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View Outliers PnL Drill-Down: ESTC240119P00105000

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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	ESTC240119P00105000	105.00	64.0	78.000	0.448	0.366	8.1	2.7	-0.060	9.150	3.670	4.30	109.96	2024-01-19	PUT	Long	0.198	0.372	0.368

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
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-4.27	-0.99	$-8.29	-0.08	0.26	4.30	0.03	109.96	118.25	-4.27	$-427.00	430.00	48	9.0	176.000	-8.29	2024-01-18
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-4.10	-0.95	$-6.20	-0.06	0.24	4.30	0.20	109.96	116.16	-4.10	$-410.00	430.00	47	70.0	176.000	-6.20	2024-01-17
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-4.13	-0.96	$-5.97	-0.05	0.06	4.30	0.17	109.96	115.93	-4.13	$-413.00	430.00	46	50.0	183.000	-5.97	2024-01-16
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-4.11	-0.96	$-1.98	-0.02	-0.08	4.30	0.19	109.96	111.94	-4.11	$-411.00	430.00	42	5.0	189.000	-1.98	2024-01-12
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.85	-0.90	$-2.35	-0.02	-0.07	4.30	0.45	109.96	112.31	-3.85	$-385.00	430.00	41	74.0	197.000	-2.35	2024-01-11
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.50	-0.58	$1.94	0.02	-0.09	4.30	1.80	109.96	108.02	-2.50	$-250.00	430.00	40	52.0	198.000	1.94	2024-01-10
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.20	-0.74	$1.36	0.01	-0.06	4.30	1.10	109.96	108.60	-3.20	$-320.00	430.00	39	3.0	198.000	1.36	2024-01-09
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.95	-0.69	$1.27	0.01	-0.06	4.30	1.35	109.96	108.69	-2.95	$-295.00	430.00	38	63.0	238.000	1.27	2024-01-08
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-0.89	-0.21	$5.86	0.05	-0.05	4.30	3.41	109.96	104.10	-0.89	$-89.00	430.00	37	17.0	237.000	5.86	2024-01-07
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-0.89	-0.21	$5.86	0.05	-0.09	4.30	3.41	109.96	104.10	-0.89	$-89.00	430.00	35	17.0	237.000	5.86	2024-01-05
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-0.50	-0.12	$6.62	0.06	-0.45	4.30	3.80	109.96	103.34	-0.50	$-50.00	430.00	34	59.0	237.000	6.62	2024-01-04
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-1.30	-0.30	$4.31	0.04	-0.44	4.30	3.00	109.96	105.65	-1.30	$-130.00	430.00	33	84.0	270.000	4.31	2024-01-03
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-1.71	-0.40	$3.42	0.03	-0.43	4.30	2.59	109.96	106.54	-1.71	$-171.00	430.00	32	80.0	0.000	3.42	2024-01-02
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.06	-0.71	$-2.74	-0.02	-0.06	4.30	1.24	109.96	112.70	-3.06	$-306.00	430.00	31	8.0	211.000	-2.74	2024-01-01
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.06	-0.71	$-2.74	-0.02	-0.08	4.30	1.24	109.96	112.70	-3.06	$-306.00	430.00	29	8.0	211.000	-2.74	2023-12-30
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.06	-0.71	$-2.74	-0.02	-0.10	4.30	1.24	109.96	112.70	-3.06	$-306.00	430.00	28	8.0	211.000	-2.74	2023-12-29
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.06	-0.71	$-4.01	-0.04	-0.07	4.30	1.24	109.96	113.97	-3.06	$-306.00	430.00	27	8.0	211.000	-4.01	2023-12-28
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.06	-0.71	$-3.42	-0.03	-0.06	4.30	1.24	109.96	113.38	-3.06	$-306.00	430.00	26	8.0	210.000	-3.42	2023-12-27
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-3.11	-0.72	$-4.55	-0.04	-0.06	4.30	1.19	109.96	114.51	-3.11	$-311.00	430.00	25	23.0	187.000	-4.55	2023-12-26
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.67	-0.62	$-2.89	-0.03	-0.06	4.30	1.63	109.96	112.85	-2.67	$-267.00	430.00	24	17.0	197.000	-2.89	2023-12-25
