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View Outliers PnL Drill-Down: FGEN240920P00001500

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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
2024-07-22	FGEN	FGEN240920P00001500	1.50	40.0	861.000	2.531	0.690	0.1	0.3	-0.010	0.440	0.670	0.67	1.25	2024-09-20	PUT	Long	0.493	0.526	0.200

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
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.84	0.67	26.84	0.70	1.10	1.26	0.42	0.40	$40.00	70.00	59	7.0	50.000	0.84	2024-09-19
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.84	0.67	21.59	0.70	1.10	1.26	0.42	0.40	$40.00	70.00	58	7.0	50.000	0.84	2024-09-18
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.80	0.63	18.96	0.70	1.10	1.26	0.46	0.40	$40.00	70.00	57	7.0	50.000	0.80	2024-09-17
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.81	0.64	16.71	0.70	1.10	1.26	0.45	0.40	$40.00	70.00	56	7.0	50.000	0.81	2024-09-16
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.79	0.63	15.34	0.70	1.10	1.26	0.47	0.40	$40.00	70.00	54	7.0	50.000	0.79	2024-09-14
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.79	0.63	12.96	0.70	1.10	1.26	0.47	0.40	$40.00	70.00	53	7.0	50.000	0.79	2024-09-13
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.84	0.67	11.46	0.70	1.10	1.26	0.42	0.40	$40.00	70.00	52	7.0	50.000	0.84	2024-09-12
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	10.40	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	51	7.0	50.000	0.86	2024-09-11
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	9.84	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	50	7.0	50.000	0.86	2024-09-10
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.87	0.69	9.27	0.70	1.10	1.26	0.39	0.40	$40.00	70.00	49	7.0	50.000	0.87	2024-09-09
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.87	0.69	9.21	0.70	1.10	1.26	0.39	0.40	$40.00	70.00	48	7.0	50.000	0.87	2024-09-08
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.87	0.69	4.71	0.70	1.10	1.26	0.39	0.40	$40.00	70.00	46	7.0	50.000	0.87	2024-09-06
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.83	0.66	6.52	0.70	1.10	1.26	0.43	0.40	$40.00	70.00	45	7.0	50.000	0.83	2024-09-05
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	4.46	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	44	7.0	50.000	0.86	2024-09-04
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	4.84	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	40	7.0	56.000	0.89	2024-08-31
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	5.90	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	39	7.0	56.000	0.89	2024-08-30
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	3.06	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	38	7.0	56.000	0.89	2024-08-29
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	4.21	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	37	7.0	56.000	0.89	2024-08-28
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	-2.41	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	36	7.0	56.000	0.86	2024-08-27
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	6.96	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	35	7.0	56.000	0.86	2024-08-26
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	5.46	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	34	7.0	56.000	0.86	2024-08-25
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	5.30	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	33	7.0	56.000	0.86	2024-08-24
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	5.15	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	32	7.0	56.000	0.86	2024-08-23
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.87	0.69	4.90	0.70	1.10	1.26	0.39	0.40	$40.00	70.00	31	7.0	56.000	0.87	2024-08-22
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.86	0.68	4.90	0.70	1.10	1.26	0.40	0.40	$40.00	70.00	30	7.0	56.000	0.86	2024-08-21
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.85	0.67	6.15	0.70	1.10	1.26	0.41	0.40	$40.00	70.00	29	7.0	56.000	0.85	2024-08-20
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.88	0.70	7.34	0.70	1.10	1.26	0.38	0.40	$40.00	70.00	28	7.0	56.000	0.88	2024-08-19
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	4.27	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	27	7.0	56.000	0.89	2024-08-18
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	4.21	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	26	7.0	56.000	0.89	2024-08-17
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	2.99	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	25	7.0	56.000	0.89	2024-08-16
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.89	0.71	5.27	0.70	1.10	1.26	0.37	0.40	$40.00	70.00	24	7.0	56.000	0.89	2024-08-15
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.90	0.71	5.09	0.70	1.10	1.26	0.36	0.40	$40.00	70.00	23	7.0	56.000	0.90	2024-08-14
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.87	0.69	0.21	0.70	1.10	1.26	0.39	0.40	$40.00	70.00	22	7.0	190.000	0.87	2024-08-13
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.88	0.70	3.90	0.70	1.10	1.26	0.38	0.40	$40.00	70.00	21	7.0	190.000	0.88	2024-08-12
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.40	0.57	$0.85	0.67	-0.29	0.70	1.10	1.26	0.41	0.40	$40.00	70.00	18	7.0	190.000	0.85	2024-08-09
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.30	0.43	$0.82	0.65	0.49	0.70	1.00	1.26	0.44	0.30	$30.00	70.00	17	14.0	838.000	0.82	2024-08-08
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.30	0.43	$0.80	0.63	-0.48	0.70	1.00	1.26	0.46	0.30	$30.00	70.00	16	14.0	838.000	0.80	2024-08-07
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.30	0.43	$0.82	0.65	1.30	0.70	1.00	1.26	0.44	0.30	$30.00	70.00	15	14.0	838.000	0.82	2024-08-06
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.05	0.07	$0.08	0.06	-0.72	0.70	0.75	1.26	1.18	0.05	$5.00	70.00	7	5.0	1304.000	0.08	2024-07-29
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.05	0.07	$0.10	0.08	-0.13	0.70	0.75	1.26	1.16	0.05	$5.00	70.00	4	5.0	1304.000	0.10	2024-07-26
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$-0.08	-0.11	$0.03	0.02	-0.13	0.70	0.62	1.26	1.23	-0.08	$-8.00	70.00	3	76.0	1228.000	0.03	2024-07-25
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$-0.10	-0.14	$0.01	0.01	0.29	0.70	0.60	1.26	1.25	-0.10	$-10.00	70.00	2	141.0	1087.000	0.01	2024-07-24
FGEN240920P00001500	FGEN	PUT	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.04; Exit EQ PnL: -0.09	$-0.15	-0.21	$0.02	0.02	-0.15	0.70	0.55	1.26	1.24	-0.15	$-15.00	70.00	1	88.0	1000.000	0.02	2024-07-23
FGEN240920P00001500	FGEN	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.70	0.70	1.26	1.26	0.00	$0.00	70.00	0	139.0	861.000	-0.00	2024-07-22

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