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View Outliers PnL Drill-Down: EAF240920P00000500

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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
2024-08-06 EAF EAF240920P00000500 0.50 31.0 61.000 2.719 0.431 0.1 0.0 0.000 0.260 0.120 0.09 0.63 2024-09-20 PUT Long 0.456 0.479 0.135
2024-08-13 EAF EAF240920P00000500 0.50 5.0 62.000 1.875 0.481 0.2 0.0 -0.010 0.220 0.070 0.05 0.65 2024-09-20 PUT Long 0.487 0.524 0.187

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 EAF 0.727 0.161 0.438 0.278 0.266 0.001 1.93 0.0000 0.55 2.26 21 1y 1.94

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
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.26 -0.42 4.78 0.09 0.01 0.62 0.88 -0.08 $-8.00 9.00 44 1.0 69.000 -0.26 2024-09-19
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.21 -0.34 16.41 0.09 0.01 0.62 0.83 -0.08 $-8.00 9.00 43 1.0 69.000 -0.21 2024-09-18
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.19 -0.31 13.66 0.09 0.01 0.62 0.81 -0.08 $-8.00 9.00 42 1.0 69.000 -0.19 2024-09-17
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.19 -0.31 1.78 0.09 0.01 0.62 0.81 -0.08 $-8.00 9.00 41 1.0 69.000 -0.19 2024-09-16
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.17 -0.27 1.28 0.09 0.01 0.62 0.79 -0.08 $-8.00 9.00 39 1.0 69.000 -0.17 2024-09-14
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.17 -0.27 0.78 0.09 0.01 0.62 0.79 -0.08 $-8.00 9.00 38 1.0 69.000 -0.17 2024-09-13
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.15 -0.24 0.53 0.09 0.01 0.62 0.77 -0.08 $-8.00 9.00 37 1.0 69.000 -0.15 2024-09-12
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.17 -0.27 7.72 0.09 0.01 0.62 0.79 -0.08 $-8.00 9.00 36 1.0 69.000 -0.17 2024-09-11
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.15 -0.24 1.09 0.09 0.01 0.62 0.77 -0.08 $-8.00 9.00 35 1.0 69.000 -0.15 2024-09-10
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.05 -0.08 0.44 0.09 0.01 0.62 0.67 -0.08 $-8.00 9.00 34 1.0 69.000 -0.05 2024-09-09
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.06 -0.10 0.47 0.09 0.01 0.62 0.68 -0.08 $-8.00 9.00 33 1.0 69.000 -0.06 2024-09-08
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.07 -0.11 0.25 0.09 0.01 0.62 0.69 -0.08 $-8.00 9.00 31 1.0 69.000 -0.07 2024-09-06
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $0.02 0.03 -0.97 0.09 0.01 0.62 0.60 -0.08 $-8.00 9.00 30 1.0 69.000 0.02 2024-09-05
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.03 -0.05 -0.78 0.09 0.01 0.62 0.65 -0.08 $-8.00 9.00 29 1.0 69.000 -0.03 2024-09-04
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.07 -0.11 -0.12 0.09 0.01 0.62 0.69 -0.08 $-8.00 9.00 25 1.0 69.000 -0.07 2024-08-31
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.07 -0.11 0.34 0.09 0.01 0.62 0.69 -0.08 $-8.00 9.00 24 1.0 69.000 -0.07 2024-08-30
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.28 -0.45 -0.19 0.09 0.01 0.62 0.90 -0.08 $-8.00 9.00 23 1.0 69.000 -0.28 2024-08-29
