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View Outliers PnL Drill-Down: EBS231215P00002500

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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
2023-11-14	EBS	EBS231215P00002500	2.50	16.0	159.000	1.695	0.368	0.0	0.4	-0.010	0.250	0.590	0.65	2.15	2023-12-15	PUT	Long	0.412	0.451	0.181

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	EBS	0.818	0.153	0.866	0.370	0.153	-0.220	8.79	-0.743	0.0000	1.50	14.77	21	1y	9.61

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
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.61	-0.94	$-0.39	-0.18	-0.82	0.65	0.04	2.15	2.54	-0.61	$-61.00	65.00	30	14.0	306.000	-0.39	2023-12-14
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.30	-0.46	$-0.14	-0.07	-0.01	0.65	0.35	2.15	2.29	-0.30	$-30.00	65.00	29	173.0	329.000	-0.14	2023-12-13
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.35	-0.54	$0.06	0.03	2.37	0.65	0.30	2.15	2.09	-0.35	$-35.00	65.00	28	5.0	0.000	0.06	2023-12-12
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.35	-0.54	$0.03	0.01	-0.32	0.65	0.30	2.15	2.12	-0.35	$-35.00	65.00	27	5.0	330.000	0.03	2023-12-11
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.50	-0.77	$-0.34	-0.16	-0.54	0.65	0.15	2.15	2.49	-0.50	$-50.00	65.00	24	13.0	330.000	-0.34	2023-12-08
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.50	-0.77	$-0.27	-0.13	-0.98	0.65	0.15	2.15	2.42	-0.50	$-50.00	65.00	23	13.0	330.000	-0.27	2023-12-07
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.50	-0.77	$-0.38	-0.18	0.06	0.65	0.15	2.15	2.53	-0.50	$-50.00	65.00	22	0.0	341.000	-0.38	2023-12-06
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.49	-0.75	$-0.25	-0.12	-0.84	0.65	0.16	2.15	2.40	-0.49	$-49.00	65.00	21	0.0	335.000	-0.25	2023-12-05
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.50	-0.77	$-0.42	-0.20	-0.57	0.65	0.15	2.15	2.57	-0.50	$-50.00	65.00	20	0.0	323.000	-0.42	2023-12-04
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.38	$-0.24	-0.11	-0.38	0.65	0.40	2.15	2.39	-0.25	$-25.00	65.00	19	0.0	323.000	-0.24	2023-12-03
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.38	$-0.24	-0.11	-0.43	0.65	0.40	2.15	2.39	-0.25	$-25.00	65.00	18	0.0	323.000	-0.24	2023-12-02
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.38	$-0.24	-0.11	-0.34	0.65	0.40	2.15	2.39	-0.25	$-25.00	65.00	17	0.0	323.000	-0.24	2023-12-01
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.30	-0.46	$0.01	0.00	-0.87	0.65	0.35	2.15	2.14	-0.30	$-30.00	65.00	16	0.0	324.000	0.01	2023-11-30
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.38	$-0.00	-0.00	-0.64	0.65	0.40	2.15	2.15	-0.25	$-25.00	65.00	15	0.0	322.000	-0.00	2023-11-29
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.15	$0.14	0.07	-1.04	0.65	0.55	2.15	2.01	-0.10	$-10.00	65.00	14	0.0	321.000	0.14	2023-11-28
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.20	-0.31	$0.17	0.08	-0.76	0.65	0.45	2.15	1.98	-0.20	$-20.00	65.00	13	0.0	321.000	0.17	2023-11-27
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.23	$0.06	0.03	-0.90	0.65	0.50	2.15	2.09	-0.15	$-15.00	65.00	10	0.0	0.000	0.06	2023-11-24
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.18	-0.28	$0.06	0.03	-1.70	0.65	0.47	2.15	2.09	-0.18	$-18.00	65.00	9	0.0	0.000	0.06	2023-11-23
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.20	-0.31	$0.07	0.03	-1.70	0.65	0.45	2.15	2.08	-0.20	$-20.00	65.00	8	0.0	318.000	0.07	2023-11-22
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.20	-0.31	$0.06	0.03	-0.80	0.65	0.45	2.15	2.09	-0.20	$-20.00	65.00	7	0.0	186.000	0.06	2023-11-21
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.13	-0.20	$0.05	0.02	-0.77	0.65	0.52	2.15	2.10	-0.13	$-13.00	65.00	6	0.0	185.000	0.05	2023-11-20
EBS231215P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.10	0.05	-0.61	0.65	0.65	2.15	2.05	0.00	$0.00	65.00	5	0.0	180.000	0.10	2023-11-19
EBS231215P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.10	0.05	-0.62	0.65	0.65	2.15	2.05	0.00	$0.00	65.00	3	0.0	180.000	0.10	2023-11-17
EBS231215P00002500	EBS	PUT	Long	2.50	None	$-0.01	-0.02	$0.03	0.01	-0.47	0.65	0.64	2.15	2.12	-0.01	$-1.00	65.00	2	0.0	179.000	0.03	2023-11-16
EBS231215P00002500	EBS	PUT	Long	2.50	Exit OP PnL: $-0.15;Exit EQ PnL: -0.06; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $2.21). Initial OP price was: $0.65 (EQ: $2.15). Surpassed Stop Loss Percentage: -0.2307692307692307692307692308 < -0.16.	$-0.15	-0.23	$-0.06	-0.03	-0.05	0.65	0.50	2.15	2.21	-0.15	$-15.00	65.00	1	0.0	172.000	-0.06	2023-11-15
EBS231215P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	2.15	2.15	0.00	$0.00	65.00	0	0.0	159.000	-0.00	2023-11-14

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