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View Outliers PnL Drill-Down: EBS240621P00001500

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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
2024-02-21	EBS	EBS240621P00001500	1.50	7.0	36.000	1.906	0.915	1.5	0.0	-0.330	1.710	0.250	0.30	2.94	2024-06-21	PUT	Long	0.464	0.749	0.783

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
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.28	-0.93	$-3.36	-1.24	5.84	0.30	0.02	2.71	6.07	-0.28	$-28.00	30.00	118	5.0	180.000	-3.36	2024-06-18
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.28	-0.93	$-3.29	-1.21	5.02	0.30	0.02	2.71	6.00	-0.28	$-28.00	30.00	117	5.0	180.000	-3.29	2024-06-17
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.28	-0.93	$-3.47	-1.28	3.77	0.30	0.02	2.71	6.18	-0.28	$-28.00	30.00	114	5.0	180.000	-3.47	2024-06-14
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.33	-1.23	3.46	0.30	0.05	2.71	6.04	-0.25	$-25.00	30.00	113	100.0	180.000	-3.33	2024-06-13
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.61	-1.33	3.27	0.30	0.05	2.71	6.32	-0.25	$-25.00	30.00	112	100.0	180.000	-3.61	2024-06-12
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.77	-1.39	3.15	0.30	0.05	2.71	6.48	-0.25	$-25.00	30.00	111	100.0	180.000	-3.77	2024-06-11
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.69	-1.36	2.93	0.30	0.05	2.71	6.40	-0.25	$-25.00	30.00	110	100.0	180.000	-3.69	2024-06-10
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.48	-1.28	2.84	0.30	0.05	2.71	6.19	-0.25	$-25.00	30.00	109	100.0	180.000	-3.48	2024-06-09
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.47	-1.28	2.40	0.30	0.05	2.71	6.18	-0.25	$-25.00	30.00	107	100.0	180.000	-3.47	2024-06-07
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.55	-1.31	2.34	0.30	0.05	2.71	6.26	-0.25	$-25.00	30.00	106	100.0	180.000	-3.55	2024-06-06
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.97	-1.46	2.34	0.30	0.05	2.71	6.68	-0.25	$-25.00	30.00	105	100.0	180.000	-3.97	2024-06-05
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.87	-1.06	1.90	0.30	0.05	2.71	5.58	-0.25	$-25.00	30.00	104	100.0	180.000	-2.87	2024-06-04
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.38	-1.25	1.96	0.30	0.05	2.71	6.09	-0.25	$-25.00	30.00	103	100.0	180.000	-3.38	2024-06-03
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.99	-1.10	-0.79	0.30	0.05	2.71	5.70	-0.25	$-25.00	30.00	100	100.0	0.000	-2.99	2024-05-31
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.39	-0.88	1.40	0.30	0.05	2.71	5.10	-0.25	$-25.00	30.00	99	100.0	180.000	-2.39	2024-05-30
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-1.93	-0.71	1.21	0.30	0.05	2.71	4.64	-0.25	$-25.00	30.00	98	100.0	180.000	-1.93	2024-05-29
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.01	-0.74	1.21	0.30	0.05	2.71	4.72	-0.25	$-25.00	30.00	97	100.0	180.000	-2.01	2024-05-28
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.05	-0.76	1.15	0.30	0.05	2.71	4.76	-0.25	$-25.00	30.00	96	100.0	180.000	-2.05	2024-05-27
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.04	-0.75	1.02	0.30	0.05	2.71	4.75	-0.25	$-25.00	30.00	93	100.0	180.000	-2.04	2024-05-24
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.20	-0.81	3.66	0.30	0.05	2.71	4.91	-0.25	$-25.00	30.00	92	100.0	180.000	-2.20	2024-05-23
