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View Outliers PnL Drill-Down: EVLV240517P00004000

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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
2024-03-28	EVLV	EVLV240517P00004000	4.00	12.0	135.000	0.914	0.426	0.5	0.1	-0.010	0.780	0.300	0.45	4.45	2024-05-17	PUT	Long	0.399	0.451	0.226
2024-03-29	EVLV	EVLV240517P00004000	4.00	12.0	135.000	0.922	0.420	0.5	0.1	-0.010	0.760	0.290	0.45	4.45	2024-05-17	PUT	Long	0.399	0.451	0.226

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	EVLV	0.909	0.165	0.567	0.277	0.267	-0.300	3.77	-1.321	0.0000	2.15	5.65	21	1y	2.88

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
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$0.75	1.67	$1.65	0.37	0.09	0.45	1.20	4.45	2.80	0.75	$75.00	45.00	48	6.0	151.000	1.65	2024-05-15
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$0.80	1.78	$1.63	0.37	1.24	0.45	1.25	4.45	2.82	0.80	$80.00	45.00	47	24.0	163.000	1.63	2024-05-14
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$1.20	2.67	$2.04	0.46	2.49	0.45	1.65	4.45	2.41	1.20	$120.00	45.00	46	3.0	163.000	2.04	2024-05-13
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$1.25	2.78	$2.09	0.47	-0.91	0.45	1.70	4.45	2.36	1.25	$125.00	45.00	45	12.0	163.000	2.09	2024-05-12
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$0.85	1.89	$1.85	0.42	-0.91	0.45	1.30	4.45	2.60	0.85	$85.00	45.00	43	145.0	792.000	1.85	2024-05-10
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.05	-0.11	$0.61	0.14	1.51	0.45	0.40	4.45	3.84	-0.05	$-5.00	45.00	42	173.0	727.000	0.61	2024-05-09
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.10	-0.22	$0.59	0.13	0.15	0.45	0.35	4.45	3.86	-0.10	$-10.00	45.00	41	6.0	727.000	0.59	2024-05-08
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.10	-0.22	$0.57	0.13	0.13	0.45	0.35	4.45	3.88	-0.10	$-10.00	45.00	40	6.0	725.000	0.57	2024-05-07
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.05	-0.11	$0.36	0.08	-0.85	0.45	0.40	4.45	4.09	-0.05	$-5.00	45.00	36	6.0	750.000	0.36	2024-05-03
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.05	-0.11	$0.54	0.12	0.20	0.45	0.40	4.45	3.91	-0.05	$-5.00	45.00	35	6.0	750.000	0.54	2024-05-02
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.15	-0.33	$0.36	0.08	0.02	0.45	0.30	4.45	4.09	-0.15	$-15.00	45.00	32	14.0	562.000	0.36	2024-04-29
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.15	-0.33	$0.32	0.07	-0.01	0.45	0.30	4.45	4.13	-0.15	$-15.00	45.00	29	14.0	561.000	0.32	2024-04-26
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.15	-0.33	$0.51	0.11	-0.05	0.45	0.30	4.45	3.94	-0.15	$-15.00	45.00	28	3.0	561.000	0.51	2024-04-25
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.15	-0.33	$0.36	0.08	-0.08	0.45	0.30	4.45	4.09	-0.15	$-15.00	45.00	27	3.0	658.000	0.36	2024-04-24
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.19	-0.42	$0.26	0.06	-0.12	0.45	0.26	4.45	4.19	-0.19	$-19.00	45.00	26	135.0	523.000	0.26	2024-04-23
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.03	-0.07	$0.57	0.13	0.01	0.45	0.42	4.45	3.88	-0.03	$-3.00	45.00	25	258.0	523.000	0.57	2024-04-22
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.03	-0.07	$0.62	0.14	-0.10	0.45	0.42	4.45	3.83	-0.03	$-3.00	45.00	22	258.0	387.000	0.62	2024-04-19
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.04	-0.09	$0.51	0.11	-0.16	0.45	0.41	4.45	3.94	-0.04	$-4.00	45.00	21	7.0	387.000	0.51	2024-04-18
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.04	-0.09	$0.60	0.13	-0.10	0.45	0.41	4.45	3.85	-0.04	$-4.00	45.00	20	7.0	382.000	0.60	2024-04-17
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$0.00	0.00	$0.51	0.11	-0.07	0.45	0.45	4.45	3.94	0.00	$0.00	45.00	19	10.0	372.000	0.51	2024-04-16
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.02	-0.04	$0.47	0.11	-0.10	0.45	0.43	4.45	3.98	-0.02	$-2.00	45.00	18	76.0	321.000	0.47	2024-04-15
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.10	-0.22	$0.40	0.09	-0.12	0.45	0.35	4.45	4.05	-0.10	$-10.00	45.00	15	9.0	313.000	0.40	2024-04-12
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.14	-0.31	$0.13	0.03	-0.07	0.45	0.31	4.45	4.32	-0.14	$-14.00	45.00	14	5.0	308.000	0.13	2024-04-11
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.15	-0.33	$0.14	0.03	-0.04	0.45	0.30	4.45	4.31	-0.15	$-15.00	45.00	13	74.0	268.000	0.14	2024-04-10
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.25	-0.56	$-0.18	-0.04	-0.12	0.45	0.20	4.45	4.63	-0.25	$-25.00	45.00	12	3.0	265.000	-0.18	2024-04-09
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.25	-0.56	$-0.26	-0.06	-0.09	0.45	0.20	4.45	4.71	-0.25	$-25.00	45.00	11	33.0	253.000	-0.26	2024-04-08
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.25	-0.56	$-0.18	-0.04	-0.10	0.45	0.20	4.45	4.63	-0.25	$-25.00	45.00	8	110.0	154.000	-0.18	2024-04-05
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.27	-0.60	$-0.39	-0.09	-0.12	0.45	0.18	4.45	4.84	-0.27	$-27.00	45.00	7	3.0	151.000	-0.39	2024-04-04
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.25	-0.56	$-0.39	-0.09	-0.08	0.45	0.20	4.45	4.84	-0.25	$-25.00	45.00	6	1.0	150.000	-0.39	2024-04-03
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.25	-0.56	$-0.60	-0.13	0.00	0.45	0.20	4.45	5.05	-0.25	$-25.00	45.00	5	4.0	150.000	-0.60	2024-04-02
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$-0.25	-0.56	$-0.66	-0.15	-0.66	0.45	0.20	4.45	5.11	-0.25	$-25.00	45.00	4	4.0	150.000	-0.66	2024-04-01
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	-0.79	0.45	0.45	4.45	4.45	0.00	$0.00	45.00	3	12.0	147.000	-0.00	2024-03-31
EVLV240517P00004000	EVLV	PUT	Long	4.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.02	0.45	0.45	4.45	4.45	0.00	$0.00	45.00	2	12.0	135.000	-0.00	2024-03-30
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.01	0.45	0.45	4.45	4.45	0.00	$0.00	45.00	1	12.0	135.000	-0.00	2024-03-29
EVLV240517P00004000	EVLV	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	4.45	4.45	0.00	$0.00	45.00	0	12.0	135.000	-0.00	2024-03-28

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