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View Outliers PnL Drill-Down: DIS241220P00115000

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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
2024-11-14	DIS	DIS241220P00115000	115.00	70.0	119.000	0.000	0.122	1.2	2.1	0.000	0.000	0.870	13.10	113.65	2024-12-20	PUT	Long	0.086	0.104	0.062

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	DIS	0.818	0.041	0.121	0.070	0.042	-0.045	113.02	0.054	0.0000	85.60	122.82	21	1y	98.80

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
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-3.97	-0.57	$-2.23	-0.02	-0.23	6.95	2.98	109.13	111.36	-3.97	$-397.00	695.00	35	174.0	5619.000	-2.23	2024-12-19
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.57	-0.66	$-2.18	-0.02	-0.23	6.95	2.38	109.13	111.31	-4.57	$-457.00	695.00	34	894.0	5724.000	-2.18	2024-12-18
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.56	-0.66	$-3.90	-0.04	-0.01	6.95	2.39	109.13	113.03	-4.56	$-456.00	695.00	33	159.0	5762.000	-3.90	2024-12-17
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.15	-0.60	$-3.00	-0.03	-0.23	6.95	2.80	109.13	112.13	-4.15	$-415.00	695.00	32	107.0	5775.000	-3.00	2024-12-16
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.58	-0.66	$-4.19	-0.04	-0.02	6.95	2.37	109.13	113.32	-4.58	$-458.00	695.00	29	381.0	5784.000	-4.19	2024-12-13
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.17	-0.74	$-5.79	-0.05	-0.01	6.95	1.78	109.13	114.92	-5.17	$-517.00	695.00	28	67.0	5750.000	-5.79	2024-12-12
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.17	-0.74	$-5.48	-0.05	-0.01	6.95	1.78	109.13	114.61	-5.17	$-517.00	695.00	27	67.0	5745.000	-5.48	2024-12-11
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.89	-0.70	$-5.60	-0.05	0.01	6.95	2.06	109.13	114.73	-4.89	$-489.00	695.00	26	69.0	5756.000	-5.60	2024-12-10
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.82	-0.69	$-5.46	-0.05	-0.00	6.95	2.13	109.13	114.59	-4.82	$-482.00	695.00	25	1513.0	5274.000	-5.46	2024-12-09
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.97	-0.86	$-7.60	-0.07	-0.02	6.95	0.98	109.13	116.73	-5.97	$-597.00	695.00	24	508.0	5153.000	-7.60	2024-12-08
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.97	-0.86	$-7.58	-0.07	-0.05	6.95	0.98	109.13	116.71	-5.97	$-597.00	695.00	22	387.0	5153.000	-7.58	2024-12-06
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.91	-0.85	$-7.37	-0.07	-0.05	6.95	1.04	109.13	116.50	-5.91	$-591.00	695.00	21	252.0	5151.000	-7.37	2024-12-05
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.85	-0.84	$-7.89	-0.07	-0.04	6.95	1.10	109.13	117.02	-5.85	$-585.00	695.00	20	371.0	5119.000	-7.89	2024-12-04
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.69	-0.82	$-7.32	-0.07	-0.04	6.95	1.26	109.13	116.45	-5.69	$-569.00	695.00	19	349.0	4896.000	-7.32	2024-12-03
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.70	-0.82	$-8.04	-0.07	-0.03	6.95	1.25	109.13	117.17	-5.70	$-570.00	695.00	18	200.0	4770.000	-8.04	2024-12-02
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.85	-0.84	$-8.34	-0.08	-0.20	6.95	1.10	109.13	117.47	-5.85	$-585.00	695.00	17	164.0	0.000	-8.34	2024-12-01
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.85	-0.84	$-8.34	-0.08	-0.03	6.95	1.10	109.13	117.47	-5.85	$-585.00	695.00	16	164.0	0.000	-8.34	2024-11-30
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.77	-0.83	$-8.47	-0.08	-0.03	6.95	1.18	109.13	117.60	-5.77	$-577.00	695.00	14	344.0	4629.000	-8.47	2024-11-28
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.30	-0.76	$-7.30	-0.07	-0.04	6.95	1.65	109.13	116.43	-5.30	$-530.00	695.00	13	10.0	4629.000	-7.30	2024-11-27
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.13	-0.74	$-6.33	-0.06	-0.06	6.95	1.82	109.13	115.46	-5.13	$-513.00	695.00	12	252.0	4465.000	-6.33	2024-11-26
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-5.00	-0.72	$-6.84	-0.06	-0.04	6.95	1.95	109.13	115.97	-5.00	$-500.00	695.00	11	528.0	4127.000	-6.84	2024-11-25
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.82	-0.69	$-6.52	-0.06	-0.02	6.95	2.13	109.13	115.65	-4.82	$-482.00	695.00	10	231.0	3973.000	-6.52	2024-11-24
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.82	-0.69	$-6.52	-0.06	-0.02	6.95	2.13	109.13	115.65	-4.82	$-482.00	695.00	9	231.0	3973.000	-6.52	2024-11-23
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.75	-0.68	$-6.54	-0.06	-0.04	6.95	2.20	109.13	115.67	-4.75	$-475.00	695.00	8	223.0	3973.000	-6.54	2024-11-22
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-4.39	-0.63	$-5.57	-0.05	-0.05	6.95	2.56	109.13	114.70	-4.39	$-439.00	695.00	7	208.0	3933.000	-5.57	2024-11-21
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-3.80	-0.55	$-5.13	-0.05	-0.02	6.95	3.15	109.13	114.26	-3.80	$-380.00	695.00	6	2912.0	1060.000	-5.13	2024-11-20
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-2.75	-0.40	$-3.29	-0.03	-0.02	6.95	4.20	109.13	112.42	-2.75	$-275.00	695.00	5	118.0	1068.000	-3.29	2024-11-19
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-3.35	-0.48	$-4.42	-0.04	-0.02	6.95	3.60	109.13	113.55	-3.35	$-335.00	695.00	4	543.0	501.000	-4.42	2024-11-18
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-3.75	-0.54	$-5.95	-0.05	0.01	6.95	3.20	109.13	115.08	-3.75	$-375.00	695.00	3	428.0	278.000	-5.95	2024-11-17
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-3.75	-0.54	$-5.95	-0.05	0.01	6.95	3.20	109.13	115.08	-3.75	$-375.00	695.00	2	428.0	278.000	-5.95	2024-11-16
DIS241220P00115000	DIS	PUT	Long	115.00	None	$-3.61	-0.52	$-5.95	-0.05	0.00	6.95	3.34	109.13	115.08	-3.61	$-361.00	695.00	1	405.0	278.000	-5.95	2024-11-15
DIS241220P00115000	DIS	PUT	Long	115.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	6.95	6.95	109.13	109.13	0.00	$0.00	695.00	0	415.0	119.000	-0.00	2024-11-14

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