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View Outliers PnL Drill-Down: ESTC240119P00100000

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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
2023-12-01	ESTC	ESTC240119P00100000	100.00	606.0	0.000	0.453	0.368	11.9	1.4	-0.070	12.800	2.210	2.70	110.07	2024-01-19	PUT	Long	0.198	0.372	0.368
2023-12-02	ESTC	ESTC240119P00100000	100.00	628.0	0.000	0.449	0.369	12.1	1.3	-0.070	12.860	2.140	2.80	110.20	2024-01-19	PUT	Long	0.198	0.374	0.371

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	ESTC	0.909	0.060	0.324	0.139	0.184	0.098	107.25	0.049	0.0000	70.14	133.81	21	1y	83.10

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
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.77	-0.99	$-8.29	-0.08	0.52	2.80	0.03	109.96	118.25	-2.77	$-277.00	280.00	48	1.0	290.000	-8.29	2024-01-18
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.76	-0.99	$-6.20	-0.06	0.58	2.80	0.04	109.96	116.16	-2.76	$-276.00	280.00	47	12.0	290.000	-6.20	2024-01-17
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.70	-0.96	$-4.93	-0.04	0.26	2.80	0.10	109.96	114.89	-2.70	$-270.00	280.00	46	1.0	300.000	-4.93	2024-01-16
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.67	-0.95	$-1.98	-0.02	-0.02	2.80	0.13	109.96	111.94	-2.67	$-267.00	280.00	42	13.0	300.000	-1.98	2024-01-12
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.67	-0.95	$-2.35	-0.02	0.02	2.80	0.13	109.96	112.31	-2.67	$-267.00	280.00	41	13.0	302.000	-2.35	2024-01-11
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.45	-0.88	$1.94	0.02	-0.07	2.80	0.35	109.96	108.02	-2.45	$-245.00	280.00	40	19.0	302.000	1.94	2024-01-10
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.45	-0.88	$1.36	0.01	-0.03	2.80	0.35	109.96	108.60	-2.45	$-245.00	280.00	39	19.0	303.000	1.36	2024-01-09
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.32	-0.83	$1.27	0.01	-0.04	2.80	0.48	109.96	108.69	-2.32	$-232.00	280.00	38	7.0	298.000	1.27	2024-01-08
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.40	-0.50	$5.86	0.05	-0.08	2.80	1.40	109.96	104.10	-1.40	$-140.00	280.00	35	7.0	298.000	5.86	2024-01-05
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.10	-0.39	$6.62	0.06	-0.42	2.80	1.70	109.96	103.34	-1.10	$-110.00	280.00	34	27.0	298.000	6.62	2024-01-04
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.62	-0.58	$4.31	0.04	-0.39	2.80	1.18	109.96	105.65	-1.62	$-162.00	280.00	33	20.0	297.000	4.31	2024-01-03
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.85	-0.66	$3.42	0.03	-0.39	2.80	0.95	109.96	106.54	-1.85	$-185.00	280.00	32	59.0	293.000	3.42	2024-01-02
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.38	-0.85	$-2.74	-0.02	-0.04	2.80	0.42	109.96	112.70	-2.38	$-238.00	280.00	31	6.0	304.000	-2.74	2024-01-01
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.38	-0.85	$-2.74	-0.02	-0.06	2.80	0.42	109.96	112.70	-2.38	$-238.00	280.00	29	6.0	304.000	-2.74	2023-12-30
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.38	-0.85	$-2.74	-0.02	-0.08	2.80	0.42	109.96	112.70	-2.38	$-238.00	280.00	28	6.0	304.000	-2.74	2023-12-29
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.38	-0.85	$-4.01	-0.04	-0.05	2.80	0.42	109.96	113.97	-2.38	$-238.00	280.00	27	6.0	306.000	-4.01	2023-12-28
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.24	-0.80	$-3.42	-0.03	-0.04	2.80	0.56	109.96	113.38	-2.24	$-224.00	280.00	26	2.0	304.000	-3.42	2023-12-27
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.20	-0.79	$-4.55	-0.04	0.00	2.80	0.60	109.96	114.51	-2.20	$-220.00	280.00	25	33.0	285.000	-4.55	2023-12-26
