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View Outliers PnL Drill-Down: ERF240419P00018000

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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
2024-02-22	ERF	ERF240419P00018000	18.00	24.0	25.000	0.688	0.206	1.2	0.2	-0.010	2.280	1.300	1.85	18.88	2024-04-19	PUT	Long	0.152	0.175	0.091

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-1.92	-0.11	1.00	0.65	0.05	17.91	19.83	-0.60	$-60.00	65.00	56	34.0	309.000	-1.92	2024-04-18
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.14	-0.12	0.84	0.65	0.05	17.91	20.05	-0.60	$-60.00	65.00	55	34.0	309.000	-2.14	2024-04-17
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.45	-0.14	0.78	0.65	0.05	17.91	20.36	-0.60	$-60.00	65.00	54	34.0	309.000	-2.45	2024-04-16
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.56	-0.14	0.64	0.65	0.05	17.91	20.47	-0.60	$-60.00	65.00	53	34.0	309.000	-2.56	2024-04-15
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.76	-0.15	0.84	0.65	0.05	17.91	20.67	-0.60	$-60.00	65.00	50	34.0	309.000	-2.76	2024-04-12
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.75	-0.15	0.20	0.65	0.05	17.91	20.66	-0.60	$-60.00	65.00	49	34.0	309.000	-2.75	2024-04-11
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.72	-0.15	0.25	0.65	0.05	17.91	20.63	-0.60	$-60.00	65.00	48	34.0	309.000	-2.72	2024-04-10
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.42	-0.14	0.60	0.65	0.05	17.91	20.33	-0.60	$-60.00	65.00	47	34.0	309.000	-2.42	2024-04-09
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.42	-0.14	0.25	0.65	0.05	17.91	20.33	-0.60	$-60.00	65.00	46	34.0	309.000	-2.42	2024-04-08
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.44	-0.14	0.12	0.65	0.05	17.91	20.35	-0.60	$-60.00	65.00	43	34.0	309.000	-2.44	2024-04-05
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.12	-0.12	0.24	0.65	0.05	17.91	20.03	-0.60	$-60.00	65.00	42	34.0	309.000	-2.12	2024-04-04
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-2.26	-0.13	0.20	0.65	0.05	17.91	20.17	-0.60	$-60.00	65.00	41	34.0	309.000	-2.26	2024-04-03
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-1.93	-0.11	0.02	0.65	0.05	17.91	19.84	-0.60	$-60.00	65.00	40	34.0	343.000	-1.93	2024-04-02
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-1.71	-0.10	0.19	0.65	0.05	17.91	19.62	-0.60	$-60.00	65.00	39	60.0	374.000	-1.71	2024-04-01
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.55	-0.85	$-1.75	-0.10	0.26	0.65	0.10	17.91	19.66	-0.55	$-55.00	65.00	38	54.0	374.000	-1.75	2024-03-31
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.55	-0.85	$-1.75	-0.10	0.23	0.65	0.10	17.91	19.66	-0.55	$-55.00	65.00	37	54.0	374.000	-1.75	2024-03-30
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.55	-0.85	$-1.75	-0.10	0.22	0.65	0.10	17.91	19.66	-0.55	$-55.00	65.00	36	54.0	374.000	-1.75	2024-03-29
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.55	-0.85	$-1.75	-0.10	0.21	0.65	0.10	17.91	19.66	-0.55	$-55.00	65.00	35	54.0	374.000	-1.75	2024-03-28
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.55	-0.85	$-1.48	-0.08	0.16	0.65	0.10	17.91	19.39	-0.55	$-55.00	65.00	34	54.0	374.000	-1.48	2024-03-27
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.55	-0.85	$-1.23	-0.07	-0.06	0.65	0.10	17.91	19.14	-0.55	$-55.00	65.00	33	54.0	374.000	-1.23	2024-03-26
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.55	-0.85	$-1.12	-0.06	0.08	0.65	0.10	17.91	19.03	-0.55	$-55.00	65.00	32	54.0	374.000	-1.12	2024-03-25
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.60	-0.92	$-0.80	-0.04	-0.10	0.65	0.05	17.91	18.71	-0.60	$-60.00	65.00	29	2.0	397.000	-0.80	2024-03-22
