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View Outliers PnL Drill-Down: EXAS240920P00055000

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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
2024-08-01	EXAS	EXAS240920P00055000	55.00	137.0	1.000	0.567	0.338	4.4	1.2	-0.030	6.010	2.800	3.71	57.91	2024-09-20	PUT	Long	0.264	0.359	0.268

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	EXAS	0.818	0.076	0.280	0.163	0.153	-0.127	60.37	-0.082	0.0000	41.33	75.72	21	1y	63.06

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
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-3.35	-0.99	$-14.87	-0.27	1.46	3.40	0.05	55.96	70.83	-3.35	$-335.00	340.00	44	3.0	3564.000	-14.87	2024-09-19
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-3.35	-0.99	$-13.25	-0.24	1.53	3.40	0.05	55.96	69.21	-3.35	$-335.00	340.00	43	10.0	3564.000	-13.25	2024-09-18
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-3.35	-0.99	$-12.20	-0.22	0.82	3.40	0.05	55.96	68.16	-3.35	$-335.00	340.00	42	10.0	3554.000	-12.20	2024-09-17
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-3.34	-0.98	$-13.52	-0.24	0.53	3.40	0.06	55.96	69.48	-3.34	$-334.00	340.00	41	49.0	3553.000	-13.52	2024-09-16
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.45	-0.43	$-9.58	-0.17	0.75	3.40	1.95	55.96	65.54	-1.45	$-145.00	340.00	39	18.0	3539.000	-9.58	2024-09-14
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.45	-0.43	$-9.58	-0.17	0.50	3.40	1.95	55.96	65.54	-1.45	$-145.00	340.00	38	18.0	3539.000	-9.58	2024-09-13
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-3.22	-0.95	$-11.43	-0.20	0.30	3.40	0.18	55.96	67.39	-3.22	$-322.00	340.00	37	596.0	3332.000	-11.43	2024-09-12
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-3.10	-0.91	$-8.16	-0.15	0.32	3.40	0.30	55.96	64.12	-3.10	$-310.00	340.00	36	3138.0	4323.000	-8.16	2024-09-11
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.15	-0.63	$-2.42	-0.04	0.16	3.40	1.25	55.96	58.38	-2.15	$-215.00	340.00	35	490.0	4108.000	-2.42	2024-09-10
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.40	-0.71	$-2.83	-0.05	0.12	3.40	1.00	55.96	58.79	-2.40	$-240.00	340.00	34	88.0	4107.000	-2.83	2024-09-09
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.22	-0.65	$-3.15	-0.06	0.18	3.40	1.18	55.96	59.11	-2.22	$-222.00	340.00	33	3.0	4109.000	-3.15	2024-09-08
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.10	-0.62	$-3.15	-0.06	0.10	3.40	1.30	55.96	59.11	-2.10	$-210.00	340.00	31	2.0	4109.000	-3.15	2024-09-06
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.79	-0.82	$-4.95	-0.09	0.10	3.40	0.61	55.96	60.91	-2.79	$-279.00	340.00	30	2005.0	2108.000	-4.95	2024-09-05
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.90	-0.56	$-1.17	-0.02	0.02	3.40	1.50	55.96	57.13	-1.90	$-190.00	340.00	29	30.0	2124.000	-1.17	2024-09-04
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.77	-0.81	$-5.73	-0.10	-0.00	3.40	0.63	55.96	61.69	-2.77	$-277.00	340.00	25	10.0	2124.000	-5.73	2024-08-31
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.77	-0.81	$-5.73	-0.10	0.02	3.40	0.63	55.96	61.69	-2.77	$-277.00	340.00	24	10.0	2124.000	-5.73	2024-08-30
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.76	-0.81	$-6.30	-0.11	0.02	3.40	0.64	55.96	62.26	-2.76	$-276.00	340.00	23	5.0	2124.000	-6.30	2024-08-29
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.82	-0.83	$-5.19	-0.09	-0.00	3.40	0.58	55.96	61.15	-2.82	$-282.00	340.00	22	3.0	2125.000	-5.19	2024-08-28
