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View Outliers PnL Drill-Down: EXEL240920P00026000

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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
2024-08-07	EXEL	EXEL240920P00026000	26.00	941.0	25.000	0.606	0.144	0.9	0.2	-0.010	2.270	1.630	2.13	26.52	2024-09-20	PUT	Long	0.100	0.159	0.131

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	EXEL	0.818	0.042	0.141	0.085	0.076	-0.062	34.69	0.114	0.0000	20.17	36.46	21	1y	32.43

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
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.98	-0.93	$-0.31	-0.01	-0.03	2.13	0.15	26.52	26.83	-1.98	$-198.00	213.00	43	30.0	3727.000	-0.31	2024-09-19
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.88	-0.88	$-0.30	-0.01	-0.01	2.13	0.25	26.52	26.82	-1.88	$-188.00	213.00	42	25.0	3726.000	-0.30	2024-09-18
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.48	-0.69	$-1.11	-0.04	-0.04	2.13	0.65	26.52	27.63	-1.48	$-148.00	213.00	41	478.0	3726.000	-1.11	2024-09-17
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.48	-0.69	$-0.95	-0.04	-0.07	2.13	0.65	26.52	27.47	-1.48	$-148.00	213.00	40	478.0	3726.000	-0.95	2024-09-16
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.48	-0.69	$0.06	0.00	-0.00	2.13	0.65	26.52	26.46	-1.48	$-148.00	213.00	38	478.0	3726.000	0.06	2024-09-14
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.48	-0.69	$0.06	0.00	0.02	2.13	0.65	26.52	26.46	-1.48	$-148.00	213.00	37	478.0	3726.000	0.06	2024-09-13
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.48	-0.69	$0.21	0.01	-0.09	2.13	0.65	26.52	26.31	-1.48	$-148.00	213.00	36	478.0	3406.000	0.21	2024-09-12
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.38	-0.65	$-0.11	-0.00	-0.06	2.13	0.75	26.52	26.63	-1.38	$-138.00	213.00	35	72.0	3495.000	-0.11	2024-09-11
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.98	-0.46	$0.21	0.01	-0.08	2.13	1.15	26.52	26.31	-0.98	$-98.00	213.00	34	5.0	3495.000	0.21	2024-09-10
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.98	-0.46	$1.01	0.04	-0.10	2.13	1.15	26.52	25.51	-0.98	$-98.00	213.00	33	5.0	3495.000	1.01	2024-09-09
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.76	-0.36	$1.37	0.05	-0.14	2.13	1.37	26.52	25.15	-0.76	$-76.00	213.00	30	25.0	3515.000	1.37	2024-09-06
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.88	-0.41	$0.95	0.04	-0.11	2.13	1.25	26.52	25.57	-0.88	$-88.00	213.00	29	224.0	3515.000	0.95	2024-09-05
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.88	-0.41	$0.91	0.03	-0.10	2.13	1.25	26.52	25.61	-0.88	$-88.00	213.00	28	224.0	3515.000	0.91	2024-09-04
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.78	-0.37	$0.49	0.02	-0.05	2.13	1.35	26.52	26.03	-0.78	$-78.00	213.00	24	33.0	3714.000	0.49	2024-08-31
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.78	-0.37	$0.49	0.02	-0.06	2.13	1.35	26.52	26.03	-0.78	$-78.00	213.00	23	33.0	3714.000	0.49	2024-08-30
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.83	-0.39	$0.50	0.02	-0.08	2.13	1.30	26.52	26.02	-0.83	$-83.00	213.00	22	46.0	3718.000	0.50	2024-08-29
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.68	-0.32	$0.70	0.03	-0.09	2.13	1.45	26.52	25.82	-0.68	$-68.00	213.00	21	37.0	3721.000	0.70	2024-08-28
