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View Outliers PnL Drill-Down: GEN241220P00028000

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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
2024-10-31	GEN	GEN241220P00028000	28.00	5.0	51.000	0.267	0.119	1.7	0.0	0.000	2.010	0.380	0.50	29.49	2024-12-20	PUT	Long	0.090	0.119	0.082

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	GEN	0.909	0.046	0.158	0.078	0.056	-0.046	29.38	0.162	0.0000	19.40	31.70	21	1y	28.28

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
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.05	-0.10	$1.66	0.06	0.01	0.50	0.45	29.11	27.45	-0.05	$-5.00	50.00	49	31.0	90.000	1.66	2024-12-19
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.45	-0.90	$1.38	0.05	-0.15	0.50	0.05	29.11	27.73	-0.45	$-45.00	50.00	48	5.0	85.000	1.38	2024-12-18
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-0.27	-0.01	0.09	0.50	0.10	29.11	29.38	-0.40	$-40.00	50.00	47	20.0	85.000	-0.27	2024-12-17
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-0.62	-0.02	0.19	0.50	0.10	29.11	29.73	-0.40	$-40.00	50.00	46	20.0	85.000	-0.62	2024-12-16
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-0.75	-0.03	0.11	0.50	0.10	29.11	29.86	-0.40	$-40.00	50.00	43	20.0	85.000	-0.75	2024-12-13
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-0.91	-0.03	0.05	0.50	0.10	29.11	30.02	-0.40	$-40.00	50.00	42	20.0	85.000	-0.91	2024-12-12
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-0.81	-0.03	0.08	0.50	0.10	29.11	29.92	-0.40	$-40.00	50.00	41	20.0	85.000	-0.81	2024-12-11
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-0.71	-0.02	0.10	0.50	0.10	29.11	29.82	-0.40	$-40.00	50.00	40	20.0	85.000	-0.71	2024-12-10
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-1.37	-0.05	0.11	0.50	0.10	29.11	30.48	-0.40	$-40.00	50.00	39	20.0	85.000	-1.37	2024-12-09
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-2.04	-0.07	0.23	0.50	0.10	29.11	31.15	-0.40	$-40.00	50.00	38	20.0	85.000	-2.04	2024-12-08
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-2.04	-0.07	0.18	0.50	0.10	29.11	31.15	-0.40	$-40.00	50.00	36	20.0	85.000	-2.04	2024-12-06
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-2.14	-0.07	0.07	0.50	0.10	29.11	31.25	-0.40	$-40.00	50.00	35	20.0	85.000	-2.14	2024-12-05
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-2.59	-0.09	0.15	0.50	0.10	29.11	31.70	-0.40	$-40.00	50.00	34	20.0	85.000	-2.59	2024-12-04
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-1.73	-0.06	0.15	0.50	0.10	29.11	30.84	-0.40	$-40.00	50.00	33	20.0	85.000	-1.73	2024-12-03
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-1.82	-0.06	0.14	0.50	0.10	29.11	30.93	-0.40	$-40.00	50.00	32	20.0	85.000	-1.82	2024-12-02
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-1.74	-0.06	-0.14	0.50	0.10	29.11	30.85	-0.40	$-40.00	50.00	31	20.0	0.000	-1.74	2024-12-01
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-1.74	-0.06	0.15	0.50	0.10	29.11	30.85	-0.40	$-40.00	50.00	30	20.0	85.000	-1.74	2024-11-30
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-1.73	-0.06	0.29	0.50	0.10	29.11	30.84	-0.40	$-40.00	50.00	28	20.0	85.000	-1.73	2024-11-28
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.35	-0.70	$-1.67	-0.06	0.34	0.50	0.15	29.11	30.78	-0.35	$-35.00	50.00	27	1.0	85.000	-1.67	2024-11-27
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.35	-0.70	$-1.79	-0.06	0.06	0.50	0.15	29.11	30.90	-0.35	$-35.00	50.00	26	1.0	85.000	-1.79	2024-11-26
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.35	-0.70	$-1.51	-0.05	0.00	0.50	0.15	29.11	30.62	-0.35	$-35.00	50.00	25	1.0	85.000	-1.51	2024-11-25
