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View Outliers PnL Drill-Down: GEVO240920P00001000

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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
2024-08-16	GEVO	GEVO240920P00001000	1.00	4.0	3.000	2.469	0.407	0.0	0.2	0.000	0.160	0.390	0.35	0.76	2024-09-20	PUT	Long	0.397	0.419	0.144

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
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.30	-0.86	$-0.60	-0.80	0.38	0.35	0.05	0.75	1.35	-0.30	$-30.00	35.00	34	1.0	196.000	-0.60	2024-09-19
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.32	-0.91	$-0.75	-1.00	0.31	0.35	0.03	0.75	1.50	-0.32	$-32.00	35.00	33	8.0	196.000	-0.75	2024-09-18
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.30	-0.86	$-0.86	-1.15	0.19	0.35	0.05	0.75	1.61	-0.30	$-30.00	35.00	32	3.0	192.000	-0.86	2024-09-17
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.30	-0.86	$-0.63	-0.84	-0.94	0.35	0.05	0.75	1.38	-0.30	$-30.00	35.00	31	47.0	149.000	-0.63	2024-09-16
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.32	-0.91	$-0.42	-0.56	-2.00	0.35	0.03	0.75	1.17	-0.32	$-32.00	35.00	29	84.0	117.000	-0.42	2024-09-14
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.31	-0.89	$-0.42	-0.56	-2.19	0.35	0.04	0.75	1.17	-0.31	$-31.00	35.00	28	62.0	117.000	-0.42	2024-09-13
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.20	-0.57	$-0.17	-0.23	-2.66	0.35	0.15	0.75	0.92	-0.20	$-20.00	35.00	27	65.0	58.000	-0.17	2024-09-12
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$0.01	0.01	-0.06	0.35	0.30	0.75	0.74	-0.05	$-5.00	35.00	26	21.0	58.000	0.01	2024-09-11
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$0.06	0.08	0.25	0.35	0.30	0.75	0.69	-0.05	$-5.00	35.00	25	21.0	58.000	0.06	2024-09-10
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$0.04	0.05	-0.81	0.35	0.30	0.75	0.71	-0.05	$-5.00	35.00	24	21.0	58.000	0.04	2024-09-09
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$0.02	0.03	-0.53	0.35	0.30	0.75	0.73	-0.05	$-5.00	35.00	23	21.0	58.000	0.02	2024-09-08
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$0.02	0.03	-0.84	0.35	0.30	0.75	0.73	-0.05	$-5.00	35.00	21	21.0	58.000	0.02	2024-09-06
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$0.01	0.01	-1.75	0.35	0.30	0.75	0.74	-0.05	$-5.00	35.00	20	15.0	38.000	0.01	2024-09-05
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.10	-0.29	$0.03	0.04	-2.06	0.35	0.25	0.75	0.72	-0.10	$-10.00	35.00	19	15.0	38.000	0.03	2024-09-04
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.12	-0.34	$-0.04	-0.05	-2.09	0.35	0.23	0.75	0.79	-0.12	$-12.00	35.00	15	13.0	38.000	-0.04	2024-08-31
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.12	-0.34	$-0.04	-0.05	-2.16	0.35	0.23	0.75	0.79	-0.12	$-12.00	35.00	14	13.0	38.000	-0.04	2024-08-30
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.10	-0.29	$-0.05	-0.07	-3.00	0.35	0.25	0.75	0.80	-0.10	$-10.00	35.00	13	1.0	38.000	-0.05	2024-08-29
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.15	-0.43	$-0.14	-0.19	-2.05	0.35	0.20	0.75	0.89	-0.15	$-15.00	35.00	12	16.0	28.000	-0.14	2024-08-28
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.19	-0.54	$-0.13	-0.17	-3.50	0.35	0.16	0.75	0.88	-0.19	$-19.00	35.00	11	38.0	24.000	-0.13	2024-08-27
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.19	-0.54	$-0.12	-0.16	-2.22	0.35	0.16	0.75	0.87	-0.19	$-19.00	35.00	10	38.0	4.000	-0.12	2024-08-26
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$-0.07	-0.09	-0.94	0.35	0.30	0.75	0.82	-0.05	$-5.00	35.00	9	1.0	3.000	-0.07	2024-08-25
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$-0.07	-0.09	-0.97	0.35	0.30	0.75	0.82	-0.05	$-5.00	35.00	8	1.0	3.000	-0.07	2024-08-24
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$-0.05	-0.14	$-0.07	-0.09	-1.56	0.35	0.30	0.75	0.82	-0.05	$-5.00	35.00	7	1.0	3.000	-0.07	2024-08-23
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$0.03	0.04	-1.72	0.35	0.35	0.75	0.72	0.00	$0.00	35.00	6	4.0	3.000	0.03	2024-08-22
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.03	-0.04	-1.88	0.35	0.35	0.75	0.78	0.00	$0.00	35.00	5	4.0	3.000	-0.03	2024-08-21
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	-1.52	0.35	0.35	0.75	0.75	0.00	$0.00	35.00	4	4.0	3.000	-0.00	2024-08-20
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.04	-0.05	-2.81	0.35	0.35	0.75	0.79	0.00	$0.00	35.00	3	4.0	3.000	-0.04	2024-08-19
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	-1.00	0.35	0.35	0.75	0.75	0.00	$0.00	35.00	2	4.0	3.000	-0.00	2024-08-18
GEVO240920P00001000	GEVO	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	-1.03	0.35	0.35	0.75	0.75	0.00	$0.00	35.00	1	4.0	3.000	-0.00	2024-08-17
GEVO240920P00001000	GEVO	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	0.75	0.75	0.00	$0.00	35.00	0	4.0	3.000	-0.00	2024-08-16

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