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View Outliers PnL Drill-Down: FVRR240621P00022500

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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
2024-05-09	FVRR	FVRR240621P00022500	22.50	8.0	304.000	0.515	0.221	1.2	0.3	-0.010	1.950	1.010	3.20	23.33	2024-06-21	PUT	Long	0.273	0.292	0.102

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	FVRR	0.727	0.098	0.261	0.156	0.104	-0.111	33.57	0.010	0.0000	19.22	35.45	21	1y	26.80

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
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-0.92	-0.60	$0.54	0.02	-0.18	1.53	0.61	22.39	21.85	-0.92	$-92.00	153.00	40	41.0	948.000	0.54	2024-06-18
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.03	-0.67	$0.02	0.00	-0.12	1.53	0.50	22.39	22.37	-1.03	$-103.00	153.00	39	6.0	947.000	0.02	2024-06-17
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.13	-0.74	$-0.32	-0.01	0.11	1.53	0.40	22.39	22.71	-1.13	$-113.00	153.00	36	33.0	924.000	-0.32	2024-06-14
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.45	-0.95	$-1.56	-0.07	-0.10	1.53	0.08	22.39	23.95	-1.45	$-145.00	153.00	35	22.0	946.000	-1.56	2024-06-13
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.38	-0.90	$-2.34	-0.10	0.00	1.53	0.15	22.39	24.73	-1.38	$-138.00	153.00	34	15.0	947.000	-2.34	2024-06-12
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.47	-0.96	$-2.24	-0.10	-0.04	1.53	0.06	22.39	24.63	-1.47	$-147.00	153.00	33	1.0	947.000	-2.24	2024-06-11
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.39	-0.91	$-2.24	-0.10	-0.06	1.53	0.14	22.39	24.63	-1.39	$-139.00	153.00	32	7.0	949.000	-2.24	2024-06-10
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.39	-0.91	$-2.14	-0.10	-0.02	1.53	0.14	22.39	24.53	-1.39	$-139.00	153.00	31	7.0	949.000	-2.14	2024-06-09
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.39	-0.91	$-2.14	-0.10	-0.04	1.53	0.14	22.39	24.53	-1.39	$-139.00	153.00	29	7.0	949.000	-2.14	2024-06-07
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.43	-0.93	$-3.16	-0.14	-0.02	1.53	0.10	22.39	25.55	-1.43	$-143.00	153.00	28	13.0	957.000	-3.16	2024-06-06
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.38	-0.90	$-2.42	-0.11	-0.07	1.53	0.15	22.39	24.81	-1.38	$-138.00	153.00	27	3.0	957.000	-2.42	2024-06-05
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.38	-0.90	$-2.10	-0.09	-0.09	1.53	0.15	22.39	24.49	-1.38	$-138.00	153.00	26	3.0	960.000	-2.10	2024-06-04
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.31	-0.86	$-2.56	-0.11	-0.04	1.53	0.22	22.39	24.95	-1.31	$-131.00	153.00	25	7.0	956.000	-2.56	2024-06-03
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.38	-0.90	$-2.84	-0.13	-0.08	1.53	0.15	22.39	25.23	-1.38	$-138.00	153.00	22	31.0	957.000	-2.84	2024-05-31
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.33	-0.87	$-2.67	-0.12	-0.08	1.53	0.20	22.39	25.06	-1.33	$-133.00	153.00	21	4.0	953.000	-2.67	2024-05-30
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.23	-0.80	$-2.16	-0.10	-0.08	1.53	0.30	22.39	24.55	-1.23	$-123.00	153.00	20	6.0	948.000	-2.16	2024-05-29
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.25	-0.82	$-2.64	-0.12	-0.06	1.53	0.28	22.39	25.03	-1.25	$-125.00	153.00	19	9.0	948.000	-2.64	2024-05-28
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.18	-0.77	$-2.27	-0.10	-0.06	1.53	0.35	22.39	24.66	-1.18	$-118.00	153.00	18	80.0	895.000	-2.27	2024-05-27
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.18	-0.77	$-2.28	-0.10	-0.11	1.53	0.35	22.39	24.67	-1.18	$-118.00	153.00	15	80.0	895.000	-2.28	2024-05-24
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.18	-0.77	$-2.21	-0.10	-0.10	1.53	0.35	22.39	24.60	-1.18	$-118.00	153.00	14	26.0	871.000	-2.21	2024-05-23
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.28	-0.84	$-2.66	-0.12	-0.11	1.53	0.25	22.39	25.05	-1.28	$-128.00	153.00	13	21.0	865.000	-2.66	2024-05-22
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.22	-0.80	$-2.42	-0.11	-0.12	1.53	0.31	22.39	24.81	-1.22	$-122.00	153.00	12	56.0	859.000	-2.42	2024-05-21
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.26	-0.82	$-2.95	-0.13	-0.40	1.53	0.27	22.39	25.34	-1.26	$-126.00	153.00	11	15.0	0.000	-2.95	2024-05-20
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.21	-0.79	$-2.74	-0.12	-0.10	1.53	0.32	22.39	25.13	-1.21	$-121.00	153.00	10	559.0	334.000	-2.74	2024-05-19
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.21	-0.79	$-2.74	-0.12	-0.10	1.53	0.32	22.39	25.13	-1.21	$-121.00	153.00	9	559.0	334.000	-2.74	2024-05-18
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.21	-0.79	$-2.74	-0.12	-0.11	1.53	0.32	22.39	25.13	-1.21	$-121.00	153.00	8	559.0	334.000	-2.74	2024-05-17
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.19	-0.78	$-3.28	-0.15	-0.08	1.53	0.34	22.39	25.67	-1.19	$-119.00	153.00	6	61.0	324.000	-3.28	2024-05-15
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.22	-0.80	$-3.57	-0.16	-0.06	1.53	0.31	22.39	25.96	-1.22	$-122.00	153.00	5	43.0	307.000	-3.57	2024-05-14
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$-1.08	-0.71	$-2.87	-0.13	-0.06	1.53	0.45	22.39	25.26	-1.08	$-108.00	153.00	4	63.0	330.000	-2.87	2024-05-13
FVRR240621P00022500	FVRR	PUT	Long	22.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.61; Exit EQ PnL: -1.13	$-0.61	-0.40	$-1.13	-0.05	-0.50	1.53	0.92	22.39	23.52	-0.61	$-61.00	153.00	3	4.0	330.000	-1.13	2024-05-12
FVRR240621P00022500	FVRR	PUT	Long	22.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.53	1.53	22.39	22.39	0.00	$0.00	153.00	0	42.0	304.000	-0.00	2024-05-09

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