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View Outliers PnL Drill-Down: EBS240621P00002500

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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	EBS240621P00002500	2.50	62.0	332.000	1.738	0.856	0.6	0.3	-0.220	0.990	0.740	0.75	2.71	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
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.36	-1.24	2.89	0.75	0.05	2.71	6.07	-0.70	$-70.00	75.00	118	6.0	1023.000	-3.36	2024-06-18
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.29	-1.21	2.39	0.75	0.05	2.71	6.00	-0.70	$-70.00	75.00	117	6.0	1023.000	-3.29	2024-06-17
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.47	-1.28	1.61	0.75	0.05	2.71	6.18	-0.70	$-70.00	75.00	114	6.0	1023.000	-3.47	2024-06-14
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.33	-1.23	1.36	0.75	0.05	2.71	6.04	-0.70	$-70.00	75.00	113	6.0	1023.000	-3.33	2024-06-13
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.61	-1.33	1.29	0.75	0.05	2.71	6.32	-0.70	$-70.00	75.00	112	6.0	1023.000	-3.61	2024-06-12
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.77	-1.39	1.20	0.75	0.05	2.71	6.48	-0.70	$-70.00	75.00	111	6.0	1023.000	-3.77	2024-06-11
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.69	-1.36	1.08	0.75	0.05	2.71	6.40	-0.70	$-70.00	75.00	110	6.0	1023.000	-3.69	2024-06-10
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.48	-1.28	0.98	0.75	0.05	2.71	6.19	-0.70	$-70.00	75.00	109	6.0	1023.000	-3.48	2024-06-09
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.47	-1.28	0.70	0.75	0.05	2.71	6.18	-0.70	$-70.00	75.00	107	6.0	1023.000	-3.47	2024-06-07
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.55	-1.31	0.64	0.75	0.05	2.71	6.26	-0.70	$-70.00	75.00	106	6.0	1023.000	-3.55	2024-06-06
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.97	-1.46	0.70	0.75	0.05	2.71	6.68	-0.70	$-70.00	75.00	105	6.0	1023.000	-3.97	2024-06-05
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.87	-1.06	0.29	0.75	0.05	2.71	5.58	-0.70	$-70.00	75.00	104	6.0	1023.000	-2.87	2024-06-04
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.38	-1.25	0.39	0.75	0.05	2.71	6.09	-0.70	$-70.00	75.00	103	6.0	1023.000	-3.38	2024-06-03
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.99	-1.10	0.14	0.75	0.05	2.71	5.70	-0.70	$-70.00	75.00	100	6.0	1023.000	-2.99	2024-05-31
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.39	-0.88	-0.08	0.75	0.05	2.71	5.10	-0.70	$-70.00	75.00	99	6.0	1029.000	-2.39	2024-05-30
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-1.93	-0.71	-0.28	0.75	0.05	2.71	4.64	-0.70	$-70.00	75.00	98	10.0	1019.000	-1.93	2024-05-29
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.01	-0.74	-0.27	0.75	0.05	2.71	4.72	-0.70	$-70.00	75.00	97	1.0	1019.000	-2.01	2024-05-28
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.05	-0.76	-0.30	0.75	0.05	2.71	4.76	-0.70	$-70.00	75.00	96	8.0	1016.000	-2.05	2024-05-27
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.04	-0.75	-0.38	0.75	0.05	2.71	4.75	-0.70	$-70.00	75.00	93	8.0	1016.000	-2.04	2024-05-24
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.18	-0.80	-0.36	0.75	0.05	2.71	4.89	-0.70	$-70.00	75.00	92	36.0	1016.000	-2.18	2024-05-23
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.32	-0.86	-0.33	0.75	0.05	2.71	5.03	-0.70	$-70.00	75.00	91	36.0	1016.000	-2.32	2024-05-22
