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View Outliers PnL Drill-Down: CROX240209P00095000

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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
2024-01-08	CROX	CROX240209P00095000	95.00	5.0	1.000	0.423	0.233	9.5	0.2	-0.010	10.560	1.200	1.60	104.03	2024-02-09	PUT	Long	0.223	0.290	0.203

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	CROX	0.909	0.071	0.233	0.124	0.100	-0.126	111.55	0.200	0.0000	86.46	159.68	21	1y	114.12

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
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-1.55	-0.97	$-0.28	-0.00	0.17	1.60	0.05	104.03	104.31	-1.55	$-155.00	160.00	31	7.0	217.000	-0.28	2024-02-08
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-1.48	-0.92	$4.06	0.04	-0.01	1.60	0.12	104.03	99.97	-1.48	$-148.00	160.00	30	8.0	223.000	4.06	2024-02-07
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-1.25	-0.78	$5.03	0.05	-0.00	1.60	0.35	104.03	99.00	-1.25	$-125.00	160.00	29	78.0	203.000	5.03	2024-02-06
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.64	-0.40	$7.82	0.08	-0.39	1.60	0.96	104.03	96.21	-0.64	$-64.00	160.00	28	39.0	203.000	7.82	2024-02-05
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.80	-0.50	$5.85	0.06	-0.36	1.60	0.80	104.03	98.18	-0.80	$-80.00	160.00	27	107.0	193.000	5.85	2024-02-04
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.80	-0.50	$5.85	0.06	-0.05	1.60	0.80	104.03	98.18	-0.80	$-80.00	160.00	25	107.0	129.000	5.85	2024-02-02
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.80	-0.50	$3.22	0.03	0.01	1.60	0.80	104.03	100.81	-0.80	$-80.00	160.00	24	14.0	125.000	3.22	2024-02-01
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-1.27	-0.79	$2.55	0.02	-0.03	1.60	0.33	104.03	101.48	-1.27	$-127.00	160.00	23	1.0	125.000	2.55	2024-01-31
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-1.20	-0.75	$0.09	0.00	-0.01	1.60	0.40	104.03	103.94	-1.20	$-120.00	160.00	22	2.0	125.000	0.09	2024-01-30
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-1.20	-0.75	$-0.37	-0.00	-0.00	1.60	0.40	104.03	104.40	-1.20	$-120.00	160.00	21	2.0	126.000	-0.37	2024-01-29
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.95	-0.59	$1.07	0.01	-0.01	1.60	0.65	104.03	102.96	-0.95	$-95.00	160.00	20	11.0	120.000	1.07	2024-01-28
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.95	-0.59	$1.07	0.01	-0.03	1.60	0.65	104.03	102.96	-0.95	$-95.00	160.00	19	11.0	120.000	1.07	2024-01-27
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.95	-0.59	$1.07	0.01	-0.04	1.60	0.65	104.03	102.96	-0.95	$-95.00	160.00	18	11.0	120.000	1.07	2024-01-26
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.56	-0.35	$3.37	0.03	-0.04	1.60	1.04	104.03	100.66	-0.56	$-56.00	160.00	17	11.0	121.000	3.37	2024-01-25
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.51	-0.32	$3.83	0.04	-0.06	1.60	1.09	104.03	100.20	-0.51	$-51.00	160.00	16	4.0	119.000	3.83	2024-01-24
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.75	-0.47	$3.28	0.03	-0.06	1.60	0.85	104.03	100.75	-0.75	$-75.00	160.00	15	2.0	119.000	3.28	2024-01-23
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.75	-0.47	$1.94	0.02	-0.04	1.60	0.85	104.03	102.09	-0.75	$-75.00	160.00	14	2.0	119.000	1.94	2024-01-22
CROX240209P00095000	CROX	PUT	Long	95.00	None	$0.02	0.01	$2.68	0.03	-0.08	1.60	1.62	104.03	101.35	0.02	$2.00	160.00	11	1.0	118.000	2.68	2024-01-19
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.22	-0.14	$3.53	0.03	-0.07	1.60	1.38	104.03	100.50	-0.22	$-22.00	160.00	10	7.0	118.000	3.53	2024-01-18
CROX240209P00095000	CROX	PUT	Long	95.00	None	$0.17	0.11	$4.56	0.04	-0.04	1.60	1.77	104.03	99.47	0.17	$17.00	160.00	9	14.0	112.000	4.56	2024-01-17
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.08	-0.05	$2.47	0.02	0.02	1.60	1.52	104.03	101.56	-0.08	$-8.00	160.00	8	10.0	12.000	2.47	2024-01-16
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.40	-0.25	$0.64	0.01	-0.05	1.60	1.20	104.03	103.39	-0.40	$-40.00	160.00	4	1.0	13.000	0.64	2024-01-12
CROX240209P00095000	CROX	PUT	Long	95.00	None	$-0.60	-0.38	$-0.87	-0.01	-0.05	1.60	1.00	104.03	104.90	-0.60	$-60.00	160.00	3	7.0	10.000	-0.87	2024-01-11
CROX240209P00095000	CROX	PUT	Long	95.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-1.13	-0.01	-0.03	1.60	1.60	104.03	105.16	0.00	$0.00	160.00	2	1.0	10.000	-1.13	2024-01-10
CROX240209P00095000	CROX	PUT	Long	95.00	None	$0.20	0.12	$3.91	0.04	-0.05	1.60	1.80	104.03	100.12	0.20	$20.00	160.00	1	5.0	5.000	3.91	2024-01-09
CROX240209P00095000	CROX	PUT	Long	95.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.60	1.60	104.03	104.03	0.00	$0.00	160.00	0	5.0	1.000	-0.00	2024-01-08

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