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.05	-0.73	$-2.89	-0.03	-0.04	2.80	0.75	109.96	112.85	-2.05	$-205.00	280.00	24	16.0	284.000	-2.89	2023-12-25
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.05	-0.73	$-2.89	-0.03	-0.05	2.80	0.75	109.96	112.85	-2.05	$-205.00	280.00	22	16.0	284.000	-2.89	2023-12-23
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.05	-0.73	$-2.89	-0.03	-0.06	2.80	0.75	109.96	112.85	-2.05	$-205.00	280.00	21	16.0	284.000	-2.89	2023-12-22
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.93	-0.69	$-3.38	-0.03	-0.06	2.80	0.87	109.96	113.34	-1.93	$-193.00	280.00	20	15.0	287.000	-3.38	2023-12-21
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.08	-0.74	$-2.22	-0.02	-0.09	2.80	0.72	109.96	112.18	-2.08	$-208.00	280.00	19	3.0	292.000	-2.22	2023-12-20
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.17	-0.78	$-3.03	-0.03	-0.08	2.80	0.63	109.96	112.99	-2.17	$-217.00	280.00	18	1.0	291.000	-3.03	2023-12-19
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.05	-0.73	$-4.05	-0.04	-0.08	2.80	0.75	109.96	114.01	-2.05	$-205.00	280.00	17	27.0	265.000	-4.05	2023-12-18
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.92	-0.69	$-2.77	-0.03	-0.08	2.80	0.88	109.96	112.73	-1.92	$-192.00	280.00	15	26.0	248.000	-2.77	2023-12-16
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.85	-0.66	$-2.71	-0.02	-0.08	2.80	0.95	109.96	112.67	-1.85	$-185.00	280.00	14	6.0	248.000	-2.71	2023-12-15
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.94	-0.69	$-3.86	-0.04	-0.08	2.80	0.86	109.96	113.82	-1.94	$-194.00	280.00	13	13.0	238.000	-3.86	2023-12-14
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.05	-0.73	$-6.56	-0.06	-0.08	2.80	0.75	109.96	116.52	-2.05	$-205.00	280.00	12	34.0	231.000	-6.56	2023-12-13
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.15	-0.77	$-6.39	-0.06	-0.07	2.80	0.65	109.96	116.35	-2.15	$-215.00	280.00	11	14.0	0.000	-6.39	2023-12-12
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-2.05	-0.73	$-7.27	-0.07	-0.05	2.80	0.75	109.96	117.23	-2.05	$-205.00	280.00	10	17.0	224.000	-7.27	2023-12-11
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.90	-0.68	$-5.81	-0.05	-0.06	2.80	0.90	109.96	115.77	-1.90	$-190.00	280.00	7	21.0	206.000	-5.81	2023-12-08
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.56	-0.56	$-3.23	-0.03	-0.06	2.80	1.24	109.96	113.19	-1.56	$-156.00	280.00	6	48.0	213.000	-3.23	2023-12-07
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.60	-0.57	$-2.84	-0.03	-0.07	2.80	1.20	109.96	112.80	-1.60	$-160.00	280.00	5	0.0	214.000	-2.84	2023-12-06
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$-1.60	-0.57	$-5.67	-0.05	-0.04	2.80	1.20	109.96	115.63	-1.60	$-160.00	280.00	4	0.0	201.000	-5.67	2023-12-05
ESTC240119P00100000	ESTC	PUT	Long	100.00	Exit OP PnL: $-0.63;Exit EQ PnL: -0.89; Position is Long and position continued to lose. Latest OP price is: $2.17 (EQ: $110.85). Initial OP price was: $2.80 (EQ: $109.96). Surpassed Stop Loss Percentage: -0.225 < -0.16.	$-0.83	-0.30	$-0.45	-0.00	-0.05	2.80	1.97	109.96	110.41	-0.83	$-83.00	280.00	3	0.0	175.000	-0.45	2023-12-04
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$0.00	0.00	$-0.24	-0.00	0.00	2.80	2.80	109.96	110.20	0.00	$0.00	280.00	2	0.0	6.000	-0.24	2023-12-03
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$0.00	0.00	$-0.24	-0.00	-0.00	2.80	2.80	109.96	110.20	0.00	$0.00	280.00	1	0.0	0.000	-0.24	2023-12-02
ESTC240119P00100000	ESTC	PUT	Long	100.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.80	2.80	109.96	109.96	0.00	$0.00	280.00	0	0.0	0.000	-0.00	2023-12-01

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