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View Outliers PnL Drill-Down: DM240216P00001000

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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
2024-01-08	DM	DM240216P00001000	1.00	25.0	907.000	1.047	0.422	0.0	0.2	-0.010	0.030	0.260	0.32	0.76	2024-02-16	PUT	Long	0.458	0.504	0.217

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	DM	0.636	0.068	0.407	0.242	0.125	-0.074	3.41	-1.704	0.0000	3.41	11.20	21	1y	4.74

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
DM240216P00001000	DM	PUT	Long	1.00	None	$-0.02	-0.06	$0.16	0.21	5.95	0.32	0.30	0.76	0.60	-0.02	$-2.00	32.00	32	1.0	8.000	0.16	2024-02-09
DM240216P00001000	DM	PUT	Long	1.00	None	$-0.02	-0.06	$0.16	0.21	4.20	0.32	0.30	0.76	0.60	-0.02	$-2.00	32.00	31	1.0	8.000	0.16	2024-02-08
DM240216P00001000	DM	PUT	Long	1.00	None	$-0.02	-0.06	$0.17	0.22	5.02	0.32	0.30	0.76	0.59	-0.02	$-2.00	32.00	30	1.0	7.000	0.17	2024-02-07
DM240216P00001000	DM	PUT	Long	1.00	None	$0.06	0.19	$0.14	0.18	1.20	0.32	0.38	0.76	0.62	0.06	$6.00	32.00	29	3.0	7.000	0.14	2024-02-06
DM240216P00001000	DM	PUT	Long	1.00	None	$0.06	0.19	$0.17	0.22	-1.05	0.32	0.38	0.76	0.59	0.06	$6.00	32.00	28	3.0	7.000	0.17	2024-02-05
DM240216P00001000	DM	PUT	Long	1.00	None	$-0.07	-0.22	$0.14	0.18	-1.05	0.32	0.25	0.76	0.62	-0.07	$-7.00	32.00	27	1.0	6.000	0.14	2024-02-04
DM240216P00001000	DM	PUT	Long	1.00	None	$-0.07	-0.22	$0.14	0.18	2.20	0.32	0.25	0.76	0.62	-0.07	$-7.00	32.00	25	1.0	6.000	0.14	2024-02-02
DM240216P00001000	DM	PUT	Long	1.00	None	$-0.07	-0.22	$0.14	0.18	2.11	0.32	0.25	0.76	0.62	-0.07	$-7.00	32.00	24	1.0	18.000	0.14	2024-02-01
DM240216P00001000	DM	PUT	Long	1.00	None	$-0.07	-0.22	$0.11	0.14	1.39	0.32	0.25	0.76	0.65	-0.07	$-7.00	32.00	23	1.0	19.000	0.11	2024-01-31
DM240216P00001000	DM	PUT	Long	1.00	None	$0.09	0.28	$0.15	0.20	0.33	0.32	0.41	0.76	0.61	0.09	$9.00	32.00	22	7.0	13.000	0.15	2024-01-30
DM240216P00001000	DM	PUT	Long	1.00	None	$0.08	0.25	$0.13	0.17	0.92	0.32	0.40	0.76	0.63	0.08	$8.00	32.00	21	1.0	12.000	0.13	2024-01-29
DM240216P00001000	DM	PUT	Long	1.00	None	$0.03	0.09	$0.13	0.17	1.02	0.32	0.35	0.76	0.63	0.03	$3.00	32.00	20	2.0	13.000	0.13	2024-01-28
DM240216P00001000	DM	PUT	Long	1.00	None	$0.03	0.09	$0.13	0.17	0.94	0.32	0.35	0.76	0.63	0.03	$3.00	32.00	19	2.0	13.000	0.13	2024-01-27
DM240216P00001000	DM	PUT	Long	1.00	None	$0.03	0.09	$0.12	0.16	0.39	0.32	0.35	0.76	0.64	0.03	$3.00	32.00	18	2.0	13.000	0.12	2024-01-26
DM240216P00001000	DM	PUT	Long	1.00	None	$0.03	0.09	$0.12	0.16	0.94	0.32	0.35	0.76	0.64	0.03	$3.00	32.00	17	9.0	13.000	0.12	2024-01-25
DM240216P00001000	DM	PUT	Long	1.00	None	$0.03	0.09	$0.15	0.20	0.33	0.32	0.35	0.76	0.61	0.03	$3.00	32.00	16	9.0	20.000	0.15	2024-01-24
DM240216P00001000	DM	PUT	Long	1.00	None	$0.06	0.19	$0.05	0.07	0.89	0.32	0.38	0.76	0.71	0.06	$6.00	32.00	15	1.0	20.000	0.05	2024-01-23
DM240216P00001000	DM	PUT	Long	1.00	None	$0.06	0.19	$0.06	0.08	0.30	0.32	0.38	0.76	0.70	0.06	$6.00	32.00	14	1.0	818.000	0.06	2024-01-22
DM240216P00001000	DM	PUT	Long	1.00	None	$0.06	0.19	$0.07	0.09	0.48	0.32	0.38	0.76	0.69	0.06	$6.00	32.00	11	1.0	817.000	0.07	2024-01-19
DM240216P00001000	DM	PUT	Long	1.00	None	$0.08	0.25	$0.16	0.21	2.55	0.32	0.40	0.76	0.60	0.08	$8.00	32.00	10	3.0	817.000	0.16	2024-01-18
DM240216P00001000	DM	PUT	Long	1.00	None	$0.00	0.00	$0.17	0.22	2.45	0.32	0.32	0.76	0.59	0.00	$0.00	32.00	9	25.0	907.000	0.17	2024-01-17
DM240216P00001000	DM	PUT	Long	1.00	None	$0.00	0.00	$0.14	0.18	0.36	0.32	0.32	0.76	0.62	0.00	$0.00	32.00	8	25.0	907.000	0.14	2024-01-16
DM240216P00001000	DM	PUT	Long	1.00	None	$0.00	0.00	$0.14	0.18	0.27	0.32	0.32	0.76	0.62	0.00	$0.00	32.00	4	25.0	907.000	0.14	2024-01-12
DM240216P00001000	DM	PUT	Long	1.00	None	$0.00	0.00	$0.12	0.16	1.80	0.32	0.32	0.76	0.64	0.00	$0.00	32.00	3	25.0	907.000	0.12	2024-01-11
DM240216P00001000	DM	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.10	0.13	-0.05	0.32	0.32	0.76	0.66	0.00	$0.00	32.00	2	25.0	907.000	0.10	2024-01-10
DM240216P00001000	DM	PUT	Long	1.00	None	$0.00	0.00	$0.07	0.09	0.30	0.32	0.32	0.76	0.69	0.00	$0.00	32.00	1	25.0	907.000	0.07	2024-01-09
DM240216P00001000	DM	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.32	0.32	0.76	0.76	0.00	$0.00	32.00	0	25.0	907.000	-0.00	2024-01-08

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