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View Outliers PnL Drill-Down: GDS240920P00015000

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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
2024-08-21	GDS	GDS240920P00015000	15.00	90.0	0.000	0.666	0.303	0.5	0.6	-0.010	1.120	1.290	1.15	14.76	2024-09-20	PUT	Long	0.282	0.320	0.171

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	GDS	0.818	0.168	0.374	0.229	0.224	0.023	20.01	-0.431	0.0000	5.06	24.12	21	1y	22.01

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
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.05	-0.91	$-4.42	-0.30	1.08	1.15	0.10	14.76	19.18	-1.05	$-105.00	115.00	29	4.0	237.000	-4.42	2024-09-19
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.05	-0.91	$-2.44	-0.17	0.23	1.15	0.10	14.76	17.20	-1.05	$-105.00	115.00	28	4.0	237.000	-2.44	2024-09-18
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.05	-0.91	$-2.92	-0.20	0.23	1.15	0.10	14.76	17.68	-1.05	$-105.00	115.00	27	4.0	237.000	-2.92	2024-09-17
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.05	-0.91	$-1.36	-0.09	-0.04	1.15	0.10	14.76	16.12	-1.05	$-105.00	115.00	26	4.0	237.000	-1.36	2024-09-16
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.00	-0.87	$-1.36	-0.09	-0.04	1.15	0.15	14.76	16.12	-1.00	$-100.00	115.00	24	8.0	237.000	-1.36	2024-09-14
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.00	-0.87	$-1.36	-0.09	-0.13	1.15	0.15	14.76	16.12	-1.00	$-100.00	115.00	23	8.0	237.000	-1.36	2024-09-13
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.00	-0.87	$-1.41	-0.10	-0.11	1.15	0.15	14.76	16.17	-1.00	$-100.00	115.00	22	4.0	229.000	-1.41	2024-09-12
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.05	-0.91	$-1.85	-0.13	-0.06	1.15	0.10	14.76	16.61	-1.05	$-105.00	115.00	21	4.0	229.000	-1.85	2024-09-11
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-1.05	-0.91	$-2.15	-0.15	-0.03	1.15	0.10	14.76	16.91	-1.05	$-105.00	115.00	20	4.0	229.000	-2.15	2024-09-10
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.95	-0.83	$-2.64	-0.18	-0.01	1.15	0.20	14.76	17.40	-0.95	$-95.00	115.00	19	2.0	229.000	-2.64	2024-09-09
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.95	-0.83	$-2.46	-0.17	0.01	1.15	0.20	14.76	17.22	-0.95	$-95.00	115.00	18	2.0	229.000	-2.46	2024-09-08
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.95	-0.83	$-2.46	-0.17	-0.07	1.15	0.20	14.76	17.22	-0.95	$-95.00	115.00	16	2.0	229.000	-2.46	2024-09-06
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.95	-0.83	$-3.25	-0.22	0.04	1.15	0.20	14.76	18.01	-0.95	$-95.00	115.00	15	2.0	227.000	-3.25	2024-09-05
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.90	-0.78	$-2.20	-0.15	0.00	1.15	0.25	14.76	16.96	-0.90	$-90.00	115.00	14	18.0	209.000	-2.20	2024-09-04
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.60	-0.52	$-2.27	-0.15	0.01	1.15	0.55	14.76	17.03	-0.60	$-60.00	115.00	10	4.0	210.000	-2.27	2024-08-31
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.60	-0.52	$-2.27	-0.15	-0.02	1.15	0.55	14.76	17.03	-0.60	$-60.00	115.00	9	4.0	210.000	-2.27	2024-08-30
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.60	-0.52	$-1.99	-0.13	-0.00	1.15	0.55	14.76	16.75	-0.60	$-60.00	115.00	8	4.0	210.000	-1.99	2024-08-29
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.65	-0.57	$-1.64	-0.11	-0.01	1.15	0.50	14.76	16.40	-0.65	$-65.00	115.00	7	52.0	196.000	-1.64	2024-08-28
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.70	-0.61	$-2.33	-0.16	-0.54	1.15	0.45	14.76	17.09	-0.70	$-70.00	115.00	6	13.0	179.000	-2.33	2024-08-27
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.70	-0.61	$-2.28	-0.15	-0.14	1.15	0.45	14.76	17.04	-0.70	$-70.00	115.00	5	13.0	170.000	-2.28	2024-08-26
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.65	-0.57	$-1.93	-0.13	0.01	1.15	0.50	14.76	16.69	-0.65	$-65.00	115.00	4	109.0	67.000	-1.93	2024-08-25
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.65	-0.57	$-1.93	-0.13	-0.01	1.15	0.50	14.76	16.69	-0.65	$-65.00	115.00	3	109.0	67.000	-1.93	2024-08-24
GDS240920P00015000	GDS	PUT	Long	15.00	None	$-0.65	-0.57	$-1.93	-0.13	-0.02	1.15	0.50	14.76	16.69	-0.65	$-65.00	115.00	2	109.0	67.000	-1.93	2024-08-23
GDS240920P00015000	GDS	PUT	Long	15.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.18; Exit EQ PnL: -0.50	$-0.55	-0.48	$-1.54	-0.10	0.00	1.15	0.60	14.76	16.30	-0.55	$-55.00	115.00	1	71.0	68.000	-1.54	2024-08-22
GDS240920P00015000	GDS	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.15	1.15	14.76	14.76	0.00	$0.00	115.00	0	90.0	0.000	-0.00	2024-08-21

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