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View Outliers PnL Drill-Down: DT240920P00047500

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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	DT240920P00047500	47.50	425.0	275.000	0.318	0.186	0.8	1.4	-0.010	1.560	2.100	2.47	46.71	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
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.44	-0.99	$-5.76	-0.12	0.31	2.47	0.03	46.44	52.20	-2.44	$-244.00	247.00	43	1.0	663.000	-5.76	2024-09-19
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.44	-0.99	$-5.39	-0.12	0.15	2.47	0.03	46.44	51.83	-2.44	$-244.00	247.00	42	1.0	663.000	-5.39	2024-09-18
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.44	-0.99	$-5.57	-0.12	0.16	2.47	0.03	46.44	52.01	-2.44	$-244.00	247.00	41	1.0	663.000	-5.57	2024-09-17
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.44	-0.99	$-5.11	-0.11	0.07	2.47	0.03	46.44	51.55	-2.44	$-244.00	247.00	40	1.0	663.000	-5.11	2024-09-16
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.44	-0.99	$-4.30	-0.09	-0.03	2.47	0.03	46.44	50.74	-2.44	$-244.00	247.00	38	1.0	664.000	-4.30	2024-09-14
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.44	-0.99	$-4.30	-0.09	-0.02	2.47	0.03	46.44	50.74	-2.44	$-244.00	247.00	37	1.0	664.000	-4.30	2024-09-13
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.42	-0.98	$-4.14	-0.09	-0.05	2.47	0.05	46.44	50.58	-2.42	$-242.00	247.00	36	2.0	666.000	-4.14	2024-09-12
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.32	-0.94	$-4.23	-0.09	-0.03	2.47	0.15	46.44	50.67	-2.32	$-232.00	247.00	35	5.0	0.000	-4.23	2024-09-11
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.32	-0.94	$-4.25	-0.09	-0.01	2.47	0.15	46.44	50.69	-2.32	$-232.00	247.00	34	5.0	671.000	-4.25	2024-09-10
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.37	-0.96	$-4.46	-0.10	-0.04	2.47	0.10	46.44	50.90	-2.37	$-237.00	247.00	33	2.0	671.000	-4.46	2024-09-09
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.22	-0.90	$-3.74	-0.08	-0.04	2.47	0.25	46.44	50.18	-2.22	$-222.00	247.00	32	7.0	666.000	-3.74	2024-09-08
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.22	-0.90	$-3.73	-0.08	-0.07	2.47	0.25	46.44	50.17	-2.22	$-222.00	247.00	30	7.0	666.000	-3.73	2024-09-06
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.12	-0.86	$-2.83	-0.06	-0.09	2.47	0.35	46.44	49.27	-2.12	$-212.00	247.00	29	1.0	666.000	-2.83	2024-09-05
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.17	-0.88	$-2.95	-0.06	-0.09	2.47	0.30	46.44	49.39	-2.17	$-217.00	247.00	28	6.0	666.000	-2.95	2024-09-04
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.24	-0.91	$-4.18	-0.09	-0.11	2.47	0.23	46.44	50.62	-2.24	$-224.00	247.00	24	1.0	662.000	-4.18	2024-08-31
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.24	-0.91	$-4.18	-0.09	-0.12	2.47	0.23	46.44	50.62	-2.24	$-224.00	247.00	23	1.0	0.000	-4.18	2024-08-30
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.24	-0.91	$-3.86	-0.08	-0.12	2.47	0.23	46.44	50.30	-2.24	$-224.00	247.00	22	1.0	662.000	-3.86	2024-08-29
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.15	-0.87	$-3.30	-0.07	-0.13	2.47	0.32	46.44	49.74	-2.15	$-215.00	247.00	21	1.0	661.000	-3.30	2024-08-28
