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View Outliers PnL Drill-Down: CWAN240920P00022500

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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
2024-08-01	CWAN	CWAN240920P00022500	22.50	7.0	15.000	0.441	0.223	1.4	0.3	-0.020	2.000	0.840	0.98	23.54	2024-09-20	PUT	Long	0.130	0.226	0.204

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	CWAN	0.909	0.051	0.207	0.099	0.091	-0.085	29.55	-0.059	0.0000	15.78	32.79	21	1y	28.16

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
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-3.12	-0.14	0.52	0.60	0.15	22.46	25.58	-0.45	$-45.00	60.00	44	2.0	73.000	-3.12	2024-09-19
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-2.69	-0.12	0.44	0.60	0.15	22.46	25.15	-0.45	$-45.00	60.00	43	2.0	73.000	-2.69	2024-09-18
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-2.29	-0.10	0.74	0.60	0.15	22.46	24.75	-0.45	$-45.00	60.00	42	2.0	73.000	-2.29	2024-09-17
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-2.06	-0.09	0.07	0.60	0.15	22.46	24.52	-0.45	$-45.00	60.00	41	2.0	73.000	-2.06	2024-09-16
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.55	-0.07	0.02	0.60	0.15	22.46	24.01	-0.45	$-45.00	60.00	39	2.0	73.000	-1.55	2024-09-14
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.55	-0.07	-0.04	0.60	0.15	22.46	24.01	-0.45	$-45.00	60.00	38	2.0	73.000	-1.55	2024-09-13
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-0.90	-0.04	-0.13	0.60	0.15	22.46	23.36	-0.45	$-45.00	60.00	37	2.0	73.000	-0.90	2024-09-12
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.11	-0.05	-0.06	0.60	0.15	22.46	23.57	-0.45	$-45.00	60.00	36	2.0	73.000	-1.11	2024-09-11
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.13	-0.05	-0.04	0.60	0.15	22.46	23.59	-0.45	$-45.00	60.00	35	2.0	73.000	-1.13	2024-09-10
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.69	-0.08	-0.05	0.60	0.15	22.46	24.15	-0.45	$-45.00	60.00	34	2.0	73.000	-1.69	2024-09-09
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.35	-0.06	-0.02	0.60	0.15	22.46	23.81	-0.45	$-45.00	60.00	33	2.0	73.000	-1.35	2024-09-08
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.35	-0.06	-0.06	0.60	0.15	22.46	23.81	-0.45	$-45.00	60.00	31	2.0	73.000	-1.35	2024-09-06
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.39	-0.06	-0.10	0.60	0.15	22.46	23.85	-0.45	$-45.00	60.00	30	2.0	73.000	-1.39	2024-09-05
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.50	-0.07	-0.10	0.60	0.15	22.46	23.96	-0.45	$-45.00	60.00	29	2.0	73.000	-1.50	2024-09-04
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-2.32	-0.10	0.19	0.60	0.15	22.46	24.78	-0.45	$-45.00	60.00	25	2.0	72.000	-2.32	2024-08-31
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-2.34	-0.10	-0.08	0.60	0.15	22.46	24.80	-0.45	$-45.00	60.00	24	2.0	72.000	-2.34	2024-08-30
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-2.11	-0.09	-0.12	0.60	0.15	22.46	24.57	-0.45	$-45.00	60.00	23	2.0	72.000	-2.11	2024-08-29
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.45	-0.75	$-1.80	-0.08	-0.12	0.60	0.15	22.46	24.26	-0.45	$-45.00	60.00	22	2.0	72.000	-1.80	2024-08-28
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.42	-0.70	$-1.62	-0.07	-0.39	0.60	0.18	22.46	24.08	-0.42	$-42.00	60.00	21	1.0	70.000	-1.62	2024-08-27
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.42	-0.70	$-1.80	-0.08	-0.13	0.60	0.18	22.46	24.26	-0.42	$-42.00	60.00	20	1.0	69.000	-1.80	2024-08-26
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.55	-0.92	$-2.17	-0.10	-0.04	0.60	0.05	22.46	24.63	-0.55	$-55.00	60.00	19	1.0	69.000	-2.17	2024-08-25
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.55	-0.92	$-2.17	-0.10	-0.05	0.60	0.05	22.46	24.63	-0.55	$-55.00	60.00	18	1.0	69.000	-2.17	2024-08-24
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.55	-0.92	$-2.16	-0.10	-0.12	0.60	0.05	22.46	24.62	-0.55	$-55.00	60.00	17	1.0	69.000	-2.16	2024-08-23
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.55	-0.92	$-1.86	-0.08	-0.07	0.60	0.05	22.46	24.32	-0.55	$-55.00	60.00	16	1.0	69.000	-1.86	2024-08-22
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.55	-0.92	$-2.20	-0.10	-0.12	0.60	0.05	22.46	24.66	-0.55	$-55.00	60.00	15	1.0	69.000	-2.20	2024-08-21
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.55	-0.92	$-1.90	-0.08	-0.13	0.60	0.05	22.46	24.36	-0.55	$-55.00	60.00	14	1.0	69.000	-1.90	2024-08-20
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.55	-0.92	$-1.85	-0.08	-0.05	0.60	0.05	22.46	24.31	-0.55	$-55.00	60.00	13	1.0	69.000	-1.85	2024-08-19
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.22	-0.37	$-1.13	-0.05	0.00	0.60	0.38	22.46	23.59	-0.22	$-22.00	60.00	12	2.0	67.000	-1.13	2024-08-18
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.22	-0.37	$-1.13	-0.05	-0.00	0.60	0.38	22.46	23.59	-0.22	$-22.00	60.00	11	2.0	67.000	-1.13	2024-08-17
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.22	-0.37	$-1.13	-0.05	0.03	0.60	0.38	22.46	23.59	-0.22	$-22.00	60.00	10	2.0	67.000	-1.13	2024-08-16
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.25	-0.42	$-1.12	-0.05	-0.15	0.60	0.35	22.46	23.58	-0.25	$-25.00	60.00	9	10.0	59.000	-1.12	2024-08-15
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.10	-0.17	$-0.91	-0.04	-0.12	0.60	0.50	22.46	23.37	-0.10	$-10.00	60.00	8	22.0	59.000	-0.91	2024-08-14
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$-0.05	-0.08	$-0.57	-0.03	0.06	0.60	0.55	22.46	23.03	-0.05	$-5.00	60.00	7	48.0	20.000	-0.57	2024-08-13
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$0.40	0.67	$0.12	0.01	-0.09	0.60	1.00	22.46	22.34	0.40	$40.00	60.00	6	2.0	20.000	0.12	2024-08-12
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$0.40	0.67	$0.06	0.00	-0.14	0.60	1.00	22.46	22.40	0.40	$40.00	60.00	3	2.0	20.000	0.06	2024-08-09
CWAN240920P00022500	CWAN	PUT	Long	22.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.85	$0.10	0.17	$-0.51	-0.02	-0.11	0.60	0.70	22.46	22.97	0.10	$10.00	60.00	2	6.0	15.000	-0.51	2024-08-08
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$0.00	0.00	$-0.04	-0.00	-0.00	0.60	0.60	22.46	22.50	0.00	$0.00	60.00	1	4.0	15.000	-0.04	2024-08-07
CWAN240920P00022500	CWAN	PUT	Long	22.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	22.46	22.46	0.00	$0.00	60.00	0	4.0	15.000	-0.00	2024-08-06

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