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View Outliers PnL Drill-Down: DNB240920P00010000

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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
2024-08-02	DNB	DNB240920P00010000	10.00	3.0	15.000	0.545	0.196	1.9	0.0	-0.010	2.050	0.180	0.30	11.82	2024-09-20	PUT	Long	0.149	0.204	0.149

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	DNB	1.000	0.047	0.175	0.079	0.047	-0.065	12.33	-0.020	0.0000	8.92	12.75	21	1y	11.69

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
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.07	0.88	$0.21	0.02	0.80	0.08	0.15	11.68	11.47	0.07	$7.00	8.00	44	2.0	610.000	0.21	2024-09-19
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.07	0.88	$0.24	0.02	0.58	0.08	0.15	11.68	11.44	0.07	$7.00	8.00	43	2.0	610.000	0.24	2024-09-18
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.07	0.88	$0.12	0.01	0.77	0.08	0.15	11.68	11.56	0.07	$7.00	8.00	42	2.0	610.000	0.12	2024-09-17
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.07	0.88	$0.02	0.00	0.69	0.08	0.15	11.68	11.66	0.07	$7.00	8.00	41	2.0	610.000	0.02	2024-09-16
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.07	0.88	$0.08	0.01	0.58	0.08	0.15	11.68	11.60	0.07	$7.00	8.00	39	2.0	608.000	0.08	2024-09-14
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.07	0.88	$0.08	0.01	0.44	0.08	0.15	11.68	11.60	0.07	$7.00	8.00	38	2.0	608.000	0.08	2024-09-13
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$0.43	0.04	0.28	0.08	0.29	11.68	11.25	0.21	$21.00	8.00	37	10.0	608.000	0.43	2024-09-12
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$0.31	0.03	0.29	0.08	0.29	11.68	11.37	0.21	$21.00	8.00	36	10.0	608.000	0.31	2024-09-11
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.14	-0.01	0.38	0.08	0.29	11.68	11.82	0.21	$21.00	8.00	35	10.0	608.000	-0.14	2024-09-10
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.05	-0.00	0.45	0.08	0.29	11.68	11.73	0.21	$21.00	8.00	34	10.0	608.000	-0.05	2024-09-09
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$0.02	0.00	0.80	0.08	0.29	11.68	11.66	0.21	$21.00	8.00	33	10.0	608.000	0.02	2024-09-08
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$0.02	0.00	0.67	0.08	0.29	11.68	11.66	0.21	$21.00	8.00	31	10.0	608.000	0.02	2024-09-06
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.13	-0.01	0.68	0.08	0.29	11.68	11.81	0.21	$21.00	8.00	30	10.0	608.000	-0.13	2024-09-05
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.18	-0.02	0.18	0.08	0.29	11.68	11.86	0.21	$21.00	8.00	29	10.0	608.000	-0.18	2024-09-04
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.32	-0.03	0.62	0.08	0.29	11.68	12.00	0.21	$21.00	8.00	25	10.0	608.000	-0.32	2024-08-31
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.31	-0.03	0.57	0.08	0.29	11.68	11.99	0.21	$21.00	8.00	24	10.0	608.000	-0.31	2024-08-30
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.27	-0.02	0.54	0.08	0.29	11.68	11.95	0.21	$21.00	8.00	23	10.0	608.000	-0.27	2024-08-29
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.26	-0.02	0.52	0.08	0.29	11.68	11.94	0.21	$21.00	8.00	22	10.0	608.000	-0.26	2024-08-28
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.35	-0.03	-0.14	0.08	0.29	11.68	12.03	0.21	$21.00	8.00	21	10.0	608.000	-0.35	2024-08-27
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.33	-0.03	0.49	0.08	0.29	11.68	12.01	0.21	$21.00	8.00	20	10.0	608.000	-0.33	2024-08-26
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.45	-0.04	0.50	0.08	0.29	11.68	12.13	0.21	$21.00	8.00	19	10.0	608.000	-0.45	2024-08-25
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.45	-0.04	0.49	0.08	0.29	11.68	12.13	0.21	$21.00	8.00	18	10.0	608.000	-0.45	2024-08-24
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.45	-0.04	0.47	0.08	0.29	11.68	12.13	0.21	$21.00	8.00	17	10.0	608.000	-0.45	2024-08-23
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.19	-0.02	0.23	0.08	0.29	11.68	11.87	0.21	$21.00	8.00	16	10.0	608.000	-0.19	2024-08-22
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.31	-0.03	0.42	0.08	0.29	11.68	11.99	0.21	$21.00	8.00	15	10.0	608.000	-0.31	2024-08-21
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.25	-0.02	0.39	0.08	0.29	11.68	11.93	0.21	$21.00	8.00	14	10.0	608.000	-0.25	2024-08-20
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.27	-0.02	0.38	0.08	0.29	11.68	11.95	0.21	$21.00	8.00	13	10.0	608.000	-0.27	2024-08-19
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.23	-0.02	0.36	0.08	0.29	11.68	11.91	0.21	$21.00	8.00	12	10.0	608.000	-0.23	2024-08-18
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.23	-0.02	0.35	0.08	0.29	11.68	11.91	0.21	$21.00	8.00	11	10.0	608.000	-0.23	2024-08-17
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.23	-0.02	0.34	0.08	0.29	11.68	11.91	0.21	$21.00	8.00	10	10.0	608.000	-0.23	2024-08-16
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.21	2.62	$-0.20	-0.02	0.33	0.08	0.29	11.68	11.88	0.21	$21.00	8.00	9	10.0	618.000	-0.20	2024-08-15
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.02	0.25	$-0.14	-0.01	0.06	0.08	0.10	11.68	11.82	0.02	$2.00	8.00	8	5.0	618.000	-0.14	2024-08-14
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.02	0.25	$-0.30	-0.03	0.33	0.08	0.10	11.68	11.98	0.02	$2.00	8.00	7	5.0	618.000	-0.30	2024-08-13
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.02	0.25	$0.12	0.01	0.01	0.08	0.10	11.68	11.56	0.02	$2.00	8.00	6	5.0	616.000	0.12	2024-08-12
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.00	0.00	$-0.20	-0.02	0.04	0.08	0.08	11.68	11.88	0.00	$0.00	8.00	3	602.0	616.000	-0.20	2024-08-09
DNB240920P00010000	DNB	PUT	Long	10.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.22	-0.02	0.27	0.08	0.08	11.68	11.90	0.00	$0.00	8.00	2	602.0	616.000	-0.22	2024-08-08
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.00	0.00	$0.08	0.01	0.21	0.08	0.08	11.68	11.60	0.00	$0.00	8.00	1	602.0	616.000	0.08	2024-08-07
DNB240920P00010000	DNB	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.08	0.08	11.68	11.68	0.00	$0.00	8.00	0	602.0	616.000	-0.00	2024-08-06

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