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View Outliers PnL Drill-Down: EAF250117P00002000

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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
2024-12-03 EAF EAF250117P00002000 2.00 100.0 201.000 0.918 0.418 0.2 0.1 0.000 0.320 0.160 0.20 2.15 2025-01-17 PUT Long 0.486 0.503 0.156

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
EAF250117P00002000 EAF PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.03 0.15 $0.57 0.27 -0.12 0.20 0.23 2.15 1.58 0.03 $3.00 20.00 17 3.0 301.000 0.57 2024-12-20
EAF250117P00002000 EAF PUT Long 2.00 None $0.19 0.95 $0.45 0.21 -0.03 0.20 0.39 2.15 1.70 0.19 $19.00 20.00 16 4.0 301.000 0.45 2024-12-19
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.37 0.17 0.36 0.20 0.20 2.15 1.78 0.00 $0.00 20.00 15 100.0 301.000 0.37 2024-12-18
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.22 0.10 0.00 0.20 0.20 2.15 1.93 0.00 $0.00 20.00 14 100.0 301.000 0.22 2024-12-17
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.15 0.07 -0.30 0.20 0.20 2.15 2.00 0.00 $0.00 20.00 13 100.0 301.000 0.15 2024-12-16
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.12 0.06 -0.28 0.20 0.20 2.15 2.03 0.00 $0.00 20.00 10 100.0 301.000 0.12 2024-12-13
EAF250117P00002000 EAF PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.24 0.11 -0.40 0.20 0.20 2.15 1.91 0.00 $0.00 20.00 9 100.0 301.000 0.24 2024-12-12
EAF250117P00002000 EAF PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.23 0.11 -0.09 0.20 0.20 2.15 1.92 0.00 $0.00 20.00 8 100.0 301.000 0.23 2024-12-11
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.15 0.07 -0.05 0.20 0.20 2.15 2.00 0.00 $0.00 20.00 7 100.0 301.000 0.15 2024-12-10
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $-0.11 -0.05 0.01 0.20 0.20 2.15 2.26 0.00 $0.00 20.00 6 100.0 301.000 -0.11 2024-12-09
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.09 0.04 0.04 0.20 0.20 2.15 2.06 0.00 $0.00 20.00 5 100.0 301.000 0.09 2024-12-08
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.10 0.05 -0.10 0.20 0.20 2.15 2.05 0.00 $0.00 20.00 3 100.0 301.000 0.10 2024-12-06
EAF250117P00002000 EAF PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $0.12 0.06 -0.06 0.20 0.20 2.15 2.03 0.00 $0.00 20.00 2 100.0 301.000 0.12 2024-12-05
EAF250117P00002000 EAF PUT Long 2.00 None $0.00 0.00 $0.15 0.07 -0.03 0.20 0.20 2.15 2.00 0.00 $0.00 20.00 1 100.0 301.000 0.15 2024-12-04
EAF250117P00002000 EAF PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 0.20 0.20 2.15 2.15 0.00 $0.00 20.00 0 100.0 201.000 -0.00 2024-12-03

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