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View Outliers PnL Drill-Down: FRSH241220P00015000

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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
2024-11-07	FRSH	FRSH241220P00015000	15.00	133.0	82.000	0.459	0.283	2.0	0.1	-0.040	2.180	0.280	0.30	16.82	2024-12-20	PUT	Long	0.156	0.295	0.285

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	FRSH	0.909	0.077	0.270	0.126	0.117	-0.154	16.79	-0.230	0.0000	10.88	24.48	21	1y	13.34

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
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.20	-0.67	$1.42	0.08	0.10	0.30	0.10	16.82	15.40	-0.20	$-20.00	30.00	42	33.0	333.000	1.42	2024-12-19
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.20	-0.67	$1.16	0.07	0.14	0.30	0.10	16.82	15.66	-0.20	$-20.00	30.00	41	10.0	333.000	1.16	2024-12-18
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.25	-0.83	$0.03	0.00	0.21	0.30	0.05	16.82	16.79	-0.25	$-25.00	30.00	40	2.0	331.000	0.03	2024-12-17
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.22	-0.73	$-0.20	-0.01	0.20	0.30	0.08	16.82	17.02	-0.22	$-22.00	30.00	39	1.0	331.000	-0.20	2024-12-16
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.22	-0.73	$0.27	0.02	0.04	0.30	0.08	16.82	16.55	-0.22	$-22.00	30.00	36	1.0	331.000	0.27	2024-12-13
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.22	-0.73	$-0.07	-0.00	0.08	0.30	0.08	16.82	16.89	-0.22	$-22.00	30.00	35	1.0	332.000	-0.07	2024-12-12
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.25	-0.83	$-0.14	-0.01	0.07	0.30	0.05	16.82	16.96	-0.25	$-25.00	30.00	34	2.0	332.000	-0.14	2024-12-11
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.20	-0.67	$0.41	0.02	0.11	0.30	0.10	16.82	16.41	-0.20	$-20.00	30.00	33	65.0	332.000	0.41	2024-12-10
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.20	-0.67	$-0.00	-0.00	0.09	0.30	0.10	16.82	16.82	-0.20	$-20.00	30.00	32	65.0	303.000	-0.00	2024-12-09
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.20	-0.67	$0.21	0.01	0.05	0.30	0.10	16.82	16.61	-0.20	$-20.00	30.00	31	3.0	303.000	0.21	2024-12-08
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.20	-0.67	$0.21	0.01	-0.00	0.30	0.10	16.82	16.61	-0.20	$-20.00	30.00	29	3.0	303.000	0.21	2024-12-06
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.20	-0.67	$0.73	0.04	-0.00	0.30	0.10	16.82	16.09	-0.20	$-20.00	30.00	28	3.0	303.000	0.73	2024-12-05
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.15	-0.50	$0.47	0.03	0.04	0.30	0.15	16.82	16.35	-0.15	$-15.00	30.00	27	32.0	331.000	0.47	2024-12-04
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.05	-0.17	$0.84	0.05	0.04	0.30	0.25	16.82	15.98	-0.05	$-5.00	30.00	26	3.0	0.000	0.84	2024-12-03
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.09	-0.30	$0.72	0.04	0.01	0.30	0.21	16.82	16.10	-0.09	$-9.00	30.00	25	40.0	299.000	0.72	2024-12-02
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.02	-0.07	$0.83	0.05	-0.40	0.30	0.28	16.82	15.99	-0.02	$-2.00	30.00	24	14.0	0.000	0.83	2024-12-01
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.02	-0.07	$0.83	0.05	0.04	0.30	0.28	16.82	15.99	-0.02	$-2.00	30.00	23	14.0	0.000	0.83	2024-11-30
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.02	-0.07	$0.99	0.06	-0.00	0.30	0.28	16.82	15.83	-0.02	$-2.00	30.00	21	14.0	288.000	0.99	2024-11-28
