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View Outliers PnL Drill-Down: CXW241220P00022000

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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	CXW	CXW241220P00022000	22.00	54.0	1.000	0.521	0.371	1.2	1.0	-0.020	1.570	1.380	1.85	22.08	2024-12-20	PUT	Long	0.302	0.376	0.256

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	CXW	0.909	0.054	0.374	0.126	0.088	-0.286	21.36	0.036	0.0000	11.31	23.94	21	1y	16.77

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
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.85	-0.46	$1.07	0.05	-0.52	1.85	1.00	22.08	21.01	-0.85	$-85.00	185.00	42	10.0	355.000	1.07	2024-12-19
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.98	-0.53	$1.56	0.07	-0.05	1.85	0.87	22.08	20.52	-0.98	$-98.00	185.00	41	26.0	353.000	1.56	2024-12-18
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.98	-0.53	$0.72	0.03	-0.08	1.85	0.87	22.08	21.36	-0.98	$-98.00	185.00	40	26.0	375.000	0.72	2024-12-17
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.21	-0.65	$0.35	0.02	-0.00	1.85	0.64	22.08	21.73	-1.21	$-121.00	185.00	39	2.0	375.000	0.35	2024-12-16
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.20	-0.65	$0.21	0.01	-0.01	1.85	0.65	22.08	21.87	-1.20	$-120.00	185.00	36	7.0	375.000	0.21	2024-12-13
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.37	-0.74	$0.06	0.00	-0.08	1.85	0.48	22.08	22.02	-1.37	$-137.00	185.00	35	1.0	377.000	0.06	2024-12-12
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.37	-0.74	$0.22	0.01	-0.05	1.85	0.48	22.08	21.86	-1.37	$-137.00	185.00	34	1.0	377.000	0.22	2024-12-11
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.45	-0.78	$-0.17	-0.01	-0.08	1.85	0.40	22.08	22.25	-1.45	$-145.00	185.00	33	4.0	379.000	-0.17	2024-12-10
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.10	-0.59	$0.16	0.01	-0.11	1.85	0.75	22.08	21.92	-1.10	$-110.00	185.00	32	1.0	381.000	0.16	2024-12-09
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.70	-0.38	$0.56	0.03	-0.02	1.85	1.15	22.08	21.52	-0.70	$-70.00	185.00	31	1.0	381.000	0.56	2024-12-08
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.70	-0.38	$0.54	0.02	-0.07	1.85	1.15	22.08	21.54	-0.70	$-70.00	185.00	29	1.0	381.000	0.54	2024-12-06
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.75	-0.41	$0.73	0.03	-0.09	1.85	1.10	22.08	21.35	-0.75	$-75.00	185.00	28	2.0	380.000	0.73	2024-12-05
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.95	-0.51	$0.20	0.01	-0.08	1.85	0.90	22.08	21.88	-0.95	$-95.00	185.00	27	8.0	378.000	0.20	2024-12-04
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.65	-0.35	$0.73	0.03	-0.06	1.85	1.20	22.08	21.35	-0.65	$-65.00	185.00	26	21.0	363.000	0.73	2024-12-03
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.84	-0.45	$0.45	0.02	-0.12	1.85	1.01	22.08	21.63	-0.84	$-84.00	185.00	25	19.0	362.000	0.45	2024-12-02
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.15	-0.62	$-0.25	-0.01	-0.50	1.85	0.70	22.08	22.33	-1.15	$-115.00	185.00	24	22.0	0.000	-0.25	2024-12-01
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.15	-0.62	$-0.25	-0.01	-0.09	1.85	0.70	22.08	22.33	-1.15	$-115.00	185.00	23	22.0	0.000	-0.25	2024-11-30
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.15	-0.62	$-0.41	-0.02	-0.07	1.85	0.70	22.08	22.49	-1.15	$-115.00	185.00	21	22.0	374.000	-0.41	2024-11-28
