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View Outliers PnL Drill-Down: FSLY231208P00017000

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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
2023-11-02	FSLY	FSLY231208P00017000	17.00	2.0	1.000	0.564	0.283	0.3	0.8	-0.010	0.810	1.270	1.34	16.47	2023-12-08	PUT	Long	0.296	0.332	0.156

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	FSLY	0.818	0.076	0.431	0.202	0.283	0.095	11.33	-0.263	0.0000	5.63	24.99	21	1y	7.32

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
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.09	-0.81	$-0.37	-0.02	0.22	1.34	0.25	16.47	16.84	-1.09	$-109.00	134.00	35	34.0	164.000	-0.37	2023-12-07
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.00	-0.75	$-0.48	-0.03	-0.04	1.34	0.34	16.47	16.95	-1.00	$-100.00	134.00	34	0.0	128.000	-0.48	2023-12-06
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.06	-0.79	$-0.91	-0.06	0.03	1.34	0.28	16.47	17.38	-1.06	$-106.00	134.00	33	0.0	101.000	-0.91	2023-12-05
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.15	-0.86	$-1.47	-0.09	0.04	1.34	0.19	16.47	17.94	-1.15	$-115.00	134.00	32	0.0	85.000	-1.47	2023-12-04
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.12	-0.84	$-1.58	-0.10	0.10	1.34	0.22	16.47	18.05	-1.12	$-112.00	134.00	31	0.0	64.000	-1.58	2023-12-03
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.12	-0.84	$-1.58	-0.10	0.05	1.34	0.22	16.47	18.05	-1.12	$-112.00	134.00	30	0.0	64.000	-1.58	2023-12-02
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.10	-0.82	$-1.57	-0.10	0.03	1.34	0.24	16.47	18.04	-1.10	$-110.00	134.00	29	0.0	64.000	-1.57	2023-12-01
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.48	-0.36	$-0.13	-0.01	0.03	1.34	0.86	16.47	16.60	-0.48	$-48.00	134.00	28	0.0	58.000	-0.13	2023-11-30
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.09	-0.81	$-2.09	-0.13	0.02	1.34	0.25	16.47	18.56	-1.09	$-109.00	134.00	27	0.0	58.000	-2.09	2023-11-29
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.09	-0.81	$-1.70	-0.10	-0.02	1.34	0.25	16.47	18.17	-1.09	$-109.00	134.00	26	0.0	48.000	-1.70	2023-11-28
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-1.04	-0.78	$-1.55	-0.09	-0.01	1.34	0.30	16.47	18.02	-1.04	$-104.00	134.00	25	0.0	48.000	-1.55	2023-11-27
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.70	-0.52	$-1.17	-0.07	-0.03	1.34	0.64	16.47	17.64	-0.70	$-70.00	134.00	22	0.0	0.000	-1.17	2023-11-24
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.70	-0.52	$-1.31	-0.08	-0.50	1.34	0.64	16.47	17.78	-0.70	$-70.00	134.00	21	0.0	0.000	-1.31	2023-11-23
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.70	-0.52	$-1.22	-0.07	0.03	1.34	0.64	16.47	17.69	-0.70	$-70.00	134.00	20	0.0	30.000	-1.22	2023-11-22
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.70	-0.52	$-0.96	-0.06	-0.03	1.34	0.64	16.47	17.43	-0.70	$-70.00	134.00	19	0.0	51.000	-0.96	2023-11-21
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.65	-0.49	$-2.28	-0.14	0.02	1.34	0.69	16.47	18.75	-0.65	$-65.00	134.00	18	0.0	51.000	-2.28	2023-11-20
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.65	-0.49	$-1.50	-0.09	0.02	1.34	0.69	16.47	17.97	-0.65	$-65.00	134.00	17	0.0	9.000	-1.50	2023-11-19
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.65	-0.49	$-1.50	-0.09	0.00	1.34	0.69	16.47	17.97	-0.65	$-65.00	134.00	15	0.0	9.000	-1.50	2023-11-17
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$0.29	0.22	$0.22	0.01	-0.03	1.34	1.63	16.47	16.25	0.29	$29.00	134.00	14	0.0	9.000	0.22	2023-11-16
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.58	-0.43	$-0.81	-0.05	-0.04	1.34	0.76	16.47	17.28	-0.58	$-58.00	134.00	13	0.0	9.000	-0.81	2023-11-15
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$0.02	0.01	$-0.57	-0.03	-0.05	1.34	1.36	16.47	17.04	0.02	$2.00	134.00	12	0.0	9.000	-0.57	2023-11-14
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$0.02	0.01	$0.46	0.03	-0.03	1.34	1.36	16.47	16.01	0.02	$2.00	134.00	11	0.0	10.000	0.46	2023-11-13
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.06	-0.04	$0.07	0.00	-0.03	1.34	1.28	16.47	16.40	-0.06	$-6.00	134.00	8	0.0	10.000	0.07	2023-11-10
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.23	-0.17	$0.08	0.00	-0.56	1.34	1.11	16.47	16.39	-0.23	$-23.00	134.00	7	0.0	0.000	0.08	2023-11-09
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.23	-0.17	$0.08	0.00	-0.02	1.34	1.11	16.47	16.39	-0.23	$-23.00	134.00	6	0.0	19.000	0.08	2023-11-08
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.29	-0.22	$-0.54	-0.03	-0.02	1.34	1.05	16.47	17.01	-0.29	$-29.00	134.00	5	0.0	3.000	-0.54	2023-11-07
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.10	-0.07	$-0.10	-0.01	-0.02	1.34	1.24	16.47	16.57	-0.10	$-10.00	134.00	4	0.0	3.000	-0.10	2023-11-06
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$-0.10	-0.07	$-0.10	-0.01	-0.02	1.34	1.24	16.47	16.57	-0.10	$-10.00	134.00	3	0.0	3.000	-0.10	2023-11-05
FSLY231208P00017000	FSLY	PUT	Long	17.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -1.09	$-0.10	-0.07	$-1.09	-0.07	-0.02	1.34	1.24	16.47	17.56	-0.10	$-10.00	134.00	1	0.0	3.000	-1.09	2023-11-03
FSLY231208P00017000	FSLY	PUT	Long	17.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.34	1.34	16.47	16.47	0.00	$0.00	134.00	0	2.0	1.000	-0.00	2023-11-02

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