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View Outliers PnL Drill-Down: CVM241018P00001000

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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
2024-07-26	CVM	CVM241018P00001000	1.00	6.0	258.000	0.250	0.558	0.5	0.0	-0.010	0.490	0.000	0.19	1.48	2024-10-18	PUT	Long	0.437	0.443	0.075

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	CVM	0.909	0.103	0.421	0.219	0.421	0.235	0.76	0.000	0.0000	0.50	3.08	21	1y	0.81

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
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.20	-0.80	$0.33	0.25	-1.05	0.25	0.05	1.30	0.97	-0.20	$-20.00	25.00	82	76.0	791.000	0.33	2024-10-16
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.20	-0.80	$0.30	0.23	-1.42	0.25	0.05	1.30	1.00	-0.20	$-20.00	25.00	80	173.0	673.000	0.30	2024-10-14
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.20	-0.80	$0.28	0.22	-1.36	0.25	0.05	1.30	1.02	-0.20	$-20.00	25.00	77	173.0	507.000	0.28	2024-10-11
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.16	-0.64	$0.29	0.22	-0.64	0.25	0.09	1.30	1.01	-0.16	$-16.00	25.00	76	1.0	507.000	0.29	2024-10-10
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.18	-0.72	$0.27	0.21	-0.58	0.25	0.07	1.30	1.03	-0.18	$-18.00	25.00	75	12.0	507.000	0.27	2024-10-09
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.18	-0.72	$0.23	0.18	-0.48	0.25	0.07	1.30	1.07	-0.18	$-18.00	25.00	73	12.0	515.000	0.23	2024-10-07
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.22	0.17	-1.67	0.25	0.10	1.30	1.08	-0.15	$-15.00	25.00	72	14.0	0.000	0.22	2024-10-06
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.22	0.17	-0.55	0.25	0.10	1.30	1.08	-0.15	$-15.00	25.00	71	14.0	515.000	0.22	2024-10-05
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.22	0.17	-0.61	0.25	0.10	1.30	1.08	-0.15	$-15.00	25.00	70	14.0	515.000	0.22	2024-10-04
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.19	-0.76	$0.21	0.16	-0.61	0.25	0.06	1.30	1.09	-0.19	$-19.00	25.00	69	10.0	515.000	0.21	2024-10-03
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.19	-0.76	$0.19	0.15	-0.58	0.25	0.06	1.30	1.11	-0.19	$-19.00	25.00	68	10.0	515.000	0.19	2024-10-02
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.22	0.17	-0.72	0.25	0.10	1.30	1.08	-0.15	$-15.00	25.00	67	22.0	515.000	0.22	2024-10-01
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.25	0.19	-0.86	0.25	0.10	1.30	1.05	-0.15	$-15.00	25.00	66	12.0	493.000	0.25	2024-09-30
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.16	-0.64	$0.21	0.16	-1.80	0.25	0.09	1.30	1.09	-0.16	$-16.00	25.00	65	202.0	493.000	0.21	2024-09-29
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.16	-0.64	$0.21	0.16	-0.77	0.25	0.09	1.30	1.09	-0.16	$-16.00	25.00	64	202.0	493.000	0.21	2024-09-28
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.16	-0.64	$0.21	0.16	-0.80	0.25	0.09	1.30	1.09	-0.16	$-16.00	25.00	63	202.0	493.000	0.21	2024-09-27
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.16	-0.64	$0.25	0.19	-0.72	0.25	0.09	1.30	1.05	-0.16	$-16.00	25.00	62	202.0	291.000	0.25	2024-09-26
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.10	-0.40	$0.25	0.19	-0.98	0.25	0.15	1.30	1.05	-0.10	$-10.00	25.00	61	11.0	281.000	0.25	2024-09-25