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.47	-0.91	-0.32	0.75	0.05	2.71	5.18	-0.70	$-70.00	75.00	90	36.0	1016.000	-2.47	2024-05-21
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.09	-1.14	-1.24	0.75	0.05	2.71	5.80	-0.70	$-70.00	75.00	89	36.0	0.000	-3.09	2024-05-20
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.84	-1.05	-0.27	0.75	0.05	2.71	5.55	-0.70	$-70.00	75.00	88	162.0	945.000	-2.84	2024-05-19
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.84	-1.05	-0.28	0.75	0.05	2.71	5.55	-0.70	$-70.00	75.00	87	162.0	945.000	-2.84	2024-05-18
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.84	-1.05	-0.30	0.75	0.05	2.71	5.55	-0.70	$-70.00	75.00	86	162.0	945.000	-2.84	2024-05-17
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-3.00	-1.11	0.07	0.75	0.05	2.71	5.71	-0.70	$-70.00	75.00	84	2.0	889.000	-3.00	2024-05-15
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.70	-0.93	$-2.38	-0.88	-0.13	0.75	0.05	2.71	5.09	-0.70	$-70.00	75.00	83	60.0	837.000	-2.38	2024-05-14
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.65	-0.87	$-2.65	-0.98	0.06	0.75	0.10	2.71	5.36	-0.65	$-65.00	75.00	82	87.0	825.000	-2.65	2024-05-13
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.65	-0.87	$-1.64	-0.61	-1.24	0.75	0.10	2.71	4.35	-0.65	$-65.00	75.00	81	42.0	825.000	-1.64	2024-05-12
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.65	-0.87	$-1.66	-0.61	-0.22	0.75	0.10	2.71	4.37	-0.65	$-65.00	75.00	78	1.0	825.000	-1.66	2024-05-09
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.65	-0.87	$-1.70	-0.63	-0.23	0.75	0.10	2.71	4.41	-0.65	$-65.00	75.00	77	25.0	806.000	-1.70	2024-05-08
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.60	-0.80	$-1.69	-0.62	-0.25	0.75	0.15	2.71	4.40	-0.60	$-60.00	75.00	76	38.0	809.000	-1.69	2024-05-07
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.55	-0.73	$-0.70	-0.26	-1.49	0.75	0.20	2.71	3.41	-0.55	$-55.00	75.00	72	5.0	766.000	-0.70	2024-05-03
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.53	-0.71	$-0.59	-0.22	-0.55	0.75	0.22	2.71	3.30	-0.53	$-53.00	75.00	71	609.0	491.000	-0.59	2024-05-02
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.73	0.27	-0.60	0.75	0.75	2.71	1.98	0.00	$0.00	75.00	68	18.0	491.000	0.73	2024-04-29
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.79	0.29	-0.59	0.75	0.75	2.71	1.92	0.00	$0.00	75.00	65	18.0	486.000	0.79	2024-04-26
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.13	$0.73	0.27	-0.64	0.75	0.65	2.71	1.98	-0.10	$-10.00	75.00	64	1.0	486.000	0.73	2024-04-25
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.04	0.05	$0.53	0.20	-0.60	0.75	0.79	2.71	2.18	0.04	$4.00	75.00	63	10.0	486.000	0.53	2024-04-24
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.04	0.05	$0.42	0.15	-0.67	0.75	0.79	2.71	2.29	0.04	$4.00	75.00	62	10.0	486.000	0.42	2024-04-23
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.04	0.05	$0.55	0.20	-0.65	0.75	0.79	2.71	2.16	0.04	$4.00	75.00	61	10.0	486.000	0.55	2024-04-22
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.04	0.05	$0.67	0.25	-0.74	0.75	0.79	2.71	2.04	0.04	$4.00	75.00	58	10.0	486.000	0.67	2024-04-19
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.04	0.05	$0.84	0.31	-0.69	0.75	0.79	2.71	1.87	0.04	$4.00	75.00	57	10.0	480.000	0.84	2024-04-18
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.07	$0.81	0.30	-0.80	0.75	0.70	2.71	1.90	-0.05	$-5.00	75.00	56	60.0	420.000	0.81	2024-04-17
