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View Outliers PnL Drill-Down: CVM241018P00002000

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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	CVM241018P00002000	2.00	100.0	654.000	0.719	0.579	0.1	0.5	-0.020	0.080	0.510	0.71	1.55	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
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.34	0.48	$0.33	0.25	-1.11	0.71	1.05	1.30	0.97	0.34	$34.00	71.00	82	3.0	537.000	0.33	2024-10-16
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.34	0.48	$0.30	0.23	-2.36	0.71	1.05	1.30	1.00	0.34	$34.00	71.00	80	3.0	540.000	0.30	2024-10-14
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.29	0.41	$0.28	0.22	-3.30	0.71	1.00	1.30	1.02	0.29	$29.00	71.00	77	3.0	540.000	0.28	2024-10-11
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.29	0.41	$0.29	0.22	-2.98	0.71	1.00	1.30	1.01	0.29	$29.00	71.00	76	3.0	540.000	0.29	2024-10-10
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.29	0.41	$0.27	0.21	-4.23	0.71	1.00	1.30	1.03	0.29	$29.00	71.00	75	3.0	540.000	0.27	2024-10-09
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.23	0.32	$0.23	0.18	-3.98	0.71	0.94	1.30	1.07	0.23	$23.00	71.00	73	25.0	543.000	0.23	2024-10-07
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.23	0.32	$0.22	0.17	-6.36	0.71	0.94	1.30	1.08	0.23	$23.00	71.00	72	25.0	0.000	0.22	2024-10-06
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.23	0.32	$0.22	0.17	-3.95	0.71	0.94	1.30	1.08	0.23	$23.00	71.00	71	25.0	548.000	0.22	2024-10-05
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.23	0.32	$0.22	0.17	-4.05	0.71	0.94	1.30	1.08	0.23	$23.00	71.00	70	25.0	548.000	0.22	2024-10-04
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.21	0.16	-4.48	0.71	0.95	1.30	1.09	0.24	$24.00	71.00	69	30.0	548.000	0.21	2024-10-03
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.19	0.15	-3.14	0.71	0.95	1.30	1.11	0.24	$24.00	71.00	68	30.0	548.000	0.19	2024-10-02
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.22	0.17	-4.23	0.71	0.95	1.30	1.08	0.24	$24.00	71.00	67	30.0	548.000	0.22	2024-10-01
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.25	0.19	-4.86	0.71	0.95	1.30	1.05	0.24	$24.00	71.00	66	30.0	572.000	0.25	2024-09-30
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.21	0.16	-6.36	0.71	0.95	1.30	1.09	0.24	$24.00	71.00	65	30.0	572.000	0.21	2024-09-29
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.21	0.16	-4.26	0.71	0.95	1.30	1.09	0.24	$24.00	71.00	64	30.0	572.000	0.21	2024-09-28
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.21	0.16	-4.33	0.71	0.95	1.30	1.09	0.24	$24.00	71.00	63	30.0	572.000	0.21	2024-09-27
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.25	0.19	-4.52	0.71	0.95	1.30	1.05	0.24	$24.00	71.00	62	30.0	572.000	0.25	2024-09-26
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.25	0.19	-4.17	0.71	0.95	1.30	1.05	0.24	$24.00	71.00	61	30.0	572.000	0.25	2024-09-25
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.23	0.18	-4.73	0.71	0.95	1.30	1.07	0.24	$24.00	71.00	60	30.0	602.000	0.23	2024-09-24
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.22	0.17	-4.61	0.71	0.97	1.30	1.08	0.26	$26.00	71.00	59	17.0	602.000	0.22	2024-09-23
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.22	0.17	-6.36	0.71	0.97	1.30	1.08	0.26	$26.00	71.00	58	17.0	0.000	0.22	2024-09-22
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.20	0.15	-4.89	0.71	0.97	1.30	1.10	0.26	$26.00	71.00	56	17.0	602.000	0.20	2024-09-20
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.19	0.15	-4.70	0.71	0.97	1.30	1.11	0.26	$26.00	71.00	55	17.0	602.000	0.19	2024-09-19
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.16	0.12	-5.11	0.71	0.97	1.30	1.14	0.26	$26.00	71.00	54	17.0	619.000	0.16	2024-09-18
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.09	0.07	-4.50	0.71	0.95	1.30	1.21	0.24	$24.00	71.00	53	1.0	0.000	0.09	2024-09-17
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.15	0.12	-4.23	0.71	0.95	1.30	1.15	0.24	$24.00	71.00	52	1.0	619.000	0.15	2024-09-16
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.02	0.02	-4.72	0.71	0.95	1.30	1.28	0.24	$24.00	71.00	50	1.0	619.000	0.02	2024-09-14
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.02	0.02	-3.76	0.71	0.95	1.30	1.28	0.24	$24.00	71.00	49	1.0	619.000	0.02	2024-09-13
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.10	0.08	-3.26	0.71	0.95	1.30	1.20	0.24	$24.00	71.00	48	1.0	619.000	0.10	2024-09-12
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.12	0.09	-4.41	0.71	0.95	1.30	1.18	0.24	$24.00	71.00	47	1.0	619.000	0.12	2024-09-11
