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View Outliers PnL Drill-Down: EXPE231208P00097000

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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
2023-11-03 EXPE EXPE231208P00097000 97.00 6.000 0.378 0.206 16.1 0.0 -0.020 16.350 0.290 6.90 112.71 2023-12-08 PUT Long 0.141 0.225 0.188

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 EXPE 0.818 0.056 0.220 0.102 0.062 -0.024 180.64 0.062 0.0000 109.48 191.01 21 1y 167.52

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
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-30.94 -0.27 2.68 6.90 6.90 112.71 143.65 0.00 $0.00 690.00 34 6.000 -30.94 2023-12-07
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-26.29 -0.23 1.26 6.90 6.90 112.71 139.00 0.00 $0.00 690.00 33 0.0 6.000 -26.29 2023-12-06
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-25.69 -0.23 1.03 6.90 6.90 112.71 138.40 0.00 $0.00 690.00 32 0.0 6.000 -25.69 2023-12-05
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-27.11 -0.24 0.91 6.90 6.90 112.71 139.82 0.00 $0.00 690.00 31 0.0 6.000 -27.11 2023-12-04
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-26.60 -0.24 0.79 6.90 6.90 112.71 139.31 0.00 $0.00 690.00 30 0.0 6.000 -26.60 2023-12-03
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-26.60 -0.24 0.70 6.90 6.90 112.71 139.31 0.00 $0.00 690.00 29 0.0 6.000 -26.60 2023-12-02
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-26.60 -0.24 0.63 6.90 6.90 112.71 139.31 0.00 $0.00 690.00 28 0.0 6.000 -26.60 2023-12-01
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-23.47 -0.21 0.52 6.90 6.90 112.71 136.18 0.00 $0.00 690.00 27 0.0 6.000 -23.47 2023-11-30
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-23.04 -0.20 0.52 6.90 6.90 112.71 135.75 0.00 $0.00 690.00 26 0.0 6.000 -23.04 2023-11-29
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-22.71 -0.20 0.43 6.90 6.90 112.71 135.42 0.00 $0.00 690.00 25 0.0 6.000 -22.71 2023-11-28
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-23.05 -0.20 0.43 6.90 6.90 112.71 135.76 0.00 $0.00 690.00 24 0.0 6.000 -23.05 2023-11-27
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-23.71 -0.21 0.35 6.90 6.90 112.71 136.42 0.00 $0.00 690.00 21 0.0 6.000 -23.71 2023-11-24
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-24.18 -0.21 -0.13 6.90 6.90 112.71 136.89 0.00 $0.00 690.00 20 0.0 6.000 -24.18 2023-11-23
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-24.72 -0.22 0.32 6.90 6.90 112.71 137.43 0.00 $0.00 690.00 19 0.0 6.000 -24.72 2023-11-22
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-22.76 -0.20 0.75 6.90 6.90 112.71 135.47 0.00 $0.00 690.00 18 0.0 6.000 -22.76 2023-11-21
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-22.19 -0.20 0.48 6.90 6.90 112.71 134.90 0.00 $0.00 690.00 17 0.0 6.000 -22.19 2023-11-20
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-23.67 -0.21 0.29 6.90 6.90 112.71 136.38 0.00 $0.00 690.00 16 0.0 6.000 -23.67 2023-11-19
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-23.67 -0.21 0.27 6.90 6.90 112.71 136.38 0.00 $0.00 690.00 14 0.0 6.000 -23.67 2023-11-17
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-17.11 -0.15 0.33 6.90 6.90 112.71 129.82 0.00 $0.00 690.00 13 0.0 6.000 -17.11 2023-11-16
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-17.62 -0.16 0.40 6.90 6.90 112.71 130.33 0.00 $0.00 690.00 12 0.0 6.000 -17.62 2023-11-15
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-9.92 -0.09 0.10 6.90 6.90 112.71 122.63 0.00 $0.00 690.00 11 0.0 6.000 -9.92 2023-11-14
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-5.77 -0.05 0.20 6.90 6.90 112.71 118.48 0.00 $0.00 690.00 10 0.0 6.000 -5.77 2023-11-13
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-5.97 -0.05 0.10 6.90 6.90 112.71 118.68 0.00 $0.00 690.00 7 0.0 6.000 -5.97 2023-11-10
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-0.96 -0.01 -0.25 6.90 6.90 112.71 113.67 0.00 $0.00 690.00 6 0.0 0.000 -0.96 2023-11-09
EXPE231208P00097000 EXPE PUT Long 97.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -3.85 $0.00 0.00 $-0.96 -0.01 0.00 6.90 6.90 112.71 113.67 0.00 $0.00 690.00 5 0.0 6.000 -0.96 2023-11-08
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-3.85 -0.03 0.13 6.90 6.90 112.71 116.56 0.00 $0.00 690.00 4 0.0 6.000 -3.85 2023-11-07
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $1.12 0.01 -0.00 6.90 6.90 112.71 111.59 0.00 $0.00 690.00 3 0.0 6.000 1.12 2023-11-06
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $1.12 0.01 -0.00 6.90 6.90 112.71 111.59 0.00 $0.00 690.00 2 0.0 6.000 1.12 2023-11-05
EXPE231208P00097000 EXPE PUT Long 97.00 None $0.00 0.00 $-0.00 -0.00 0.00 6.90 6.90 112.71 112.71 0.00 $0.00 690.00 0 6.000 -0.00 2023-11-03

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