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.13	$0.76	0.28	-0.78	0.75	0.65	2.71	1.95	-0.10	$-10.00	75.00	55	12.0	420.000	0.76	2024-04-16
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.13	$0.74	0.27	-0.67	0.75	0.65	2.71	1.97	-0.10	$-10.00	75.00	54	12.0	420.000	0.74	2024-04-15
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.13	$0.65	0.24	-0.68	0.75	0.65	2.71	2.06	-0.10	$-10.00	75.00	51	12.0	420.000	0.65	2024-04-12
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.10	-0.13	$0.52	0.19	-0.70	0.75	0.65	2.71	2.19	-0.10	$-10.00	75.00	50	11.0	430.000	0.52	2024-04-11
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.20	-0.27	$0.48	0.18	-0.72	0.75	0.55	2.71	2.23	-0.20	$-20.00	75.00	49	1.0	430.000	0.48	2024-04-10
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.33	$0.39	0.14	-0.68	0.75	0.50	2.71	2.32	-0.25	$-25.00	75.00	48	40.0	430.000	0.39	2024-04-09
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.33	$0.39	0.14	-0.63	0.75	0.50	2.71	2.32	-0.25	$-25.00	75.00	47	40.0	390.000	0.39	2024-04-08
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.20	$0.43	0.16	-0.75	0.75	0.60	2.71	2.28	-0.15	$-15.00	75.00	44	1.0	390.000	0.43	2024-04-05
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.20	$0.44	0.16	-0.59	0.75	0.60	2.71	2.27	-0.15	$-15.00	75.00	43	2.0	391.000	0.44	2024-04-04
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.24	-0.32	$0.46	0.17	-0.50	0.75	0.51	2.71	2.25	-0.24	$-24.00	75.00	42	1.0	391.000	0.46	2024-04-03
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.24	-0.32	$0.56	0.21	-0.44	0.75	0.51	2.71	2.15	-0.24	$-24.00	75.00	41	1.0	391.000	0.56	2024-04-02
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.24	-0.32	$0.41	0.15	-0.69	0.75	0.51	2.71	2.30	-0.24	$-24.00	75.00	40	1.0	391.000	0.41	2024-04-01
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.35	-0.47	$0.18	0.07	-0.48	0.75	0.40	2.71	2.53	-0.35	$-35.00	75.00	39	212.0	401.000	0.18	2024-03-31
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.35	-0.47	$0.18	0.07	-0.50	0.75	0.40	2.71	2.53	-0.35	$-35.00	75.00	38	212.0	401.000	0.18	2024-03-30
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.35	-0.47	$0.18	0.07	-0.50	0.75	0.40	2.71	2.53	-0.35	$-35.00	75.00	37	212.0	401.000	0.18	2024-03-29
EBS240621P00002500	EBS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.35	-0.47	$0.18	0.07	-0.51	0.75	0.40	2.71	2.53	-0.35	$-35.00	75.00	36	212.0	401.000	0.18	2024-03-28
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.30	-0.40	$0.11	0.04	-0.68	0.75	0.45	2.71	2.60	-0.30	$-30.00	75.00	35	10.0	401.000	0.11	2024-03-27
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.27	0.10	-0.10	0.75	0.75	2.71	2.44	0.00	$0.00	75.00	34	130.0	401.000	0.27	2024-03-26
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.17	0.06	-0.68	0.75	0.75	2.71	2.54	0.00	$0.00	75.00	33	130.0	401.000	0.17	2024-03-25
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.30	0.11	-0.33	0.75	0.75	2.71	2.41	0.00	$0.00	75.00	30	130.0	401.000	0.30	2024-03-22
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.24	0.09	-0.55	0.75	0.75	2.71	2.47	0.00	$0.00	75.00	29	130.0	401.000	0.24	2024-03-21
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.20	0.07	-0.37	0.75	0.75	2.71	2.51	0.00	$0.00	75.00	28	130.0	401.000	0.20	2024-03-20
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.25	0.09	-0.52	0.75	0.75	2.71	2.46	0.00	$0.00	75.00	27	130.0	401.000	0.25	2024-03-19
