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View Outliers PnL Drill-Down: FLYW240419P00025000

View in yFinance: FLYW

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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
2024-02-28	FLYW	FLYW240419P00025000	25.00	34.0	20.000	0.516	0.254	4.0	0.0	-0.010	4.470	0.480	0.70	28.85	2024-04-19	PUT	Long	0.223	0.276	0.177

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	FLYW	0.727	0.089	0.200	0.136	0.113	-0.076	21.49	-0.021	0.0000	15.39	28.85	21	1y	18.83

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
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$3.57	5.10	$7.93	0.27	0.73	0.70	4.27	28.85	20.92	3.57	$357.00	70.00	50	3.0	59.000	7.93	2024-04-18
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$3.10	4.43	$8.42	0.29	0.70	0.70	3.80	28.85	20.43	3.10	$310.00	70.00	49	1.0	125.000	8.42	2024-04-17
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$3.10	4.43	$8.06	0.28	0.70	0.70	3.80	28.85	20.79	3.10	$310.00	70.00	48	1.0	125.000	8.06	2024-04-16
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$3.10	4.43	$7.92	0.27	0.64	0.70	3.80	28.85	20.93	3.10	$310.00	70.00	47	1.0	141.000	7.92	2024-04-15
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$2.20	3.14	$7.65	0.27	0.46	0.70	2.90	28.85	21.20	2.20	$220.00	70.00	44	11.0	141.000	7.65	2024-04-12
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$2.20	3.14	$6.13	0.21	0.02	0.70	2.90	28.85	22.72	2.20	$220.00	70.00	43	11.0	141.000	6.13	2024-04-11
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$2.20	3.14	$6.54	0.23	0.11	0.70	2.90	28.85	22.31	2.20	$220.00	70.00	42	11.0	141.000	6.54	2024-04-10
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$1.35	1.93	$5.60	0.19	0.01	0.70	2.05	28.85	23.25	1.35	$135.00	70.00	41	5.0	141.000	5.60	2024-04-09
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.85	1.21	$5.31	0.18	0.10	0.70	1.55	28.85	23.54	0.85	$85.00	70.00	40	2.0	141.000	5.31	2024-04-08
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.85	1.21	$5.62	0.19	0.03	0.70	1.55	28.85	23.23	0.85	$85.00	70.00	37	2.0	141.000	5.62	2024-04-05
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.85	1.21	$5.46	0.19	0.00	0.70	1.55	28.85	23.39	0.85	$85.00	70.00	36	2.0	141.000	5.46	2024-04-04
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.85	1.21	$4.85	0.17	-0.04	0.70	1.55	28.85	24.00	0.85	$85.00	70.00	35	2.0	139.000	4.85	2024-04-03
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.90	1.29	$5.26	0.18	0.04	0.70	1.60	28.85	23.59	0.90	$90.00	70.00	34	3.0	139.000	5.26	2024-04-02
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.90	1.29	$5.21	0.18	-0.02	0.70	1.60	28.85	23.64	0.90	$90.00	70.00	33	3.0	142.000	5.21	2024-04-01
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.30	0.43	$4.04	0.14	-0.02	0.70	1.00	28.85	24.81	0.30	$30.00	70.00	32	5.0	138.000	4.04	2024-03-31
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.30	0.43	$4.04	0.14	-0.04	0.70	1.00	28.85	24.81	0.30	$30.00	70.00	31	5.0	138.000	4.04	2024-03-30
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.30	0.43	$4.04	0.14	-0.05	0.70	1.00	28.85	24.81	0.30	$30.00	70.00	30	5.0	138.000	4.04	2024-03-29
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.30	0.43	$4.04	0.14	-0.06	0.70	1.00	28.85	24.81	0.30	$30.00	70.00	29	5.0	138.000	4.04	2024-03-28
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.37	0.53	$4.13	0.14	-0.05	0.70	1.07	28.85	24.72	0.37	$37.00	70.00	28	19.0	138.000	4.13	2024-03-27