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.21	-0.65	$-3.73	-0.07	-0.44	3.40	1.19	55.96	59.69	-2.21	$-221.00	340.00	21	17.0	2124.000	-3.73	2024-08-27
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.21	-0.65	$-3.88	-0.07	-0.01	3.40	1.19	55.96	59.84	-2.21	$-221.00	340.00	20	17.0	2135.000	-3.88	2024-08-26
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.35	-0.69	$-3.74	-0.07	-0.01	3.40	1.05	55.96	59.70	-2.35	$-235.00	340.00	19	13.0	2127.000	-3.74	2024-08-25
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.35	-0.69	$-3.74	-0.07	-0.02	3.40	1.05	55.96	59.70	-2.35	$-235.00	340.00	18	13.0	2127.000	-3.74	2024-08-24
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.35	-0.69	$-3.74	-0.07	-0.04	3.40	1.05	55.96	59.70	-2.35	$-235.00	340.00	17	13.0	2127.000	-3.74	2024-08-23
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.17	-0.64	$-3.10	-0.06	-0.04	3.40	1.23	55.96	59.06	-2.17	$-217.00	340.00	16	7.0	2126.000	-3.10	2024-08-22
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-2.10	-0.62	$-3.72	-0.07	-0.03	3.40	1.30	55.96	59.68	-2.10	$-210.00	340.00	15	34.0	2126.000	-3.72	2024-08-21
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.90	-0.56	$-2.86	-0.05	-0.04	3.40	1.50	55.96	58.82	-1.90	$-190.00	340.00	14	9.0	2122.000	-2.86	2024-08-20
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.99	-0.59	$-3.01	-0.05	-0.04	3.40	1.41	55.96	58.97	-1.99	$-199.00	340.00	13	24.0	2120.000	-3.01	2024-08-19
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.90	-0.56	$-2.79	-0.05	-0.05	3.40	1.50	55.96	58.75	-1.90	$-190.00	340.00	12	48.0	2081.000	-2.79	2024-08-18
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.90	-0.56	$-2.79	-0.05	-0.06	3.40	1.50	55.96	58.75	-1.90	$-190.00	340.00	11	48.0	2081.000	-2.79	2024-08-17
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.90	-0.56	$-2.79	-0.05	-0.07	3.40	1.50	55.96	58.75	-1.90	$-190.00	340.00	10	48.0	2081.000	-2.79	2024-08-16
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.70	-0.50	$-2.51	-0.04	-0.05	3.40	1.70	55.96	58.47	-1.70	$-170.00	340.00	9	1010.0	1080.000	-2.51	2024-08-15
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.05	-0.31	$-0.40	-0.01	0.06	3.40	2.35	55.96	56.36	-1.05	$-105.00	340.00	8	1014.0	202.000	-0.40	2024-08-14
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.70	-0.50	$-2.86	-0.05	-0.06	3.40	1.70	55.96	58.82	-1.70	$-170.00	340.00	7	11.0	207.000	-2.86	2024-08-13
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.00	-0.29	$-1.55	-0.03	-0.05	3.40	2.40	55.96	57.51	-1.00	$-100.00	340.00	6	1.0	206.000	-1.55	2024-08-12
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-1.00	-0.29	$-1.05	-0.02	-0.07	3.40	2.40	55.96	57.01	-1.00	$-100.00	340.00	3	4.0	199.000	-1.05	2024-08-09
EXAS240920P00055000	EXAS	PUT	Long	55.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -2.12	$-0.80	-0.24	$-1.30	-0.02	-0.05	3.40	2.60	55.96	57.26	-0.80	$-80.00	340.00	2	24.0	191.000	-1.30	2024-08-08
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$-0.20	-0.06	$-0.03	-0.00	-0.02	3.40	3.20	55.96	55.99	-0.20	$-20.00	340.00	1	33.0	151.000	-0.03	2024-08-07
EXAS240920P00055000	EXAS	PUT	Long	55.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.40	3.40	55.96	55.96	0.00	$0.00	340.00	0	25.0	136.000	-0.00	2024-08-06

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