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View Outliers PnL Drill-Down: ESPR250117P00003500

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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
2024-12-02	ESPR	ESPR250117P00003500	3.50	40.0	34.000	0.676	0.351	0.0	0.4	-0.010	0.140	0.470	0.55	3.15	2025-01-17	PUT	Long	0.374	0.388	0.114

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
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.45	0.82	$0.91	0.29	1.80	0.55	1.00	3.10	2.19	0.45	$45.00	55.00	18	5.0	177.000	0.91	2024-12-20
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.45	0.82	$0.93	0.30	1.03	0.55	1.00	3.10	2.17	0.45	$45.00	55.00	17	5.0	177.000	0.93	2024-12-19
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.45	0.82	$0.94	0.30	0.94	0.55	1.00	3.10	2.16	0.45	$45.00	55.00	16	5.0	177.000	0.94	2024-12-18
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.45	0.82	$0.64	0.21	0.80	0.55	1.00	3.10	2.46	0.45	$45.00	55.00	15	5.0	177.000	0.64	2024-12-17
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.45	0.82	$0.77	0.25	1.21	0.55	1.00	3.10	2.33	0.45	$45.00	55.00	14	5.0	177.000	0.77	2024-12-16
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.45	0.82	$0.85	0.27	1.11	0.55	1.00	3.10	2.25	0.45	$45.00	55.00	11	5.0	177.000	0.85	2024-12-13
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.45	0.82	$0.55	0.18	0.14	0.55	1.00	3.10	2.55	0.45	$45.00	55.00	10	5.0	177.000	0.55	2024-12-12
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.06	0.11	$0.41	0.13	0.61	0.55	0.61	3.10	2.69	0.06	$6.00	55.00	9	12.0	177.000	0.41	2024-12-11
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.06	0.11	$0.06	0.02	0.55	0.55	0.61	3.10	3.04	0.06	$6.00	55.00	8	12.0	188.000	0.06	2024-12-10
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$-0.27	-0.49	$-0.73	-0.24	0.21	0.55	0.28	3.10	3.83	-0.27	$-27.00	55.00	7	12.0	188.000	-0.73	2024-12-09
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$-0.09	-0.16	$-0.38	-0.12	0.18	0.55	0.46	3.10	3.48	-0.09	$-9.00	55.00	6	4.0	188.000	-0.38	2024-12-08
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$-0.09	-0.16	$-0.38	-0.12	0.21	0.55	0.46	3.10	3.48	-0.09	$-9.00	55.00	4	4.0	188.000	-0.38	2024-12-06
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$-0.05	-0.09	$-0.24	-0.08	0.54	0.55	0.50	3.10	3.34	-0.05	$-5.00	55.00	3	71.0	118.000	-0.24	2024-12-05
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$-0.15	-0.27	$-0.56	-0.18	0.13	0.55	0.40	3.10	3.66	-0.15	$-15.00	55.00	2	59.0	74.000	-0.56	2024-12-04
ESPR250117P00003500	ESPR	PUT	Long	3.50	None	$0.00	0.00	$-0.15	-0.05	0.09	0.55	0.55	3.10	3.25	0.00	$0.00	55.00	1	40.0	74.000	-0.15	2024-12-03
ESPR250117P00003500	ESPR	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	3.10	3.10	0.00	$0.00	55.00	0	40.0	34.000	-0.00	2024-12-02

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