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View Outliers PnL Drill-Down: GCI241018P00005000

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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
2024-08-26	GCI	GCI241018P00005000	5.00	202.0	60.000	0.508	0.328	0.8	0.0	-0.010	0.910	0.140	0.20	5.73	2024-10-18	PUT	Long	0.260	0.303	0.172
2024-09-17	GCI	GCI241018P00005000	5.00	151.0	366.000	0.641	0.322	0.5	0.0	-0.010	0.660	0.150	0.15	5.49	2024-10-18	PUT	Long	0.314	0.358	0.188

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	GCI	0.818	0.129	0.285	0.182	0.136	-0.130	5.52	-0.010	0.0000	1.96	5.81	21	1y	5.33

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
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.01	0.00	0.65	0.20	0.20	5.73	5.72	0.00	$0.00	20.00	51	2.0	822.000	0.01	2024-10-16
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.31	0.05	0.12	0.20	0.20	5.73	5.42	0.00	$0.00	20.00	49	2.0	822.000	0.31	2024-10-14
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.34	0.06	0.09	0.20	0.20	5.73	5.39	0.00	$0.00	20.00	46	2.0	822.000	0.34	2024-10-11
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.42	0.07	0.18	0.20	0.20	5.73	5.31	0.00	$0.00	20.00	45	2.0	822.000	0.42	2024-10-10
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.15	-0.75	$0.01	0.00	1.41	0.20	0.05	5.73	5.72	-0.15	$-15.00	20.00	44	5.0	827.000	0.01	2024-10-09
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.09	-0.45	$0.23	0.04	0.06	0.20	0.11	5.73	5.50	-0.09	$-9.00	20.00	42	10.0	827.000	0.23	2024-10-07
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.09	-0.45	$0.04	0.01	-0.26	0.20	0.11	5.73	5.69	-0.09	$-9.00	20.00	41	10.0	0.000	0.04	2024-10-06
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.09	-0.45	$0.04	0.01	0.12	0.20	0.11	5.73	5.69	-0.09	$-9.00	20.00	40	10.0	827.000	0.04	2024-10-05
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.09	-0.45	$0.04	0.01	0.10	0.20	0.11	5.73	5.69	-0.09	$-9.00	20.00	39	10.0	827.000	0.04	2024-10-04
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.09	-0.45	$0.30	0.05	0.43	0.20	0.11	5.73	5.43	-0.09	$-9.00	20.00	38	10.0	827.000	0.30	2024-10-03
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.09	-0.45	$0.19	0.03	0.07	0.20	0.11	5.73	5.54	-0.09	$-9.00	20.00	37	10.0	827.000	0.19	2024-10-02
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.09	-0.45	$0.23	0.04	0.10	0.20	0.11	5.73	5.50	-0.09	$-9.00	20.00	36	10.0	827.000	0.23	2024-10-01
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.12	0.02	0.15	0.20	0.10	5.73	5.61	-0.10	$-10.00	20.00	35	50.0	802.000	0.12	2024-09-30
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.09	0.02	-0.38	0.20	0.10	5.73	5.64	-0.10	$-10.00	20.00	34	1.0	802.000	0.09	2024-09-29
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.09	0.02	0.13	0.20	0.10	5.73	5.64	-0.10	$-10.00	20.00	33	1.0	802.000	0.09	2024-09-28
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.09	0.02	0.12	0.20	0.10	5.73	5.64	-0.10	$-10.00	20.00	32	1.0	802.000	0.09	2024-09-27
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.27	0.05	0.01	0.20	0.10	5.73	5.46	-0.10	$-10.00	20.00	31	1.0	801.000	0.27	2024-09-26
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.28	0.05	0.10	0.20	0.10	5.73	5.45	-0.10	$-10.00	20.00	30	2.0	800.000	0.28	2024-09-25
