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View Outliers PnL Drill-Down: GEVO240920P00000500

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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
2024-08-12	GEVO	GEVO240920P00000500	0.50	10.0	5.000	2.313	0.376	0.2	0.0	-0.020	0.270	0.090	0.03	0.68	2024-09-20	PUT	Long	0.311	0.391	0.259

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
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.67	-0.99	7.69	0.03	0.05	0.68	1.35	0.02	$2.00	3.00	38	1.0	47.000	-0.67	2024-09-19
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.82	-1.21	6.44	0.03	0.05	0.68	1.50	0.02	$2.00	3.00	37	1.0	47.000	-0.82	2024-09-18
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.93	-1.37	5.56	0.03	0.05	0.68	1.61	0.02	$2.00	3.00	36	1.0	47.000	-0.93	2024-09-17
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.70	-1.03	4.19	0.03	0.05	0.68	1.38	0.02	$2.00	3.00	35	1.0	47.000	-0.70	2024-09-16
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.49	-0.72	2.94	0.03	0.05	0.68	1.17	0.02	$2.00	3.00	33	1.0	46.000	-0.49	2024-09-14
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.49	-0.72	2.31	0.03	0.05	0.68	1.17	0.02	$2.00	3.00	32	1.0	46.000	-0.49	2024-09-13
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.24	-0.35	1.19	0.03	0.05	0.68	0.92	0.02	$2.00	3.00	31	1.0	46.000	-0.24	2024-09-12
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.06	-0.09	0.31	0.03	0.05	0.68	0.74	0.02	$2.00	3.00	30	1.0	46.000	-0.06	2024-09-11
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.01	-0.01	-0.06	0.03	0.05	0.68	0.69	0.02	$2.00	3.00	29	1.0	46.000	-0.01	2024-09-10
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.03	-0.04	-0.12	0.03	0.05	0.68	0.71	0.02	$2.00	3.00	28	1.0	46.000	-0.03	2024-09-09
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.05	-0.07	0.00	0.03	0.05	0.68	0.73	0.02	$2.00	3.00	27	1.0	46.000	-0.05	2024-09-08
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.05	-0.07	-0.25	0.03	0.05	0.68	0.73	0.02	$2.00	3.00	25	1.0	46.000	-0.05	2024-09-06
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.06	-0.09	-0.31	0.03	0.05	0.68	0.74	0.02	$2.00	3.00	24	1.0	46.000	-0.06	2024-09-05
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.04	-0.06	-0.44	0.03	0.05	0.68	0.72	0.02	$2.00	3.00	23	1.0	46.000	-0.04	2024-09-04
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.11	-0.16	-0.34	0.03	0.05	0.68	0.79	0.02	$2.00	3.00	19	1.0	45.000	-0.11	2024-08-31
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.11	-0.16	-0.41	0.03	0.05	0.68	0.79	0.02	$2.00	3.00	18	1.0	45.000	-0.11	2024-08-30
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.12	-0.18	-0.44	0.03	0.05	0.68	0.80	0.02	$2.00	3.00	17	1.0	44.000	-0.12	2024-08-29
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.01	0.33	$-0.21	-0.31	-0.22	0.03	0.04	0.68	0.89	0.01	$1.00	3.00	16	1.0	44.000	-0.21	2024-08-28
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.01	0.33	$-0.22	-0.32	-1.81	0.03	0.04	0.68	0.90	0.01	$1.00	3.00	15	1.0	44.000	-0.22	2024-08-27
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.01	0.33	$-0.19	-0.28	-0.34	0.03	0.04	0.68	0.87	0.01	$1.00	3.00	14	1.0	43.000	-0.19	2024-08-26
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.14	-0.21	-0.53	0.03	0.03	0.68	0.82	0.00	$0.00	3.00	13	1.0	42.000	-0.14	2024-08-25
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.14	-0.21	-0.56	0.03	0.03	0.68	0.82	0.00	$0.00	3.00	12	1.0	42.000	-0.14	2024-08-24
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.14	-0.21	-0.59	0.03	0.03	0.68	0.82	0.00	$0.00	3.00	11	1.0	42.000	-0.14	2024-08-23
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.04	-0.06	-0.88	0.03	0.05	0.68	0.72	0.02	$2.00	3.00	10	2.0	42.000	-0.04	2024-08-22
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.10	-0.15	-0.75	0.03	0.05	0.68	0.78	0.02	$2.00	3.00	9	2.0	42.000	-0.10	2024-08-21
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.07	-0.10	-0.84	0.03	0.05	0.68	0.75	0.02	$2.00	3.00	8	2.0	42.000	-0.07	2024-08-20
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.11	-0.16	-0.75	0.03	0.05	0.68	0.79	0.02	$2.00	3.00	7	2.0	40.000	-0.11	2024-08-19
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.07	-0.10	-0.88	0.03	0.05	0.68	0.75	0.02	$2.00	3.00	6	20.0	40.000	-0.07	2024-08-18
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$-0.07	-0.10	-0.88	0.03	0.05	0.68	0.75	0.02	$2.00	3.00	5	20.0	40.000	-0.07	2024-08-17
GEVO240920P00000500	GEVO	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.67	$-0.07	-0.10	-0.91	0.03	0.05	0.68	0.75	0.02	$2.00	3.00	4	20.0	40.000	-0.07	2024-08-16
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.05	1.67	$0.02	0.03	-1.22	0.03	0.08	0.68	0.66	0.05	$5.00	3.00	3	10.0	30.000	0.02	2024-08-15
GEVO240920P00000500	GEVO	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.67	$0.05	0.07	-0.88	0.03	0.05	0.68	0.63	0.02	$2.00	3.00	2	20.0	30.000	0.05	2024-08-14
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.02	0.67	$0.02	0.03	0.00	0.03	0.05	0.68	0.66	0.02	$2.00	3.00	1	20.0	15.000	0.02	2024-08-13
GEVO240920P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.03	0.03	0.68	0.68	0.00	$0.00	3.00	0	10.0	5.000	-0.00	2024-08-12

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