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View Outliers PnL Drill-Down: GLT240419P00002500

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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
2024-02-07	GLT	GLT240419P00002500	2.50	3.0	4.000	0.000	0.830	0.4	0.3	-0.490	0.170	0.000	0.55	2.65	2024-04-19	PUT	Long	0.362	0.820	1.070

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	GLT	1.000	0.120	0.804	0.235	0.120	-0.083	18.86	-0.057	0.0000	16.64	34.32	21	1y	21.15

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
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$1.19	0.45	6.50	0.55	0.75	2.65	1.46	0.20	$20.00	55.00	71	1.0	6.000	1.19	2024-04-18
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$1.17	0.44	5.75	0.55	0.75	2.65	1.48	0.20	$20.00	55.00	70	1.0	6.000	1.17	2024-04-17
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$1.05	0.40	4.78	0.55	0.75	2.65	1.60	0.20	$20.00	55.00	69	1.0	6.000	1.05	2024-04-16
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.98	0.37	2.44	0.55	0.75	2.65	1.67	0.20	$20.00	55.00	68	1.0	6.000	0.98	2024-04-15
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.97	0.37	2.86	0.55	0.75	2.65	1.68	0.20	$20.00	55.00	65	1.0	6.000	0.97	2024-04-12
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.88	0.33	2.31	0.55	0.75	2.65	1.77	0.20	$20.00	55.00	64	1.0	6.000	0.88	2024-04-11
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.88	0.33	4.09	0.55	0.75	2.65	1.77	0.20	$20.00	55.00	63	1.0	6.000	0.88	2024-04-10
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.80	0.30	2.20	0.55	0.75	2.65	1.85	0.20	$20.00	55.00	62	1.0	6.000	0.80	2024-04-09
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.83	0.31	3.94	0.55	0.75	2.65	1.82	0.20	$20.00	55.00	61	1.0	6.000	0.83	2024-04-08
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.86	0.32	1.94	0.55	0.75	2.65	1.79	0.20	$20.00	55.00	58	1.0	6.000	0.86	2024-04-05
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.81	0.31	1.77	0.55	0.75	2.65	1.84	0.20	$20.00	55.00	57	1.0	6.000	0.81	2024-04-04
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.78	0.29	2.22	0.55	0.75	2.65	1.87	0.20	$20.00	55.00	56	1.0	6.000	0.78	2024-04-03
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.82	0.31	1.16	0.55	0.75	2.65	1.83	0.20	$20.00	55.00	55	1.0	6.000	0.82	2024-04-02
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.72	0.27	1.42	0.55	0.75	2.65	1.93	0.20	$20.00	55.00	54	1.0	6.000	0.72	2024-04-01
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.65	0.25	0.83	0.55	0.75	2.65	2.00	0.20	$20.00	55.00	53	1.0	6.000	0.65	2024-03-31
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.65	0.25	0.80	0.55	0.75	2.65	2.00	0.20	$20.00	55.00	52	1.0	6.000	0.65	2024-03-30
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.65	0.25	0.78	0.55	0.75	2.65	2.00	0.20	$20.00	55.00	51	1.0	6.000	0.65	2024-03-29
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.65	0.25	1.80	0.55	0.75	2.65	2.00	0.20	$20.00	55.00	50	1.0	6.000	0.65	2024-03-28
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.75	0.28	0.86	0.55	0.75	2.65	1.90	0.20	$20.00	55.00	49	1.0	6.000	0.75	2024-03-27
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.90	0.34	2.09	0.55	0.75	2.65	1.75	0.20	$20.00	55.00	48	1.0	6.000	0.90	2024-03-26
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.85	0.32	1.52	0.55	0.75	2.65	1.80	0.20	$20.00	55.00	47	1.0	6.000	0.85	2024-03-25
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.89	0.34	1.05	0.55	0.75	2.65	1.76	0.20	$20.00	55.00	44	1.0	6.000	0.89	2024-03-22
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.85	0.32	0.89	0.55	0.75	2.65	1.80	0.20	$20.00	55.00	43	1.0	6.000	0.85	2024-03-21
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.82	0.31	0.89	0.55	0.75	2.65	1.83	0.20	$20.00	55.00	42	1.0	6.000	0.82	2024-03-20
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.97	0.37	1.05	0.55	0.75	2.65	1.68	0.20	$20.00	55.00	41	1.0	6.000	0.97	2024-03-19
