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View Outliers PnL Drill-Down: F240830P00011500

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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
2024-07-25	F	F240830P00011500	11.50	798.0	480.000	0.363	0.246	0.3	0.6	0.020	0.460	0.730	0.72	11.16	2024-08-30	PUT	Short	0.136	0.246	-0.184

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
F240830P00011500	F	PUT	Short	11.50	None	$0.34	0.47	$-0.05	-0.00	0.04	0.72	0.38	11.16	11.11	0.34	$34.00	1150.00	35	394.0	3350.000	-0.05	2024-08-29
F240830P00011500	F	PUT	Short	11.50	None	$0.24	0.33	$-0.13	-0.01	0.03	0.72	0.48	11.16	11.03	0.24	$24.00	1150.00	34	274.0	3320.000	-0.13	2024-08-28
F240830P00011500	F	PUT	Short	11.50	None	$0.31	0.43	$-0.04	-0.00	-0.36	0.72	0.41	11.16	11.12	0.31	$31.00	1150.00	33	833.0	3280.000	-0.04	2024-08-27
F240830P00011500	F	PUT	Short	11.50	None	$0.31	0.43	$-0.05	-0.00	-0.07	0.72	0.41	11.16	11.11	0.31	$31.00	1150.00	32	833.0	2901.000	-0.05	2024-08-26
F240830P00011500	F	PUT	Short	11.50	None	$0.41	0.57	$0.11	0.01	-0.05	0.72	0.31	11.16	11.27	0.41	$41.00	1150.00	31	2905.0	883.000	0.11	2024-08-25
F240830P00011500	F	PUT	Short	11.50	None	$0.41	0.57	$0.11	0.01	-0.07	0.72	0.31	11.16	11.27	0.41	$41.00	1150.00	30	2905.0	883.000	0.11	2024-08-24
F240830P00011500	F	PUT	Short	11.50	None	$0.41	0.57	$0.11	0.01	-0.08	0.72	0.31	11.16	11.27	0.41	$41.00	1150.00	29	2160.0	883.000	0.11	2024-08-23
F240830P00011500	F	PUT	Short	11.50	None	$0.18	0.25	$-0.23	-0.02	-0.02	0.72	0.54	11.16	10.93	0.18	$18.00	1150.00	28	118.0	816.000	-0.23	2024-08-22
F240830P00011500	F	PUT	Short	11.50	None	$0.01	0.01	$-0.31	-0.03	-0.07	0.72	0.71	11.16	10.85	0.01	$1.00	1150.00	27	513.0	387.000	-0.31	2024-08-21
F240830P00011500	F	PUT	Short	11.50	None	$-0.08	-0.11	$-0.47	-0.04	0.15	0.72	0.80	11.16	10.69	-0.08	$-8.00	1150.00	26	6.0	388.000	-0.47	2024-08-20
F240830P00011500	F	PUT	Short	11.50	None	$-0.08	-0.11	$-0.43	-0.04	-0.06	0.72	0.80	11.16	10.73	-0.08	$-8.00	1150.00	25	27.0	400.000	-0.43	2024-08-19
F240830P00011500	F	PUT	Short	11.50	None	$-0.33	-0.46	$-0.65	-0.06	0.02	0.72	1.05	11.16	10.51	-0.33	$-33.00	1150.00	24	18.0	404.000	-0.65	2024-08-18
F240830P00011500	F	PUT	Short	11.50	None	$-0.33	-0.46	$-0.65	-0.06	0.00	0.72	1.05	11.16	10.51	-0.33	$-33.00	1150.00	23	18.0	404.000	-0.65	2024-08-17
F240830P00011500	F	PUT	Short	11.50	None	$-0.33	-0.46	$-0.65	-0.06	0.04	0.72	1.05	11.16	10.51	-0.33	$-33.00	1150.00	22	18.0	404.000	-0.65	2024-08-16
F240830P00011500	F	PUT	Short	11.50	None	$-0.32	-0.44	$-0.71	-0.06	-0.06	0.72	1.04	11.16	10.45	-0.32	$-32.00	1150.00	21	2.0	409.000	-0.71	2024-08-15
F240830P00011500	F	PUT	Short	11.50	None	$-0.70	-0.97	$-0.98	-0.09	-0.24	0.72	1.42	11.16	10.18	-0.70	$-70.00	1150.00	20	34.0	409.000	-0.98	2024-08-14
F240830P00011500	F	PUT	Short	11.50	None	$-0.70	-0.97	$-1.02	-0.09	0.17	0.72	1.42	11.16	10.14	-0.70	$-70.00	1150.00	19	34.0	407.000	-1.02	2024-08-13
F240830P00011500	F	PUT	Short	11.50	None	$-0.90	-1.25	$-1.30	-0.12	0.38	0.72	1.62	11.16	9.86	-0.90	$-90.00	1150.00	18	21.0	399.000	-1.30	2024-08-12
F240830P00011500	F	PUT	Short	11.50	None	$-0.66	-0.92	$-1.06	-0.09	0.49	0.72	1.38	11.16	10.10	-0.66	$-66.00	1150.00	15	15.0	394.000	-1.06	2024-08-09
F240830P00011500	F	PUT	Short	11.50	None	$-0.60	-0.83	$-1.03	-0.09	0.27	0.72	1.32	11.16	10.13	-0.60	$-60.00	1150.00	14	16.0	378.000	-1.03	2024-08-08
F240830P00011500	F	PUT	Short	11.50	None	$-0.90	-1.25	$-1.39	-0.12	0.05	0.72	1.62	11.16	9.77	-0.90	$-90.00	1150.00	13	13.0	421.000	-1.39	2024-08-07
F240830P00011500	F	PUT	Short	11.50	None	$-1.11	-1.54	$-1.38	-0.12	0.25	0.72	1.83	11.16	9.78	-1.11	$-111.00	1150.00	12	80.0	492.000	-1.38	2024-08-06
F240830P00011500	F	PUT	Short	11.50	None	$0.01	0.01	$-0.13	-0.01	0.17	0.72	0.71	11.16	11.03	0.01	$1.00	1150.00	4	3.0	507.000	-0.13	2024-07-29
F240830P00011500	F	PUT	Short	11.50	Exit OP PnL: $0.18;Exit EQ PnL: 0.16; Position is Short and position continued to lose. Latest OP price is: $0.90 (EQ: $11.32). Initial OP price was: $0.72 (EQ: $11.16). Surpassed Stop Loss Percentage: -0.25 < -0.16.	$0.08	0.11	$0.02	0.00	-0.02	0.72	0.64	11.16	11.18	0.08	$8.00	1150.00	1	88.0	459.000	0.02	2024-07-26
F240830P00011500	F	PUT	Short	11.50	None	$-0.00	-0.00	$0.00	0.00	0.00	0.72	0.72	11.16	11.16	-0.00	$-0.00	1150.00	0	798.0	480.000	0.00	2024-07-25

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