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View Outliers PnL Drill-Down: EVLV240920P00003000

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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
2024-08-15	EVLV	EVLV240920P00003000	3.00	10.0	15.000	1.523	0.351	0.6	0.0	-0.010	0.960	0.350	0.40	3.60	2024-09-20	PUT	Long	0.356	0.393	0.180

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
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.69	-0.19	1.73	0.40	0.05	3.60	4.29	-0.35	$-35.00	40.00	35	1.0	45.000	-0.69	2024-09-19
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.53	-0.15	0.92	0.40	0.05	3.60	4.13	-0.35	$-35.00	40.00	34	1.0	45.000	-0.53	2024-09-18
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.54	-0.15	0.60	0.40	0.05	3.60	4.14	-0.35	$-35.00	40.00	33	1.0	45.000	-0.54	2024-09-17
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.59	-0.16	0.42	0.40	0.05	3.60	4.19	-0.35	$-35.00	40.00	32	1.0	45.000	-0.59	2024-09-16
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.39	-0.11	0.04	0.40	0.05	3.60	3.99	-0.35	$-35.00	40.00	30	1.0	45.000	-0.39	2024-09-14
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.39	-0.11	-0.15	0.40	0.05	3.60	3.99	-0.35	$-35.00	40.00	29	1.0	45.000	-0.39	2024-09-13
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.34	-0.09	-0.02	0.40	0.05	3.60	3.94	-0.35	$-35.00	40.00	28	1.0	45.000	-0.34	2024-09-12
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.31	-0.09	-0.37	0.40	0.05	3.60	3.91	-0.35	$-35.00	40.00	27	1.0	45.000	-0.31	2024-09-11
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.27	-0.08	-0.44	0.40	0.05	3.60	3.87	-0.35	$-35.00	40.00	26	1.0	45.000	-0.27	2024-09-10
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.36	-0.90	$-0.13	-0.04	-0.60	0.40	0.04	3.60	3.73	-0.36	$-36.00	40.00	25	4.0	44.000	-0.13	2024-09-09
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.01	-0.00	-0.62	0.40	0.05	3.60	3.61	-0.35	$-35.00	40.00	22	5.0	44.000	-0.01	2024-09-06
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.14	-0.04	-0.54	0.40	0.05	3.60	3.74	-0.35	$-35.00	40.00	21	5.0	44.000	-0.14	2024-09-05
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.26	-0.07	-0.66	0.40	0.05	3.60	3.86	-0.35	$-35.00	40.00	20	5.0	44.000	-0.26	2024-09-04
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.33	-0.82	$-0.34	-0.09	-0.68	0.40	0.07	3.60	3.94	-0.33	$-33.00	40.00	16	4.0	39.000	-0.34	2024-08-31
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.33	-0.82	$-0.34	-0.09	-0.73	0.40	0.07	3.60	3.94	-0.33	$-33.00	40.00	15	4.0	39.000	-0.34	2024-08-30
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.33	-0.82	$-0.42	-0.12	-0.70	0.40	0.07	3.60	4.02	-0.33	$-33.00	40.00	14	4.0	39.000	-0.42	2024-08-29
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.33	-0.82	$-0.47	-0.13	-0.53	0.40	0.07	3.60	4.07	-0.33	$-33.00	40.00	13	4.0	39.000	-0.47	2024-08-28
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.33	-0.82	$-0.60	-0.17	-1.02	0.40	0.07	3.60	4.20	-0.33	$-33.00	40.00	12	4.0	39.000	-0.60	2024-08-27
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.33	-0.82	$-0.54	-0.15	-0.53	0.40	0.07	3.60	4.14	-0.33	$-33.00	40.00	11	4.0	39.000	-0.54	2024-08-26
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.47	-0.13	-0.58	0.40	0.05	3.60	4.07	-0.35	$-35.00	40.00	10	6.0	39.000	-0.47	2024-08-25
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.47	-0.13	-0.60	0.40	0.05	3.60	4.07	-0.35	$-35.00	40.00	9	6.0	39.000	-0.47	2024-08-24
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.47	-0.13	-0.62	0.40	0.05	3.60	4.07	-0.35	$-35.00	40.00	8	6.0	39.000	-0.47	2024-08-23
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.35	-0.88	$-0.01	-0.00	-0.78	0.40	0.05	3.60	3.61	-0.35	$-35.00	40.00	7	6.0	35.000	-0.01	2024-08-22
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.30	-0.75	$0.16	0.04	-0.82	0.40	0.10	3.60	3.44	-0.30	$-30.00	40.00	6	10.0	25.000	0.16	2024-08-21
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$-0.30	-0.75	$0.20	0.06	-0.86	0.40	0.10	3.60	3.40	-0.30	$-30.00	40.00	5	10.0	15.000	0.20	2024-08-20
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$0.00	0.00	$0.07	0.02	-0.86	0.40	0.40	3.60	3.53	0.00	$0.00	40.00	4	10.0	15.000	0.07	2024-08-19
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$0.00	0.00	$0.03	0.01	-0.84	0.40	0.40	3.60	3.57	0.00	$0.00	40.00	3	10.0	15.000	0.03	2024-08-18
EVLV240920P00003000	EVLV	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.03	0.01	-0.86	0.40	0.40	3.60	3.57	0.00	$0.00	40.00	2	10.0	15.000	0.03	2024-08-17
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$0.00	0.00	$0.03	0.01	-0.20	0.40	0.40	3.60	3.57	0.00	$0.00	40.00	1	10.0	15.000	0.03	2024-08-16
EVLV240920P00003000	EVLV	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	3.60	3.60	0.00	$0.00	40.00	0	10.0	15.000	-0.00	2024-08-15

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