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View Outliers PnL Drill-Down: FGEN240315P00001500

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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
2024-01-29	FGEN	FGEN240315P00001500	1.50	229.0	5.000	1.875	0.814	0.3	0.1	-0.180	0.480	0.270	0.30	1.71	2024-03-15	PUT	Long	0.698	0.918	0.827

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.38	-0.22	4.69	0.30	0.05	1.71	2.09	-0.25	$-25.00	30.00	45	5.0	923.000	-0.38	2024-03-14
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.29	-0.17	5.50	0.30	0.05	1.71	2.00	-0.25	$-25.00	30.00	44	5.0	923.000	-0.29	2024-03-13
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.18	-0.11	0.72	0.30	0.05	1.71	1.89	-0.25	$-25.00	30.00	43	5.0	925.000	-0.18	2024-03-12
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.00	-0.00	0.25	0.30	0.05	1.71	1.71	-0.25	$-25.00	30.00	42	43.0	933.000	-0.00	2024-03-11
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.24	-0.80	$-0.09	-0.05	0.06	0.30	0.06	1.71	1.80	-0.24	$-24.00	30.00	39	105.0	933.000	-0.09	2024-03-08
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.24	-0.80	$-0.08	-0.05	-0.06	0.30	0.06	1.71	1.79	-0.24	$-24.00	30.00	38	105.0	1028.000	-0.08	2024-03-07
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.21	-0.70	$-0.16	-0.09	0.59	0.30	0.09	1.71	1.87	-0.21	$-21.00	30.00	37	30.0	1028.000	-0.16	2024-03-06
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.22	-0.73	$-0.24	-0.14	0.09	0.30	0.08	1.71	1.95	-0.22	$-22.00	30.00	36	20.0	1016.000	-0.24	2024-03-05
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.22	-0.73	$-0.27	-0.16	-1.38	0.30	0.08	1.71	1.98	-0.22	$-22.00	30.00	35	20.0	0.000	-0.27	2024-03-04
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.22	-0.73	$-0.12	-0.07	-0.28	0.30	0.08	1.71	1.83	-0.22	$-22.00	30.00	34	20.0	1016.000	-0.12	2024-03-03
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.22	-0.73	$-0.12	-0.07	-0.28	0.30	0.08	1.71	1.83	-0.22	$-22.00	30.00	33	20.0	1016.000	-0.12	2024-03-02
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.22	-0.73	$-0.18	-0.11	-1.38	0.30	0.08	1.71	1.89	-0.22	$-22.00	30.00	32	20.0	1016.000	-0.18	2024-03-01
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.22	-0.73	$-0.00	-0.00	-0.47	0.30	0.08	1.71	1.71	-0.22	$-22.00	30.00	31	20.0	1016.000	-0.00	2024-02-29
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.22	-0.73	$-0.28	-0.16	-0.17	0.30	0.08	1.71	1.99	-0.22	$-22.00	30.00	30	461.0	847.000	-0.28	2024-02-28
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.41	-0.24	-0.08	0.30	0.10	1.71	2.12	-0.20	$-20.00	30.00	29	119.0	847.000	-0.41	2024-02-27
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.15	-0.50	$-0.14	-0.08	-0.12	0.30	0.15	1.71	1.85	-0.15	$-15.00	30.00	28	1.0	846.000	-0.14	2024-02-26
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.16	-0.53	$-0.11	-0.06	0.02	0.30	0.14	1.71	1.82	-0.16	$-16.00	30.00	27	15.0	846.000	-0.11	2024-02-25
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.16	-0.53	$-0.11	-0.06	-0.12	0.30	0.14	1.71	1.82	-0.16	$-16.00	30.00	25	15.0	846.000	-0.11	2024-02-23
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.10	-0.33	$-0.18	-0.11	-0.05	0.30	0.20	1.71	1.89	-0.10	$-10.00	30.00	24	56.0	827.000	-0.18	2024-02-22
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.15	-0.50	$-0.01	-0.01	-0.06	0.30	0.15	1.71	1.72	-0.15	$-15.00	30.00	23	23.0	807.000	-0.01	2024-02-21
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.14	-0.47	$-0.09	-0.05	-0.27	0.30	0.16	1.71	1.80	-0.14	$-14.00	30.00	22	262.0	849.000	-0.09	2024-02-20
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.18	-0.60	$-0.48	-0.28	0.11	0.30	0.12	1.71	2.19	-0.18	$-18.00	30.00	21	30.0	819.000	-0.48	2024-02-19
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.20	-0.67	$-1.02	-0.60	-0.13	0.30	0.10	1.71	2.73	-0.20	$-20.00	30.00	11	7.0	875.000	-1.02	2024-02-09
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.18	-0.60	$-0.67	-0.39	-0.08	0.30	0.12	1.71	2.38	-0.18	$-18.00	30.00	10	201.0	876.000	-0.67	2024-02-08
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.19	-0.63	$-0.46	-0.27	-0.15	0.30	0.11	1.71	2.17	-0.19	$-19.00	30.00	9	11.0	885.000	-0.46	2024-02-07
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.08	-0.27	$-0.20	-0.12	-0.06	0.30	0.22	1.71	1.91	-0.08	$-8.00	30.00	8	29.0	885.000	-0.20	2024-02-06
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$0.00	0.00	$-0.32	-0.19	-1.62	0.30	0.30	1.71	2.03	0.00	$0.00	30.00	7	247.0	885.000	-0.32	2024-02-05
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$0.00	0.00	$-0.15	-0.09	-1.62	0.30	0.30	1.71	1.86	0.00	$0.00	30.00	6	247.0	885.000	-0.15	2024-02-04
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$0.00	0.00	$-0.15	-0.09	-0.08	0.30	0.30	1.71	1.86	0.00	$0.00	30.00	4	247.0	675.000	-0.15	2024-02-02
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.10	-0.33	$-0.66	-0.39	0.03	0.30	0.20	1.71	2.37	-0.10	$-10.00	30.00	3	13.0	670.000	-0.66	2024-02-01
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$-0.05	-0.17	$-0.21	-0.12	-0.29	0.30	0.25	1.71	1.92	-0.05	$-5.00	30.00	2	22.0	648.000	-0.21	2024-01-31
FGEN240315P00001500	FGEN	PUT	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.17	$0.05	0.17	$-0.01	-0.01	-0.09	0.30	0.35	1.71	1.72	0.05	$5.00	30.00	1	435.0	219.000	-0.01	2024-01-30
FGEN240315P00001500	FGEN	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	1.71	1.71	0.00	$0.00	30.00	0	229.0	5.000	-0.00	2024-01-29

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