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View Outliers PnL Drill-Down: EDR231215P00021000

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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
2023-10-26	EDR	EDR231215P00021000	21.00	11.0	41.000	0.502	0.299	1.7	0.3	-0.030	2.160	0.800	1.10	22.26	2023-12-15	PUT	Long	0.200	0.308	0.256

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	EDR	0.818	0.009	0.092	0.034	0.017	-0.012	31.00	0.060	0.0000	22.93	31.05	21	1y	29.10

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
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-1.04	-0.05	0.33	1.10	0.05	22.26	23.30	-1.05	$-105.00	110.00	49	192.0	6160.000	-1.04	2023-12-14
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-0.96	-0.04	0.48	1.10	0.05	22.26	23.22	-1.05	$-105.00	110.00	48	192.0	6083.000	-0.96	2023-12-13
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-0.77	-0.03	0.19	1.10	0.05	22.26	23.03	-1.05	$-105.00	110.00	47	16.0	0.000	-0.77	2023-12-12
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.00	-0.91	$-0.52	-0.02	0.18	1.10	0.10	22.26	22.78	-1.00	$-100.00	110.00	46	10.0	6080.000	-0.52	2023-12-11
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.34	-0.11	0.44	1.10	0.05	22.26	24.60	-1.05	$-105.00	110.00	43	5.0	6080.000	-2.34	2023-12-08
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.10	-0.09	0.61	1.10	0.05	22.26	24.36	-1.05	$-105.00	110.00	42	5.0	6080.000	-2.10	2023-12-07
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-1.87	-0.08	0.08	1.10	0.05	22.26	24.13	-1.05	$-105.00	110.00	41	0.0	6080.000	-1.87	2023-12-06
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.08	-0.09	0.08	1.10	0.05	22.26	24.34	-1.05	$-105.00	110.00	40	0.0	6080.000	-2.08	2023-12-05
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.17	-0.10	0.02	1.10	0.05	22.26	24.43	-1.05	$-105.00	110.00	39	0.0	6080.000	-2.17	2023-12-04
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.00	-0.09	0.07	1.10	0.05	22.26	24.26	-1.05	$-105.00	110.00	38	0.0	6080.000	-2.00	2023-12-03
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.00	-0.09	0.04	1.10	0.05	22.26	24.26	-1.05	$-105.00	110.00	37	0.0	6080.000	-2.00	2023-12-02
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-1.99	-0.09	0.02	1.10	0.05	22.26	24.25	-1.05	$-105.00	110.00	36	0.0	6080.000	-1.99	2023-12-01
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.05	-0.09	0.08	1.10	0.05	22.26	24.31	-1.05	$-105.00	110.00	35	0.0	6080.000	-2.05	2023-11-30
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.21	-0.10	-0.25	1.10	0.05	22.26	24.47	-1.05	$-105.00	110.00	34	0.0	6080.000	-2.21	2023-11-29
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.13	-0.10	0.05	1.10	0.05	22.26	24.39	-1.05	$-105.00	110.00	33	0.0	6080.000	-2.13	2023-11-28
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.05	-0.95	$-2.34	-0.11	0.07	1.10	0.05	22.26	24.60	-1.05	$-105.00	110.00	32	0.0	6080.000	-2.34	2023-11-27
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.55	-0.11	0.05	1.10	0.04	22.26	24.81	-1.06	$-106.00	110.00	29	0.0	0.000	-2.55	2023-11-24
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.29	-0.10	-0.38	1.10	0.04	22.26	24.55	-1.06	$-106.00	110.00	28	0.0	0.000	-2.29	2023-11-23
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.42	-0.11	0.00	1.10	0.04	22.26	24.68	-1.06	$-106.00	110.00	27	0.0	6080.000	-2.42	2023-11-22
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.25	-0.10	0.11	1.10	0.04	22.26	24.51	-1.06	$-106.00	110.00	26	0.0	6080.000	-2.25	2023-11-21
