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View Outliers PnL Drill-Down: DYN240216P00012500

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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
2024-01-04	DYN	DYN240216P00012500	12.50	35.0	52.000	0.250	0.480	7.0	0.0	-0.020	6.950	0.000	0.35	19.39	2024-02-16	PUT	Long	0.466	0.536	0.313

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	DYN	0.818	0.114	0.392	0.211	0.162	-0.074	26.16	0.000	0.0000	11.71	47.04	21	1y	30.45

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
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-4.62	-0.24	1.97	0.35	0.05	19.39	24.01	-0.30	$-30.00	35.00	36	5.0	207.000	-4.62	2024-02-09
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-3.34	-0.17	1.50	0.35	0.05	19.39	22.73	-0.30	$-30.00	35.00	35	2.0	209.000	-3.34	2024-02-08
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-2.05	-0.11	1.46	0.35	0.05	19.39	21.44	-0.30	$-30.00	35.00	34	2.0	209.000	-2.05	2024-02-07
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-2.55	-0.13	1.44	0.35	0.05	19.39	21.94	-0.30	$-30.00	35.00	33	2.0	209.000	-2.55	2024-02-06
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-2.49	-0.13	0.25	0.35	0.05	19.39	21.88	-0.30	$-30.00	35.00	32	2.0	209.000	-2.49	2024-02-05
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-1.65	-0.09	0.25	0.35	0.05	19.39	21.04	-0.30	$-30.00	35.00	31	2.0	209.000	-1.65	2024-02-04
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-1.65	-0.09	0.97	0.35	0.05	19.39	21.04	-0.30	$-30.00	35.00	29	2.0	209.000	-1.65	2024-02-02
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.30	-0.86	$-2.67	-0.14	1.16	0.35	0.05	19.39	22.06	-0.30	$-30.00	35.00	28	2.0	211.000	-2.67	2024-02-01
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.20	-0.57	$-2.01	-0.10	0.92	0.35	0.15	19.39	21.40	-0.20	$-20.00	35.00	27	10.0	211.000	-2.01	2024-01-31
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.20	-0.57	$-1.79	-0.09	1.00	0.35	0.15	19.39	21.18	-0.20	$-20.00	35.00	26	10.0	211.000	-1.79	2024-01-30
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.20	-0.57	$-1.51	-0.08	0.94	0.35	0.15	19.39	20.90	-0.20	$-20.00	35.00	25	10.0	208.000	-1.51	2024-01-29
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.25	-0.71	$-1.77	-0.09	1.02	0.35	0.10	19.39	21.16	-0.25	$-25.00	35.00	24	88.0	160.000	-1.77	2024-01-28
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.25	-0.71	$-1.77	-0.09	0.99	0.35	0.10	19.39	21.16	-0.25	$-25.00	35.00	23	88.0	160.000	-1.77	2024-01-27
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.25	-0.71	$-1.77	-0.09	1.04	0.35	0.10	19.39	21.16	-0.25	$-25.00	35.00	22	74.0	160.000	-1.77	2024-01-26
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.20	-0.57	$1.49	0.08	0.75	0.35	0.15	19.39	17.90	-0.20	$-20.00	35.00	21	1.0	161.000	1.49	2024-01-25
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.20	-0.57	$2.43	0.13	0.46	0.35	0.15	19.39	16.96	-0.20	$-20.00	35.00	20	1.0	161.000	2.43	2024-01-24
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.16	-0.46	$2.52	0.13	0.70	0.35	0.19	19.39	16.87	-0.16	$-16.00	35.00	19	3.0	152.000	2.52	2024-01-23
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.05	-0.14	$3.20	0.17	0.74	0.35	0.30	19.39	16.19	-0.05	$-5.00	35.00	18	4.0	152.000	3.20	2024-01-22
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.05	-0.14	$3.77	0.19	0.61	0.35	0.30	19.39	15.62	-0.05	$-5.00	35.00	15	20.0	152.000	3.77	2024-01-19
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.05	-0.14	$3.18	0.16	0.68	0.35	0.30	19.39	16.21	-0.05	$-5.00	35.00	14	20.0	132.000	3.18	2024-01-18
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.10	-0.29	$2.74	0.14	0.65	0.35	0.25	19.39	16.65	-0.10	$-10.00	35.00	13	30.0	102.000	2.74	2024-01-17
DYN240216P00012500	DYN	PUT	Long	12.50	None	$0.01	0.03	$2.91	0.15	0.63	0.35	0.36	19.39	16.48	0.01	$1.00	35.00	12	44.0	102.000	2.91	2024-01-16
DYN240216P00012500	DYN	PUT	Long	12.50	None	$0.01	0.03	$2.70	0.14	0.63	0.35	0.36	19.39	16.69	0.01	$1.00	35.00	8	44.0	70.000	2.70	2024-01-12
DYN240216P00012500	DYN	PUT	Long	12.50	None	$0.00	0.00	$2.98	0.15	0.69	0.35	0.35	19.39	16.41	0.00	$0.00	35.00	7	20.0	50.000	2.98	2024-01-11
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.07	-0.20	$2.05	0.11	0.67	0.35	0.28	19.39	17.34	-0.07	$-7.00	35.00	6	23.0	50.000	2.05	2024-01-10
DYN240216P00012500	DYN	PUT	Long	12.50	None	$-0.07	-0.20	$0.62	0.03	0.72	0.35	0.28	19.39	18.77	-0.07	$-7.00	35.00	5	23.0	52.000	0.62	2024-01-09
DYN240216P00012500	DYN	PUT	Long	12.50	None	$0.05	0.14	$1.36	0.07	0.70	0.35	0.40	19.39	18.03	0.05	$5.00	35.00	4	1.0	52.000	1.36	2024-01-08
DYN240216P00012500	DYN	PUT	Long	12.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$1.43	0.07	0.71	0.35	0.35	19.39	17.96	0.00	$0.00	35.00	3	35.0	52.000	1.43	2024-01-07
DYN240216P00012500	DYN	PUT	Long	12.50	None	$0.00	0.00	$1.43	0.07	0.68	0.35	0.35	19.39	17.96	0.00	$0.00	35.00	1	35.0	52.000	1.43	2024-01-05
DYN240216P00012500	DYN	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	19.39	19.39	0.00	$0.00	35.00	0	35.0	52.000	-0.00	2024-01-04

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