EAF240920P00000500 EAF PUT Long 0.50 None $-0.08 -0.89 $-0.24 -0.39 -0.34 0.09 0.01 0.62 0.86 -0.08 $-8.00 9.00 22 1.0 69.000 -0.24 2024-08-28
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.20 -0.32 -1.84 0.09 0.07 0.62 0.82 -0.02 $-2.00 9.00 21 1.0 68.000 -0.20 2024-08-27
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.22 -0.35 -0.47 0.09 0.07 0.62 0.84 -0.02 $-2.00 9.00 20 1.0 68.000 -0.22 2024-08-26
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.11 -0.18 -0.78 0.09 0.07 0.62 0.73 -0.02 $-2.00 9.00 19 1.0 68.000 -0.11 2024-08-25
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.11 -0.18 -0.81 0.09 0.07 0.62 0.73 -0.02 $-2.00 9.00 18 1.0 68.000 -0.11 2024-08-24
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.11 -0.18 -0.84 0.09 0.07 0.62 0.73 -0.02 $-2.00 9.00 17 1.0 68.000 -0.11 2024-08-23
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.03 -0.05 -1.16 0.09 0.07 0.62 0.65 -0.02 $-2.00 9.00 16 1.0 68.000 -0.03 2024-08-22
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.11 -0.18 -0.91 0.09 0.07 0.62 0.73 -0.02 $-2.00 9.00 15 1.0 68.000 -0.11 2024-08-21
EAF240920P00000500 EAF PUT Long 0.50 None $-0.02 -0.22 $-0.05 -0.08 -1.09 0.09 0.07 0.62 0.67 -0.02 $-2.00 9.00 14 1.0 67.000 -0.05 2024-08-20
EAF240920P00000500 EAF PUT Long 0.50 None $-0.04 -0.44 $-0.07 -0.11 1.09 0.09 0.05 0.62 0.69 -0.04 $-4.00 9.00 13 5.0 67.000 -0.07 2024-08-19
EAF240920P00000500 EAF PUT Long 0.50 None $-0.04 -0.44 $-0.07 -0.11 4.44 0.09 0.05 0.62 0.69 -0.04 $-4.00 9.00 12 5.0 67.000 -0.07 2024-08-18
EAF240920P00000500 EAF PUT Long 0.50 None $-0.04 -0.44 $-0.07 -0.11 4.34 0.09 0.05 0.62 0.69 -0.04 $-4.00 9.00 11 5.0 67.000 -0.07 2024-08-17
EAF240920P00000500 EAF PUT Long 0.50 None $-0.04 -0.44 $-0.06 -0.10 5.53 0.09 0.05 0.62 0.68 -0.04 $-4.00 9.00 10 5.0 67.000 -0.06 2024-08-16
EAF240920P00000500 EAF PUT Long 0.50 None $-0.04 -0.44 $-0.10 -0.16 0.22 0.09 0.05 0.62 0.72 -0.04 $-4.00 9.00 9 5.0 67.000 -0.10 2024-08-15
EAF240920P00000500 EAF PUT Long 0.50 None $-0.04 -0.44 $-0.05 -0.08 8.28 0.09 0.05 0.62 0.67 -0.04 $-4.00 9.00 8 5.0 67.000 -0.05 2024-08-14
EAF240920P00000500 EAF PUT Long 0.50 None $-0.04 -0.44 $-0.03 -0.05 -0.47 0.09 0.05 0.62 0.65 -0.04 $-4.00 9.00 7 5.0 62.000 -0.03 2024-08-13
EAF240920P00000500 EAF PUT Long 0.50 None $0.01 0.11 $0.07 0.11 -0.56 0.09 0.10 0.62 0.55 0.01 $1.00 9.00 6 1.0 62.000 0.07 2024-08-12
EAF240920P00000500 EAF PUT Long 0.50 None $0.01 0.11 $0.06 0.10 -1.28 0.09 0.10 0.62 0.56 0.01 $1.00 9.00 3 1.0 62.000 0.06 2024-08-09
EAF240920P00000500 EAF PUT Long 0.50 None $0.01 0.11 $0.01 0.02 -0.72 0.09 0.10 0.62 0.61 0.01 $1.00 9.00 2 1.0 61.000 0.01 2024-08-08
EAF240920P00000500 EAF PUT Long 0.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03 $0.00 0.00 $0.05 0.08 -0.53 0.09 0.09 0.62 0.57 0.00 $0.00 9.00 1 31.0 61.000 0.05 2024-08-07
EAF240920P00000500 EAF PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.09 0.09 0.62 0.62 0.00 $0.00 9.00 0 31.0 61.000 -0.00 2024-08-06

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