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.23	0.08	-0.36	0.75	0.75	2.71	2.48	0.00	$0.00	75.00	26	130.0	401.000	0.23	2024-03-18
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.27	0.10	-0.14	0.75	0.75	2.71	2.44	0.00	$0.00	75.00	23	130.0	401.000	0.27	2024-03-15
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.36	0.13	-0.28	0.75	0.75	2.71	2.35	0.00	$0.00	75.00	22	130.0	401.000	0.36	2024-03-14
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$0.47	0.17	-0.26	0.75	0.75	2.71	2.24	0.00	$0.00	75.00	21	130.0	345.000	0.47	2024-03-13
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.20	$0.37	0.14	-0.56	0.75	0.60	2.71	2.34	-0.15	$-15.00	75.00	20	24.0	345.000	0.37	2024-03-12
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.20	$-0.09	-0.03	0.15	0.75	0.60	2.71	2.80	-0.15	$-15.00	75.00	19	24.0	329.000	-0.09	2024-03-11
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.07	$0.02	0.01	-0.42	0.75	0.70	2.71	2.69	-0.05	$-5.00	75.00	16	1.0	329.000	0.02	2024-03-08
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.07	$-0.06	-0.02	-0.72	0.75	0.70	2.71	2.77	-0.05	$-5.00	75.00	15	1.0	329.000	-0.06	2024-03-07
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.20	$-0.56	-0.21	-0.19	0.75	0.60	2.71	3.27	-0.15	$-15.00	75.00	14	1.0	329.000	-0.56	2024-03-06
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.16	-0.21	$-0.74	-0.27	-0.26	0.75	0.59	2.71	3.45	-0.16	$-16.00	75.00	13	5.0	329.000	-0.74	2024-03-05
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.16	-0.21	$-0.46	-0.17	-1.61	0.75	0.59	2.71	3.17	-0.16	$-16.00	75.00	12	5.0	0.000	-0.46	2024-03-04
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.33	$-0.68	-0.25	-0.12	0.75	0.50	2.71	3.39	-0.25	$-25.00	75.00	11	10.0	322.000	-0.68	2024-03-03
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.33	$-0.68	-0.25	-0.12	0.75	0.50	2.71	3.39	-0.25	$-25.00	75.00	10	10.0	322.000	-0.68	2024-03-02
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.25	-0.33	$-0.80	-0.30	-1.61	0.75	0.50	2.71	3.51	-0.25	$-25.00	75.00	9	10.0	322.000	-0.80	2024-03-01
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.20	$-0.50	-0.18	-0.12	0.75	0.60	2.71	3.21	-0.15	$-15.00	75.00	8	1.0	322.000	-0.50	2024-02-29
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.15	-0.20	$-0.49	-0.18	-0.17	0.75	0.60	2.71	3.20	-0.15	$-15.00	75.00	7	1.0	321.000	-0.49	2024-02-28
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.07	$-0.60	-0.22	-0.27	0.75	0.70	2.71	3.31	-0.05	$-5.00	75.00	6	3.0	321.000	-0.60	2024-02-27
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.07	$-0.16	-0.06	-0.30	0.75	0.70	2.71	2.87	-0.05	$-5.00	75.00	5	3.0	321.000	-0.16	2024-02-26
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.07	$-0.03	-0.01	-0.14	0.75	0.70	2.71	2.74	-0.05	$-5.00	75.00	4	3.0	321.000	-0.03	2024-02-25
EBS240621P00002500	EBS	PUT	Long	2.50	None	$-0.05	-0.07	$-0.03	-0.01	-0.16	0.75	0.70	2.71	2.74	-0.05	$-5.00	75.00	2	3.0	321.000	-0.03	2024-02-23
EBS240621P00002500	EBS	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.15; Exit EQ PnL: -0.10	$-0.05	-0.07	$-0.10	-0.04	-0.26	0.75	0.70	2.71	2.81	-0.05	$-5.00	75.00	1	3.0	321.000	-0.10	2024-02-22
EBS240621P00002500	EBS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.75	0.75	2.71	2.71	0.00	$0.00	75.00	0	62.0	332.000	-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