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View Outliers PnL Drill-Down: EVH241018P00027500

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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
2024-08-22	EVH	EVH241018P00027500	27.50	590.0	320.000	0.504	0.389	5.4	0.3	0.000	5.700	0.600	0.35	32.40	2024-10-18	PUT	Long	0.362	0.385	0.143

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
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.37	1.06	$5.56	0.17	0.36	0.35	0.72	32.13	26.57	0.37	$37.00	35.00	55	2.0	1851.000	5.56	2024-10-16
EVH241018P00027500	EVH	PUT	Long	27.50	None	$1.67	4.77	$5.00	0.16	0.38	0.35	2.02	32.13	27.13	1.67	$167.00	35.00	53	5.0	3095.000	5.00	2024-10-14
EVH241018P00027500	EVH	PUT	Long	27.50	None	$1.67	4.77	$5.06	0.16	0.14	0.35	2.02	32.13	27.07	1.67	$167.00	35.00	50	5.0	3095.000	5.06	2024-10-11
EVH241018P00027500	EVH	PUT	Long	27.50	None	$1.67	4.77	$5.33	0.17	0.07	0.35	2.02	32.13	26.80	1.67	$167.00	35.00	49	5.0	3095.000	5.33	2024-10-10
EVH241018P00027500	EVH	PUT	Long	27.50	None	$1.67	4.77	$5.88	0.18	0.01	0.35	2.02	32.13	26.25	1.67	$167.00	35.00	48	5.0	3095.000	5.88	2024-10-09
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.65	1.86	$6.26	0.19	0.02	0.35	1.00	32.13	25.87	0.65	$65.00	35.00	46	5.0	3100.000	6.26	2024-10-07
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.65	1.86	$5.79	0.18	-0.49	0.35	1.00	32.13	26.34	0.65	$65.00	35.00	45	5.0	0.000	5.79	2024-10-06
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.65	1.86	$5.79	0.18	0.12	0.35	1.00	32.13	26.34	0.65	$65.00	35.00	44	5.0	3105.000	5.79	2024-10-05
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.65	1.86	$5.79	0.18	0.05	0.35	1.00	32.13	26.34	0.65	$65.00	35.00	43	5.0	3105.000	5.79	2024-10-04
EVH241018P00027500	EVH	PUT	Long	27.50	None	$1.40	4.00	$5.98	0.19	0.02	0.35	1.75	32.13	26.15	1.40	$140.00	35.00	42	2.0	3104.000	5.98	2024-10-03
EVH241018P00027500	EVH	PUT	Long	27.50	None	$1.55	4.43	$5.55	0.17	0.06	0.35	1.90	32.13	26.58	1.55	$155.00	35.00	41	4.0	3107.000	5.55	2024-10-02
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.85	2.43	$5.08	0.16	0.03	0.35	1.20	32.13	27.05	0.85	$85.00	35.00	40	1.0	3108.000	5.08	2024-10-01
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.45	1.29	$3.85	0.12	0.04	0.35	0.80	32.13	28.28	0.45	$45.00	35.00	39	5.0	3104.000	3.85	2024-09-30
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.75	2.14	$2.83	0.09	-0.43	0.35	1.10	32.13	29.30	0.75	$75.00	35.00	38	1001.0	3104.000	2.83	2024-09-29
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.75	2.14	$2.83	0.09	0.06	0.35	1.10	32.13	29.30	0.75	$75.00	35.00	37	1001.0	3104.000	2.83	2024-09-28
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.75	2.14	$2.83	0.09	0.08	0.35	1.10	32.13	29.30	0.75	$75.00	35.00	36	1001.0	3104.000	2.83	2024-09-27
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.75	2.14	$3.19	0.10	0.11	0.35	1.10	32.13	28.94	0.75	$75.00	35.00	35	1001.0	2110.000	3.19	2024-09-26
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.85	2.43	$4.43	0.14	0.03	0.35	1.20	32.13	27.70	0.85	$85.00	35.00	34	214.0	1921.000	4.43	2024-09-25
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.14	0.40	$2.56	0.08	0.04	0.35	0.49	32.13	29.57	0.14	$14.00	35.00	33	3.0	1921.000	2.56	2024-09-24
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.14	0.40	$2.15	0.07	0.16	0.35	0.49	32.13	29.98	0.14	$14.00	35.00	32	3.0	1921.000	2.15	2024-09-23
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.14	0.40	$1.09	0.03	-0.36	0.35	0.49	32.13	31.04	0.14	$14.00	35.00	31	3.0	0.000	1.09	2024-09-22
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.14	0.40	$1.08	0.03	0.10	0.35	0.49	32.13	31.05	0.14	$14.00	35.00	29	3.0	1924.000	1.08	2024-09-20