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.32	-0.86	3.62	0.30	0.05	2.71	5.03	-0.25	$-25.00	30.00	91	100.0	180.000	-2.32	2024-05-22
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.47	-0.91	3.60	0.30	0.05	2.71	5.18	-0.25	$-25.00	30.00	90	100.0	180.000	-2.47	2024-05-21
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.09	-1.14	-0.79	0.30	0.05	2.71	5.80	-0.25	$-25.00	30.00	89	100.0	0.000	-3.09	2024-05-20
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.84	-1.05	3.43	0.30	0.05	2.71	5.55	-0.25	$-25.00	30.00	88	100.0	180.000	-2.84	2024-05-19
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.84	-1.05	3.35	0.30	0.05	2.71	5.55	-0.25	$-25.00	30.00	87	100.0	180.000	-2.84	2024-05-18
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.84	-1.05	3.29	0.30	0.05	2.71	5.55	-0.25	$-25.00	30.00	86	100.0	180.000	-2.84	2024-05-17
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-3.00	-1.11	0.96	0.30	0.05	2.71	5.71	-0.25	$-25.00	30.00	84	9.0	88.000	-3.00	2024-05-15
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.37	-0.87	0.77	0.30	0.05	2.71	5.08	-0.25	$-25.00	30.00	83	9.0	88.000	-2.37	2024-05-14
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-2.65	-0.98	0.80	0.30	0.05	2.71	5.36	-0.25	$-25.00	30.00	82	9.0	88.000	-2.65	2024-05-13
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-1.64	-0.61	-0.79	0.30	0.05	2.71	4.35	-0.25	$-25.00	30.00	81	9.0	88.000	-1.64	2024-05-12
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-1.67	-0.62	0.49	0.30	0.05	2.71	4.38	-0.25	$-25.00	30.00	79	9.0	88.000	-1.67	2024-05-10
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-1.66	-0.61	0.48	0.30	0.05	2.71	4.37	-0.25	$-25.00	30.00	78	9.0	88.000	-1.66	2024-05-09
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-1.70	-0.63	0.46	0.30	0.05	2.71	4.41	-0.25	$-25.00	30.00	77	9.0	88.000	-1.70	2024-05-08
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-1.69	-0.62	0.44	0.30	0.05	2.71	4.40	-0.25	$-25.00	30.00	76	9.0	88.000	-1.69	2024-05-07
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-0.92	-0.34	2.11	0.30	0.05	2.71	3.63	-0.25	$-25.00	30.00	72	9.0	88.000	-0.92	2024-05-03
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.25	-0.83	$-0.59	-0.22	0.04	0.30	0.05	2.71	3.30	-0.25	$-25.00	30.00	71	9.0	86.000	-0.59	2024-05-02
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.10	-0.33	$0.71	0.26	0.02	0.30	0.20	2.71	2.00	-0.10	$-10.00	30.00	68	35.0	39.000	0.71	2024-04-29
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.79	0.29	-0.21	0.30	0.15	2.71	1.92	-0.15	$-15.00	30.00	65	2.0	39.000	0.79	2024-04-26
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.73	0.27	-0.28	0.30	0.15	2.71	1.98	-0.15	$-15.00	30.00	64	2.0	39.000	0.73	2024-04-25
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.53	0.20	-0.12	0.30	0.15	2.71	2.18	-0.15	$-15.00	30.00	63	2.0	39.000	0.53	2024-04-24
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.42	0.15	-0.06	0.30	0.15	2.71	2.29	-0.15	$-15.00	30.00	62	2.0	39.000	0.42	2024-04-23
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.55	0.20	-0.16	0.30	0.15	2.71	2.16	-0.15	$-15.00	30.00	61	2.0	39.000	0.55	2024-04-22
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.67	0.25	-0.27	0.30	0.15	2.71	2.04	-0.15	$-15.00	30.00	58	2.0	39.000	0.67	2024-04-19