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.67	-0.62	$-2.89	-0.03	-0.07	4.30	1.63	109.96	112.85	-2.67	$-267.00	430.00	22	17.0	197.000	-2.89	2023-12-23
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.67	-0.62	$-2.89	-0.03	-0.08	4.30	1.63	109.96	112.85	-2.67	$-267.00	430.00	21	17.0	197.000	-2.89	2023-12-22
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.40	-0.56	$-3.38	-0.03	-0.07	4.30	1.90	109.96	113.34	-2.40	$-240.00	430.00	20	13.0	195.000	-3.38	2023-12-21
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.70	-0.63	$-2.22	-0.02	-0.10	4.30	1.60	109.96	112.18	-2.70	$-270.00	430.00	19	3.0	194.000	-2.22	2023-12-20
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.80	-0.65	$-3.03	-0.03	-0.09	4.30	1.50	109.96	112.99	-2.80	$-280.00	430.00	18	13.0	189.000	-3.03	2023-12-19
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.70	-0.63	$-4.05	-0.04	-0.07	4.30	1.60	109.96	114.01	-2.70	$-270.00	430.00	17	7.0	185.000	-4.05	2023-12-18
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.31	-0.54	$-2.77	-0.03	-0.09	4.30	1.99	109.96	112.73	-2.31	$-231.00	430.00	15	15.0	185.000	-2.77	2023-12-16
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.31	-0.54	$-2.71	-0.02	-0.09	4.30	1.99	109.96	112.67	-2.31	$-231.00	430.00	14	15.0	185.000	-2.71	2023-12-15
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.70	-0.63	$-3.86	-0.04	-0.10	4.30	1.60	109.96	113.82	-2.70	$-270.00	430.00	13	43.0	159.000	-3.86	2023-12-14
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.86	-0.67	$-6.56	-0.06	-0.09	4.30	1.44	109.96	116.52	-2.86	$-286.00	430.00	12	1.0	158.000	-6.56	2023-12-13
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.80	-0.65	$-6.39	-0.06	-0.09	4.30	1.50	109.96	116.35	-2.80	$-280.00	430.00	11	17.0	148.000	-6.39	2023-12-12
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.93	-0.68	$-7.27	-0.07	-0.05	4.30	1.37	109.96	117.23	-2.93	$-293.00	430.00	10	14.0	146.000	-7.27	2023-12-11
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.80	-0.65	$-5.81	-0.05	-0.08	4.30	1.50	109.96	115.77	-2.80	$-280.00	430.00	7	21.0	131.000	-5.81	2023-12-08
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-2.13	-0.50	$-3.23	-0.03	-0.08	4.30	2.17	109.96	113.19	-2.13	$-213.00	430.00	6	56.0	76.000	-3.23	2023-12-07
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-1.81	-0.42	$-2.84	-0.03	-0.09	4.30	2.49	109.96	112.80	-1.81	$-181.00	430.00	5	0.0	46.000	-2.84	2023-12-06
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$-1.85	-0.43	$-5.67	-0.05	-0.06	4.30	2.45	109.96	115.63	-1.85	$-185.00	430.00	4	0.0	46.000	-5.67	2023-12-05
ESTC240119P00105000	ESTC	PUT	Long	105.00	Exit OP PnL: $-1.00;Exit EQ PnL: -1.14; Position is Long and position continued to lose. Latest OP price is: $3.30 (EQ: $111.10). Initial OP price was: $4.30 (EQ: $109.96). Surpassed Stop Loss Percentage: -0.2325581395348837209302325581 < -0.16.	$-0.95	-0.22	$-0.45	-0.00	-0.06	4.30	3.35	109.96	110.41	-0.95	$-95.00	430.00	3	0.0	41.000	-0.45	2023-12-04
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$0.10	0.02	$-0.24	-0.00	0.01	4.30	4.40	109.96	110.20	0.10	$10.00	430.00	2	0.0	0.000	-0.24	2023-12-03
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$0.10	0.02	$-0.24	-0.00	0.00	4.30	4.40	109.96	110.20	0.10	$10.00	430.00	1	0.0	78.000	-0.24	2023-12-02
ESTC240119P00105000	ESTC	PUT	Long	105.00	None	$0.00	0.00	$-0.00	-0.00	0.00	4.30	4.30	109.96	109.96	0.00	$0.00	430.00	0	0.0	78.000	-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