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.73	-0.34	$0.82	0.03	-0.61	2.13	1.40	26.52	25.70	-0.73	$-73.00	213.00	20	160.0	3726.000	0.82	2024-08-27
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.73	-0.34	$0.79	0.03	-0.09	2.13	1.40	26.52	25.73	-0.73	$-73.00	213.00	19	160.0	3741.000	0.79	2024-08-26
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.78	-0.37	$0.64	0.02	-0.11	2.13	1.35	26.52	25.88	-0.78	$-78.00	213.00	18	16.0	3733.000	0.64	2024-08-25
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.78	-0.37	$0.64	0.02	-0.12	2.13	1.35	26.52	25.88	-0.78	$-78.00	213.00	17	16.0	3733.000	0.64	2024-08-24
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.78	-0.37	$0.64	0.02	-0.13	2.13	1.35	26.52	25.88	-0.78	$-78.00	213.00	16	15.0	3733.000	0.64	2024-08-23
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.63	-0.30	$0.74	0.03	-0.07	2.13	1.50	26.52	25.78	-0.63	$-63.00	213.00	15	73.0	3734.000	0.74	2024-08-22
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.93	-0.44	$0.19	0.01	-0.09	2.13	1.20	26.52	26.33	-0.93	$-93.00	213.00	14	41.0	3708.000	0.19	2024-08-21
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-1.08	-0.51	$0.04	0.00	-0.16	2.13	1.05	26.52	26.48	-1.08	$-108.00	213.00	13	11.0	3699.000	0.04	2024-08-20
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.98	-0.46	$-0.07	-0.00	-0.12	2.13	1.15	26.52	26.59	-0.98	$-98.00	213.00	12	406.0	3349.000	-0.07	2024-08-19
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.83	-0.39	$0.17	0.01	-0.03	2.13	1.30	26.52	26.35	-0.83	$-83.00	213.00	11	262.0	3094.000	0.17	2024-08-18
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.83	-0.39	$0.17	0.01	-0.04	2.13	1.30	26.52	26.35	-0.83	$-83.00	213.00	10	262.0	3094.000	0.17	2024-08-17
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.83	-0.39	$0.17	0.01	-0.10	2.13	1.30	26.52	26.35	-0.83	$-83.00	213.00	9	262.0	3094.000	0.17	2024-08-16
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.73	-0.34	$0.21	0.01	-0.09	2.13	1.40	26.52	26.31	-0.73	$-73.00	213.00	8	13.0	3094.000	0.21	2024-08-15
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.73	-0.34	$0.22	0.01	-0.06	2.13	1.40	26.52	26.30	-0.73	$-73.00	213.00	7	19.0	3086.000	0.22	2024-08-14
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.78	-0.37	$-0.18	-0.01	-0.10	2.13	1.35	26.52	26.70	-0.78	$-78.00	213.00	6	323.0	2836.000	-0.18	2024-08-13
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.68	-0.32	$-0.41	-0.02	-0.10	2.13	1.45	26.52	26.93	-0.68	$-68.00	213.00	5	158.0	2831.000	-0.41	2024-08-12
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$-0.43	-0.20	$-0.45	-0.02	-0.06	2.13	1.70	26.52	26.97	-0.43	$-43.00	213.00	2	351.0	2293.000	-0.45	2024-08-09
EXEL240920P00026000	EXEL	PUT	Long	26.00	Exit OP PnL: $-0.38;Exit EQ PnL: -0.48; Position is Long and position continued to lose. Latest OP price is: $1.75 (EQ: $27.00). Initial OP price was: $2.13 (EQ: $26.52). Surpassed Stop Loss Percentage: -0.1784037558685446009389671362 < -0.16.	$-0.63	-0.30	$-0.65	-0.02	-0.04	2.13	1.50	26.52	27.17	-0.63	$-63.00	213.00	1	1394.0	941.000	-0.65	2024-08-08
EXEL240920P00026000	EXEL	PUT	Long	26.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.13	2.13	26.52	26.52	0.00	$0.00	213.00	0	941.0	25.000	-0.00	2024-08-07

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