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.13	0.02	-0.00	0.20	0.10	5.73	5.60	-0.10	$-10.00	20.00	29	50.0	825.000	0.13	2024-09-24
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.36	0.06	0.09	0.20	0.20	5.73	5.37	0.00	$0.00	20.00	28	11.0	825.000	0.36	2024-09-23
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.51	0.09	-0.44	0.20	0.20	5.73	5.22	0.00	$0.00	20.00	27	11.0	0.000	0.51	2024-09-22
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.51	0.09	0.01	0.20	0.20	5.73	5.22	0.00	$0.00	20.00	25	11.0	825.000	0.51	2024-09-20
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.05	-0.25	$0.12	0.02	0.01	0.20	0.15	5.73	5.61	-0.05	$-5.00	20.00	24	431.0	449.000	0.12	2024-09-19
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.10	-0.50	$0.12	0.02	0.01	0.20	0.10	5.73	5.61	-0.10	$-10.00	20.00	23	11.0	438.000	0.12	2024-09-18
GCI241018P00005000	GCI	PUT	Long	5.00	None	$-0.05	-0.25	$0.24	0.04	0.13	0.20	0.15	5.73	5.49	-0.05	$-5.00	20.00	22	151.0	366.000	0.24	2024-09-17
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.38	1.90	$1.12	0.20	0.15	0.20	0.58	5.73	4.61	0.38	$38.00	20.00	21	20.0	341.000	1.12	2024-09-16
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$1.18	0.21	0.06	0.20	0.45	5.73	4.55	0.25	$25.00	20.00	19	3.0	341.000	1.18	2024-09-14
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$1.18	0.21	0.04	0.20	0.45	5.73	4.55	0.25	$25.00	20.00	18	3.0	341.000	1.18	2024-09-13
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$1.26	0.22	0.12	0.20	0.45	5.73	4.47	0.25	$25.00	20.00	17	3.0	341.000	1.26	2024-09-12
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$1.45	0.25	0.14	0.20	0.45	5.73	4.28	0.25	$25.00	20.00	16	3.0	341.000	1.45	2024-09-11
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$1.48	0.26	0.09	0.20	0.45	5.73	4.25	0.25	$25.00	20.00	15	3.0	341.000	1.48	2024-09-10
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$1.37	0.24	0.04	0.20	0.45	5.73	4.36	0.25	$25.00	20.00	14	3.0	341.000	1.37	2024-09-09
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$1.16	0.20	0.11	0.20	0.45	5.73	4.57	0.25	$25.00	20.00	11	3.0	341.000	1.16	2024-09-06
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$0.93	0.16	-0.01	0.20	0.45	5.73	4.80	0.25	$25.00	20.00	10	3.0	341.000	0.93	2024-09-05
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.25	1.25	$0.86	0.15	0.04	0.20	0.45	5.73	4.87	0.25	$25.00	20.00	9	3.0	341.000	0.86	2024-09-04
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.06	0.30	$0.44	0.08	0.07	0.20	0.26	5.73	5.29	0.06	$6.00	20.00	5	7.0	341.000	0.44	2024-08-31
GCI241018P00005000	GCI	PUT	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.06	0.30	$0.45	0.08	0.02	0.20	0.26	5.73	5.28	0.06	$6.00	20.00	4	7.0	341.000	0.45	2024-08-30
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.06	0.30	$0.39	0.07	0.08	0.20	0.26	5.73	5.34	0.06	$6.00	20.00	3	7.0	341.000	0.39	2024-08-29
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.06	0.30	$0.29	0.05	0.08	0.20	0.26	5.73	5.44	0.06	$6.00	20.00	2	7.0	338.000	0.29	2024-08-28
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$0.07	0.01	-0.38	0.20	0.20	5.73	5.66	0.00	$0.00	20.00	1	202.0	260.000	0.07	2024-08-27
GCI241018P00005000	GCI	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	5.73	5.73	0.00	$0.00	20.00	0	202.0	60.000	-0.00	2024-08-26

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