	2.73	1.82	0.10	$10.00	65.00	83	100.0	353.000	0.91	2024-10-07
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.86	0.32	-1.51	0.65	0.75	2.73	1.87	0.10	$10.00	65.00	82	100.0	0.000	0.86	2024-10-06
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.86	0.32	0.55	0.65	0.75	2.73	1.87	0.10	$10.00	65.00	81	100.0	353.000	0.86	2024-10-05
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.86	0.32	0.08	0.65	0.75	2.73	1.87	0.10	$10.00	65.00	80	100.0	353.000	0.86	2024-10-04
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.94	0.34	-0.42	0.65	0.75	2.73	1.79	0.10	$10.00	65.00	79	100.0	353.000	0.94	2024-10-03
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.95	0.35	0.02	0.65	0.75	2.73	1.78	0.10	$10.00	65.00	78	100.0	353.000	0.95	2024-10-02
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.90	0.33	-0.11	0.65	0.75	2.73	1.83	0.10	$10.00	65.00	77	100.0	353.000	0.90	2024-10-01
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.77	0.28	0.33	0.65	0.75	2.73	1.96	0.10	$10.00	65.00	76	100.0	353.000	0.77	2024-09-30
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.75	0.27	-1.51	0.65	0.75	2.73	1.98	0.10	$10.00	65.00	75	100.0	353.000	0.75	2024-09-29
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.75	0.27	1.11	0.65	0.75	2.73	1.98	0.10	$10.00	65.00	74	100.0	353.000	0.75	2024-09-28
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.75	0.27	1.32	0.65	0.75	2.73	1.98	0.10	$10.00	65.00	73	100.0	353.000	0.75	2024-09-27
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.79	0.29	1.28	0.65	0.75	2.73	1.94	0.10	$10.00	65.00	72	100.0	353.000	0.79	2024-09-26
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.10	0.15	$0.84	0.31	0.14	0.65	0.75	2.73	1.89	0.10	$10.00	65.00	71	100.0	353.000	0.84	2024-09-25
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.19	-0.29	$0.81	0.30	0.99	0.65	0.46	2.73	1.92	-0.19	$-19.00	65.00	70	25.0	353.000	0.81	2024-09-24
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.19	-0.29	$0.83	0.30	1.25	0.65	0.46	2.73	1.90	-0.19	$-19.00	65.00	69	25.0	353.000	0.83	2024-09-23
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.19	-0.29	$0.66	0.24	-1.51	0.65	0.46	2.73	2.07	-0.19	$-19.00	65.00	68	25.0	0.000	0.66	2024-09-22
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.19	-0.29	$0.66	0.24	-0.05	0.65	0.46	2.73	2.07	-0.19	$-19.00	65.00	66	25.0	353.000	0.66	2024-09-20
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.19	-0.29	$0.66	0.24	0.67	0.65	0.46	2.73	2.07	-0.19	$-19.00	65.00	65	25.0	367.000	0.66	2024-09-19
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.65	0.24	0.86	0.65	0.50	2.73	2.08	-0.15	$-15.00	65.00	64	50.0	417.000	0.65	2024-09-18
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.62	0.23	0.78	0.65	0.50	2.73	2.11	-0.15	$-15.00	65.00	63	49.0	417.000	0.62	2024-09-17
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.70	0.26	-0.25	0.65	0.50	2.73	2.03	-0.15	$-15.00	65.00	62	49.0	417.000	0.70	2024-09-16
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.61	0.22	-0.45	0.65	0.50	2.73	2.12	-0.15	$-15.00	65.00	60	49.0	417.000	0.61	2024-09-14
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.61	0.22	-0.48	0.65	0.50	2.73	2.12	-0.15	$-15.00	65.00	59	49.0	417.000	0.61	2024-09-13
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.70	0.26	-0.43	0.65	0.50	2.73	2.03	-0.15	$-15.00	65.00	58	49.0	417.000	0.70	2024-09-12
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.69	0.25	-0.32	0.65	0.50	2.73	2.04	-0.15	$-15.00	65.00	57	49.0	417.000	0.69	2024-09-11
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.77	0.28	-0.23	0.65	0.50	2.73	1.96	-0.15	$-15.00	65.00	56	49.0	417.000	0.77	2024-09-10
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.97	0.36	-0.79	0.65	0.50	2.73	1.76	-0.15	$-15.00	65.00	55	49.0	417.000	0.97	2024-09-09
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$1.01	0.37	0.63	0.65	0.50	2.73	1.72	-0.15	$-15.00	65.00	54	49.0	417.000	1.01	2024-09-08
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$1.01	0.37	-0.73	0.65	0.50	2.73	1.72	-0.15	$-15.00	65.00	52	49.0	417.000	1.01	2024-09-06
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.90	0.33	-0.61	0.65	0.50	2.73	1.83	-0.15	$-15.00	65.00	51	49.0	417.000	0.90	2024-09-05
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.83	0.30	-0.89	0.65	0.50	2.73	1.90	-0.15	$-15.00	65.00	50	49.0	417.000	0.83	2024-09-04
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.06	-0.09	$0.57	0.21	0.11	0.65	0.59	2.73	2.16	-0.06	$-6.00	65.00	46	7.0	473.000	0.57	2024-08-31
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.57	0.21	-0.40	0.65	0.50	2.73	2.16	-0.15	$-15.00	65.00	45	1.0	473.000	0.57	2024-08-30
