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View Outliers PnL Drill-Down: CVNA240105P00039000

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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
2023-12-04	CVNA	CVNA240105P00039000	39.00	10.0	1.000	1.075	0.353	2.6	0.7	0.000	5.440	3.580	3.95	40.72	2024-01-05	PUT	Long	0.426	0.447	0.138

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	CVNA	0.727	0.081	0.377	0.200	0.113	-0.098	253.70	0.042	0.0000	41.00	260.80	21	1y	222.97

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
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.92	-0.99	$-6.32	-0.16	1.24	3.95	0.03	40.27	46.59	-3.92	$-392.00	395.00	31	173.0	186.000	-6.32	2024-01-04
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.92	-0.99	$-6.42	-0.16	-0.49	3.95	0.03	40.27	46.69	-3.92	$-392.00	395.00	30	173.0	186.000	-6.42	2024-01-03
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.93	-0.99	$-8.60	-0.21	-0.49	3.95	0.02	40.27	48.87	-3.93	$-393.00	395.00	29	5.0	0.000	-8.60	2024-01-02
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.74	-0.95	$-12.67	-0.31	0.49	3.95	0.21	40.27	52.94	-3.74	$-374.00	395.00	28	10.0	243.000	-12.67	2024-01-01
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.74	-0.95	$-12.67	-0.31	0.22	3.95	0.21	40.27	52.94	-3.74	$-374.00	395.00	26	10.0	243.000	-12.67	2023-12-30
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.74	-0.95	$-12.67	-0.31	0.05	3.95	0.21	40.27	52.94	-3.74	$-374.00	395.00	25	10.0	243.000	-12.67	2023-12-29
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.80	-0.96	$-14.64	-0.36	0.27	3.95	0.15	40.27	54.91	-3.80	$-380.00	395.00	24	2.0	243.000	-14.64	2023-12-28
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.80	-0.96	$-14.12	-0.35	0.14	3.95	0.15	40.27	54.39	-3.80	$-380.00	395.00	23	2.0	243.000	-14.12	2023-12-27
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.80	-0.96	$-13.29	-0.33	0.12	3.95	0.15	40.27	53.56	-3.80	$-380.00	395.00	22	2.0	243.000	-13.29	2023-12-26
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.85	-0.97	$-14.47	-0.36	0.17	3.95	0.10	40.27	54.74	-3.85	$-385.00	395.00	21	1.0	243.000	-14.47	2023-12-25
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.85	-0.97	$-14.47	-0.36	0.09	3.95	0.10	40.27	54.74	-3.85	$-385.00	395.00	19	1.0	243.000	-14.47	2023-12-23
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.52	-0.89	$-14.49	-0.36	0.05	3.95	0.43	40.27	54.76	-3.52	$-352.00	395.00	18	182.0	243.000	-14.49	2023-12-22
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.52	-0.89	$-17.95	-0.45	0.20	3.95	0.43	40.27	58.22	-3.52	$-352.00	395.00	17	182.0	243.000	-17.95	2023-12-21
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.52	-0.89	$-19.86	-0.49	0.22	3.95	0.43	40.27	60.13	-3.52	$-352.00	395.00	16	182.0	243.000	-19.86	2023-12-20
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.52	-0.89	$-19.52	-0.48	0.20	3.95	0.43	40.27	59.79	-3.52	$-352.00	395.00	15	182.0	243.000	-19.52	2023-12-19
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.52	-0.89	$-15.41	-0.38	0.12	3.95	0.43	40.27	55.68	-3.52	$-352.00	395.00	14	182.0	61.000	-15.41	2023-12-18
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.16	-0.80	$-11.13	-0.28	-0.01	3.95	0.79	40.27	51.40	-3.16	$-316.00	395.00	12	26.0	38.000	-11.13	2023-12-16
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-3.16	-0.80	$-11.10	-0.28	-0.02	3.95	0.79	40.27	51.37	-3.16	$-316.00	395.00	11	26.0	38.000	-11.10	2023-12-15
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-2.82	-0.71	$-10.31	-0.26	0.10	3.95	1.13	40.27	50.58	-2.82	$-282.00	395.00	10	14.0	30.000	-10.31	2023-12-14
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-2.20	-0.56	$-4.80	-0.12	-0.06	3.95	1.75	40.27	45.07	-2.20	$-220.00	395.00	9	8.0	27.000	-4.80	2023-12-13
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$0.40	0.10	$0.77	0.02	-0.08	3.95	4.35	40.27	39.50	0.40	$40.00	395.00	8	8.0	31.000	0.77	2023-12-12
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-0.65	-0.16	$0.44	0.01	-0.07	3.95	3.30	40.27	39.83	-0.65	$-65.00	395.00	7	6.0	30.000	0.44	2023-12-11
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$-0.30	-0.08	$0.04	0.00	-0.06	3.95	3.65	40.27	40.23	-0.30	$-30.00	395.00	4	20.0	11.000	0.04	2023-12-08
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$1.33	0.34	$2.37	0.06	-0.02	3.95	5.28	40.27	37.90	1.33	$133.00	395.00	3	3.0	11.000	2.37	2023-12-07
CVNA240105P00039000	CVNA	PUT	Long	39.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.33	0.34	$2.89	0.07	-0.04	3.95	5.28	40.27	37.38	1.33	$133.00	395.00	2	0.0	11.000	2.89	2023-12-06
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$0.00	0.00	$1.51	0.04	-0.04	3.95	3.95	40.27	38.76	0.00	$0.00	395.00	1	0.0	11.000	1.51	2023-12-05
CVNA240105P00039000	CVNA	PUT	Long	39.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.95	3.95	40.27	40.27	0.00	$0.00	395.00	0	0.0	1.000	-0.00	2023-12-04

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