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View Outliers PnL Drill-Down: FREY250117P00001500

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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
2024-11-06	FREY	FREY250117P00001500	1.50	31.0	0.000	1.523	0.649	0.3	0.1	-0.170	0.520	0.270	0.29	1.73	2025-01-17	PUT	Long	0.362	0.622	0.648

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
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.21	-0.72	$-0.43	-0.25	-0.26	0.29	0.08	1.73	2.16	-0.21	$-21.00	29.00	44	60.0	171.000	-0.43	2024-12-20
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.21	-0.72	$-0.09	-0.05	-0.49	0.29	0.08	1.73	1.82	-0.21	$-21.00	29.00	43	60.0	171.000	-0.09	2024-12-19
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.21	-0.72	$-0.06	-0.03	-0.24	0.29	0.08	1.73	1.79	-0.21	$-21.00	29.00	42	60.0	197.000	-0.06	2024-12-18
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.03	-0.02	-0.46	0.29	0.20	1.73	1.76	-0.09	$-9.00	29.00	41	10.0	197.000	-0.03	2024-12-17
FREY250117P00001500	FREY	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.31	$0.16	0.09	-0.66	0.29	0.20	1.73	1.57	-0.09	$-9.00	29.00	40	10.0	197.000	0.16	2024-12-16
FREY250117P00001500	FREY	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.31	$0.02	0.01	-0.46	0.29	0.20	1.73	1.71	-0.09	$-9.00	29.00	37	10.0	189.000	0.02	2024-12-13
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.14	-0.48	$0.07	0.04	-0.41	0.29	0.15	1.73	1.66	-0.14	$-14.00	29.00	36	10.0	189.000	0.07	2024-12-12
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.14	-0.48	$0.07	0.04	-0.30	0.29	0.15	1.73	1.66	-0.14	$-14.00	29.00	35	10.0	189.000	0.07	2024-12-11
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.14	-0.48	$0.03	0.02	-0.25	0.29	0.15	1.73	1.70	-0.14	$-14.00	29.00	34	5.0	179.000	0.03	2024-12-10
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.14	-0.48	$-0.08	-0.05	-0.51	0.29	0.15	1.73	1.81	-0.14	$-14.00	29.00	33	5.0	179.000	-0.08	2024-12-09
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.14	-0.48	$0.03	0.02	0.49	0.29	0.15	1.73	1.70	-0.14	$-14.00	29.00	32	5.0	179.000	0.03	2024-12-08
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.14	-0.48	$0.04	0.02	-0.44	0.29	0.15	1.73	1.69	-0.14	$-14.00	29.00	30	5.0	179.000	0.04	2024-12-06
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.00	-0.00	-0.41	0.29	0.10	1.73	1.73	-0.19	$-19.00	29.00	29	1.0	178.000	-0.00	2024-12-05
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.11	-0.06	-0.40	0.29	0.10	1.73	1.84	-0.19	$-19.00	29.00	28	3.0	178.000	-0.11	2024-12-04
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.23	-0.13	-0.41	0.29	0.10	1.73	1.96	-0.19	$-19.00	29.00	27	3.0	177.000	-0.23	2024-12-03
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.30	-0.17	-0.49	0.29	0.10	1.73	2.03	-0.19	$-19.00	29.00	26	10.0	177.000	-0.30	2024-12-02
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.34	-0.20	-1.27	0.29	0.10	1.73	2.07	-0.19	$-19.00	29.00	25	10.0	0.000	-0.34	2024-12-01
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.34	-0.20	0.27	0.29	0.10	1.73	2.07	-0.19	$-19.00	29.00	24	10.0	177.000	-0.34	2024-11-30
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.41	-0.24	-0.29	0.29	0.10	1.73	2.14	-0.19	$-19.00	29.00	22	10.0	177.000	-0.41	2024-11-28