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.15	-0.50	$0.67	0.04	-0.04	0.30	0.15	16.82	16.15	-0.15	$-15.00	30.00	20	4.0	288.000	0.67	2024-11-27
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.15	-0.50	$0.50	0.03	-0.01	0.30	0.15	16.82	16.32	-0.15	$-15.00	30.00	19	4.0	288.000	0.50	2024-11-26
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.15	-0.50	$0.37	0.02	0.00	0.30	0.15	16.82	16.45	-0.15	$-15.00	30.00	18	4.0	288.000	0.37	2024-11-25
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.10	-0.33	$0.28	0.02	0.05	0.30	0.20	16.82	16.54	-0.10	$-10.00	30.00	17	35.0	286.000	0.28	2024-11-24
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.10	-0.33	$0.28	0.02	0.04	0.30	0.20	16.82	16.54	-0.10	$-10.00	30.00	16	35.0	286.000	0.28	2024-11-23
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.10	-0.33	$0.28	0.02	-0.01	0.30	0.20	16.82	16.54	-0.10	$-10.00	30.00	15	35.0	286.000	0.28	2024-11-22
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.14	0.47	$0.28	0.02	0.02	0.30	0.44	16.82	16.54	0.14	$14.00	30.00	14	35.0	286.000	0.28	2024-11-21
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.14	0.47	$1.54	0.09	-0.07	0.30	0.44	16.82	15.28	0.14	$14.00	30.00	13	35.0	299.000	1.54	2024-11-20
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.39	1.30	$1.83	0.11	-0.06	0.30	0.69	16.82	14.99	0.39	$39.00	30.00	12	23.0	289.000	1.83	2024-11-19
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.30	1.00	$1.81	0.11	-0.10	0.30	0.60	16.82	15.01	0.30	$30.00	30.00	11	34.0	303.000	1.81	2024-11-18
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.10	0.33	$1.09	0.06	-0.05	0.30	0.40	16.82	15.73	0.10	$10.00	30.00	10	25.0	314.000	1.09	2024-11-17
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.10	0.33	$1.09	0.06	-0.05	0.30	0.40	16.82	15.73	0.10	$10.00	30.00	9	25.0	314.000	1.09	2024-11-16
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.10	0.33	$1.09	0.06	-0.04	0.30	0.40	16.82	15.73	0.10	$10.00	30.00	8	25.0	314.000	1.09	2024-11-15
FRSH241220P00015000	FRSH	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.17	$0.50	0.03	-0.09	0.30	0.25	16.82	16.32	-0.05	$-5.00	30.00	7	26.0	288.000	0.50	2024-11-14
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$-0.10	-0.33	$0.19	0.01	-0.02	0.30	0.20	16.82	16.63	-0.10	$-10.00	30.00	6	128.0	318.000	0.19	2024-11-13
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.01	0.03	$0.32	0.02	-0.02	0.30	0.31	16.82	16.50	0.01	$1.00	30.00	5	135.0	318.000	0.32	2024-11-12
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.01	0.03	$0.31	0.02	-0.02	0.30	0.31	16.82	16.51	0.01	$1.00	30.00	4	135.0	188.000	0.31	2024-11-11
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.00	0.00	$0.38	0.02	-0.03	0.30	0.30	16.82	16.44	0.00	$0.00	30.00	3	11.0	178.000	0.38	2024-11-10
FRSH241220P00015000	FRSH	PUT	Long	15.00	None	$0.00	0.00	$0.38	0.02	-0.04	0.30	0.30	16.82	16.44	0.00	$0.00	30.00	2	11.0	178.000	0.38	2024-11-09
FRSH241220P00015000	FRSH	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.17	$0.52	0.03	-0.06	0.30	0.35	16.82	16.30	0.05	$5.00	30.00	1	10.0	178.000	0.52	2024-11-08
FRSH241220P00015000	FRSH	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	16.82	16.82	0.00	$0.00	30.00	0	133.0	82.000	-0.00	2024-11-07

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