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.23	0.18	-0.94	0.25	0.10	1.30	1.07	-0.15	$-15.00	25.00	60	63.0	311.000	0.23	2024-09-24
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.22	0.17	-0.92	0.25	0.10	1.30	1.08	-0.15	$-15.00	25.00	59	31.0	281.000	0.22	2024-09-23
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.14	-0.56	$0.22	0.17	-1.80	0.25	0.11	1.30	1.08	-0.14	$-14.00	25.00	58	4.0	0.000	0.22	2024-09-22
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.14	-0.56	$0.20	0.15	-0.70	0.25	0.11	1.30	1.10	-0.14	$-14.00	25.00	56	4.0	281.000	0.20	2024-09-20
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.14	-0.56	$0.19	0.15	-0.69	0.25	0.11	1.30	1.11	-0.14	$-14.00	25.00	55	4.0	281.000	0.19	2024-09-19
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.10	-0.40	$0.16	0.12	-0.62	0.25	0.15	1.30	1.14	-0.10	$-10.00	25.00	54	2.0	281.000	0.16	2024-09-18
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.10	-0.40	$0.09	0.07	-0.48	0.25	0.15	1.30	1.21	-0.10	$-10.00	25.00	53	2.0	281.000	0.09	2024-09-17
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.12	-0.48	$0.15	0.12	-0.42	0.25	0.13	1.30	1.15	-0.12	$-12.00	25.00	52	10.0	273.000	0.15	2024-09-16
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.02	0.02	-0.59	0.25	0.10	1.30	1.28	-0.15	$-15.00	25.00	50	41.0	273.000	0.02	2024-09-14
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.02	0.02	-0.64	0.25	0.10	1.30	1.28	-0.15	$-15.00	25.00	49	41.0	273.000	0.02	2024-09-13
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.10	0.08	-0.41	0.25	0.10	1.30	1.20	-0.15	$-15.00	25.00	48	41.0	273.000	0.10	2024-09-12
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.12	0.09	-0.86	0.25	0.10	1.30	1.18	-0.15	$-15.00	25.00	47	41.0	270.000	0.12	2024-09-11
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.23	0.18	-0.36	0.25	0.18	1.30	1.07	-0.07	$-7.00	25.00	46	15.0	270.000	0.23	2024-09-10
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.24	0.18	-0.79	0.25	0.18	1.30	1.06	-0.07	$-7.00	25.00	45	15.0	270.000	0.24	2024-09-09
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.23	0.18	-0.77	0.25	0.18	1.30	1.07	-0.07	$-7.00	25.00	44	15.0	270.000	0.23	2024-09-08
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.23	0.18	-0.81	0.25	0.18	1.30	1.07	-0.07	$-7.00	25.00	42	15.0	270.000	0.23	2024-09-06
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.20	0.15	-0.75	0.25	0.18	1.30	1.10	-0.07	$-7.00	25.00	41	15.0	270.000	0.20	2024-09-05
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.24	0.18	-0.67	0.25	0.18	1.30	1.06	-0.07	$-7.00	25.00	40	15.0	270.000	0.24	2024-09-04
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.22	0.17	-0.67	0.25	0.18	1.30	1.08	-0.07	$-7.00	25.00	36	15.0	285.000	0.22	2024-08-31
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.21	0.16	-0.68	0.25	0.18	1.30	1.09	-0.07	$-7.00	25.00	35	15.0	285.000	0.21	2024-08-30
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.10	-0.40	$0.21	0.16	-0.69	0.25	0.15	1.30	1.09	-0.10	$-10.00	25.00	34	1.0	285.000	0.21	2024-08-29
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.10	-0.40	$0.21	0.16	-0.88	0.25	0.15	1.30	1.09	-0.10	$-10.00	25.00	33	1.0	285.000	0.21	2024-08-28
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.13	-0.52	$0.17	0.13	-1.80	0.25	0.12	1.30	1.13	-0.13	$-13.00	25.00	32	9.0	285.000	0.17	2024-08-27