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.39	-0.23	-0.34	0.29	0.10	1.73	2.12	-0.19	$-19.00	29.00	21	10.0	177.000	-0.39	2024-11-27
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.42	-0.24	-0.44	0.29	0.10	1.73	2.15	-0.19	$-19.00	29.00	20	10.0	177.000	-0.42	2024-11-26
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.49	-0.28	-0.27	0.29	0.10	1.73	2.22	-0.19	$-19.00	29.00	19	10.0	177.000	-0.49	2024-11-25
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.72	-0.42	-0.26	0.29	0.10	1.73	2.45	-0.19	$-19.00	29.00	18	10.0	167.000	-0.72	2024-11-24
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.72	-0.42	-0.28	0.29	0.10	1.73	2.45	-0.19	$-19.00	29.00	17	10.0	167.000	-0.72	2024-11-23
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.71	-0.41	-0.16	0.29	0.10	1.73	2.44	-0.19	$-19.00	29.00	16	10.0	167.000	-0.71	2024-11-22
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.80	-0.46	0.46	0.29	0.20	1.73	2.53	-0.09	$-9.00	29.00	15	109.0	167.000	-0.80	2024-11-21
FREY250117P00001500	FREY	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.31	$-0.47	-0.27	-0.47	0.29	0.20	1.73	2.20	-0.09	$-9.00	29.00	14	109.0	167.000	-0.47	2024-11-20
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.55	-0.32	-0.41	0.29	0.20	1.73	2.28	-0.09	$-9.00	29.00	13	109.0	167.000	-0.55	2024-11-19
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.42	-0.24	-0.40	0.29	0.20	1.73	2.15	-0.09	$-9.00	29.00	12	109.0	167.000	-0.42	2024-11-18
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.37	-0.21	-0.44	0.29	0.20	1.73	2.10	-0.09	$-9.00	29.00	11	109.0	167.000	-0.37	2024-11-17
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.37	-0.21	-0.44	0.29	0.20	1.73	2.10	-0.09	$-9.00	29.00	10	109.0	167.000	-0.37	2024-11-16
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.37	-0.21	-0.35	0.29	0.20	1.73	2.10	-0.09	$-9.00	29.00	9	109.0	167.000	-0.37	2024-11-15
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.58	-0.34	-0.33	0.29	0.20	1.73	2.31	-0.09	$-9.00	29.00	8	109.0	167.000	-0.58	2024-11-14
FREY250117P00001500	FREY	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.31	$-0.37	-0.21	-0.48	0.29	0.20	1.73	2.10	-0.09	$-9.00	29.00	7	109.0	167.000	-0.37	2024-11-13
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.41	-0.24	-0.46	0.29	0.20	1.73	2.14	-0.09	$-9.00	29.00	6	109.0	167.000	-0.41	2024-11-12
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.59	-0.34	-0.35	0.29	0.20	1.73	2.32	-0.09	$-9.00	29.00	5	109.0	167.000	-0.59	2024-11-11
FREY250117P00001500	FREY	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.31	$-0.32	-0.18	-0.44	0.29	0.20	1.73	2.05	-0.09	$-9.00	29.00	4	109.0	81.000	-0.32	2024-11-10
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.09	-0.31	$-0.32	-0.18	-0.44	0.29	0.20	1.73	2.05	-0.09	$-9.00	29.00	3	109.0	81.000	-0.32	2024-11-09
FREY250117P00001500	FREY	PUT	Long	1.50	None	$-0.19	-0.66	$-0.20	-0.12	-0.44	0.29	0.10	1.73	1.93	-0.19	$-19.00	29.00	2	36.0	81.000	-0.20	2024-11-08
FREY250117P00001500	FREY	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.19	-0.66	$-0.62	-0.36	-0.48	0.29	0.10	1.73	2.35	-0.19	$-19.00	29.00	1	36.0	54.000	-0.62	2024-11-07
FREY250117P00001500	FREY	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.29	0.29	1.73	1.73	0.00	$0.00	29.00	0	31.0	0.000	-0.00	2024-11-06

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