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.21	-0.10	0.48	1.10	0.04	22.26	24.47	-1.06	$-106.00	110.00	25	0.0	6080.000	-2.21	2023-11-20
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.16	-0.10	0.11	1.10	0.04	22.26	24.42	-1.06	$-106.00	110.00	24	0.0	6080.000	-2.16	2023-11-19
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.16	-0.10	0.10	1.10	0.04	22.26	24.42	-1.06	$-106.00	110.00	22	0.0	6080.000	-2.16	2023-11-17
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.06	-0.96	$-2.06	-0.09	-0.12	1.10	0.04	22.26	24.32	-1.06	$-106.00	110.00	21	0.0	5560.000	-2.06	2023-11-16
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.02	-0.93	$-2.26	-0.10	-0.06	1.10	0.08	22.26	24.52	-1.02	$-102.00	110.00	20	0.0	5110.000	-2.26	2023-11-15
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.08	-0.98	$-2.34	-0.11	-0.06	1.10	0.02	22.26	24.60	-1.08	$-108.00	110.00	19	0.0	4360.000	-2.34	2023-11-14
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.08	-0.98	$-2.25	-0.10	-0.08	1.10	0.02	22.26	24.51	-1.08	$-108.00	110.00	18	0.0	3930.000	-2.25	2023-11-13
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-1.00	-0.91	$-2.05	-0.09	-0.10	1.10	0.10	22.26	24.31	-1.00	$-100.00	110.00	15	0.0	2388.000	-2.05	2023-11-10
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.80	-0.73	$-2.18	-0.10	-0.38	1.10	0.30	22.26	24.44	-0.80	$-80.00	110.00	14	0.0	0.000	-2.18	2023-11-09
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.80	-0.73	$-2.18	-0.10	-0.07	1.10	0.30	22.26	24.44	-0.80	$-80.00	110.00	13	0.0	2388.000	-2.18	2023-11-08
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.80	-0.73	$-2.05	-0.09	-0.09	1.10	0.30	22.26	24.31	-0.80	$-80.00	110.00	12	0.0	2388.000	-2.05	2023-11-07
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.65	-0.59	$-1.86	-0.08	-0.08	1.10	0.45	22.26	24.12	-0.65	$-65.00	110.00	11	0.0	2646.000	-1.86	2023-11-06
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.65	-0.59	$-1.86	-0.08	-0.08	1.10	0.45	22.26	24.12	-0.65	$-65.00	110.00	10	0.0	2646.000	-1.86	2023-11-05
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.65	-0.59	$-1.69	-0.08	0.09	1.10	0.45	22.26	23.95	-0.65	$-65.00	110.00	8	0.0	2646.000	-1.69	2023-11-03
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.65	-0.59	$-1.22	-0.05	-0.02	1.10	0.45	22.26	23.48	-0.65	$-65.00	110.00	7	0.0	2646.000	-1.22	2023-11-02
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.65	-0.59	$-1.21	-0.05	-0.01	1.10	0.45	22.26	23.47	-0.65	$-65.00	110.00	6	0.0	2387.000	-1.21	2023-11-01
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.66	-0.60	$-0.50	-0.02	-0.12	1.10	0.44	22.26	22.76	-0.66	$-66.00	110.00	5	0.0	1804.000	-0.50	2023-10-31
EDR231215P00021000	EDR	PUT	Long	21.00	None	$-0.55	-0.50	$-0.47	-0.02	-0.07	1.10	0.55	22.26	22.73	-0.55	$-55.00	110.00	4	0.0	1763.000	-0.47	2023-10-30
EDR231215P00021000	EDR	PUT	Long	21.00	Exit OP PnL: $-0.55;Exit EQ PnL: -0.62; Position is Long and position continued to lose. Latest OP price is: $0.55 (EQ: $22.85). Initial OP price was: $1.10 (EQ: $22.23). Surpassed Stop Loss Percentage: -0.5 < -0.16.	$-0.55	-0.50	$-0.59	-0.03	-0.05	1.10	0.55	22.26	22.85	-0.55	$-55.00	110.00	1	0.0	51.000	-0.59	2023-10-27
EDR231215P00021000	EDR	PUT	Long	21.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.10	1.10	22.26	22.26	0.00	$0.00	110.00	0	11.0	41.000	-0.00	2023-10-26

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