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View Outliers PnL Drill-Down: DTIL231215P00002500

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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
2023-11-01	DTIL	DTIL231215P00002500	2.50	45.0	0.000	0.000	0.346	0.0	2.1	-0.030	0.000	2.090	1.72	0.40	2023-12-15	PUT	Long	0.324	0.422	0.295

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	DTIL	0.909	0.073	0.492	0.191	0.291	0.151	4.58	-1.258	0.0000	4.58	18.56	21	1y	8.39

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
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.38	0.22	$-0.01	-0.02	0.00	1.72	2.10	0.40	0.41	0.38	$38.00	172.00	43	45.0	1.000	-0.01	2023-12-14
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.38	0.22	$-0.00	-0.00	12.25	1.72	2.10	0.40	0.40	0.38	$38.00	172.00	42	45.0	1.000	-0.00	2023-12-13
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.38	0.22	$0.02	0.05	9.50	1.72	2.10	0.40	0.38	0.38	$38.00	172.00	41	45.0	0.000	0.02	2023-12-12
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.01	0.02	0.00	1.72	1.72	0.40	0.39	0.00	$0.00	172.00	40	45.0	0.000	0.01	2023-12-11
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.72	1.72	0.40	0.40	0.00	$0.00	172.00	37	45.0	0.000	-0.00	2023-12-08
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.01	-0.02	0.00	1.72	1.72	0.40	0.41	0.00	$0.00	172.00	36	45.0	0.000	-0.01	2023-12-07
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.01	-0.02	0.00	1.72	1.72	0.40	0.41	0.00	$0.00	172.00	35	0.0	0.000	-0.01	2023-12-06
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.72	1.72	0.40	0.40	0.00	$0.00	172.00	34	0.0	0.000	-0.00	2023-12-05
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.01	0.02	0.00	1.72	1.72	0.40	0.39	0.00	$0.00	172.00	33	0.0	0.000	0.01	2023-12-04
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.03	0.08	0.00	1.72	1.72	0.40	0.37	0.00	$0.00	172.00	32	0.0	0.000	0.03	2023-12-03
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.03	0.08	0.00	1.72	1.72	0.40	0.37	0.00	$0.00	172.00	31	0.0	0.000	0.03	2023-12-02
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.03	0.08	0.00	1.72	1.72	0.40	0.37	0.00	$0.00	172.00	30	0.0	0.000	0.03	2023-12-01
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.04	0.10	0.00	1.72	1.72	0.40	0.36	0.00	$0.00	172.00	29	0.0	0.000	0.04	2023-11-30
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.03	0.08	0.00	1.72	1.72	0.40	0.37	0.00	$0.00	172.00	28	0.0	0.000	0.03	2023-11-29
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.01	-0.02	0.00	1.72	1.72	0.40	0.41	0.00	$0.00	172.00	27	0.0	0.000	-0.01	2023-11-28
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.72	1.72	0.40	0.40	0.00	$0.00	172.00	26	0.0	0.000	-0.00	2023-11-27
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.01	-0.02	0.00	1.72	1.72	0.40	0.41	0.00	$0.00	172.00	23	0.0	0.000	-0.01	2023-11-24
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.02	-0.05	0.00	1.72	1.72	0.40	0.42	0.00	$0.00	172.00	22	0.0	0.000	-0.02	2023-11-23
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.03	-0.08	0.00	1.72	1.72	0.40	0.43	0.00	$0.00	172.00	21	0.0	0.000	-0.03	2023-11-22
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.02	-0.05	0.00	1.72	1.72	0.40	0.42	0.00	$0.00	172.00	20	0.0	0.000	-0.02	2023-11-21
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.05	-0.12	0.00	1.72	1.72	0.40	0.45	0.00	$0.00	172.00	19	0.0	0.000	-0.05	2023-11-20
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.04	-0.10	0.00	1.72	1.72	0.40	0.44	0.00	$0.00	172.00	18	0.0	0.000	-0.04	2023-11-19
DTIL231215P00002500	DTIL	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.02	$0.00	0.00	$-0.04	-0.10	0.00	1.72	1.72	0.40	0.44	0.00	$0.00	172.00	16	0.0	0.000	-0.04	2023-11-17
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.02	0.05	0.00	1.72	1.72	0.40	0.38	0.00	$0.00	172.00	15	0.0	0.000	0.02	2023-11-16
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.03	0.08	0.00	1.72	1.72	0.40	0.37	0.00	$0.00	172.00	14	0.0	0.000	0.03	2023-11-15
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.05	0.12	0.00	1.72	1.72	0.40	0.35	0.00	$0.00	172.00	13	0.0	0.000	0.05	2023-11-14
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.06	0.15	0.00	1.72	1.72	0.40	0.34	0.00	$0.00	172.00	12	0.0	0.000	0.06	2023-11-13
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.02	0.05	0.00	1.72	1.72	0.40	0.38	0.00	$0.00	172.00	9	0.0	0.000	0.02	2023-11-10
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.01	0.02	0.00	1.72	1.72	0.40	0.39	0.00	$0.00	172.00	8	0.0	0.000	0.01	2023-11-09
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$0.01	0.02	0.00	1.72	1.72	0.40	0.39	0.00	$0.00	172.00	7	0.0	0.000	0.01	2023-11-08
DTIL231215P00002500	DTIL	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.72	1.72	0.40	0.40	0.00	$0.00	172.00	0	45.0	0.000	-0.00	2023-11-01

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