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.84	-0.45	$-0.03	-0.00	-0.01	1.85	1.01	22.08	22.11	-0.84	$-84.00	185.00	20	1.0	374.000	-0.03	2024-11-27
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.84	-0.45	$0.13	0.01	-0.03	1.85	1.01	22.08	21.95	-0.84	$-84.00	185.00	19	1.0	374.000	0.13	2024-11-26
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.95	-0.51	$0.10	0.00	-0.12	1.85	0.90	22.08	21.98	-0.95	$-95.00	185.00	18	1.0	374.000	0.10	2024-11-25
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.55	-0.30	$0.07	0.00	-0.01	1.85	1.30	22.08	22.01	-0.55	$-55.00	185.00	17	15.0	373.000	0.07	2024-11-24
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.55	-0.30	$0.07	0.00	-0.02	1.85	1.30	22.08	22.01	-0.55	$-55.00	185.00	16	15.0	373.000	0.07	2024-11-23
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.55	-0.30	$0.08	0.00	-0.06	1.85	1.30	22.08	22.00	-0.55	$-55.00	185.00	15	15.0	373.000	0.08	2024-11-22
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.50	-0.27	$0.28	0.01	-0.04	1.85	1.35	22.08	21.80	-0.50	$-50.00	185.00	14	1.0	374.000	0.28	2024-11-21
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.20	-0.11	$0.61	0.03	0.02	1.85	1.65	22.08	21.47	-0.20	$-20.00	185.00	13	5.0	374.000	0.61	2024-11-20
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.45	-0.24	$0.07	0.00	-0.01	1.85	1.40	22.08	22.01	-0.45	$-45.00	185.00	12	330.0	91.000	0.07	2024-11-19
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.13	-0.07	$0.94	0.04	-0.01	1.85	1.72	22.08	21.14	-0.13	$-13.00	185.00	11	2.0	93.000	0.94	2024-11-18
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.05	-0.03	$0.72	0.03	0.04	1.85	1.80	22.08	21.36	-0.05	$-5.00	185.00	10	34.0	66.000	0.72	2024-11-17
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.05	-0.03	$0.72	0.03	0.03	1.85	1.80	22.08	21.36	-0.05	$-5.00	185.00	9	34.0	66.000	0.72	2024-11-16
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.05	-0.03	$0.72	0.03	0.05	1.85	1.80	22.08	21.36	-0.05	$-5.00	185.00	8	34.0	66.000	0.72	2024-11-15
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.05	-0.03	$0.65	0.03	0.02	1.85	1.80	22.08	21.43	-0.05	$-5.00	185.00	7	14.0	57.000	0.65	2024-11-14
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.40	-0.22	$0.56	0.03	-0.06	1.85	1.45	22.08	21.52	-0.40	$-40.00	185.00	6	2.0	56.000	0.56	2024-11-13
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.50	-0.27	$-0.05	-0.00	-0.00	1.85	1.35	22.08	22.13	-0.50	$-50.00	185.00	5	8.0	54.000	-0.05	2024-11-12
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-1.09	-0.59	$-1.83	-0.08	0.04	1.85	0.76	22.08	23.91	-1.09	$-109.00	185.00	4	1.0	53.000	-1.83	2024-11-11
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.75	-0.41	$-0.44	-0.02	-0.05	1.85	1.10	22.08	22.52	-0.75	$-75.00	185.00	3	18.0	35.000	-0.44	2024-11-10
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.75	-0.41	$-0.44	-0.02	-0.06	1.85	1.10	22.08	22.52	-0.75	$-75.00	185.00	2	18.0	35.000	-0.44	2024-11-09
CXW241220P00022000	CXW	PUT	Long	22.00	None	$-0.65	-0.35	$-0.34	-0.02	-0.04	1.85	1.20	22.08	22.42	-0.65	$-65.00	185.00	1	4.0	35.000	-0.34	2024-11-08
CXW241220P00022000	CXW	PUT	Long	22.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.85	1.85	22.08	22.08	0.00	$0.00	185.00	0	54.0	1.000	-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