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View Outliers PnL Drill-Down: ELAN240621P00017000

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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
2024-05-08	ELAN	ELAN240621P00017000	17.00	7.0	1.000	0.377	0.263	0.5	0.6	-0.030	0.760	0.790	0.85	16.89	2024-06-21	PUT	Long	0.144	0.269	0.249

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	ELAN	0.818	0.060	0.240	0.123	0.116	-0.023	12.31	-0.279	0.0000	11.85	18.45	21	1y	13.14

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
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.80	-0.94	$-1.26	-0.07	0.75	0.85	0.05	16.89	18.15	-0.80	$-80.00	85.00	41	1.0	290.000	-1.26	2024-06-18
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.80	-0.94	$-1.34	-0.08	0.84	0.85	0.05	16.89	18.23	-0.80	$-80.00	85.00	40	1.0	290.000	-1.34	2024-06-17
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.80	-0.94	$-1.14	-0.07	0.04	0.85	0.05	16.89	18.03	-0.80	$-80.00	85.00	37	1.0	290.000	-1.14	2024-06-14
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.80	-0.94	$-1.21	-0.07	0.04	0.85	0.05	16.89	18.10	-0.80	$-80.00	85.00	36	1.0	290.000	-1.21	2024-06-13
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.80	-0.94	$-0.99	-0.06	-0.11	0.85	0.05	16.89	17.88	-0.80	$-80.00	85.00	35	1.0	290.000	-0.99	2024-06-12
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.80	-0.94	$-1.47	-0.09	0.05	0.85	0.05	16.89	18.36	-0.80	$-80.00	85.00	34	1.0	290.000	-1.47	2024-06-11
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.78	-0.92	$-1.36	-0.08	0.01	0.85	0.07	16.89	18.25	-0.78	$-78.00	85.00	33	1.0	290.000	-1.36	2024-06-10
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.78	-0.92	$-1.32	-0.08	0.00	0.85	0.07	16.89	18.21	-0.78	$-78.00	85.00	32	1.0	291.000	-1.32	2024-06-09
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.78	-0.92	$-1.32	-0.08	-0.04	0.85	0.07	16.89	18.21	-0.78	$-78.00	85.00	30	1.0	291.000	-1.32	2024-06-07
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.76	-0.89	$-1.37	-0.08	-0.04	0.85	0.09	16.89	18.26	-0.76	$-76.00	85.00	29	3.0	291.000	-1.37	2024-06-06
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.76	-0.89	$-1.57	-0.09	-0.02	0.85	0.09	16.89	18.46	-0.76	$-76.00	85.00	28	3.0	293.000	-1.57	2024-06-05
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.70	-0.82	$-1.31	-0.08	-0.02	0.85	0.15	16.89	18.20	-0.70	$-70.00	85.00	27	1.0	293.000	-1.31	2024-06-04
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.62	-0.73	$-0.84	-0.05	-0.07	0.85	0.23	16.89	17.73	-0.62	$-62.00	85.00	26	1.0	293.000	-0.84	2024-06-03
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.55	-0.65	$-0.80	-0.05	-0.04	0.85	0.30	16.89	17.69	-0.55	$-55.00	85.00	23	5.0	293.000	-0.80	2024-05-31
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.55	-0.65	$-0.69	-0.04	-0.03	0.85	0.30	16.89	17.58	-0.55	$-55.00	85.00	22	5.0	288.000	-0.69	2024-05-30
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.50	-0.59	$-0.51	-0.03	-0.05	0.85	0.35	16.89	17.40	-0.50	$-50.00	85.00	21	14.0	275.000	-0.51	2024-05-29
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.35	-0.41	$-0.25	-0.01	-0.02	0.85	0.50	16.89	17.14	-0.35	$-35.00	85.00	20	142.0	136.000	-0.25	2024-05-28
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.10	-0.12	$0.10	0.01	-0.05	0.85	0.75	16.89	16.79	-0.10	$-10.00	85.00	19	52.0	85.000	0.10	2024-05-27
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.10	-0.12	$0.09	0.01	-0.06	0.85	0.75	16.89	16.80	-0.10	$-10.00	85.00	16	52.0	85.000	0.09	2024-05-24
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$0.05	0.06	$0.40	0.02	-0.06	0.85	0.90	16.89	16.49	0.05	$5.00	85.00	15	57.0	31.000	0.40	2024-05-23
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.30	-0.35	$-0.03	-0.00	-0.09	0.85	0.55	16.89	16.92	-0.30	$-30.00	85.00	14	3.0	28.000	-0.03	2024-05-22
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.20	-0.24	$0.17	0.01	-0.08	0.85	0.65	16.89	16.72	-0.20	$-20.00	85.00	13	4.0	24.000	0.17	2024-05-21
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.25	-0.29	$-0.11	-0.01	-0.38	0.85	0.60	16.89	17.00	-0.25	$-25.00	85.00	12	13.0	0.000	-0.11	2024-05-20
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.34	-0.40	$-0.30	-0.02	-0.04	0.85	0.51	16.89	17.19	-0.34	$-34.00	85.00	11	5.0	12.000	-0.30	2024-05-19
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.34	-0.40	$-0.30	-0.02	-0.05	0.85	0.51	16.89	17.19	-0.34	$-34.00	85.00	10	5.0	12.000	-0.30	2024-05-18
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.34	-0.40	$-0.31	-0.02	0.14	0.85	0.51	16.89	17.20	-0.34	$-34.00	85.00	9	5.0	12.000	-0.31	2024-05-17
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.34	-0.40	$-0.15	-0.01	-0.07	0.85	0.51	16.89	17.04	-0.34	$-34.00	85.00	7	5.0	12.000	-0.15	2024-05-15
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.24	-0.28	$-0.18	-0.01	-0.07	0.85	0.61	16.89	17.07	-0.24	$-24.00	85.00	6	2.0	8.000	-0.18	2024-05-14
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$-0.14	-0.16	$-0.11	-0.01	-0.06	0.85	0.71	16.89	17.00	-0.14	$-14.00	85.00	5	1.0	8.000	-0.11	2024-05-13
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$0.05	0.06	$-0.11	-0.01	-0.38	0.85	0.90	16.89	17.00	0.05	$5.00	85.00	4	1.0	8.000	-0.11	2024-05-12
ELAN240621P00017000	ELAN	PUT	Long	17.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.51	$0.05	0.06	$-0.31	-0.02	-0.06	0.85	0.90	16.89	17.20	0.05	$5.00	85.00	1	5.0	8.000	-0.31	2024-05-09
ELAN240621P00017000	ELAN	PUT	Long	17.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	16.89	16.89	0.00	$0.00	85.00	0	7.0	1.000	-0.00	2024-05-08

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