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View Outliers PnL Drill-Down: G240920P00035000

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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
2024-08-09	G	G240920P00035000	35.00	250.0	181.000	0.285	0.174	2.7	0.1	-0.010	3.010	0.350	0.40	37.50	2024-09-20	PUT	Long	0.104	0.181	0.157

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	G	0.909	0.036	0.165	0.070	0.047	-0.066	43.25	0.141	0.0000	30.56	46.82	21	1y	40.84

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
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-0.94	-0.03	0.41	0.40	0.05	37.50	38.44	-0.35	$-35.00	40.00	41	1.0	283.000	-0.94	2024-09-19
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-0.82	-0.02	0.26	0.40	0.05	37.50	38.32	-0.35	$-35.00	40.00	40	1.0	283.000	-0.82	2024-09-18
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-0.91	-0.02	0.27	0.40	0.05	37.50	38.41	-0.35	$-35.00	40.00	39	1.0	283.000	-0.91	2024-09-17
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-1.51	-0.04	0.28	0.40	0.05	37.50	39.01	-0.35	$-35.00	40.00	38	2.0	283.000	-1.51	2024-09-16
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-1.79	-0.05	0.34	0.40	0.05	37.50	39.29	-0.35	$-35.00	40.00	36	2.0	283.000	-1.79	2024-09-14
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-1.79	-0.05	0.18	0.40	0.05	37.50	39.29	-0.35	$-35.00	40.00	35	2.0	283.000	-1.79	2024-09-13
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-1.00	-0.03	0.09	0.40	0.05	37.50	38.50	-0.35	$-35.00	40.00	34	2.0	283.000	-1.00	2024-09-12
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-1.15	-0.03	0.09	0.40	0.05	37.50	38.65	-0.35	$-35.00	40.00	33	2.0	285.000	-1.15	2024-09-11
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.38	-0.04	0.19	0.40	0.15	37.50	38.88	-0.25	$-25.00	40.00	32	3.0	285.000	-1.38	2024-09-10
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.26	-0.03	0.16	0.40	0.15	37.50	38.76	-0.25	$-25.00	40.00	31	3.0	285.000	-1.26	2024-09-09
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-0.83	-0.02	0.13	0.40	0.15	37.50	38.33	-0.25	$-25.00	40.00	30	3.0	285.000	-0.83	2024-09-08
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-0.83	-0.02	0.12	0.40	0.15	37.50	38.33	-0.25	$-25.00	40.00	28	3.0	285.000	-0.83	2024-09-06
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-0.69	-0.02	0.15	0.40	0.15	37.50	38.19	-0.25	$-25.00	40.00	27	3.0	286.000	-0.69	2024-09-05
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.49	-0.04	0.11	0.40	0.15	37.50	38.99	-0.25	$-25.00	40.00	26	1.0	287.000	-1.49	2024-09-04
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-1.73	-0.05	0.06	0.40	0.05	37.50	39.23	-0.35	$-35.00	40.00	22	1.0	287.000	-1.73	2024-08-31
G240920P00035000	G	PUT	Long	35.00	None	$-0.35	-0.88	$-1.71	-0.05	0.04	0.40	0.05	37.50	39.21	-0.35	$-35.00	40.00	21	1.0	287.000	-1.71	2024-08-30
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.78	-0.05	0.07	0.40	0.15	37.50	39.28	-0.25	$-25.00	40.00	20	10.0	287.000	-1.78	2024-08-29
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.67	-0.04	0.02	0.40	0.15	37.50	39.17	-0.25	$-25.00	40.00	19	10.0	287.000	-1.67	2024-08-28
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.52	-0.04	-0.16	0.40	0.15	37.50	39.02	-0.25	$-25.00	40.00	18	10.0	287.000	-1.52	2024-08-27
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.62	-0.04	0.01	0.40	0.15	37.50	39.12	-0.25	$-25.00	40.00	17	10.0	0.000	-1.62	2024-08-26
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.61	-0.04	0.00	0.40	0.15	37.50	39.11	-0.25	$-25.00	40.00	16	10.0	287.000	-1.61	2024-08-25
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.61	-0.04	-0.00	0.40	0.15	37.50	39.11	-0.25	$-25.00	40.00	15	10.0	287.000	-1.61	2024-08-24
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.62	-0.04	-0.01	0.40	0.15	37.50	39.12	-0.25	$-25.00	40.00	14	10.0	287.000	-1.62	2024-08-23
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.36	-0.04	0.03	0.40	0.15	37.50	38.86	-0.25	$-25.00	40.00	13	10.0	287.000	-1.36	2024-08-22
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.52	-0.04	-0.02	0.40	0.15	37.50	39.02	-0.25	$-25.00	40.00	12	10.0	287.000	-1.52	2024-08-21
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.25	-0.03	0.01	0.40	0.15	37.50	38.75	-0.25	$-25.00	40.00	11	10.0	287.000	-1.25	2024-08-20
G240920P00035000	G	PUT	Long	35.00	None	$-0.25	-0.62	$-1.16	-0.03	-0.02	0.40	0.15	37.50	38.66	-0.25	$-25.00	40.00	10	10.0	282.000	-1.16	2024-08-19
G240920P00035000	G	PUT	Long	35.00	None	$-0.24	-0.60	$-0.78	-0.02	0.18	0.40	0.16	37.50	38.28	-0.24	$-24.00	40.00	9	6.0	280.000	-0.78	2024-08-18
G240920P00035000	G	PUT	Long	35.00	None	$-0.24	-0.60	$-0.78	-0.02	0.18	0.40	0.16	37.50	38.28	-0.24	$-24.00	40.00	8	6.0	280.000	-0.78	2024-08-17
G240920P00035000	G	PUT	Long	35.00	None	$-0.24	-0.60	$-0.78	-0.02	0.10	0.40	0.16	37.50	38.28	-0.24	$-24.00	40.00	7	6.0	280.000	-0.78	2024-08-16
G240920P00035000	G	PUT	Long	35.00	None	$-0.10	-0.25	$-0.73	-0.02	0.00	0.40	0.30	37.50	38.23	-0.10	$-10.00	40.00	6	2.0	280.000	-0.73	2024-08-15
G240920P00035000	G	PUT	Long	35.00	None	$-0.10	-0.25	$-0.08	-0.00	0.08	0.40	0.30	37.50	37.58	-0.10	$-10.00	40.00	5	2.0	280.000	-0.08	2024-08-14
G240920P00035000	G	PUT	Long	35.00	Exit OP PnL: $-0.10;Exit EQ PnL: -0.05; Position is Long and position continued to lose. Latest OP price is: $0.30 (EQ: $37.55). Initial OP price was: $0.40 (EQ: $37.50). Surpassed Stop Loss Percentage: -0.25 < -0.16.	$-0.10	-0.25	$-0.05	-0.00	0.13	0.40	0.30	37.50	37.55	-0.10	$-10.00	40.00	4	2.0	280.000	-0.05	2024-08-13
G240920P00035000	G	PUT	Long	35.00	None	$0.15	0.38	$0.95	0.03	-0.01	0.40	0.55	37.50	36.55	0.15	$15.00	40.00	3	3.0	278.000	0.95	2024-08-12
G240920P00035000	G	PUT	Long	35.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	37.50	37.50	0.00	$0.00	40.00	0	250.0	181.000	-0.00	2024-08-09

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