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.16	0.46	$1.32	0.04	0.02	0.35	0.51	32.13	30.81	0.16	$16.00	35.00	28	8.0	1924.000	1.32	2024-09-19
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.16	0.46	$1.32	0.04	0.08	0.35	0.51	32.13	30.81	0.16	$16.00	35.00	27	8.0	1926.000	1.32	2024-09-18
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.43	0.04	0.06	0.35	0.75	32.13	30.70	0.40	$40.00	35.00	26	1.0	1926.000	1.43	2024-09-17
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.74	0.05	0.02	0.35	0.75	32.13	30.39	0.40	$40.00	35.00	25	1.0	1926.000	1.74	2024-09-16
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$2.02	0.06	0.06	0.35	0.75	32.13	30.11	0.40	$40.00	35.00	23	1.0	1926.000	2.02	2024-09-14
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$2.02	0.06	0.05	0.35	0.75	32.13	30.11	0.40	$40.00	35.00	22	1.0	1926.000	2.02	2024-09-13
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.98	0.06	0.06	0.35	0.75	32.13	30.15	0.40	$40.00	35.00	21	1.0	1926.000	1.98	2024-09-12
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.98	0.06	0.05	0.35	0.75	32.13	30.15	0.40	$40.00	35.00	20	1.0	1926.000	1.98	2024-09-11
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.83	0.06	0.04	0.35	0.75	32.13	30.30	0.40	$40.00	35.00	19	1.0	1926.000	1.83	2024-09-10
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.87	0.06	0.06	0.35	0.75	32.13	30.26	0.40	$40.00	35.00	18	1.0	1926.000	1.87	2024-09-09
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.62	0.05	0.04	0.35	0.75	32.13	30.51	0.40	$40.00	35.00	17	1.0	1926.000	1.62	2024-09-08
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.61	0.05	0.06	0.35	0.75	32.13	30.52	0.40	$40.00	35.00	15	1.0	1926.000	1.61	2024-09-06
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.77	0.06	0.06	0.35	0.75	32.13	30.36	0.40	$40.00	35.00	14	1.0	1926.000	1.77	2024-09-05
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$2.11	0.07	-0.00	0.35	0.75	32.13	30.02	0.40	$40.00	35.00	13	1.0	1926.000	2.11	2024-09-04
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$0.15	0.00	-0.04	0.35	0.75	32.13	31.98	0.40	$40.00	35.00	9	6.0	1926.000	0.15	2024-08-31
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$0.15	0.00	-0.05	0.35	0.75	32.13	31.98	0.40	$40.00	35.00	8	6.0	1926.000	0.15	2024-08-30
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$0.27	0.01	0.00	0.35	0.75	32.13	31.86	0.40	$40.00	35.00	7	6.0	1926.000	0.27	2024-08-29
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.40	1.14	$1.27	0.04	-0.03	0.35	0.75	32.13	30.86	0.40	$40.00	35.00	6	6.0	1921.000	1.27	2024-08-28
EVH241018P00027500	EVH	PUT	Long	27.50	None	$-0.01	-0.03	$0.33	0.01	-0.36	0.35	0.34	32.13	31.80	-0.01	$-1.00	35.00	5	1003.0	1911.000	0.33	2024-08-27
EVH241018P00027500	EVH	PUT	Long	27.50	None	$-0.01	-0.03	$0.51	0.02	-0.03	0.35	0.34	32.13	31.62	-0.01	$-1.00	35.00	4	1003.0	911.000	0.51	2024-08-26
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.20	0.57	$-0.84	-0.03	0.04	0.35	0.55	32.13	32.97	0.20	$20.00	35.00	3	15.0	902.000	-0.84	2024-08-25
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.20	0.57	$-0.84	-0.03	0.04	0.35	0.55	32.13	32.97	0.20	$20.00	35.00	2	15.0	902.000	-0.84	2024-08-24
EVH241018P00027500	EVH	PUT	Long	27.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.20; Exit EQ PnL: -0.98	$0.20	0.57	$-0.83	-0.03	0.00	0.35	0.55	32.13	32.96	0.20	$20.00	35.00	1	15.0	902.000	-0.83	2024-08-23
EVH241018P00027500	EVH	PUT	Long	27.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	32.13	32.13	0.00	$0.00	35.00	0	590.0	320.000	-0.00	2024-08-22

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