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View Outliers PnL Drill-Down: CRNC250117P00003000

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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
2024-11-21	CRNC	CRNC250117P00003000	3.00	5.0	22.000	1.203	0.910	2.9	0.0	-0.390	2.890	0.040	0.12	5.83	2025-01-17	PUT	Long	0.550	0.918	1.067

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	CRNC	1.000	0.118	0.819	0.313	0.819	0.615	8.17	-1.774	0.0000	2.37	21.07	21	1y	3.10

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
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-1.84	-0.32	1.77	0.12	0.05	5.83	7.67	-0.07	$-7.00	12.00	29	5.0	139.000	-1.84	2024-12-20
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-1.75	-0.30	2.13	0.12	0.05	5.83	7.58	-0.07	$-7.00	12.00	28	5.0	139.000	-1.75	2024-12-19
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-1.87	-0.32	2.11	0.12	0.05	5.83	7.70	-0.07	$-7.00	12.00	27	5.0	139.000	-1.87	2024-12-18
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-2.34	-0.40	2.16	0.12	0.05	5.83	8.17	-0.07	$-7.00	12.00	26	5.0	139.000	-2.34	2024-12-17
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-2.33	-0.40	2.11	0.12	0.05	5.83	8.16	-0.07	$-7.00	12.00	25	5.0	139.000	-2.33	2024-12-16
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-1.53	-0.26	1.79	0.12	0.05	5.83	7.36	-0.07	$-7.00	12.00	22	5.0	139.000	-1.53	2024-12-13
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-1.01	-0.17	0.20	0.12	0.05	5.83	6.84	-0.07	$-7.00	12.00	21	5.0	139.000	-1.01	2024-12-12
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-1.73	-0.30	1.76	0.12	0.05	5.83	7.56	-0.07	$-7.00	12.00	20	5.0	139.000	-1.73	2024-12-11
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-2.34	-0.40	0.38	0.12	0.05	5.83	8.17	-0.07	$-7.00	12.00	19	5.0	139.000	-2.34	2024-12-10
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-3.12	-0.54	1.94	0.12	0.05	5.83	8.95	-0.07	$-7.00	12.00	18	5.0	139.000	-3.12	2024-12-09
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-2.48	-0.43	1.83	0.12	0.05	5.83	8.31	-0.07	$-7.00	12.00	17	5.0	139.000	-2.48	2024-12-08
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-2.48	-0.43	1.72	0.12	0.05	5.83	8.31	-0.07	$-7.00	12.00	15	5.0	139.000	-2.48	2024-12-06
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-1.59	-0.27	0.17	0.12	0.05	5.83	7.42	-0.07	$-7.00	12.00	14	5.0	0.000	-1.59	2024-12-05
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-1.37	-0.23	1.44	0.12	0.05	5.83	7.20	-0.07	$-7.00	12.00	13	5.0	139.000	-1.37	2024-12-04
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-1.35	-0.23	1.41	0.12	0.05	5.83	7.18	-0.07	$-7.00	12.00	12	5.0	139.000	-1.35	2024-12-03
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-1.84	-0.32	0.17	0.12	0.05	5.83	7.67	-0.07	$-7.00	12.00	11	5.0	134.000	-1.84	2024-12-02
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.07	-0.58	$-1.53	-0.26	0.41	0.12	0.05	5.83	7.36	-0.07	$-7.00	12.00	9	112.0	0.000	-1.53	2024-11-30
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.01	-0.08	$-0.86	-0.15	0.38	0.12	0.11	5.83	6.69	-0.01	$-1.00	12.00	7	5.0	29.000	-0.86	2024-11-28
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.01	-0.08	$-0.98	-0.17	0.27	0.12	0.11	5.83	6.81	-0.01	$-1.00	12.00	6	5.0	29.000	-0.98	2024-11-27
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.01	-0.08	$-0.64	-0.11	0.29	0.12	0.11	5.83	6.47	-0.01	$-1.00	12.00	5	5.0	29.000	-0.64	2024-11-26
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.01	-0.08	$-1.23	-0.21	0.39	0.12	0.11	5.83	7.06	-0.01	$-1.00	12.00	4	5.0	29.000	-1.23	2024-11-25
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.01	-0.08	$-1.37	-0.23	0.30	0.12	0.11	5.83	7.20	-0.01	$-1.00	12.00	3	5.0	24.000	-1.37	2024-11-24
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.01	-0.08	$-1.37	-0.23	0.28	0.12	0.11	5.83	7.20	-0.01	$-1.00	12.00	2	5.0	24.000	-1.37	2024-11-23
CRNC250117P00003000	CRNC	PUT	Long	3.00	None	$-0.01	-0.08	$-1.37	-0.23	0.27	0.12	0.11	5.83	7.20	-0.01	$-1.00	12.00	1	5.0	24.000	-1.37	2024-11-22
CRNC250117P00003000	CRNC	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.12	0.12	5.83	5.83	0.00	$0.00	12.00	0	5.0	22.000	-0.00	2024-11-21

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