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View Outliers PnL Drill-Down: F231201P00010000

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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
2023-10-27	F	F231201P00010000	10.00	317.0	2529.000	0.430	0.151	0.2	0.2	0.010	0.450	0.460	0.55	9.95	2023-12-01	PUT	Short	0.111	0.171	-0.123

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	F	1.000	0.063	0.229	0.100	0.080	-0.048	9.97	0.025	0.0000	9.71	14.55	21	1y	10.90

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
F231201P00010000	F	PUT	Short	10.00	None	$0.53	0.96	$0.33	0.03	-0.02	0.55	0.02	9.95	10.28	0.53	$53.00	1000.00	34	0.0	20399.000	0.33	2023-11-30
F231201P00010000	F	PUT	Short	10.00	None	$0.54	0.98	$0.64	0.06	0.07	0.55	0.01	9.95	10.59	0.54	$54.00	1000.00	33	0.0	20157.000	0.64	2023-11-29
F231201P00010000	F	PUT	Short	10.00	None	$0.52	0.95	$0.42	0.04	-0.05	0.55	0.03	9.95	10.37	0.52	$52.00	1000.00	32	0.0	13370.000	0.42	2023-11-28
F231201P00010000	F	PUT	Short	10.00	None	$0.51	0.93	$0.32	0.03	-0.11	0.55	0.04	9.95	10.27	0.51	$51.00	1000.00	31	0.0	13370.000	0.32	2023-11-27
F231201P00010000	F	PUT	Short	10.00	None	$0.52	0.95	$0.45	0.05	-0.12	0.55	0.03	9.95	10.40	0.52	$52.00	1000.00	28	0.0	0.000	0.45	2023-11-24
F231201P00010000	F	PUT	Short	10.00	None	$0.48	0.87	$0.31	0.03	-0.37	0.55	0.07	9.95	10.26	0.48	$48.00	1000.00	27	0.0	0.000	0.31	2023-11-23
F231201P00010000	F	PUT	Short	10.00	None	$0.46	0.84	$0.23	0.02	-0.17	0.55	0.09	9.95	10.18	0.46	$46.00	1000.00	26	0.0	11671.000	0.23	2023-11-22
F231201P00010000	F	PUT	Short	10.00	None	$0.45	0.82	$0.24	0.02	-0.14	0.55	0.10	9.95	10.19	0.45	$45.00	1000.00	25	0.0	4732.000	0.24	2023-11-21
F231201P00010000	F	PUT	Short	10.00	None	$0.49	0.89	$0.39	0.04	-0.15	0.55	0.06	9.95	10.34	0.49	$49.00	1000.00	24	0.0	4367.000	0.39	2023-11-20
F231201P00010000	F	PUT	Short	10.00	None	$0.45	0.82	$0.32	0.03	-0.14	0.55	0.10	9.95	10.27	0.45	$45.00	1000.00	23	0.0	4285.000	0.32	2023-11-19
F231201P00010000	F	PUT	Short	10.00	None	$0.45	0.82	$0.32	0.03	-0.15	0.55	0.10	9.95	10.27	0.45	$45.00	1000.00	21	0.0	4285.000	0.32	2023-11-17
F231201P00010000	F	PUT	Short	10.00	None	$0.40	0.73	$0.21	0.02	-0.15	0.55	0.15	9.95	10.16	0.40	$40.00	1000.00	20	0.0	4233.000	0.21	2023-11-16
F231201P00010000	F	PUT	Short	10.00	None	$0.47	0.85	$0.52	0.05	-0.14	0.55	0.08	9.95	10.47	0.47	$47.00	1000.00	19	0.0	3868.000	0.52	2023-11-15
F231201P00010000	F	PUT	Short	10.00	None	$0.44	0.80	$0.45	0.05	-0.13	0.55	0.11	9.95	10.40	0.44	$44.00	1000.00	18	0.0	3328.000	0.45	2023-11-14
F231201P00010000	F	PUT	Short	10.00	None	$0.21	0.38	$-0.13	-0.01	-0.15	0.55	0.34	9.95	9.82	0.21	$21.00	1000.00	17	0.0	3173.000	-0.13	2023-11-13
F231201P00010000	F	PUT	Short	10.00	None	$0.21	0.38	$-0.09	-0.01	-0.15	0.55	0.34	9.95	9.86	0.21	$21.00	1000.00	14	0.0	3152.000	-0.09	2023-11-10
F231201P00010000	F	PUT	Short	10.00	None	$0.13	0.24	$-0.25	-0.03	-0.43	0.55	0.42	9.95	9.70	0.13	$13.00	1000.00	13	0.0	0.000	-0.25	2023-11-09
F231201P00010000	F	PUT	Short	10.00	None	$0.13	0.24	$-0.25	-0.03	-0.14	0.55	0.42	9.95	9.70	0.13	$13.00	1000.00	12	0.0	3157.000	-0.25	2023-11-08
F231201P00010000	F	PUT	Short	10.00	None	$0.33	0.60	$0.10	0.01	-0.16	0.55	0.22	9.95	10.05	0.33	$33.00	1000.00	11	0.0	3090.000	0.10	2023-11-07
F231201P00010000	F	PUT	Short	10.00	None	$0.38	0.69	$0.36	0.04	-0.14	0.55	0.17	9.95	10.31	0.38	$38.00	1000.00	10	0.0	2786.000	0.36	2023-11-06
F231201P00010000	F	PUT	Short	10.00	None	$0.38	0.69	$0.36	0.04	-0.14	0.55	0.17	9.95	10.31	0.38	$38.00	1000.00	9	0.0	2786.000	0.36	2023-11-05
F231201P00010000	F	PUT	Short	10.00	None	$0.43	0.78	$0.61	0.06	-0.15	0.55	0.12	9.95	10.56	0.43	$43.00	1000.00	7	0.0	2851.000	0.61	2023-11-03
F231201P00010000	F	PUT	Short	10.00	None	$0.30	0.55	$0.19	0.02	-0.14	0.55	0.25	9.95	10.14	0.30	$30.00	1000.00	6	0.0	2782.000	0.19	2023-11-02
F231201P00010000	F	PUT	Short	10.00	Exit OP PnL: $17.00;Exit EQ PnL: -0.05; Position surpassed Take Profit. Latest OP price is: $0.40 (EQ: $9.91); Initial OP price was: $0.57 (EQ: $9.96). Option Percentage Gain: 0.2982456140350877192982456140 > STOP_LOSS: -0.16	$0.15	0.27	$-0.04	-0.00	-0.10	0.55	0.40	9.95	9.91	0.15	$15.00	1000.00	5	0.0	2737.000	-0.04	2023-11-01
F231201P00010000	F	PUT	Short	10.00	None	$0.04	0.07	$-0.20	-0.02	-0.11	0.55	0.51	9.95	9.75	0.04	$4.00	1000.00	4	0.0	2721.000	-0.20	2023-10-31
F231201P00010000	F	PUT	Short	10.00	None	$-0.06	-0.11	$-0.18	-0.02	0.02	0.55	0.61	9.95	9.77	-0.06	$-6.00	1000.00	3	0.0	2654.000	-0.18	2023-10-30
F231201P00010000	F	PUT	Short	10.00	None	$-0.00	-0.00	$0.00	0.00	0.00	0.55	0.55	9.95	9.95	-0.00	$-0.00	1000.00	0	317.0	2529.000	0.00	2023-10-27

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