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View Outliers PnL Drill-Down: ESI240816P00025000

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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
2024-06-12	ESI	ESI240816P00025000	25.00	8.0	165.000	0.268	0.169	2.2	0.1	-0.010	2.500	0.350	0.40	26.95	2024-08-16	PUT	Long	0.099	0.165	0.140

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	ESI	0.909	0.053	0.147	0.079	0.063	-0.050	26.71	0.051	0.0000	21.77	29.33	21	1y	27.40

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
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.35	-0.88	$1.04	0.04	0.15	0.40	0.05	26.95	25.91	-0.35	$-35.00	40.00	64	1.0	1113.000	1.04	2024-08-15
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.35	-0.88	$1.40	0.05	0.66	0.40	0.05	26.95	25.55	-0.35	$-35.00	40.00	63	1.0	1114.000	1.40	2024-08-14
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$1.36	0.05	0.20	0.40	0.30	26.95	25.59	-0.10	$-10.00	40.00	62	2.0	1114.000	1.36	2024-08-13
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$1.85	0.07	0.54	0.40	0.30	26.95	25.10	-0.10	$-10.00	40.00	61	2.0	1114.000	1.85	2024-08-12
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.60	1.50	$1.71	0.06	0.08	0.40	1.00	26.95	25.24	0.60	$60.00	40.00	58	2.0	1114.000	1.71	2024-08-09
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.60	1.50	$1.98	0.07	0.26	0.40	1.00	26.95	24.97	0.60	$60.00	40.00	57	2.0	1114.000	1.98	2024-08-08
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.60	1.50	$2.71	0.10	0.02	0.40	1.00	26.95	24.24	0.60	$60.00	40.00	56	2.0	1112.000	2.71	2024-08-07
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.70	1.75	$2.41	0.09	-0.02	0.40	1.10	26.95	24.54	0.70	$70.00	40.00	55	96.0	1112.000	2.41	2024-08-06
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.16	-0.40	$-0.16	-0.01	0.17	0.40	0.24	26.95	27.11	-0.16	$-16.00	40.00	47	12.0	242.000	-0.16	2024-07-29
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.20	-0.50	$0.02	0.00	0.09	0.40	0.20	26.95	26.93	-0.20	$-20.00	40.00	44	47.0	233.000	0.02	2024-07-26
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.20	-0.50	$0.45	0.02	0.09	0.40	0.20	26.95	26.50	-0.20	$-20.00	40.00	43	1.0	233.000	0.45	2024-07-25
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.20	-0.50	$0.24	0.01	0.05	0.40	0.20	26.95	26.71	-0.20	$-20.00	40.00	42	1.0	233.000	0.24	2024-07-24
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.20	-0.50	$-0.71	-0.03	0.29	0.40	0.20	26.95	27.66	-0.20	$-20.00	40.00	41	1.0	232.000	-0.71	2024-07-23
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.20	-0.50	$-0.65	-0.02	0.25	0.40	0.20	26.95	27.60	-0.20	$-20.00	40.00	40	15.0	232.000	-0.65	2024-07-22
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.20	-0.50	$0.01	0.00	0.13	0.40	0.20	26.95	26.94	-0.20	$-20.00	40.00	37	15.0	232.000	0.01	2024-07-19
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.20	-0.50	$0.23	0.01	0.04	0.40	0.20	26.95	26.72	-0.20	$-20.00	40.00	36	15.0	232.000	0.23	2024-07-18
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.29	-0.72	$-0.37	-0.01	0.04	0.40	0.11	26.95	27.32	-0.29	$-29.00	40.00	35	1.0	232.000	-0.37	2024-07-17
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.29	-0.72	$-1.63	-0.06	0.24	0.40	0.11	26.95	28.58	-0.29	$-29.00	40.00	34	1.0	231.000	-1.63	2024-07-16
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.30	-0.75	$-0.74	-0.03	0.34	0.40	0.10	26.95	27.69	-0.30	$-30.00	40.00	33	15.0	231.000	-0.74	2024-07-15
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.30	-0.75	$-1.16	-0.04	0.05	0.40	0.10	26.95	28.11	-0.30	$-30.00	40.00	30	15.0	231.000	-1.16	2024-07-12
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.30	-0.75	$-0.84	-0.03	0.31	0.40	0.10	26.95	27.79	-0.30	$-30.00	40.00	29	15.0	231.000	-0.84	2024-07-11
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.30	-0.75	$-0.54	-0.02	0.05	0.40	0.10	26.95	27.49	-0.30	$-30.00	40.00	28	4.0	231.000	-0.54	2024-07-10
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.30	-0.75	$-0.23	-0.01	0.04	0.40	0.10	26.95	27.18	-0.30	$-30.00	40.00	27	4.0	231.000	-0.23	2024-07-09
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.30	-0.75	$-0.43	-0.02	0.03	0.40	0.10	26.95	27.38	-0.30	$-30.00	40.00	26	4.0	231.000	-0.43	2024-07-08
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.12	-0.30	$-0.12	-0.00	0.02	0.40	0.28	26.95	27.07	-0.12	$-12.00	40.00	23	4.0	228.000	-0.12	2024-07-05
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$0.03	0.00	0.09	0.40	0.30	26.95	26.92	-0.10	$-10.00	40.00	22	56.0	228.000	0.03	2024-07-04
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$0.03	0.00	0.09	0.40	0.30	26.95	26.92	-0.10	$-10.00	40.00	21	56.0	228.000	0.03	2024-07-03
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$-0.13	-0.00	0.01	0.40	0.30	26.95	27.08	-0.10	$-10.00	40.00	20	56.0	228.000	-0.13	2024-07-02
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$0.11	0.00	0.01	0.40	0.30	26.95	26.84	-0.10	$-10.00	40.00	19	56.0	172.000	0.11	2024-07-01
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$-0.17	-0.01	0.02	0.40	0.30	26.95	27.12	-0.10	$-10.00	40.00	16	1.0	172.000	-0.17	2024-06-28
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.10	-0.25	$0.11	0.00	0.03	0.40	0.30	26.95	26.84	-0.10	$-10.00	40.00	15	1.0	171.000	0.11	2024-06-27
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.05	-0.12	$0.13	0.00	-0.01	0.40	0.35	26.95	26.82	-0.05	$-5.00	40.00	13	4.0	171.000	0.13	2024-06-25
ESI240816P00025000	ESI	PUT	Long	25.00	None	$-0.01	-0.02	$0.10	0.00	-0.01	0.40	0.39	26.95	26.85	-0.01	$-1.00	40.00	12	14.0	171.000	0.10	2024-06-24
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.04	0.10	$-0.91	-0.03	0.16	0.40	0.44	26.95	27.86	0.04	$4.00	40.00	6	4.0	167.000	-0.91	2024-06-18
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.04	0.10	$-0.14	-0.01	0.30	0.40	0.44	26.95	27.09	0.04	$4.00	40.00	5	4.0	167.000	-0.14	2024-06-17
ESI240816P00025000	ESI	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.04	0.10	$0.48	0.02	0.01	0.40	0.44	26.95	26.47	0.04	$4.00	40.00	2	4.0	171.000	0.48	2024-06-14
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.00	0.00	$0.20	0.01	0.28	0.40	0.40	26.95	26.75	0.00	$0.00	40.00	1	8.0	171.000	0.20	2024-06-13
ESI240816P00025000	ESI	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	26.95	26.95	0.00	$0.00	40.00	0	8.0	165.000	-0.00	2024-06-12

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