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View Outliers PnL Drill-Down: EBS240119P00002500

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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
2023-12-14	EBS	EBS240119P00002500	2.50	9.0	52.000	1.039	0.432	0.2	0.1	0.000	0.370	0.230	0.35	2.63	2024-01-19	PUT	Long	0.477	0.490	0.107

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
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.25	0.71	$0.70	0.28	2.75	0.35	0.60	2.54	1.84	0.25	$25.00	35.00	35	9.0	278.000	0.70	2024-01-18
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.17	0.49	$0.62	0.24	1.75	0.35	0.52	2.54	1.92	0.17	$17.00	35.00	34	22.0	282.000	0.62	2024-01-17
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.05	0.14	$0.49	0.19	0.57	0.35	0.40	2.54	2.05	0.05	$5.00	35.00	33	6.0	282.000	0.49	2024-01-16
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.05	0.14	$0.49	0.19	0.19	0.35	0.40	2.54	2.05	0.05	$5.00	35.00	29	6.0	282.000	0.49	2024-01-12
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.05	0.14	$0.43	0.17	0.82	0.35	0.40	2.54	2.11	0.05	$5.00	35.00	28	6.0	281.000	0.43	2024-01-11
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.15	0.43	$0.38	0.15	0.40	0.35	0.50	2.54	2.16	0.15	$15.00	35.00	27	107.0	177.000	0.38	2024-01-10
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.10	0.29	$0.46	0.18	0.00	0.35	0.45	2.54	2.08	0.10	$10.00	35.00	26	1.0	176.000	0.46	2024-01-09
EBS240119P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.14	$0.38	0.15	-0.09	0.35	0.30	2.54	2.16	-0.05	$-5.00	35.00	25	2.0	174.000	0.38	2024-01-08
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.05	0.14	$0.34	0.13	-0.17	0.35	0.40	2.54	2.20	0.05	$5.00	35.00	22	5.0	174.000	0.34	2024-01-05
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.05	0.14	$0.18	0.07	-1.00	0.35	0.40	2.54	2.36	0.05	$5.00	35.00	21	5.0	174.000	0.18	2024-01-04
EBS240119P00002500	EBS	PUT	Long	2.50	None	$-0.07	-0.20	$0.18	0.07	-1.00	0.35	0.28	2.54	2.36	-0.07	$-7.00	35.00	20	30.0	172.000	0.18	2024-01-03
EBS240119P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.29	$-0.05	-0.02	-0.93	0.35	0.25	2.54	2.59	-0.10	$-10.00	35.00	19	3.0	142.000	-0.05	2024-01-02
EBS240119P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.14	$0.14	0.06	-0.09	0.35	0.30	2.54	2.40	-0.05	$-5.00	35.00	18	12.0	127.000	0.14	2024-01-01
EBS240119P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.14	$0.14	0.06	-0.14	0.35	0.30	2.54	2.40	-0.05	$-5.00	35.00	16	12.0	127.000	0.14	2023-12-30
EBS240119P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.14	$0.14	0.06	-0.18	0.35	0.30	2.54	2.40	-0.05	$-5.00	35.00	15	12.0	127.000	0.14	2023-12-29
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.05	0.14	$0.07	0.03	0.18	0.35	0.40	2.54	2.47	0.05	$5.00	35.00	14	11.0	116.000	0.07	2023-12-28
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.14	0.06	-0.11	0.35	0.35	2.54	2.40	0.00	$0.00	35.00	13	10.0	106.000	0.14	2023-12-27
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.10	0.29	$0.13	0.05	0.19	0.35	0.45	2.54	2.41	0.10	$10.00	35.00	12	5.0	101.000	0.13	2023-12-26
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.10	0.29	$0.06	0.02	0.20	0.35	0.45	2.54	2.48	0.10	$10.00	35.00	11	4.0	97.000	0.06	2023-12-25
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.10	0.29	$0.06	0.02	0.15	0.35	0.45	2.54	2.48	0.10	$10.00	35.00	9	4.0	97.000	0.06	2023-12-23
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.10	0.29	$0.07	0.03	0.12	0.35	0.45	2.54	2.47	0.10	$10.00	35.00	8	4.0	97.000	0.07	2023-12-22
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.25	0.10	-0.17	0.35	0.35	2.54	2.29	0.00	$0.00	35.00	7	22.0	97.000	0.25	2023-12-21
EBS240119P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.29	$0.20	0.08	-0.15	0.35	0.25	2.54	2.34	-0.10	$-10.00	35.00	6	1.0	75.000	0.20	2023-12-20
EBS240119P00002500	EBS	PUT	Long	2.50	Exit OP PnL: $-0.10;Exit EQ PnL: 0.07; Position is Long and position continued to lose. Latest OP price is: $0.25 (EQ: $2.47). Initial OP price was: $0.35 (EQ: $2.54). Surpassed Stop Loss Percentage: -0.2857142857142857142857142857 < -0.16.	$-0.10	-0.29	$0.11	0.04	-0.09	0.35	0.25	2.54	2.43	-0.10	$-10.00	35.00	5	1.0	75.000	0.11	2023-12-19
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.20	0.08	-0.07	0.35	0.35	2.54	2.34	0.00	$0.00	35.00	4	6.0	69.000	0.20	2023-12-18
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.10	0.29	$0.16	0.06	0.13	0.35	0.45	2.54	2.38	0.10	$10.00	35.00	2	8.0	61.000	0.16	2023-12-16
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.17	0.07	0.01	0.35	0.35	2.54	2.37	0.00	$0.00	35.00	1	7.0	61.000	0.17	2023-12-15
EBS240119P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	2.54	2.54	0.00	$0.00	35.00	0	9.0	52.000	-0.00	2023-12-14

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