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.37	0.53	$4.10	0.14	-0.09	0.70	1.07	28.85	24.75	0.37	$37.00	70.00	27	19.0	126.000	4.10	2024-03-26
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.80	1.14	$4.72	0.16	0.06	0.70	1.50	28.85	24.13	0.80	$80.00	70.00	26	8.0	132.000	4.72	2024-03-25
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.55	0.79	$4.38	0.15	-0.05	0.70	1.25	28.85	24.47	0.55	$55.00	70.00	23	9.0	129.000	4.38	2024-03-22
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.10	0.14	$3.53	0.12	-0.10	0.70	0.80	28.85	25.32	0.10	$10.00	70.00	22	2.0	129.000	3.53	2024-03-21
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.40	0.57	$3.58	0.12	-0.08	0.70	1.10	28.85	25.27	0.40	$40.00	70.00	21	12.0	139.000	3.58	2024-03-20
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.35	0.50	$3.90	0.14	-0.12	0.70	1.05	28.85	24.95	0.35	$35.00	70.00	20	23.0	128.000	3.90	2024-03-19
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.00	0.00	$3.07	0.11	-0.11	0.70	0.70	28.85	25.78	0.00	$0.00	70.00	19	1.0	127.000	3.07	2024-03-18
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.40	0.57	$3.25	0.11	-0.10	0.70	1.10	28.85	25.60	0.40	$40.00	70.00	16	4.0	123.000	3.25	2024-03-15
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.13	0.19	$3.38	0.12	-0.11	0.70	0.83	28.85	25.47	0.13	$13.00	70.00	15	11.0	123.000	3.38	2024-03-14
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.13	0.19	$2.64	0.09	-0.08	0.70	0.83	28.85	26.21	0.13	$13.00	70.00	14	11.0	112.000	2.64	2024-03-13
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.15	0.21	$2.41	0.08	-0.08	0.70	0.85	28.85	26.44	0.15	$15.00	70.00	13	3.0	112.000	2.41	2024-03-12
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.15	0.21	$2.82	0.10	-0.06	0.70	0.85	28.85	26.03	0.15	$15.00	70.00	12	3.0	109.000	2.82	2024-03-11
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.05	0.07	$1.88	0.07	-0.07	0.70	0.75	28.85	26.97	0.05	$5.00	70.00	9	15.0	109.000	1.88	2024-03-08
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.30	0.43	$2.51	0.09	-0.06	0.70	1.00	28.85	26.34	0.30	$30.00	70.00	8	21.0	109.000	2.51	2024-03-07
FLYW240419P00025000	FLYW	PUT	Long	25.00	Underlying has moved in favorable position (0.08214904679376083188908145581) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 2.37	$-0.05	-0.07	$2.57	0.09	-0.10	0.70	0.65	28.85	26.28	-0.05	$-5.00	70.00	7	35.0	106.000	2.57	2024-03-06
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.05	0.07	$2.42	0.08	-0.13	0.70	0.75	28.85	26.43	0.05	$5.00	70.00	6	15.0	71.000	2.42	2024-03-05
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.05	0.07	$1.58	0.05	-0.44	0.70	0.75	28.85	27.27	0.05	$5.00	70.00	5	15.0	0.000	1.58	2024-03-04
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$-0.10	-0.14	$0.60	0.02	-0.04	0.70	0.60	28.85	28.25	-0.10	$-10.00	70.00	4	9.0	54.000	0.60	2024-03-03
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$-0.10	-0.14	$0.60	0.02	-0.04	0.70	0.60	28.85	28.25	-0.10	$-10.00	70.00	3	9.0	54.000	0.60	2024-03-02
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$-0.10	-0.14	$0.34	0.01	-0.04	0.70	0.60	28.85	28.51	-0.10	$-10.00	70.00	2	9.0	54.000	0.34	2024-03-01
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$-0.10	-0.14	$0.46	0.02	-0.03	0.70	0.60	28.85	28.39	-0.10	$-10.00	70.00	1	15.0	54.000	0.46	2024-02-29
FLYW240419P00025000	FLYW	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.70	0.70	28.85	28.85	0.00	$0.00	70.00	0	34.0	20.000	-0.00	2024-02-28

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