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View Outliers PnL Drill-Down: FYBR241018P00032500

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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
2024-09-04	FYBR	FYBR241018P00032500	32.50	37.0	1.000	0.540	0.360	6.4	0.1	-0.070	6.720	0.390	0.45	38.68	2024-10-18	PUT	Long	0.166	0.363	0.379

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	FYBR	0.909	0.012	0.361	0.107	0.012	-0.027	34.83	0.005	0.0000	21.58	38.68	21	1y	35.34

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
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.78	0.07	0.06	0.45	0.05	38.68	35.90	-0.40	$-40.00	45.00	42	1.0	65.000	2.78	2024-10-16
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.43	0.09	-0.00	0.45	0.05	38.68	35.25	-0.40	$-40.00	45.00	40	1.0	65.000	3.43	2024-10-14
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.43	0.09	-0.11	0.45	0.05	38.68	35.25	-0.40	$-40.00	45.00	37	1.0	65.000	3.43	2024-10-11
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.43	0.09	-0.14	0.45	0.05	38.68	35.25	-0.40	$-40.00	45.00	36	1.0	65.000	3.43	2024-10-10
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.42	0.09	-0.22	0.45	0.05	38.68	35.26	-0.40	$-40.00	45.00	35	1.0	65.000	3.42	2024-10-09
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.36	0.09	-0.19	0.45	0.05	38.68	35.32	-0.40	$-40.00	45.00	33	1.0	65.000	3.36	2024-10-07
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.32	0.09	-0.42	0.45	0.05	38.68	35.36	-0.40	$-40.00	45.00	32	1.0	0.000	3.32	2024-10-06
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.32	0.09	-0.21	0.45	0.05	38.68	35.36	-0.40	$-40.00	45.00	31	1.0	65.000	3.32	2024-10-05
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.32	0.09	-0.42	0.45	0.05	38.68	35.36	-0.40	$-40.00	45.00	30	1.0	65.000	3.32	2024-10-04
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.26	0.08	-0.23	0.45	0.05	38.68	35.42	-0.40	$-40.00	45.00	29	1.0	65.000	3.26	2024-10-03
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.23	0.08	-0.23	0.45	0.05	38.68	35.45	-0.40	$-40.00	45.00	28	1.0	65.000	3.23	2024-10-02
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.30	0.09	-0.25	0.45	0.05	38.68	35.38	-0.40	$-40.00	45.00	27	1.0	65.000	3.30	2024-10-01
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.15	0.08	-0.24	0.45	0.05	38.68	35.53	-0.40	$-40.00	45.00	26	1.0	65.000	3.15	2024-09-30
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.97	0.08	-0.42	0.45	0.05	38.68	35.71	-0.40	$-40.00	45.00	25	1.0	65.000	2.97	2024-09-29
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.97	0.08	-0.25	0.45	0.05	38.68	35.71	-0.40	$-40.00	45.00	24	1.0	65.000	2.97	2024-09-28
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.97	0.08	-0.25	0.45	0.05	38.68	35.71	-0.40	$-40.00	45.00	23	1.0	65.000	2.97	2024-09-27
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.96	0.08	-0.26	0.45	0.05	38.68	35.72	-0.40	$-40.00	45.00	22	1.0	65.000	2.96	2024-09-26
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.16	0.08	-0.32	0.45	0.05	38.68	35.52	-0.40	$-40.00	45.00	21	1.0	65.000	3.16	2024-09-25
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.20	0.08	-0.28	0.45	0.05	38.68	35.48	-0.40	$-40.00	45.00	20	1.0	65.000	3.20	2024-09-24
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.95	0.08	-0.28	0.45	0.05	38.68	35.73	-0.40	$-40.00	45.00	19	1.0	65.000	2.95	2024-09-23
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.03	0.08	-0.42	0.45	0.05	38.68	35.65	-0.40	$-40.00	45.00	18	1.0	0.000	3.03	2024-09-22
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.03	0.08	-0.29	0.45	0.05	38.68	35.65	-0.40	$-40.00	45.00	16	1.0	64.000	3.03	2024-09-20
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.29	0.09	-0.31	0.45	0.05	38.68	35.39	-0.40	$-40.00	45.00	15	6.0	64.000	3.29	2024-09-19
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$3.33	0.09	-0.32	0.45	0.05	38.68	35.35	-0.40	$-40.00	45.00	14	6.0	64.000	3.33	2024-09-18
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.93	0.08	-0.30	0.45	0.05	38.68	35.75	-0.40	$-40.00	45.00	13	6.0	58.000	2.93	2024-09-17
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.35	-0.78	$2.73	0.07	-0.29	0.45	0.10	38.68	35.95	-0.35	$-35.00	45.00	12	1.0	58.000	2.73	2024-09-16
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.35	-0.78	$2.24	0.06	-0.31	0.45	0.10	38.68	36.44	-0.35	$-35.00	45.00	10	1.0	58.000	2.24	2024-09-14
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.35	-0.78	$2.24	0.06	-0.32	0.45	0.10	38.68	36.44	-0.35	$-35.00	45.00	9	1.0	58.000	2.24	2024-09-13
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.35	-0.78	$3.10	0.08	-0.32	0.45	0.10	38.68	35.58	-0.35	$-35.00	45.00	8	1.0	58.000	3.10	2024-09-12
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.35	-0.78	$2.66	0.07	-0.31	0.45	0.10	38.68	36.02	-0.35	$-35.00	45.00	7	1.0	58.000	2.66	2024-09-11
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.35	-0.78	$3.11	0.08	-0.33	0.45	0.10	38.68	35.57	-0.35	$-35.00	45.00	6	1.0	57.000	3.11	2024-09-10
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$-0.40	-0.89	$2.91	0.08	-0.32	0.45	0.05	38.68	35.77	-0.40	$-40.00	45.00	5	15.0	52.000	2.91	2024-09-09
FYBR241018P00032500	FYBR	PUT	Long	32.50	Underlying has moved in favorable position (0.09126163391933815925542916236) however, position is suffering from IV crush;Exit OP PnL: $-0.35;Exit EQ PnL: 3.53	$-0.35	-0.78	$3.15	0.08	-0.34	0.45	0.10	38.68	35.53	-0.35	$-35.00	45.00	2	1.0	41.000	3.15	2024-09-06
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$0.00	0.00	$3.68	0.10	-0.37	0.45	0.45	38.68	35.00	0.00	$0.00	45.00	1	40.0	41.000	3.68	2024-09-05
FYBR241018P00032500	FYBR	PUT	Long	32.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	38.68	38.68	0.00	$0.00	45.00	0	37.0	1.000	-0.00	2024-09-04

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