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.13	-0.52	$0.16	0.12	-0.61	0.25	0.12	1.30	1.14	-0.13	$-13.00	25.00	31	9.0	285.000	0.16	2024-08-26
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.13	-0.52	$0.18	0.14	-0.83	0.25	0.12	1.30	1.12	-0.13	$-13.00	25.00	30	9.0	284.000	0.18	2024-08-25
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.13	-0.52	$0.18	0.14	-0.83	0.25	0.12	1.30	1.12	-0.13	$-13.00	25.00	29	9.0	284.000	0.18	2024-08-24
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.13	-0.52	$0.17	0.13	-0.83	0.25	0.12	1.30	1.13	-0.13	$-13.00	25.00	28	9.0	284.000	0.17	2024-08-23
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.15	-0.60	$0.19	0.15	-0.72	0.25	0.10	1.30	1.11	-0.15	$-15.00	25.00	27	3.0	281.000	0.19	2024-08-22
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.05	-0.20	$0.17	0.13	-0.69	0.25	0.20	1.30	1.13	-0.05	$-5.00	25.00	26	1.0	281.000	0.17	2024-08-21
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.05	-0.20	$0.18	0.14	-0.72	0.25	0.20	1.30	1.12	-0.05	$-5.00	25.00	25	1.0	281.000	0.18	2024-08-20
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.05	-0.20	$0.16	0.12	-0.84	0.25	0.20	1.30	1.14	-0.05	$-5.00	25.00	24	1.0	281.000	0.16	2024-08-19
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.02	-0.08	$0.17	0.13	-0.88	0.25	0.23	1.30	1.13	-0.02	$-2.00	25.00	23	1.0	281.000	0.17	2024-08-18
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.02	-0.08	$0.17	0.13	-0.88	0.25	0.23	1.30	1.13	-0.02	$-2.00	25.00	22	1.0	281.000	0.17	2024-08-17
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.02	-0.08	$0.18	0.14	-0.91	0.25	0.23	1.30	1.12	-0.02	$-2.00	25.00	21	1.0	281.000	0.18	2024-08-16
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.02	-0.08	$0.17	0.13	-0.75	0.25	0.23	1.30	1.13	-0.02	$-2.00	25.00	20	1.0	281.000	0.17	2024-08-15
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.02	-0.08	$0.14	0.11	-0.70	0.25	0.23	1.30	1.16	-0.02	$-2.00	25.00	19	1.0	0.000	0.14	2024-08-14
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.07	-0.28	$0.12	0.09	-0.53	0.25	0.18	1.30	1.18	-0.07	$-7.00	25.00	18	22.0	259.000	0.12	2024-08-13
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.10	-0.40	$0.10	0.08	-0.22	0.25	0.15	1.30	1.20	-0.10	$-10.00	25.00	17	1.0	259.000	0.10	2024-08-12
CVM241018P00001000	CVM	PUT	Long	1.00	None	$-0.10	-0.40	$0.08	0.06	-0.37	0.25	0.15	1.30	1.22	-0.10	$-10.00	25.00	14	1.0	259.000	0.08	2024-08-09
CVM241018P00001000	CVM	PUT	Long	1.00	None	$0.00	0.00	$0.10	0.08	-0.41	0.25	0.25	1.30	1.20	0.00	$0.00	25.00	13	1.0	259.000	0.10	2024-08-08
CVM241018P00001000	CVM	PUT	Long	1.00	None	$0.00	0.00	$0.13	0.10	-0.04	0.25	0.25	1.30	1.17	0.00	$0.00	25.00	12	1.0	259.000	0.13	2024-08-07
CVM241018P00001000	CVM	PUT	Long	1.00	None	$0.00	0.00	$0.14	0.11	-0.20	0.25	0.25	1.30	1.16	0.00	$0.00	25.00	11	1.0	259.000	0.14	2024-08-06
CVM241018P00001000	CVM	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.17	0.13	-1.80	0.25	0.25	1.30	1.13	0.00	$0.00	25.00	5	1.0	259.000	0.17	2024-07-31
CVM241018P00001000	CVM	PUT	Long	1.00	None	$0.00	0.00	$0.10	0.08	0.03	0.25	0.25	1.30	1.20	0.00	$0.00	25.00	3	6.0	258.000	0.10	2024-07-29
CVM241018P00001000	CVM	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.25	0.25	1.30	1.30	0.00	$0.00	25.00	0	6.0	258.000	-0.00	2024-07-26

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