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.29	0.41	$0.23	0.18	-4.26	0.71	1.00	1.30	1.07	0.29	$29.00	71.00	46	20.0	619.000	0.23	2024-09-10
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.29	0.41	$0.24	0.18	-4.58	0.71	1.00	1.30	1.06	0.29	$29.00	71.00	45	20.0	619.000	0.24	2024-09-09
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.29	0.41	$0.23	0.18	-3.89	0.71	1.00	1.30	1.07	0.29	$29.00	71.00	44	20.0	619.000	0.23	2024-09-08
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.29	0.41	$0.23	0.18	-4.39	0.71	1.00	1.30	1.07	0.29	$29.00	71.00	42	20.0	619.000	0.23	2024-09-06
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.20	0.15	-4.08	0.71	0.96	1.30	1.10	0.25	$25.00	71.00	41	1.0	639.000	0.20	2024-09-05
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.24	0.18	-4.92	0.71	0.96	1.30	1.06	0.25	$25.00	71.00	40	1.0	639.000	0.24	2024-09-04
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.22	0.17	-4.81	0.71	0.96	1.30	1.08	0.25	$25.00	71.00	36	1.0	639.000	0.22	2024-08-31
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.21	0.16	-4.81	0.71	0.96	1.30	1.09	0.25	$25.00	71.00	35	1.0	639.000	0.21	2024-08-30
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.21	0.16	-4.62	0.71	0.96	1.30	1.09	0.25	$25.00	71.00	34	1.0	639.000	0.21	2024-08-29
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.21	0.16	-4.64	0.71	0.96	1.30	1.09	0.25	$25.00	71.00	33	1.0	639.000	0.21	2024-08-28
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.17	0.13	-6.36	0.71	0.96	1.30	1.13	0.25	$25.00	71.00	32	1.0	639.000	0.17	2024-08-27
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.16	0.12	-4.42	0.71	0.96	1.30	1.14	0.25	$25.00	71.00	31	1.0	639.000	0.16	2024-08-26
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.18	0.14	-4.69	0.71	0.96	1.30	1.12	0.25	$25.00	71.00	30	1.0	639.000	0.18	2024-08-25
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.18	0.14	-4.70	0.71	0.96	1.30	1.12	0.25	$25.00	71.00	29	1.0	639.000	0.18	2024-08-24
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.17	0.13	-4.67	0.71	0.96	1.30	1.13	0.25	$25.00	71.00	28	1.0	639.000	0.17	2024-08-23
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.25	0.35	$0.19	0.15	-4.78	0.71	0.96	1.30	1.11	0.25	$25.00	71.00	27	1.0	638.000	0.19	2024-08-22
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.27	0.38	$0.17	0.13	-4.70	0.71	0.98	1.30	1.13	0.27	$27.00	71.00	26	10.0	638.000	0.17	2024-08-21
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.27	0.38	$0.18	0.14	-4.17	0.71	0.98	1.30	1.12	0.27	$27.00	71.00	25	10.0	648.000	0.18	2024-08-20
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.16	0.12	-4.69	0.71	0.97	1.30	1.14	0.26	$26.00	71.00	24	10.0	648.000	0.16	2024-08-19
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.17	0.13	-4.59	0.71	0.97	1.30	1.13	0.26	$26.00	71.00	23	10.0	658.000	0.17	2024-08-18
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.17	0.13	-4.61	0.71	0.97	1.30	1.13	0.26	$26.00	71.00	22	10.0	658.000	0.17	2024-08-17
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.26	0.37	$0.18	0.14	-4.98	0.71	0.97	1.30	1.12	0.26	$26.00	71.00	21	10.0	658.000	0.18	2024-08-16
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.17	0.13	-3.83	0.71	0.95	1.30	1.13	0.24	$24.00	71.00	20	1.0	658.000	0.17	2024-08-15
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.14	0.11	-3.52	0.71	0.95	1.30	1.16	0.24	$24.00	71.00	19	1.0	658.000	0.14	2024-08-14
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.12	0.09	-3.87	0.71	0.95	1.30	1.18	0.24	$24.00	71.00	18	1.0	658.000	0.12	2024-08-13
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.10	0.08	-4.44	0.71	0.95	1.30	1.20	0.24	$24.00	71.00	17	1.0	658.000	0.10	2024-08-12
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.08	0.06	-4.80	0.71	0.95	1.30	1.22	0.24	$24.00	71.00	14	1.0	657.000	0.08	2024-08-09
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.10	0.08	-4.26	0.71	0.95	1.30	1.20	0.24	$24.00	71.00	13	3.0	657.000	0.10	2024-08-08
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.13	0.10	-4.73	0.71	0.95	1.30	1.17	0.24	$24.00	71.00	12	3.0	657.000	0.13	2024-08-07
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.24	0.34	$0.14	0.11	-4.39	0.71	0.95	1.30	1.16	0.24	$24.00	71.00	11	3.0	654.000	0.14	2024-08-06
CVM241018P00002000	CVM	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.17	0.13	-6.36	0.71	0.71	1.30	1.13	0.00	$0.00	71.00	5	100.0	654.000	0.17	2024-07-31
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.00	0.00	$0.05	0.04	-4.60	0.71	0.71	1.30	1.25	0.00	$0.00	71.00	3	100.0	654.000	0.05	2024-07-29
CVM241018P00002000	CVM	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.71	0.71	1.30	1.30	0.00	$0.00	71.00	0	100.0	654.000	-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