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.62	0.23	-0.50	0.65	0.50	2.73	2.11	-0.15	$-15.00	65.00	44	1.0	473.000	0.62	2024-08-29
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.64	0.23	-0.46	0.65	0.50	2.73	2.09	-0.15	$-15.00	65.00	43	1.0	473.000	0.64	2024-08-28
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.55	0.20	-1.51	0.65	0.50	2.73	2.18	-0.15	$-15.00	65.00	42	1.0	473.000	0.55	2024-08-27
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.52	0.19	-0.36	0.65	0.50	2.73	2.21	-0.15	$-15.00	65.00	41	1.0	473.000	0.52	2024-08-26
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.52	0.19	-0.44	0.65	0.50	2.73	2.21	-0.15	$-15.00	65.00	40	1.0	473.000	0.52	2024-08-25
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.52	0.19	-0.45	0.65	0.50	2.73	2.21	-0.15	$-15.00	65.00	39	1.0	473.000	0.52	2024-08-24
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.52	0.19	-0.39	0.65	0.50	2.73	2.21	-0.15	$-15.00	65.00	38	1.0	473.000	0.52	2024-08-23
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.64	0.23	0.24	0.65	0.50	2.73	2.09	-0.15	$-15.00	65.00	37	1.0	473.000	0.64	2024-08-22
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.50	0.18	-0.45	0.65	0.50	2.73	2.23	-0.15	$-15.00	65.00	36	1.0	473.000	0.50	2024-08-21
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$-0.15	-0.23	$0.60	0.22	-0.40	0.65	0.50	2.73	2.13	-0.15	$-15.00	65.00	35	2.0	473.000	0.60	2024-08-20
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.55	0.20	-0.68	0.65	0.65	2.73	2.18	0.00	$0.00	65.00	34	75.0	471.000	0.55	2024-08-19
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.64	0.23	-0.87	0.65	0.65	2.73	2.09	0.00	$0.00	65.00	33	75.0	471.000	0.64	2024-08-18
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.64	0.23	-0.87	0.65	0.65	2.73	2.09	0.00	$0.00	65.00	32	75.0	471.000	0.64	2024-08-17
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.64	0.23	-0.88	0.65	0.65	2.73	2.09	0.00	$0.00	65.00	31	75.0	471.000	0.64	2024-08-16
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.65	0.24	0.48	0.65	0.65	2.73	2.08	0.00	$0.00	65.00	30	75.0	471.000	0.65	2024-08-15
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.83	0.30	-0.25	0.65	0.65	2.73	1.90	0.00	$0.00	65.00	29	75.0	471.000	0.83	2024-08-14
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.87	0.32	0.07	0.65	0.65	2.73	1.86	0.00	$0.00	65.00	28	75.0	471.000	0.87	2024-08-13
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.88	0.32	-0.83	0.65	0.65	2.73	1.85	0.00	$0.00	65.00	27	75.0	471.000	0.88	2024-08-12
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.79	0.29	0.29	0.65	0.65	2.73	1.94	0.00	$0.00	65.00	24	75.0	471.000	0.79	2024-08-09
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.71	0.26	-0.04	0.65	0.65	2.73	2.02	0.00	$0.00	65.00	23	75.0	471.000	0.71	2024-08-08
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.83	0.30	-0.90	0.65	0.65	2.73	1.90	0.00	$0.00	65.00	22	75.0	471.000	0.83	2024-08-07
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.77	0.28	0.35	0.65	0.65	2.73	1.96	0.00	$0.00	65.00	21	75.0	471.000	0.77	2024-08-06
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.28	0.10	-1.51	0.65	0.65	2.73	2.45	0.00	$0.00	65.00	13	75.0	471.000	0.28	2024-07-29
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.24	0.09	-0.25	0.65	0.65	2.73	2.49	0.00	$0.00	65.00	10	75.0	471.000	0.24	2024-07-26
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.29	0.11	0.20	0.65	0.65	2.73	2.44	0.00	$0.00	65.00	9	75.0	471.000	0.29	2024-07-25
CRBU241018P00002500	CRBU	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.47	0.17	0.21	0.65	0.65	2.73	2.26	0.00	$0.00	65.00	8	75.0	471.000	0.47	2024-07-24
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.33	0.12	-0.19	0.65	0.65	2.73	2.40	0.00	$0.00	65.00	7	75.0	471.000	0.33	2024-07-23
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.41	0.15	-0.32	0.65	0.65	2.73	2.32	0.00	$0.00	65.00	6	75.0	471.000	0.41	2024-07-22
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.43	0.16	-0.37	0.65	0.65	2.73	2.30	0.00	$0.00	65.00	3	75.0	471.000	0.43	2024-07-19
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.33	0.12	0.10	0.65	0.65	2.73	2.40	0.00	$0.00	65.00	2	75.0	471.000	0.33	2024-07-18
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$0.09	0.03	0.21	0.65	0.65	2.73	2.64	0.00	$0.00	65.00	1	75.0	471.000	0.09	2024-07-17
CRBU241018P00002500	CRBU	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	2.73	2.73	0.00	$0.00	65.00	0	75.0	546.000	-0.00	2024-07-16

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