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View Outliers PnL Drill-Down: GEVO231117P00001000

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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
2023-10-10	GEVO	GEVO231117P00001000	1.00	26.0	30.000	0.859	0.258	0.2	0.0	-0.010	0.220	0.040	0.10	1.18	2023-11-17	PUT	Long	0.282	0.327	0.168

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	GEVO	0.727	0.170	0.467	0.278	0.238	-0.195	1.57	-3.850	0.0000	0.50	3.29	21	1y	2.30

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
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.06	-0.60	$0.02	0.02	2.77	0.10	0.04	1.18	1.16	-0.06	$-6.00	10.00	37	0.0	296.000	0.02	2023-11-16
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.06	-0.60	$-0.07	-0.06	2.39	0.10	0.04	1.18	1.25	-0.06	$-6.00	10.00	36	0.0	299.000	-0.07	2023-11-15
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.03	-0.30	$-0.02	-0.02	1.52	0.10	0.07	1.18	1.20	-0.03	$-3.00	10.00	35	0.0	299.000	-0.02	2023-11-14
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.03	-0.30	$0.10	0.08	1.42	0.10	0.07	1.18	1.08	-0.03	$-3.00	10.00	34	0.0	217.000	0.10	2023-11-13
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.50	$0.08	0.07	1.02	0.10	0.05	1.18	1.10	-0.05	$-5.00	10.00	31	0.0	208.000	0.08	2023-11-10
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.50	$0.12	0.10	-0.61	0.10	0.05	1.18	1.06	-0.05	$-5.00	10.00	30	0.0	0.000	0.12	2023-11-09
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.50	$0.12	0.10	-0.05	0.10	0.05	1.18	1.06	-0.05	$-5.00	10.00	29	0.0	198.000	0.12	2023-11-08
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$0.08	0.07	0.08	0.10	0.10	1.18	1.10	0.00	$0.00	10.00	28	0.0	196.000	0.08	2023-11-07
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.06	-0.60	$-0.03	-0.03	0.39	0.10	0.04	1.18	1.21	-0.06	$-6.00	10.00	27	0.0	196.000	-0.03	2023-11-06
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.06	-0.60	$-0.03	-0.03	0.39	0.10	0.04	1.18	1.21	-0.06	$-6.00	10.00	26	0.0	196.000	-0.03	2023-11-05
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.06	-0.60	$-0.04	-0.03	0.24	0.10	0.04	1.18	1.22	-0.06	$-6.00	10.00	23	0.0	193.000	-0.04	2023-11-02
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.50	$0.08	0.07	0.16	0.10	0.05	1.18	1.10	-0.05	$-5.00	10.00	22	0.0	192.000	0.08	2023-11-01
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.50	$0.11	0.09	0.05	0.10	0.05	1.18	1.07	-0.05	$-5.00	10.00	21	0.0	192.000	0.11	2023-10-31
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.50	$0.11	0.09	0.30	0.10	0.05	1.18	1.07	-0.05	$-5.00	10.00	20	0.0	203.000	0.11	2023-10-30
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.02	-0.20	$0.15	0.13	0.08	0.10	0.08	1.18	1.03	-0.02	$-2.00	10.00	17	0.0	166.000	0.15	2023-10-27
GEVO231117P00001000	GEVO	PUT	Long	1.00	Exit OP PnL: $-0.03;Exit EQ PnL: 0.09; Position is Long and position continued to lose. Latest OP price is: $0.07 (EQ: $1.09). Initial OP price was: $0.10 (EQ: $1.18). Surpassed Stop Loss Percentage: -0.3 < -0.3.	$-0.03	-0.30	$0.10	0.08	-0.73	0.10	0.07	1.18	1.08	-0.03	$-3.00	10.00	16	0.0	166.000	0.10	2023-10-26
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$0.11	0.09	0.14	0.10	0.10	1.18	1.07	0.00	$0.00	10.00	15	0.0	164.000	0.11	2023-10-25
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$0.16	0.14	0.19	0.10	0.10	1.18	1.02	0.00	$0.00	10.00	14	0.0	164.000	0.16	2023-10-24
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$0.17	0.14	-0.09	0.10	0.10	1.18	1.01	0.00	$0.00	10.00	13	0.0	164.000	0.17	2023-10-23
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.02	-0.20	$0.14	0.12	-0.05	0.10	0.08	1.18	1.04	-0.02	$-2.00	10.00	9	0.0	162.000	0.14	2023-10-19
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.02	-0.20	$0.08	0.07	0.11	0.10	0.08	1.18	1.10	-0.02	$-2.00	10.00	8	0.0	64.000	0.08	2023-10-18
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.01	-0.01	0.33	0.10	0.10	1.18	1.19	0.00	$0.00	10.00	7	0.0	56.000	-0.01	2023-10-17
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$-0.03	-0.30	$0.07	0.06	-0.09	0.10	0.07	1.18	1.11	-0.03	$-3.00	10.00	6	0.0	56.000	0.07	2023-10-16
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$0.16	0.14	0.02	0.10	0.10	1.18	1.02	0.00	$0.00	10.00	4	0.0	56.000	0.16	2023-10-14
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$0.16	0.14	0.02	0.10	0.10	1.18	1.02	0.00	$0.00	10.00	3	0.0	56.000	0.16	2023-10-13
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.02	0.05	0.10	0.10	1.18	1.20	0.00	$0.00	10.00	1	0.0	56.000	-0.02	2023-10-11
GEVO231117P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	1.18	1.18	0.00	$0.00	10.00	0	26.0	30.000	-0.00	2023-10-10

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