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.20	0.36	$0.89	0.34	1.47	0.55	0.75	2.65	1.76	0.20	$20.00	55.00	40	1.0	7.000	0.89	2024-03-18
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.15	0.27	$0.89	0.34	0.94	0.55	0.70	2.65	1.76	0.15	$15.00	55.00	37	1.0	7.000	0.89	2024-03-15
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.15	0.27	$0.78	0.29	2.88	0.55	0.70	2.65	1.87	0.15	$15.00	55.00	36	1.0	8.000	0.78	2024-03-14
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.74	0.28	1.40	0.55	0.05	2.65	1.91	-0.50	$-50.00	55.00	35	1.0	8.000	0.74	2024-03-13
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.70	0.26	1.47	0.55	0.05	2.65	1.95	-0.50	$-50.00	55.00	34	1.0	8.000	0.70	2024-03-12
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.65	0.25	1.56	0.55	0.05	2.65	2.00	-0.50	$-50.00	55.00	33	1.0	8.000	0.65	2024-03-11
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.53	0.20	1.21	0.55	0.05	2.65	2.12	-0.50	$-50.00	55.00	30	1.0	8.000	0.53	2024-03-08
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.52	0.20	0.96	0.55	0.05	2.65	2.13	-0.50	$-50.00	55.00	29	1.0	8.000	0.52	2024-03-07
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.62	0.23	1.71	0.55	0.05	2.65	2.03	-0.50	$-50.00	55.00	28	1.0	8.000	0.62	2024-03-06
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.59	0.22	1.04	0.55	0.05	2.65	2.06	-0.50	$-50.00	55.00	27	1.0	8.000	0.59	2024-03-05
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.54	0.20	0.00	0.55	0.05	2.65	2.11	-0.50	$-50.00	55.00	26	1.0	0.000	0.54	2024-03-04
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.40	0.15	1.14	0.55	0.05	2.65	2.25	-0.50	$-50.00	55.00	25	1.0	8.000	0.40	2024-03-03
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.40	0.15	1.14	0.55	0.05	2.65	2.25	-0.50	$-50.00	55.00	24	1.0	8.000	0.40	2024-03-02
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.38	0.14	1.07	0.55	0.05	2.65	2.27	-0.50	$-50.00	55.00	23	1.0	8.000	0.38	2024-03-01
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.42	0.16	0.77	0.55	0.05	2.65	2.23	-0.50	$-50.00	55.00	22	1.0	8.000	0.42	2024-02-29
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.53	0.20	1.27	0.55	0.05	2.65	2.12	-0.50	$-50.00	55.00	21	1.0	8.000	0.53	2024-02-28
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.44	0.17	1.32	0.55	0.05	2.65	2.21	-0.50	$-50.00	55.00	20	1.0	8.000	0.44	2024-02-27
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.58	0.22	1.38	0.55	0.05	2.65	2.07	-0.50	$-50.00	55.00	19	1.0	8.000	0.58	2024-02-26
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.64	0.24	1.36	0.55	0.05	2.65	2.01	-0.50	$-50.00	55.00	18	1.0	8.000	0.64	2024-02-25
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.64	0.24	1.00	0.55	0.05	2.65	2.01	-0.50	$-50.00	55.00	16	1.0	8.000	0.64	2024-02-23
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.58	0.22	0.00	0.55	0.05	2.65	2.07	-0.50	$-50.00	55.00	15	1.0	8.000	0.58	2024-02-22
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.59	0.22	0.67	0.55	0.05	2.65	2.06	-0.50	$-50.00	55.00	14	1.0	8.000	0.59	2024-02-21
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.63	0.24	0.83	0.55	0.05	2.65	2.02	-0.50	$-50.00	55.00	13	1.0	8.000	0.63	2024-02-20
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.50	-0.91	$0.46	0.17	1.07	0.55	0.05	2.65	2.19	-0.50	$-50.00	55.00	12	1.0	9.000	0.46	2024-02-19
GLT240419P00002500	GLT	PUT	Long	2.50	None	$-0.08	-0.15	$0.39	0.15	0.88	0.55	0.47	2.65	2.26	-0.08	$-8.00	55.00	2	3.0	7.000	0.39	2024-02-09
GLT240419P00002500	GLT	PUT	Long	2.50	Underlying has moved in favorable position (0.1056603773584905660377358491) however, position is suffering from IV crush;Exit OP PnL: $-0.10;Exit EQ PnL: 0.28	$-0.10	-0.18	$0.42	0.16	1.60	0.55	0.45	2.65	2.23	-0.10	$-10.00	55.00	1	2.0	7.000	0.42	2024-02-08
GLT240419P00002500	GLT	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	2.65	2.65	0.00	$0.00	55.00	0	3.0	4.000	-0.00	2024-02-07

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