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.84	0.31	-0.43	0.30	0.15	2.71	1.87	-0.15	$-15.00	30.00	57	2.0	39.000	0.84	2024-04-18
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.81	0.30	-0.41	0.30	0.15	2.71	1.90	-0.15	$-15.00	30.00	56	2.0	39.000	0.81	2024-04-17
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.76	0.28	-0.38	0.30	0.15	2.71	1.95	-0.15	$-15.00	30.00	55	2.0	39.000	0.76	2024-04-16
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.74	0.27	-0.37	0.30	0.15	2.71	1.97	-0.15	$-15.00	30.00	54	2.0	39.000	0.74	2024-04-15
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.65	0.24	-0.31	0.30	0.15	2.71	2.06	-0.15	$-15.00	30.00	51	2.0	39.000	0.65	2024-04-12
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.52	0.19	-0.23	0.30	0.15	2.71	2.19	-0.15	$-15.00	30.00	50	2.0	39.000	0.52	2024-04-11
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.48	0.18	-0.21	0.30	0.15	2.71	2.23	-0.15	$-15.00	30.00	49	2.0	39.000	0.48	2024-04-10
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.39	0.14	-0.16	0.30	0.15	2.71	2.32	-0.15	$-15.00	30.00	48	2.0	39.000	0.39	2024-04-09
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.39	0.14	-0.17	0.30	0.15	2.71	2.32	-0.15	$-15.00	30.00	47	2.0	39.000	0.39	2024-04-08
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.43	0.16	-0.22	0.30	0.15	2.71	2.28	-0.15	$-15.00	30.00	44	2.0	39.000	0.43	2024-04-05
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.44	0.16	-0.23	0.30	0.15	2.71	2.27	-0.15	$-15.00	30.00	43	2.0	39.000	0.44	2024-04-04
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.45	0.17	-0.14	0.30	0.15	2.71	2.26	-0.15	$-15.00	30.00	42	2.0	39.000	0.45	2024-04-03
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.56	0.21	-0.12	0.30	0.15	2.71	2.15	-0.15	$-15.00	30.00	41	2.0	39.000	0.56	2024-04-02
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.41	0.15	0.16	0.30	0.15	2.71	2.30	-0.15	$-15.00	30.00	40	2.0	39.000	0.41	2024-04-01
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.18	0.07	-1.04	0.30	0.15	2.71	2.53	-0.15	$-15.00	30.00	39	2.0	39.000	0.18	2024-03-31
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.18	0.07	-0.02	0.30	0.15	2.71	2.53	-0.15	$-15.00	30.00	38	2.0	39.000	0.18	2024-03-30
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.18	0.07	-0.02	0.30	0.15	2.71	2.53	-0.15	$-15.00	30.00	37	2.0	39.000	0.18	2024-03-29
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.18	0.07	-0.03	0.30	0.15	2.71	2.53	-0.15	$-15.00	30.00	36	2.0	39.000	0.18	2024-03-28
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.11	0.04	0.18	0.30	0.15	2.71	2.60	-0.15	$-15.00	30.00	35	2.0	39.000	0.11	2024-03-27
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.27	0.10	0.10	0.30	0.15	2.71	2.44	-0.15	$-15.00	30.00	34	2.0	39.000	0.27	2024-03-26
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.17	0.06	0.05	0.30	0.15	2.71	2.54	-0.15	$-15.00	30.00	33	2.0	39.000	0.17	2024-03-25
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.30	0.11	0.56	0.30	0.15	2.71	2.41	-0.15	$-15.00	30.00	30	2.0	39.000	0.30	2024-03-22
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.24	0.09	0.33	0.30	0.15	2.71	2.47	-0.15	$-15.00	30.00	29	2.0	39.000	0.24	2024-03-21
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.20	0.07	0.09	0.30	0.15	2.71	2.51	-0.15	$-15.00	30.00	28	2.0	39.000	0.20	2024-03-20
