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View Outliers PnL Drill-Down: ESPR231215P00001000

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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
2023-11-03	ESPR	ESPR231215P00001000	1.00	5.0	586.000	1.188	0.413	0.1	0.0	-0.010	0.160	0.120	0.34	1.03	2023-12-15	PUT	Long	0.428	0.460	0.170

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	ESPR	0.909	0.172	0.428	0.256	0.421	0.205	2.46	-1.799	0.0000	1.61	3.83	21	1y	2.14

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
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.31	-0.91	$-0.70	-0.68	4.56	0.34	0.03	1.03	1.73	-0.31	$-31.00	34.00	41	1.0	733.000	-0.70	2023-12-14
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.48	-0.47	2.69	0.34	0.05	1.03	1.51	-0.29	$-29.00	34.00	40	1.0	733.000	-0.48	2023-12-13
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.44	-0.43	2.00	0.34	0.05	1.03	1.47	-0.29	$-29.00	34.00	39	1.0	0.000	-0.44	2023-12-12
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.38	-0.37	1.81	0.34	0.05	1.03	1.41	-0.29	$-29.00	34.00	38	1.0	733.000	-0.38	2023-12-11
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.46	-0.45	1.12	0.34	0.05	1.03	1.49	-0.29	$-29.00	34.00	35	1.0	733.000	-0.46	2023-12-08
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.55	-0.53	1.34	0.34	0.05	1.03	1.58	-0.29	$-29.00	34.00	34	1.0	733.000	-0.55	2023-12-07
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.47	-0.46	0.91	0.34	0.05	1.03	1.50	-0.29	$-29.00	34.00	33	0.0	734.000	-0.47	2023-12-06
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.53	-0.51	0.94	0.34	0.05	1.03	1.56	-0.29	$-29.00	34.00	32	0.0	734.000	-0.53	2023-12-05
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.51	-0.50	0.78	0.34	0.05	1.03	1.54	-0.29	$-29.00	34.00	31	0.0	734.000	-0.51	2023-12-04
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.41	-0.40	0.53	0.34	0.05	1.03	1.44	-0.29	$-29.00	34.00	30	0.0	734.000	-0.41	2023-12-03
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.41	-0.40	0.47	0.34	0.05	1.03	1.44	-0.29	$-29.00	34.00	29	0.0	734.000	-0.41	2023-12-02
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.41	-0.40	0.41	0.34	0.05	1.03	1.44	-0.29	$-29.00	34.00	28	0.0	734.000	-0.41	2023-12-01
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.30	-0.29	0.12	0.34	0.05	1.03	1.33	-0.29	$-29.00	34.00	27	0.0	734.000	-0.30	2023-11-30
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.24	-0.23	0.38	0.34	0.05	1.03	1.27	-0.29	$-29.00	34.00	26	0.0	734.000	-0.24	2023-11-29
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.19	-0.18	0.16	0.34	0.05	1.03	1.22	-0.29	$-29.00	34.00	25	0.0	736.000	-0.19	2023-11-28
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.15	-0.15	0.38	0.34	0.05	1.03	1.18	-0.29	$-29.00	34.00	24	0.0	736.000	-0.15	2023-11-27
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.22	-0.21	0.42	0.34	0.05	1.03	1.25	-0.29	$-29.00	34.00	21	0.0	0.000	-0.22	2023-11-24
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.24	-0.71	$-0.18	-0.17	-0.94	0.34	0.10	1.03	1.21	-0.24	$-24.00	34.00	20	0.0	0.000	-0.18	2023-11-23
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.24	-0.71	$-0.15	-0.15	0.16	0.34	0.10	1.03	1.18	-0.24	$-24.00	34.00	19	0.0	686.000	-0.15	2023-11-22
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.16	-0.16	0.17	0.34	0.05	1.03	1.19	-0.29	$-29.00	34.00	18	0.0	684.000	-0.16	2023-11-21
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.19	-0.18	0.22	0.34	0.05	1.03	1.22	-0.29	$-29.00	34.00	17	0.0	672.000	-0.19	2023-11-20
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.16	-0.16	-0.16	0.34	0.05	1.03	1.19	-0.29	$-29.00	34.00	16	0.0	648.000	-0.16	2023-11-19
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.29	-0.85	$-0.16	-0.16	-0.17	0.34	0.05	1.03	1.19	-0.29	$-29.00	34.00	14	0.0	648.000	-0.16	2023-11-17
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.26	-0.76	$-0.08	-0.08	1.19	0.34	0.08	1.03	1.11	-0.26	$-26.00	34.00	13	0.0	648.000	-0.08	2023-11-16
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.26	-0.76	$-0.12	-0.12	0.16	0.34	0.08	1.03	1.15	-0.26	$-26.00	34.00	12	0.0	621.000	-0.12	2023-11-15
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.22	-0.65	$-0.06	-0.06	0.19	0.34	0.12	1.03	1.09	-0.22	$-22.00	34.00	11	0.0	609.000	-0.06	2023-11-14
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.24	-0.71	$0.08	0.08	0.08	0.34	0.10	1.03	0.95	-0.24	$-24.00	34.00	10	0.0	609.000	0.08	2023-11-13
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.24	-0.71	$0.12	0.12	0.11	0.34	0.10	1.03	0.91	-0.24	$-24.00	34.00	7	0.0	609.000	0.12	2023-11-10
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.24	-0.71	$0.15	0.15	-1.19	0.34	0.10	1.03	0.88	-0.24	$-24.00	34.00	6	0.0	0.000	0.15	2023-11-09
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.24	-0.71	$0.15	0.15	0.19	0.34	0.10	1.03	0.88	-0.24	$-24.00	34.00	5	0.0	607.000	0.15	2023-11-08
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.19	-0.56	$0.04	0.04	-0.03	0.34	0.15	1.03	0.99	-0.19	$-19.00	34.00	4	0.0	607.000	0.04	2023-11-07
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$-0.14	-0.41	$0.07	0.07	0.02	0.34	0.20	1.03	0.96	-0.14	$-14.00	34.00	3	0.0	586.000	0.07	2023-11-06
ESPR231215P00001000	ESPR	PUT	Long	1.00	Exit OP PnL: $-0.14;Exit EQ PnL: 0.07; Position is Long and position continued to lose. Latest OP price is: $0.20 (EQ: $0.96). Initial OP price was: $0.34 (EQ: $1.03). Surpassed Stop Loss Percentage: -0.4117647058823529411764705882 < -0.16.	$-0.14	-0.41	$0.07	0.07	0.02	0.34	0.20	1.03	0.96	-0.14	$-14.00	34.00	2	0.0	586.000	0.07	2023-11-05
ESPR231215P00001000	ESPR	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.34	0.34	1.03	1.03	0.00	$0.00	34.00	0	5.0	586.000	-0.00	2023-11-03

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