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View Outliers PnL Drill-Down: EVH240920P00025000

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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
2024-08-09	EVH	EVH240920P00025000	25.00	5.0	42.000	0.576	0.344	2.0	0.5	-0.020	2.660	1.140	1.28	26.40	2024-09-20	PUT	Long	0.284	0.370	0.261

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	EVH	1.000	0.078	0.660	0.189	0.191	-0.468	10.87	-0.058	0.0000	10.87	34.72	21	1y	20.67

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
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-4.41	-0.17	2.02	1.28	0.10	26.40	30.81	-1.18	$-118.00	128.00	41	8.0	55.000	-4.41	2024-09-19
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-4.41	-0.17	1.54	1.28	0.10	26.40	30.81	-1.18	$-118.00	128.00	40	8.0	55.000	-4.41	2024-09-18
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-4.30	-0.16	1.43	1.28	0.10	26.40	30.70	-1.18	$-118.00	128.00	39	8.0	55.000	-4.30	2024-09-17
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.99	-0.15	1.39	1.28	0.10	26.40	30.39	-1.18	$-118.00	128.00	38	8.0	55.000	-3.99	2024-09-16
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.71	-0.14	0.96	1.28	0.10	26.40	30.11	-1.18	$-118.00	128.00	36	8.0	55.000	-3.71	2024-09-14
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.71	-0.14	0.26	1.28	0.10	26.40	30.11	-1.18	$-118.00	128.00	35	8.0	55.000	-3.71	2024-09-13
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.75	-0.14	0.56	1.28	0.10	26.40	30.15	-1.18	$-118.00	128.00	34	8.0	55.000	-3.75	2024-09-12
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.75	-0.14	0.82	1.28	0.10	26.40	30.15	-1.18	$-118.00	128.00	33	8.0	55.000	-3.75	2024-09-11
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.90	-0.15	0.32	1.28	0.10	26.40	30.30	-1.18	$-118.00	128.00	32	8.0	55.000	-3.90	2024-09-10
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.86	-0.15	0.31	1.28	0.10	26.40	30.26	-1.18	$-118.00	128.00	31	8.0	55.000	-3.86	2024-09-09
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-4.11	-0.16	0.05	1.28	0.10	26.40	30.51	-1.18	$-118.00	128.00	30	8.0	55.000	-4.11	2024-09-08
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-4.12	-0.16	-0.01	1.28	0.10	26.40	30.52	-1.18	$-118.00	128.00	28	8.0	55.000	-4.12	2024-09-06
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.96	-0.15	0.10	1.28	0.10	26.40	30.36	-1.18	$-118.00	128.00	27	8.0	55.000	-3.96	2024-09-05
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-3.62	-0.14	0.02	1.28	0.10	26.40	30.02	-1.18	$-118.00	128.00	26	8.0	55.000	-3.62	2024-09-04
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-5.58	-0.21	0.76	1.28	0.10	26.40	31.98	-1.18	$-118.00	128.00	22	8.0	55.000	-5.58	2024-08-31
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-5.58	-0.21	0.11	1.28	0.10	26.40	31.98	-1.18	$-118.00	128.00	21	8.0	0.000	-5.58	2024-08-30
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-5.46	-0.21	0.35	1.28	0.10	26.40	31.86	-1.18	$-118.00	128.00	20	8.0	55.000	-5.46	2024-08-29
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-4.46	-0.17	0.18	1.28	0.10	26.40	30.86	-1.18	$-118.00	128.00	19	8.0	55.000	-4.46	2024-08-28
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-5.26	-0.20	-0.33	1.28	0.10	26.40	31.66	-1.18	$-118.00	128.00	18	8.0	55.000	-5.26	2024-08-27
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-1.18	-0.92	$-5.22	-0.20	-0.05	1.28	0.10	26.40	31.62	-1.18	$-118.00	128.00	17	8.0	0.000	-5.22	2024-08-26
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.93	-0.73	$-6.57	-0.25	-0.03	1.28	0.35	26.40	32.97	-0.93	$-93.00	128.00	16	25.0	47.000	-6.57	2024-08-25
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.93	-0.73	$-6.57	-0.25	-0.04	1.28	0.35	26.40	32.97	-0.93	$-93.00	128.00	15	25.0	47.000	-6.57	2024-08-24
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.93	-0.73	$-6.56	-0.25	-0.05	1.28	0.35	26.40	32.96	-0.93	$-93.00	128.00	14	25.0	47.000	-6.56	2024-08-23
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.93	-0.73	$-5.73	-0.22	0.06	1.28	0.35	26.40	32.13	-0.93	$-93.00	128.00	13	25.0	47.000	-5.73	2024-08-22
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.93	-0.73	$-1.71	-0.06	-0.10	1.28	0.35	26.40	28.11	-0.93	$-93.00	128.00	12	25.0	47.000	-1.71	2024-08-21
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.93	-0.73	$-1.57	-0.06	0.02	1.28	0.35	26.40	27.97	-0.93	$-93.00	128.00	11	25.0	47.000	-1.57	2024-08-20
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.90	-0.70	$-1.32	-0.05	-0.11	1.28	0.38	26.40	27.72	-0.90	$-90.00	128.00	10	5.0	47.000	-1.32	2024-08-19
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.90	-0.70	$-0.98	-0.04	-0.10	1.28	0.38	26.40	27.38	-0.90	$-90.00	128.00	9	5.0	47.000	-0.98	2024-08-18
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.90	-0.70	$-0.98	-0.04	-0.11	1.28	0.38	26.40	27.38	-0.90	$-90.00	128.00	8	5.0	47.000	-0.98	2024-08-17
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.90	-0.70	$-0.99	-0.04	-0.03	1.28	0.38	26.40	27.39	-0.90	$-90.00	128.00	7	5.0	47.000	-0.99	2024-08-16
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.90	-0.70	$-0.80	-0.03	0.02	1.28	0.38	26.40	27.20	-0.90	$-90.00	128.00	6	5.0	48.000	-0.80	2024-08-15
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.49	-0.38	$-0.26	-0.01	-0.10	1.28	0.79	26.40	26.66	-0.49	$-49.00	128.00	5	2.0	48.000	-0.26	2024-08-14
EVH240920P00025000	EVH	PUT	Long	25.00	None	$-0.28	-0.22	$0.14	0.01	-0.10	1.28	1.00	26.40	26.26	-0.28	$-28.00	128.00	4	1.0	48.000	0.14	2024-08-13
EVH240920P00025000	EVH	PUT	Long	25.00	Exit OP PnL: $-0.28;Exit EQ PnL: 0.32; Position is Long and position continued to lose. Latest OP price is: $1.00 (EQ: $26.08). Initial OP price was: $1.28 (EQ: $26.40). Surpassed Stop Loss Percentage: -0.21875 < -0.16.	$-0.28	-0.22	$1.11	0.04	0.07	1.28	1.00	26.40	25.29	-0.28	$-28.00	128.00	3	1.0	47.000	1.11	2024-08-12
EVH240920P00025000	EVH	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.28	1.28	26.40	26.40	0.00	$0.00	128.00	0	5.0	42.000	-0.00	2024-08-09

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