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View Outliers PnL Drill-Down: CSSE240920P00002500

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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 CSSE CSSE240920P00002500 2.50 5.0 7.000 6.875 2.113 0.0 2.4 -1.000 0.050 2.420 1.90 0.11 2024-09-20 PUT Long 2.108 2.108 0.000

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 CSSE 0.909 0.172 7.227 1.468 4.912 -2.315 0.00 -2.114 0.0000 0.00 0.43 21 1y 0.00

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
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 33.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 65 5.0 7.000 0.01 2024-09-19
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 25.62 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 64 5.0 7.000 0.01 2024-09-18
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 21.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 63 5.0 7.000 0.01 2024-09-17
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 18.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 62 5.0 7.000 0.01 2024-09-16
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 13.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 59 5.0 7.000 0.01 2024-09-13
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 11.88 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 58 5.0 7.000 0.01 2024-09-12
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 10.88 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 57 5.0 7.000 0.01 2024-09-11
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 10.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 56 5.0 7.000 0.01 2024-09-10
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 9.38 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 55 5.0 7.000 0.01 2024-09-09
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 7.62 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 52 5.0 7.000 0.01 2024-09-06
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 7.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 51 5.0 7.000 0.01 2024-09-05
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 6.88 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 50 5.0 7.000 0.01 2024-09-04
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 5.62 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 46 5.0 7.000 0.01 2024-08-31
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 5.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 45 5.0 7.000 0.01 2024-08-30
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 4.88 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 44 5.0 7.000 0.01 2024-08-29
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 4.62 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 43 5.0 7.000 0.01 2024-08-28
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 4.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 41 5.0 7.000 0.01 2024-08-26
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 3.88 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 40 5.0 7.000 0.01 2024-08-25
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 3.75 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 39 5.0 7.000 0.01 2024-08-24
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 3.62 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 38 5.0 7.000 0.01 2024-08-23
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 3.38 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 37 5.0 7.000 0.01 2024-08-22
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 3.25 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 36 5.0 7.000 0.01 2024-08-21
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 3.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 35 5.0 7.000 0.01 2024-08-20
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 2.88 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 34 5.0 7.000 0.01 2024-08-19
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 2.50 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 31 5.0 7.000 0.01 2024-08-16
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 2.38 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 30 5.0 7.000 0.01 2024-08-15
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 2.25 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 29 5.0 7.000 0.01 2024-08-14
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 2.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 28 5.0 7.000 0.01 2024-08-13
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 2.00 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 27 5.0 7.000 0.01 2024-08-12
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 1.75 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 24 5.0 7.000 0.01 2024-08-09
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 1.62 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 23 5.0 7.000 0.01 2024-08-08
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 1.50 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 22 5.0 7.000 0.01 2024-08-07
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 1.38 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 21 5.0 7.000 0.01 2024-08-06
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 0.75 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 13 5.0 7.000 0.01 2024-07-29
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 0.62 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 10 5.0 7.000 0.01 2024-07-26
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 0.50 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 9 5.0 7.000 0.01 2024-07-25
CSSE240920P00002500 CSSE PUT Long 2.50 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.01 0.50 0.50 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 8 5.0 7.000 0.01 2024-07-24
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 0.38 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 7 5.0 7.000 0.01 2024-07-23
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 0.38 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 6 5.0 7.000 0.01 2024-07-22
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 0.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 3 5.0 7.000 0.01 2024-07-19
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $0.01 0.50 0.12 1.90 1.90 0.02 0.01 0.00 $0.00 190.00 2 5.0 7.000 0.01 2024-07-18
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $-0.00 -0.00 0.00 1.90 1.90 0.02 0.02 0.00 $0.00 190.00 1 5.0 7.000 -0.00 2024-07-17
CSSE240920P00002500 CSSE PUT Long 2.50 None $0.00 0.00 $-0.00 -0.00 0.00 1.90 1.90 0.02 0.02 0.00 $0.00 190.00 0 5.0 7.000 -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