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View Outliers PnL Drill-Down: DT240920P00045000

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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
2024-08-07	DT	DT240920P00045000	45.00	70.0	266.000	0.364	0.177	1.9	0.4	-0.010	2.830	1.370	1.40	46.25	2024-09-20	PUT	Long	0.123	0.184	0.142

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	DT	0.818	0.044	0.161	0.082	0.096	0.017	55.50	0.108	0.0000	40.49	60.70	21	1y	54.11

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
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-5.76	-0.12	1.35	1.40	0.07	46.44	52.20	-1.33	$-133.00	140.00	43	1.0	738.000	-5.76	2024-09-19
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-5.39	-0.12	0.39	1.40	0.07	46.44	51.83	-1.33	$-133.00	140.00	42	1.0	738.000	-5.39	2024-09-18
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-5.57	-0.12	0.82	1.40	0.07	46.44	52.01	-1.33	$-133.00	140.00	41	1.0	738.000	-5.57	2024-09-17
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-5.11	-0.11	0.65	1.40	0.07	46.44	51.55	-1.33	$-133.00	140.00	40	1.0	738.000	-5.11	2024-09-16
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-4.30	-0.09	0.15	1.40	0.07	46.44	50.74	-1.33	$-133.00	140.00	38	1.0	738.000	-4.30	2024-09-14
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-4.30	-0.09	0.08	1.40	0.07	46.44	50.74	-1.33	$-133.00	140.00	37	1.0	738.000	-4.30	2024-09-13
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-4.14	-0.09	0.32	1.40	0.07	46.44	50.58	-1.33	$-133.00	140.00	36	1.0	738.000	-4.14	2024-09-12
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-4.23	-0.09	0.29	1.40	0.07	46.44	50.67	-1.33	$-133.00	140.00	35	1.0	0.000	-4.23	2024-09-11
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-4.25	-0.09	0.01	1.40	0.07	46.44	50.69	-1.33	$-133.00	140.00	34	1.0	738.000	-4.25	2024-09-10
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-4.46	-0.10	0.31	1.40	0.07	46.44	50.90	-1.33	$-133.00	140.00	33	1.0	738.000	-4.46	2024-09-09
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-3.74	-0.08	0.06	1.40	0.07	46.44	50.18	-1.33	$-133.00	140.00	32	1.0	738.000	-3.74	2024-09-08
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.33	-0.95	$-3.73	-0.08	0.02	1.40	0.07	46.44	50.17	-1.33	$-133.00	140.00	30	1.0	738.000	-3.73	2024-09-06
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.35	-0.96	$-2.83	-0.06	-0.04	1.40	0.05	46.44	49.27	-1.35	$-135.00	140.00	29	1.0	738.000	-2.83	2024-09-05
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.35	-0.96	$-2.95	-0.06	-0.04	1.40	0.05	46.44	49.39	-1.35	$-135.00	140.00	28	1.0	738.000	-2.95	2024-09-04
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-4.18	-0.09	-0.05	1.40	0.10	46.44	50.62	-1.30	$-130.00	140.00	24	1.0	738.000	-4.18	2024-08-31
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-4.18	-0.09	-0.06	1.40	0.10	46.44	50.62	-1.30	$-130.00	140.00	23	1.0	738.000	-4.18	2024-08-30
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-3.86	-0.08	0.17	1.40	0.10	46.44	50.30	-1.30	$-130.00	140.00	22	1.0	738.000	-3.86	2024-08-29
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-3.30	-0.07	-0.11	1.40	0.10	46.44	49.74	-1.30	$-130.00	140.00	21	1.0	738.000	-3.30	2024-08-28
