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View Outliers PnL Drill-Down: DOCS240920P00032500

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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
2024-08-09	DOCS	DOCS240920P00032500	32.50	791.0	127.000	0.398	0.363	3.7	0.4	-0.070	3.760	0.510	0.67	35.60	2024-09-20	PUT	Long	0.235	0.404	0.387

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	DOCS	0.909	0.064	0.350	0.143	0.126	-0.215	52.70	0.310	0.0000	22.99	61.25	21	1y	45.83

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
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-5.03	-0.14	1.04	0.67	0.03	35.60	40.63	-0.64	$-64.00	67.00	41	10.0	880.000	-5.03	2024-09-19
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-4.46	-0.13	0.71	0.67	0.03	35.60	40.06	-0.64	$-64.00	67.00	40	10.0	880.000	-4.46	2024-09-18
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-4.80	-0.13	0.59	0.67	0.03	35.60	40.40	-0.64	$-64.00	67.00	39	10.0	880.000	-4.80	2024-09-17
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-3.84	-0.11	0.41	0.67	0.03	35.60	39.44	-0.64	$-64.00	67.00	38	10.0	880.000	-3.84	2024-09-16
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-3.72	-0.10	0.33	0.67	0.03	35.60	39.32	-0.64	$-64.00	67.00	36	10.0	880.000	-3.72	2024-09-14
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-3.72	-0.10	0.24	0.67	0.03	35.60	39.32	-0.64	$-64.00	67.00	35	10.0	880.000	-3.72	2024-09-13
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-2.62	-0.07	0.12	0.67	0.03	35.60	38.22	-0.64	$-64.00	67.00	34	1.0	880.000	-2.62	2024-09-12
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.64	-0.96	$-1.23	-0.03	0.05	0.67	0.03	35.60	36.83	-0.64	$-64.00	67.00	33	1.0	879.000	-1.23	2024-09-11
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.52	-0.78	$-0.94	-0.03	0.01	0.67	0.15	35.60	36.54	-0.52	$-52.00	67.00	32	1.0	879.000	-0.94	2024-09-10
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.52	-0.78	$-1.33	-0.04	0.09	0.67	0.15	35.60	36.93	-0.52	$-52.00	67.00	31	1.0	879.000	-1.33	2024-09-09
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.52	-0.78	$-0.74	-0.02	0.04	0.67	0.15	35.60	36.34	-0.52	$-52.00	67.00	30	1.0	880.000	-0.74	2024-09-08
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.52	-0.78	$-0.75	-0.02	-0.00	0.67	0.15	35.60	36.35	-0.52	$-52.00	67.00	28	1.0	880.000	-0.75	2024-09-06
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.59	-0.88	$-0.04	-0.00	-0.03	0.67	0.08	35.60	35.64	-0.59	$-59.00	67.00	27	5.0	880.000	-0.04	2024-09-05
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.59	-0.88	$-0.57	-0.02	0.00	0.67	0.08	35.60	36.17	-0.59	$-59.00	67.00	26	5.0	883.000	-0.57	2024-09-04
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.62	-0.93	$-1.18	-0.03	-0.03	0.67	0.05	35.60	36.78	-0.62	$-62.00	67.00	22	2.0	883.000	-1.18	2024-08-31
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.62	-0.93	$-1.15	-0.03	-0.05	0.67	0.05	35.60	36.75	-0.62	$-62.00	67.00	21	2.0	883.000	-1.15	2024-08-30
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.62	-0.93	$-1.09	-0.03	-0.06	0.67	0.05	35.60	36.69	-0.62	$-62.00	67.00	20	2.0	885.000	-1.09	2024-08-29
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.57	-0.85	$-0.92	-0.03	-0.04	0.67	0.10	35.60	36.52	-0.57	$-57.00	67.00	19	13.0	888.000	-0.92	2024-08-28
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.59	-0.88	$-0.74	-0.02	-0.27	0.67	0.08	35.60	36.34	-0.59	$-59.00	67.00	18	3.0	887.000	-0.74	2024-08-27
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.59	-0.88	$-1.04	-0.03	-0.08	0.67	0.08	35.60	36.64	-0.59	$-59.00	67.00	17	3.0	890.000	-1.04	2024-08-26
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.54	-0.81	$-0.91	-0.03	-0.06	0.67	0.13	35.60	36.51	-0.54	$-54.00	67.00	16	1.0	890.000	-0.91	2024-08-25
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.54	-0.81	$-0.91	-0.03	-0.07	0.67	0.13	35.60	36.51	-0.54	$-54.00	67.00	15	1.0	890.000	-0.91	2024-08-24
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.54	-0.81	$-0.91	-0.03	-0.08	0.67	0.13	35.60	36.51	-0.54	$-54.00	67.00	14	1.0	890.000	-0.91	2024-08-23
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.49	-0.73	$-0.66	-0.02	-0.07	0.67	0.18	35.60	36.26	-0.49	$-49.00	67.00	13	1.0	889.000	-0.66	2024-08-22
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.46	-0.69	$-0.83	-0.02	-0.06	0.67	0.21	35.60	36.43	-0.46	$-46.00	67.00	12	92.0	917.000	-0.83	2024-08-21
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.52	-0.78	$-0.61	-0.02	-0.08	0.67	0.15	35.60	36.21	-0.52	$-52.00	67.00	11	68.0	853.000	-0.61	2024-08-20
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.42	-0.63	$-0.41	-0.01	-0.07	0.67	0.25	35.60	36.01	-0.42	$-42.00	67.00	10	55.0	806.000	-0.41	2024-08-19
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.32	-0.48	$-0.15	-0.00	-0.07	0.67	0.35	35.60	35.75	-0.32	$-32.00	67.00	9	154.0	869.000	-0.15	2024-08-18
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.32	-0.48	$-0.15	-0.00	-0.08	0.67	0.35	35.60	35.75	-0.32	$-32.00	67.00	8	154.0	869.000	-0.15	2024-08-17
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.42	-0.63	$-0.17	-0.00	-0.05	0.67	0.25	35.60	35.77	-0.42	$-42.00	67.00	7	152.0	869.000	-0.17	2024-08-16
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.31	-0.46	$0.63	0.02	-0.08	0.67	0.36	35.60	34.97	-0.31	$-31.00	67.00	6	77.0	801.000	0.63	2024-08-15
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.27	-0.40	$0.12	0.00	-0.06	0.67	0.40	35.60	35.48	-0.27	$-27.00	67.00	5	119.0	696.000	0.12	2024-08-14
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$-0.22	-0.33	$0.02	0.00	-0.04	0.67	0.45	35.60	35.58	-0.22	$-22.00	67.00	4	113.0	615.000	0.02	2024-08-13
DOCS240920P00032500	DOCS	PUT	Long	32.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.22; Exit EQ PnL: -1.50	$-0.01	-0.01	$0.65	0.02	-0.04	0.67	0.66	35.60	34.95	-0.01	$-1.00	67.00	3	84.0	611.000	0.65	2024-08-12
DOCS240920P00032500	DOCS	PUT	Long	32.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.67	0.67	35.60	35.60	0.00	$0.00	67.00	0	791.0	127.000	-0.00	2024-08-09

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