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.40	-0.62	$-1.03	-0.06	-0.04	0.65	0.25	17.91	18.94	-0.40	$-40.00	65.00	28	20.0	397.000	-1.03	2024-03-21
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.40	-0.62	$-0.95	-0.05	0.15	0.65	0.25	17.91	18.86	-0.40	$-40.00	65.00	27	20.0	397.000	-0.95	2024-03-20
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.40	-0.62	$-0.92	-0.05	0.36	0.65	0.25	17.91	18.83	-0.40	$-40.00	65.00	26	20.0	0.000	-0.92	2024-03-19
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.45	-0.69	$-0.72	-0.04	0.78	0.65	0.20	17.91	18.63	-0.45	$-45.00	65.00	25	2.0	377.000	-0.72	2024-03-18
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.15	-0.23	$-0.38	-0.02	0.14	0.65	0.50	17.91	18.29	-0.15	$-15.00	65.00	22	10.0	377.000	-0.38	2024-03-15
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.15	-0.23	$-0.24	-0.01	0.06	0.65	0.50	17.91	18.15	-0.15	$-15.00	65.00	21	10.0	377.000	-0.24	2024-03-14
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.15	-0.23	$-0.19	-0.01	-0.06	0.65	0.50	17.91	18.10	-0.15	$-15.00	65.00	20	10.0	372.000	-0.19	2024-03-13
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.08	0.12	$-0.09	-0.01	0.10	0.65	0.73	17.91	18.00	0.08	$8.00	65.00	19	68.0	372.000	-0.09	2024-03-12
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.08	0.12	$0.06	0.00	0.22	0.65	0.73	17.91	17.85	0.08	$8.00	65.00	18	68.0	304.000	0.06	2024-03-11
ERF240419P00018000	ERF	PUT	Long	18.00	None	$-0.04	-0.06	$0.10	0.01	-0.07	0.65	0.61	17.91	17.81	-0.04	$-4.00	65.00	15	64.0	240.000	0.10	2024-03-08
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.00	0.00	$-0.00	-0.00	-0.06	0.65	0.65	17.91	17.91	0.00	$0.00	65.00	14	7.0	240.000	-0.00	2024-03-07
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.00	0.00	$-0.01	-0.00	0.00	0.65	0.65	17.91	17.92	0.00	$0.00	65.00	13	7.0	240.000	-0.01	2024-03-06
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.00	0.00	$0.08	0.00	-0.04	0.65	0.65	17.91	17.83	0.00	$0.00	65.00	12	7.0	240.000	0.08	2024-03-05
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.00	0.00	$0.27	0.02	-0.30	0.65	0.65	17.91	17.64	0.00	$0.00	65.00	11	7.0	0.000	0.27	2024-03-04
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.10	0.15	$0.14	0.01	-0.04	0.65	0.75	17.91	17.77	0.10	$10.00	65.00	10	202.0	233.000	0.14	2024-03-03
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.10	0.15	$0.14	0.01	-0.04	0.65	0.75	17.91	17.77	0.10	$10.00	65.00	9	202.0	233.000	0.14	2024-03-02
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.10	0.15	$0.12	0.01	-0.06	0.65	0.75	17.91	17.79	0.10	$10.00	65.00	8	202.0	233.000	0.12	2024-03-01
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.10	0.15	$0.17	0.01	0.42	0.65	0.75	17.91	17.74	0.10	$10.00	65.00	7	202.0	69.000	0.17	2024-02-29
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.35	0.54	$0.24	0.01	-0.01	0.65	1.00	17.91	17.67	0.35	$35.00	65.00	6	1.0	69.000	0.24	2024-02-28
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.35	0.54	$0.08	0.00	0.02	0.65	1.00	17.91	17.83	0.35	$35.00	65.00	5	1.0	69.000	0.08	2024-02-27
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.35	0.54	$0.41	0.02	-0.02	0.65	1.00	17.91	17.50	0.35	$35.00	65.00	4	1.0	69.000	0.41	2024-02-26
ERF240419P00018000	ERF	PUT	Long	18.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.32	0.02	-0.03	0.65	0.65	17.91	17.59	0.00	$0.00	65.00	3	220.0	69.000	0.32	2024-02-25
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.00	0.00	$0.32	0.02	-0.04	0.65	0.65	17.91	17.59	0.00	$0.00	65.00	1	220.0	69.000	0.32	2024-02-23
ERF240419P00018000	ERF	PUT	Long	18.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	17.91	17.91	0.00	$0.00	65.00	0	220.0	25.000	-0.00	2024-02-22

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