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View Outliers PnL Drill-Down: FREY240719P00002500

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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
2024-05-27	FREY	FREY240719P00002500	2.50	6.0	18.000	0.809	0.468	0.2	0.1	0.000	0.340	0.240	0.35	2.58	2024-07-19	PUT	Long	0.450	0.476	0.173
2024-05-24	FREY	FREY240719P00002500	2.50	5.0	18.000	0.961	0.466	0.2	0.1	0.000	0.380	0.300	0.40	2.57	2024-07-19	PUT	Long	0.450	0.474	0.166

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
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.20	0.50	$0.79	0.31	2.73	0.40	0.60	2.57	1.78	0.20	$20.00	40.00	55	3.0	30.000	0.79	2024-07-18
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.20	0.50	$0.71	0.28	5.76	0.40	0.60	2.57	1.86	0.20	$20.00	40.00	54	3.0	30.000	0.71	2024-07-17
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.20	0.50	$0.62	0.24	3.29	0.40	0.60	2.57	1.95	0.20	$20.00	40.00	53	3.0	31.000	0.62	2024-07-16
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.30	0.75	$0.74	0.29	6.40	0.40	0.70	2.57	1.83	0.30	$30.00	40.00	52	1.0	31.000	0.74	2024-07-15
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.30	0.75	$0.73	0.28	2.32	0.40	0.70	2.57	1.84	0.30	$30.00	40.00	49	2.0	32.000	0.73	2024-07-12
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.55	1.38	$0.85	0.33	1.79	0.40	0.95	2.57	1.72	0.55	$55.00	40.00	48	1.0	32.000	0.85	2024-07-11
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.55	1.38	$1.00	0.39	1.79	0.40	0.95	2.57	1.57	0.55	$55.00	40.00	47	1.0	32.000	1.00	2024-07-10
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.55	1.38	$1.03	0.40	1.29	0.40	0.95	2.57	1.54	0.55	$55.00	40.00	46	1.0	31.000	1.03	2024-07-09
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.50	1.25	$0.99	0.39	0.94	0.40	0.90	2.57	1.58	0.50	$50.00	40.00	45	1.0	31.000	0.99	2024-07-08
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.50	1.25	$0.94	0.37	1.20	0.40	0.90	2.57	1.63	0.50	$50.00	40.00	42	1.0	31.000	0.94	2024-07-05
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.50	1.25	$0.93	0.36	1.24	0.40	0.90	2.57	1.64	0.50	$50.00	40.00	41	1.0	0.000	0.93	2024-07-04
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.50	1.25	$0.93	0.36	1.18	0.40	0.90	2.57	1.64	0.50	$50.00	40.00	40	1.0	0.000	0.93	2024-07-03
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.50	1.25	$0.99	0.39	0.60	0.40	0.90	2.57	1.58	0.50	$50.00	40.00	39	1.0	33.000	0.99	2024-07-02
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.50	1.25	$0.98	0.38	0.63	0.40	0.90	2.57	1.59	0.50	$50.00	40.00	38	1.0	32.000	0.98	2024-07-01
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.45	1.12	$0.87	0.34	0.88	0.40	0.85	2.57	1.70	0.45	$45.00	40.00	35	1.0	32.000	0.87	2024-06-28
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.45	1.12	$0.86	0.33	0.88	0.40	0.85	2.57	1.71	0.45	$45.00	40.00	34	1.0	32.000	0.86	2024-06-27
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.35	0.88	$0.95	0.37	1.02	0.40	0.75	2.57	1.62	0.35	$35.00	40.00	32	10.0	31.000	0.95	2024-06-25
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.35	0.88	$0.87	0.34	1.63	0.40	0.75	2.57	1.70	0.35	$35.00	40.00	31	10.0	31.000	0.87	2024-06-24
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.35	0.88	$0.86	0.33	0.46	0.40	0.75	2.57	1.71	0.35	$35.00	40.00	25	10.0	31.000	0.86	2024-06-18
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.35	0.88	$0.83	0.32	0.41	0.40	0.75	2.57	1.74	0.35	$35.00	40.00	24	10.0	31.000	0.83	2024-06-17
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.35	0.88	$0.81	0.32	0.15	0.40	0.75	2.57	1.76	0.35	$35.00	40.00	21	5.0	21.000	0.81	2024-06-14
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.20	0.50	$0.76	0.30	-0.96	0.40	0.60	2.57	1.81	0.20	$20.00	40.00	20	5.0	21.000	0.76	2024-06-13
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.20	0.50	$0.69	0.27	0.33	0.40	0.60	2.57	1.88	0.20	$20.00	40.00	19	5.0	21.000	0.69	2024-06-12
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.25	0.62	$0.69	0.27	0.31	0.40	0.65	2.57	1.88	0.25	$25.00	40.00	18	1.0	21.000	0.69	2024-06-11
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.63	0.25	0.27	0.40	0.45	2.57	1.94	0.05	$5.00	40.00	17	1.0	21.000	0.63	2024-06-10
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.50	0.19	0.56	0.40	0.45	2.57	2.07	0.05	$5.00	40.00	16	1.0	21.000	0.50	2024-06-09
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.51	0.20	0.48	0.40	0.45	2.57	2.06	0.05	$5.00	40.00	14	1.0	21.000	0.51	2024-06-07
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.43	0.17	0.10	0.40	0.45	2.57	2.14	0.05	$5.00	40.00	13	1.0	21.000	0.43	2024-06-06
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.24	0.09	0.26	0.40	0.45	2.57	2.33	0.05	$5.00	40.00	12	1.0	20.000	0.24	2024-06-05
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.36	0.14	0.38	0.40	0.45	2.57	2.21	0.05	$5.00	40.00	11	1.0	20.000	0.36	2024-06-04
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.30	0.12	-0.10	0.40	0.45	2.57	2.27	0.05	$5.00	40.00	10	1.0	20.000	0.30	2024-06-03
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.05	0.12	$0.16	0.06	0.16	0.40	0.45	2.57	2.41	0.05	$5.00	40.00	7	1.0	20.000	0.16	2024-05-31
FREY240719P00002500	FREY	PUT	Long	2.50	None	$-0.05	-0.12	$0.03	0.01	-0.31	0.40	0.35	2.57	2.54	-0.05	$-5.00	40.00	6	1.0	20.000	0.03	2024-05-30
FREY240719P00002500	FREY	PUT	Long	2.50	None	$-0.05	-0.12	$-0.00	-0.00	0.05	0.40	0.35	2.57	2.57	-0.05	$-5.00	40.00	5	1.0	19.000	-0.00	2024-05-29
FREY240719P00002500	FREY	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.10	$-0.05	-0.12	$-0.09	-0.04	0.07	0.40	0.35	2.57	2.66	-0.05	$-5.00	40.00	4	6.0	19.000	-0.09	2024-05-28
FREY240719P00002500	FREY	PUT	Long	2.50	None	$-0.05	-0.12	$-0.01	-0.00	-0.15	0.40	0.35	2.57	2.58	-0.05	$-5.00	40.00	3	6.0	18.000	-0.01	2024-05-27
FREY240719P00002500	FREY	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	2.57	2.57	0.00	$0.00	40.00	0	5.0	18.000	-0.00	2024-05-24

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