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.35	-0.70	$-1.08	-0.04	0.03	0.50	0.15	29.11	30.19	-0.35	$-35.00	50.00	24	1.0	85.000	-1.08	2024-11-24
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.35	-0.70	$-1.08	-0.04	0.02	0.50	0.15	29.11	30.19	-0.35	$-35.00	50.00	23	1.0	85.000	-1.08	2024-11-23
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.35	-0.70	$-1.08	-0.04	0.01	0.50	0.15	29.11	30.19	-0.35	$-35.00	50.00	22	1.0	85.000	-1.08	2024-11-22
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.35	-0.70	$-0.70	-0.02	-0.02	0.50	0.15	29.11	29.81	-0.35	$-35.00	50.00	21	1.0	85.000	-0.70	2024-11-21
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.25	-0.50	$-0.33	-0.01	-0.03	0.50	0.25	29.11	29.44	-0.25	$-25.00	50.00	20	2.0	85.000	-0.33	2024-11-20
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.25	-0.50	$-0.13	-0.00	-0.03	0.50	0.25	29.11	29.24	-0.25	$-25.00	50.00	19	2.0	85.000	-0.13	2024-11-19
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.25	-0.50	$-0.17	-0.01	-0.02	0.50	0.25	29.11	29.28	-0.25	$-25.00	50.00	18	2.0	84.000	-0.17	2024-11-18
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.22	-0.44	$-0.47	-0.02	-0.01	0.50	0.28	29.11	29.58	-0.22	$-22.00	50.00	17	25.0	61.000	-0.47	2024-11-17
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.22	-0.44	$-0.47	-0.02	-0.01	0.50	0.28	29.11	29.58	-0.22	$-22.00	50.00	16	25.0	61.000	-0.47	2024-11-16
GEN241220P00028000	GEN	PUT	Long	28.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.22	-0.44	$-0.47	-0.02	-0.02	0.50	0.28	29.11	29.58	-0.22	$-22.00	50.00	15	25.0	61.000	-0.47	2024-11-15
GEN241220P00028000	GEN	PUT	Long	28.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.40	-0.80	$-0.93	-0.03	-0.03	0.50	0.10	29.11	30.04	-0.40	$-40.00	50.00	14	2.0	61.000	-0.93	2024-11-14
GEN241220P00028000	GEN	PUT	Long	28.00	None	$-0.40	-0.80	$-1.40	-0.05	-0.02	0.50	0.10	29.11	30.51	-0.40	$-40.00	50.00	13	1.0	60.000	-1.40	2024-11-13
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$-1.42	-0.05	-0.00	0.50	0.70	29.11	30.53	0.20	$20.00	50.00	12	4.0	60.000	-1.42	2024-11-12
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$-1.26	-0.04	-0.02	0.50	0.70	29.11	30.37	0.20	$20.00	50.00	11	4.0	60.000	-1.26	2024-11-11
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$-0.42	-0.01	-0.04	0.50	0.70	29.11	29.53	0.20	$20.00	50.00	10	4.0	60.000	-0.42	2024-11-10
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$-0.42	-0.01	-0.04	0.50	0.70	29.11	29.53	0.20	$20.00	50.00	9	4.0	60.000	-0.42	2024-11-09
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$-0.67	-0.02	-0.03	0.50	0.70	29.11	29.78	0.20	$20.00	50.00	8	4.0	60.000	-0.67	2024-11-08
GEN241220P00028000	GEN	PUT	Long	28.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.40	$-0.44	-0.02	-0.03	0.50	0.70	29.11	29.55	0.20	$20.00	50.00	7	4.0	60.000	-0.44	2024-11-07
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$-0.01	-0.00	-0.02	0.50	0.70	29.11	29.12	0.20	$20.00	50.00	6	4.0	60.000	-0.01	2024-11-06
GEN241220P00028000	GEN	PUT	Long	28.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.40	$0.58	0.02	-0.02	0.50	0.70	29.11	28.53	0.20	$20.00	50.00	5	4.0	60.000	0.58	2024-11-05
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$0.87	0.03	-0.02	0.50	0.70	29.11	28.24	0.20	$20.00	50.00	4	4.0	60.000	0.87	2024-11-04
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.20	0.40	$0.84	0.03	-0.00	0.50	0.70	29.11	28.27	0.20	$20.00	50.00	1	4.0	56.000	0.84	2024-11-01
GEN241220P00028000	GEN	PUT	Long	28.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	29.11	29.11	0.00	$0.00	50.00	0	5.0	51.000	-0.00	2024-10-31

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