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View Outliers PnL Drill-Down: CWAN241220P00030000

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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
2024-11-07	CWAN	CWAN241220P00030000	30.00	426.0	11.000	0.360	0.175	3.0	0.0	-0.010	3.380	0.430	0.48	32.79	2024-12-20	PUT	Long	0.125	0.184	0.147

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
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$1.37	2.85	$4.87	0.15	0.20	0.48	1.85	32.79	27.92	1.37	$137.00	48.00	42	22.0	437.000	4.87	2024-12-19
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$1.02	2.12	$4.91	0.15	0.27	0.48	1.50	32.79	27.88	1.02	$102.00	48.00	41	51.0	616.000	4.91	2024-12-18
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.17	0.35	$3.24	0.10	0.18	0.48	0.65	32.79	29.55	0.17	$17.00	48.00	40	30.0	616.000	3.24	2024-12-17
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.17	0.35	$3.17	0.10	-0.01	0.48	0.65	32.79	29.62	0.17	$17.00	48.00	39	30.0	617.000	3.17	2024-12-16
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.07	0.15	$3.25	0.10	-0.05	0.48	0.55	32.79	29.54	0.07	$7.00	48.00	36	2.0	619.000	3.25	2024-12-13
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.17	0.35	$2.69	0.08	-0.04	0.48	0.65	32.79	30.10	0.17	$17.00	48.00	35	52.0	595.000	2.69	2024-12-12
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.97	2.02	$3.19	0.10	-0.04	0.48	1.45	32.79	29.60	0.97	$97.00	48.00	34	1.0	595.000	3.19	2024-12-11
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.82	1.71	$3.77	0.11	0.07	0.48	1.30	32.79	29.02	0.82	$82.00	48.00	33	2.0	593.000	3.77	2024-12-10
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.82	1.71	$3.97	0.12	0.00	0.48	1.30	32.79	28.82	0.82	$82.00	48.00	32	119.0	603.000	3.97	2024-12-09
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.37	0.77	$3.04	0.09	0.02	0.48	0.85	32.79	29.75	0.37	$37.00	48.00	31	60.0	603.000	3.04	2024-12-08
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.37	0.77	$3.03	0.09	-0.02	0.48	0.85	32.79	29.76	0.37	$37.00	48.00	29	60.0	603.000	3.03	2024-12-06
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.37	0.77	$2.85	0.09	-0.01	0.48	0.85	32.79	29.94	0.37	$37.00	48.00	28	60.0	603.000	2.85	2024-12-05
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.38	0.79	$2.81	0.09	0.00	0.48	0.86	32.79	29.98	0.38	$38.00	48.00	27	25.0	590.000	2.81	2024-12-04
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.52	1.08	$3.17	0.10	-0.06	0.48	1.00	32.79	29.62	0.52	$52.00	48.00	26	46.0	591.000	3.17	2024-12-03
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.10	-0.21	$1.71	0.05	-0.04	0.48	0.38	32.79	31.08	-0.10	$-10.00	48.00	25	1.0	590.000	1.71	2024-12-02
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.07	-0.15	$1.75	0.05	-0.33	0.48	0.41	32.79	31.04	-0.07	$-7.00	48.00	24	1.0	0.000	1.75	2024-12-01
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.07	-0.15	$1.75	0.05	-0.02	0.48	0.41	32.79	31.04	-0.07	$-7.00	48.00	23	1.0	0.000	1.75	2024-11-30
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.13	-0.27	$1.62	0.05	-0.03	0.48	0.35	32.79	31.17	-0.13	$-13.00	48.00	21	5.0	587.000	1.62	2024-11-28
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.18	-0.38	$1.12	0.03	-0.04	0.48	0.30	32.79	31.67	-0.18	$-18.00	48.00	20	1.0	587.000	1.12	2024-11-27
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.18	-0.38	$0.57	0.02	-0.01	0.48	0.30	32.79	32.22	-0.18	$-18.00	48.00	19	1.0	587.000	0.57	2024-11-26
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.18	-0.38	$0.41	0.01	-0.01	0.48	0.30	32.79	32.38	-0.18	$-18.00	48.00	18	1.0	588.000	0.41	2024-11-25
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.06	-0.12	$0.85	0.03	-0.00	0.48	0.42	32.79	31.94	-0.06	$-6.00	48.00	17	2.0	590.000	0.85	2024-11-24
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.06	-0.12	$0.85	0.03	-0.02	0.48	0.42	32.79	31.94	-0.06	$-6.00	48.00	16	2.0	590.000	0.85	2024-11-23
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$-0.06	-0.12	$0.86	0.03	-0.01	0.48	0.42	32.79	31.93	-0.06	$-6.00	48.00	15	2.0	590.000	0.86	2024-11-22
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.12	0.25	$1.05	0.03	-0.03	0.48	0.60	32.79	31.74	0.12	$12.00	48.00	14	1.0	590.000	1.05	2024-11-21
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.32	0.67	$1.90	0.06	-0.04	0.48	0.80	32.79	30.89	0.32	$32.00	48.00	13	2.0	588.000	1.90	2024-11-20
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.44	0.92	$1.97	0.06	-0.03	0.48	0.92	32.79	30.82	0.44	$44.00	48.00	12	7.0	583.000	1.97	2024-11-19
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.57	1.19	$2.82	0.09	-0.07	0.48	1.05	32.79	29.97	0.57	$57.00	48.00	11	5.0	583.000	2.82	2024-11-18
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.52	1.08	$2.30	0.07	-0.01	0.48	1.00	32.79	30.49	0.52	$52.00	48.00	10	1.0	583.000	2.30	2024-11-17
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.52	1.08	$2.30	0.07	-0.01	0.48	1.00	32.79	30.49	0.52	$52.00	48.00	9	1.0	583.000	2.30	2024-11-16
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.52	1.08	$2.30	0.07	-0.04	0.48	1.00	32.79	30.49	0.52	$52.00	48.00	8	1.0	583.000	2.30	2024-11-15
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.37	0.77	$2.33	0.07	-0.06	0.48	0.85	32.79	30.46	0.37	$37.00	48.00	7	5.0	578.000	2.33	2024-11-14
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.47	0.98	$2.54	0.08	-0.07	0.48	0.95	32.79	30.25	0.47	$47.00	48.00	6	41.0	564.000	2.54	2024-11-13
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.87	1.81	$3.03	0.09	-0.08	0.48	1.35	32.79	29.76	0.87	$87.00	48.00	5	1283.0	1441.000	3.03	2024-11-12
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.42	0.88	$1.80	0.05	-0.02	0.48	0.90	32.79	30.99	0.42	$42.00	48.00	4	1281.0	241.000	1.80	2024-11-11
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.08	0.17	$0.89	0.03	-0.04	0.48	0.56	32.79	31.90	0.08	$8.00	48.00	3	39.0	252.000	0.89	2024-11-10
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.08	0.17	$0.89	0.03	-0.04	0.48	0.56	32.79	31.90	0.08	$8.00	48.00	2	39.0	252.000	0.89	2024-11-09
CWAN241220P00030000	CWAN	PUT	Long	30.00	None	$0.12	0.25	$0.82	0.03	-0.04	0.48	0.60	32.79	31.97	0.12	$12.00	48.00	1	36.0	252.000	0.82	2024-11-08
CWAN241220P00030000	CWAN	PUT	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.48	0.48	32.79	32.79	0.00	$0.00	48.00	0	426.0	11.000	-0.00	2024-11-07

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