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.21	-0.89	$-3.21	-0.07	-0.29	2.47	0.26	46.44	49.65	-2.21	$-221.00	247.00	20	3.0	660.000	-3.21	2024-08-27
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.21	-0.89	$-3.82	-0.08	-0.12	2.47	0.26	46.44	50.26	-2.21	$-221.00	247.00	19	3.0	657.000	-3.82	2024-08-26
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.07	-0.84	$-3.80	-0.08	-0.13	2.47	0.40	46.44	50.24	-2.07	$-207.00	247.00	18	1.0	656.000	-3.80	2024-08-25
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.07	-0.84	$-3.80	-0.08	-0.13	2.47	0.40	46.44	50.24	-2.07	$-207.00	247.00	17	1.0	656.000	-3.80	2024-08-24
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.07	-0.84	$-3.81	-0.08	-0.14	2.47	0.40	46.44	50.25	-2.07	$-207.00	247.00	16	1.0	656.000	-3.81	2024-08-23
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.12	-0.86	$-3.70	-0.08	-0.11	2.47	0.35	46.44	50.14	-2.12	$-212.00	247.00	15	1.0	655.000	-3.70	2024-08-22
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.12	-0.86	$-4.09	-0.09	-0.12	2.47	0.35	46.44	50.53	-2.12	$-212.00	247.00	14	10.0	641.000	-4.09	2024-08-21
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.02	-0.82	$-3.43	-0.07	-0.13	2.47	0.45	46.44	49.87	-2.02	$-202.00	247.00	13	64.0	648.000	-3.43	2024-08-20
DT240920P00047500	DT	PUT	Long	47.50	None	$-2.06	-0.83	$-3.49	-0.08	-0.13	2.47	0.41	46.44	49.93	-2.06	$-206.00	247.00	12	9.0	645.000	-3.49	2024-08-19
DT240920P00047500	DT	PUT	Long	47.50	None	$-1.87	-0.76	$-3.14	-0.07	-0.11	2.47	0.60	46.44	49.58	-1.87	$-187.00	247.00	11	10.0	637.000	-3.14	2024-08-18
DT240920P00047500	DT	PUT	Long	47.50	None	$-1.87	-0.76	$-3.14	-0.07	-0.11	2.47	0.60	46.44	49.58	-1.87	$-187.00	247.00	10	10.0	637.000	-3.14	2024-08-17
DT240920P00047500	DT	PUT	Long	47.50	None	$-1.81	-0.73	$-3.12	-0.07	-0.12	2.47	0.66	46.44	49.56	-1.81	$-181.00	247.00	9	9.0	637.000	-3.12	2024-08-16
DT240920P00047500	DT	PUT	Long	47.50	None	$-1.72	-0.70	$-2.48	-0.05	-0.11	2.47	0.75	46.44	48.92	-1.72	$-172.00	247.00	8	36.0	625.000	-2.48	2024-08-15
DT240920P00047500	DT	PUT	Long	47.50	None	$-1.02	-0.41	$-1.43	-0.03	-0.09	2.47	1.45	46.44	47.87	-1.02	$-102.00	247.00	7	7.0	624.000	-1.43	2024-08-14
DT240920P00047500	DT	PUT	Long	47.50	None	$-0.85	-0.34	$-0.95	-0.02	-0.09	2.47	1.62	46.44	47.39	-0.85	$-85.00	247.00	6	247.0	538.000	-0.95	2024-08-13
DT240920P00047500	DT	PUT	Long	47.50	None	$-0.72	-0.29	$-0.55	-0.01	-0.08	2.47	1.75	46.44	46.99	-0.72	$-72.00	247.00	5	13.0	533.000	-0.55	2024-08-12
DT240920P00047500	DT	PUT	Long	47.50	None	$-0.72	-0.29	$-1.27	-0.03	-0.08	2.47	1.75	46.44	47.71	-0.72	$-72.00	247.00	2	32.0	506.000	-1.27	2024-08-09
DT240920P00047500	DT	PUT	Long	47.50	Exit OP PnL: $-0.47;Exit EQ PnL: -0.75; Position is Long and position continued to lose. Latest OP price is: $2.00 (EQ: $47.19). Initial OP price was: $2.47 (EQ: $46.44). Surpassed Stop Loss Percentage: -0.1902834008097165991902834008 < -0.16.	$-0.47	-0.19	$-0.86	-0.02	-0.06	2.47	2.00	46.44	47.30	-0.47	$-47.00	247.00	1	52.0	455.000	-0.86	2024-08-08
DT240920P00047500	DT	PUT	Long	47.50	None	$0.00	0.00	$-0.00	-0.00	0.00	2.47	2.47	46.44	46.44	0.00	$0.00	247.00	0	425.0	275.000	-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