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View Outliers PnL Drill-Down: DNA240621P00001000

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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
2024-05-12	DNA	DNA240621P00001000	1.00	13.0	6005.000	0.000	0.395	0.0	0.2	0.010	0.000	0.230	0.25	0.76	2024-06-21	PUT	Short	0.441	0.478	-0.173
2024-05-10	DNA	DNA240621P00001000	1.00	44.0	5984.000	1.000	0.406	0.0	0.2	0.010	0.030	0.260	0.25	0.76	2024-06-21	PUT	Short	0.467	0.504	-0.178

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	DNA	0.636	0.181	0.427	0.284	0.324	0.042	9.60	-3.551	0.0000	5.36	71.60	21	1y	8.19

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
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.35	-1.40	$-0.34	-0.45	15.75	0.25	0.60	0.76	0.42	-0.35	$-35.00	100.00	37	107.0	2132.000	-0.34	2024-06-18
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.35	-1.40	$-0.33	-0.43	6.38	0.25	0.60	0.76	0.43	-0.35	$-35.00	100.00	36	107.0	2155.000	-0.33	2024-06-17
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.30	-1.20	$-0.31	-0.41	4.50	0.25	0.55	0.76	0.45	-0.30	$-30.00	100.00	33	2.0	2161.000	-0.31	2024-06-14
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.25	-1.00	$-0.30	-0.39	7.50	0.25	0.50	0.76	0.46	-0.25	$-25.00	100.00	32	1.0	2541.000	-0.30	2024-06-13
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.25	-1.00	$-0.25	-0.33	4.75	0.25	0.50	0.76	0.51	-0.25	$-25.00	100.00	31	4.0	2552.000	-0.25	2024-06-12
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.25	-1.00	$-0.24	-0.32	3.00	0.25	0.50	0.76	0.52	-0.25	$-25.00	100.00	30	17.0	2535.000	-0.24	2024-06-11
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.23	-0.92	$-0.25	-0.33	2.62	0.25	0.48	0.76	0.51	-0.23	$-23.00	100.00	29	1.0	2535.000	-0.25	2024-06-10
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.21	-0.84	$-0.25	-0.33	2.75	0.25	0.46	0.76	0.51	-0.21	$-21.00	100.00	28	1.0	2733.000	-0.25	2024-06-09
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.21	-0.84	$-0.24	-0.32	2.56	0.25	0.46	0.76	0.52	-0.21	$-21.00	100.00	26	1.0	2733.000	-0.24	2024-06-07
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.20	-0.80	$-0.22	-0.29	2.38	0.25	0.45	0.76	0.54	-0.20	$-20.00	100.00	25	4.0	2734.000	-0.22	2024-06-06
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.20	-0.80	$-0.24	-0.32	2.50	0.25	0.45	0.76	0.52	-0.20	$-20.00	100.00	24	4.0	3468.000	-0.24	2024-06-05
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.25	-1.00	$-0.23	-0.30	1.50	0.25	0.50	0.76	0.53	-0.25	$-25.00	100.00	23	2.0	4125.000	-0.23	2024-06-04
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.20	-0.80	$-0.22	-0.29	2.81	0.25	0.45	0.76	0.54	-0.20	$-20.00	100.00	22	10.0	4160.000	-0.22	2024-06-03
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.25	-1.00	$-0.23	-0.30	0.50	0.25	0.50	0.76	0.53	-0.25	$-25.00	100.00	19	14.0	7182.000	-0.23	2024-05-31
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.15	-0.60	$-0.20	-0.26	1.56	0.25	0.40	0.76	0.56	-0.15	$-15.00	100.00	18	46.0	7202.000	-0.20	2024-05-30
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.25	-1.00	$-0.20	-0.26	2.25	0.25	0.50	0.76	0.56	-0.25	$-25.00	100.00	17	5.0	7202.000	-0.20	2024-05-29
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.11	-0.44	$-0.14	-0.18	1.72	0.25	0.36	0.76	0.62	-0.11	$-11.00	100.00	16	4.0	7200.000	-0.14	2024-05-28
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.15	-0.60	$-0.10	-0.13	1.19	0.25	0.40	0.76	0.66	-0.15	$-15.00	100.00	15	9.0	7205.000	-0.10	2024-05-27
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.15	-0.60	$-0.10	-0.13	1.19	0.25	0.40	0.76	0.66	-0.15	$-15.00	100.00	12	9.0	7205.000	-0.10	2024-05-24
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.15	-0.60	$-0.10	-0.13	1.56	0.25	0.40	0.76	0.66	-0.15	$-15.00	100.00	11	108.0	7247.000	-0.10	2024-05-23
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.05	-0.20	$-0.06	-0.08	0.62	0.25	0.30	0.76	0.70	-0.05	$-5.00	100.00	10	239.0	7137.000	-0.06	2024-05-22
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.05	-0.20	$-0.03	-0.04	1.19	0.25	0.30	0.76	0.73	-0.05	$-5.00	100.00	9	8.0	7135.000	-0.03	2024-05-21
DNA240621P00001000	DNA	PUT	Short	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$-0.00	-0.00	$0.01	0.01	0.00	0.25	0.25	0.76	0.77	-0.00	$-0.00	100.00	8	12.0	0.000	0.01	2024-05-20
DNA240621P00001000	DNA	PUT	Short	1.00	None	$0.05	0.20	$0.05	0.07	0.50	0.25	0.20	0.76	0.81	0.05	$5.00	100.00	7	175.0	6957.000	0.05	2024-05-19
DNA240621P00001000	DNA	PUT	Short	1.00	None	$0.05	0.20	$0.05	0.07	0.50	0.25	0.20	0.76	0.81	0.05	$5.00	100.00	6	175.0	6957.000	0.05	2024-05-18
DNA240621P00001000	DNA	PUT	Short	1.00	None	$0.05	0.20	$0.05	0.07	0.56	0.25	0.20	0.76	0.81	0.05	$5.00	100.00	5	175.0	6957.000	0.05	2024-05-17
DNA240621P00001000	DNA	PUT	Short	1.00	None	$0.03	0.12	$0.08	0.11	0.84	0.25	0.22	0.76	0.84	0.03	$3.00	100.00	3	5.0	5423.000	0.08	2024-05-15
DNA240621P00001000	DNA	PUT	Short	1.00	None	$0.05	0.20	$0.10	0.13	0.98	0.25	0.20	0.76	0.86	0.05	$5.00	100.00	2	720.0	5423.000	0.10	2024-05-14
DNA240621P00001000	DNA	PUT	Short	1.00	None	$0.05	0.20	$0.08	0.11	1.31	0.25	0.20	0.76	0.84	0.05	$5.00	100.00	1	720.0	6005.000	0.08	2024-05-13
DNA240621P00001000	DNA	PUT	Short	1.00	None	$-0.00	-0.00	$0.00	0.00	0.00	0.25	0.25	0.76	0.76	-0.00	$-0.00	100.00	0	13.0	6005.000	0.00	2024-05-12

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