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.25	0.09	0.06	0.30	0.15	2.71	2.46	-0.15	$-15.00	30.00	27	2.0	39.000	0.25	2024-03-19
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.23	0.08	0.06	0.30	0.15	2.71	2.48	-0.15	$-15.00	30.00	26	2.0	39.000	0.23	2024-03-18
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.27	0.10	0.02	0.30	0.15	2.71	2.44	-0.15	$-15.00	30.00	23	2.0	39.000	0.27	2024-03-15
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.36	0.13	0.61	0.30	0.15	2.71	2.35	-0.15	$-15.00	30.00	22	2.0	39.000	0.36	2024-03-14
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.47	0.17	0.31	0.30	0.15	2.71	2.24	-0.15	$-15.00	30.00	21	2.0	39.000	0.47	2024-03-13
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.37	0.14	0.11	0.30	0.15	2.71	2.34	-0.15	$-15.00	30.00	20	2.0	39.000	0.37	2024-03-12
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$-0.09	-0.03	0.23	0.30	0.15	2.71	2.80	-0.15	$-15.00	30.00	19	2.0	39.000	-0.09	2024-03-11
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$0.02	0.01	0.17	0.30	0.15	2.71	2.69	-0.15	$-15.00	30.00	16	2.0	39.000	0.02	2024-03-08
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$-0.06	-0.02	0.02	0.30	0.15	2.71	2.77	-0.15	$-15.00	30.00	15	2.0	39.000	-0.06	2024-03-07
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.15	-0.50	$-0.56	-0.21	1.23	0.30	0.15	2.71	3.27	-0.15	$-15.00	30.00	14	2.0	39.000	-0.56	2024-03-06
EBS240621P00001500	EBS	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.67	$-0.74	-0.27	0.33	0.30	0.10	2.71	3.45	-0.20	$-20.00	30.00	13	3.0	39.000	-0.74	2024-03-05
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.20	-0.67	$-0.46	-0.17	-0.79	0.30	0.10	2.71	3.17	-0.20	$-20.00	30.00	12	3.0	0.000	-0.46	2024-03-04
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.20	-0.67	$-0.68	-0.25	0.38	0.30	0.10	2.71	3.39	-0.20	$-20.00	30.00	11	3.0	39.000	-0.68	2024-03-03
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.20	-0.67	$-0.68	-0.25	0.38	0.30	0.10	2.71	3.39	-0.20	$-20.00	30.00	10	3.0	39.000	-0.68	2024-03-02
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.10	-0.33	$-0.80	-0.30	-0.79	0.30	0.20	2.71	3.51	-0.10	$-10.00	30.00	9	5.0	39.000	-0.80	2024-03-01
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.10	-0.33	$-0.50	-0.18	0.13	0.30	0.20	2.71	3.21	-0.10	$-10.00	30.00	8	5.0	39.000	-0.50	2024-02-29
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.10	-0.33	$-0.49	-0.18	0.22	0.30	0.20	2.71	3.20	-0.10	$-10.00	30.00	7	1.0	39.000	-0.49	2024-02-28
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.10	-0.33	$-0.60	-0.22	0.15	0.30	0.20	2.71	3.31	-0.10	$-10.00	30.00	6	1.0	39.000	-0.60	2024-02-27
EBS240621P00001500	EBS	PUT	Long	1.50	None	$-0.10	-0.33	$-0.16	-0.06	0.24	0.30	0.20	2.71	2.87	-0.10	$-10.00	30.00	5	1.0	39.000	-0.16	2024-02-26
EBS240621P00001500	EBS	PUT	Long	1.50	None	$0.00	0.00	$-0.03	-0.01	0.04	0.30	0.30	2.71	2.74	0.00	$0.00	30.00	4	8.0	39.000	-0.03	2024-02-25
EBS240621P00001500	EBS	PUT	Long	1.50	None	$0.00	0.00	$-0.03	-0.01	0.02	0.30	0.30	2.71	2.74	0.00	$0.00	30.00	2	8.0	39.000	-0.03	2024-02-23
EBS240621P00001500	EBS	PUT	Long	1.50	None	$0.00	0.00	$-0.10	-0.04	0.20	0.30	0.30	2.71	2.81	0.00	$0.00	30.00	1	8.0	39.000	-0.10	2024-02-22
EBS240621P00001500	EBS	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	2.71	2.71	0.00	$0.00	30.00	0	8.0	36.000	-0.00	2024-02-21

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