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-3.21	-0.07	-0.25	1.40	0.10	46.44	49.65	-1.30	$-130.00	140.00	20	1.0	738.000	-3.21	2024-08-27
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-3.82	-0.08	0.20	1.40	0.10	46.44	50.26	-1.30	$-130.00	140.00	19	1.0	738.000	-3.82	2024-08-26
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-3.80	-0.08	-0.08	1.40	0.10	46.44	50.24	-1.30	$-130.00	140.00	18	1.0	739.000	-3.80	2024-08-25
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-3.80	-0.08	-0.08	1.40	0.10	46.44	50.24	-1.30	$-130.00	140.00	17	1.0	739.000	-3.80	2024-08-24
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.30	-0.93	$-3.81	-0.08	-0.09	1.40	0.10	46.44	50.25	-1.30	$-130.00	140.00	16	1.0	739.000	-3.81	2024-08-23
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.28	-0.91	$-3.70	-0.08	-0.10	1.40	0.12	46.44	50.14	-1.28	$-128.00	140.00	15	1.0	739.000	-3.70	2024-08-22
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.28	-0.91	$-4.09	-0.09	-0.09	1.40	0.12	46.44	50.53	-1.28	$-128.00	140.00	14	1.0	739.000	-4.09	2024-08-21
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.28	-0.91	$-3.43	-0.07	-0.12	1.40	0.12	46.44	49.87	-1.28	$-128.00	140.00	13	1.0	740.000	-3.43	2024-08-20
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.25	-0.89	$-3.49	-0.08	-0.10	1.40	0.15	46.44	49.93	-1.25	$-125.00	140.00	12	3.0	742.000	-3.49	2024-08-19
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.16	-0.83	$-3.14	-0.07	-0.10	1.40	0.24	46.44	49.58	-1.16	$-116.00	140.00	11	2.0	740.000	-3.14	2024-08-18
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.16	-0.83	$-3.14	-0.07	-0.10	1.40	0.24	46.44	49.58	-1.16	$-116.00	140.00	10	2.0	740.000	-3.14	2024-08-17
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.16	-0.83	$-3.12	-0.07	-0.11	1.40	0.24	46.44	49.56	-1.16	$-116.00	140.00	9	2.0	740.000	-3.12	2024-08-16
DT240920P00045000	DT	PUT	Long	45.00	None	$-1.10	-0.79	$-2.48	-0.05	-0.08	1.40	0.30	46.44	48.92	-1.10	$-110.00	140.00	8	4.0	741.000	-2.48	2024-08-15
DT240920P00045000	DT	PUT	Long	45.00	None	$-0.75	-0.54	$-1.43	-0.03	-0.09	1.40	0.65	46.44	47.87	-0.75	$-75.00	140.00	7	7.0	0.000	-1.43	2024-08-14
DT240920P00045000	DT	PUT	Long	45.00	None	$-0.55	-0.39	$-0.95	-0.02	-0.10	1.40	0.85	46.44	47.39	-0.55	$-55.00	140.00	6	8.0	730.000	-0.95	2024-08-13
DT240920P00045000	DT	PUT	Long	45.00	None	$-0.50	-0.36	$-0.55	-0.01	-0.08	1.40	0.90	46.44	46.99	-0.50	$-50.00	140.00	5	30.0	700.000	-0.55	2024-08-12
DT240920P00045000	DT	PUT	Long	45.00	None	$-0.56	-0.40	$-1.27	-0.03	-0.07	1.40	0.84	46.44	47.71	-0.56	$-56.00	140.00	2	24.0	677.000	-1.27	2024-08-09
DT240920P00045000	DT	PUT	Long	45.00	Exit OP PnL: $-0.40;Exit EQ PnL: -1.10; Position is Long and position continued to lose. Latest OP price is: $1.00 (EQ: $47.54). Initial OP price was: $1.40 (EQ: $46.44). Surpassed Stop Loss Percentage: -0.2857142857142857142857142857 < -0.16.	$-0.39	-0.28	$-0.86	-0.02	-0.06	1.40	1.01	46.44	47.30	-0.39	$-39.00	140.00	1	389.0	308.000	-0.86	2024-08-08
DT240920P00045000	DT	PUT	Long	45.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.40	1.40	46.44	46.44	0.00	$0.00	140.00	0	70.0	266.000	-0.00	2024-08-07

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