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View Outliers PnL Drill-Down: GLYC241220P00001000

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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
2024-10-11	GLYC	GLYC241220P00001000	1.00	4.0	14.000	0.000	0.522	0.0	0.8	-0.010	0.000	0.830	0.85	0.17	2024-12-20	PUT	Long	0.483	0.490	0.072

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.06	-0.40	0.00	0.85	0.95	0.15	0.21	0.10	$10.00	85.00	69	1.0	14.000	-0.06	2024-12-19
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.07	-0.47	12.75	0.85	0.95	0.15	0.22	0.10	$10.00	85.00	68	1.0	14.000	-0.07	2024-12-18
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.08	-0.53	0.00	0.85	0.95	0.15	0.23	0.10	$10.00	85.00	67	1.0	14.000	-0.08	2024-12-17
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.09	-0.60	0.00	0.85	0.95	0.15	0.24	0.10	$10.00	85.00	66	1.0	14.000	-0.09	2024-12-16
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.09	-0.60	0.00	0.85	0.95	0.15	0.24	0.10	$10.00	85.00	63	1.0	14.000	-0.09	2024-12-13
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.10	-0.67	8.75	0.85	0.95	0.15	0.25	0.10	$10.00	85.00	62	1.0	14.000	-0.10	2024-12-12
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.13	-0.87	6.50	0.85	0.95	0.15	0.28	0.10	$10.00	85.00	61	1.0	14.000	-0.13	2024-12-11
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.14	-0.93	9.25	0.85	0.95	0.15	0.29	0.10	$10.00	85.00	60	1.0	14.000	-0.14	2024-12-10
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.15	-1.00	6.75	0.85	0.95	0.15	0.30	0.10	$10.00	85.00	59	1.0	14.000	-0.15	2024-12-09
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.14	-0.93	6.50	0.85	0.95	0.15	0.29	0.10	$10.00	85.00	58	1.0	14.000	-0.14	2024-12-08
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.10	0.12	$-0.14	-0.93	5.81	0.85	0.95	0.15	0.29	0.10	$10.00	85.00	56	1.0	14.000	-0.14	2024-12-06
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$-0.10	-0.12	$-0.14	-0.93	5.38	0.85	0.75	0.15	0.29	-0.10	$-10.00	85.00	55	5.0	16.000	-0.14	2024-12-05
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$-0.20	-0.24	$-0.15	-1.00	2.00	0.85	0.65	0.15	0.30	-0.20	$-20.00	85.00	54	2.0	16.000	-0.15	2024-12-04
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$-0.20	-0.24	$-0.16	-1.07	3.38	0.85	0.65	0.15	0.31	-0.20	$-20.00	85.00	53	2.0	15.000	-0.16	2024-12-03
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$-0.30	-0.35	$-0.18	-1.20	6.81	0.85	0.55	0.15	0.33	-0.30	$-30.00	85.00	52	1.0	15.000	-0.18	2024-12-02
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$-0.20	-0.24	$-0.20	-1.33	0.00	0.85	0.65	0.15	0.35	-0.20	$-20.00	85.00	51	2.0	0.000	-0.20	2024-12-01
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$-0.20	-0.24	$-0.20	-1.33	4.38	0.85	0.65	0.15	0.35	-0.20	$-20.00	85.00	50	2.0	14.000	-0.20	2024-11-30
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.16	-1.07	0.00	0.85	0.85	0.15	0.31	0.00	$0.00	85.00	48	4.0	14.000	-0.16	2024-11-28
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.16	-1.07	0.00	0.85	0.85	0.15	0.31	0.00	$0.00	85.00	47	4.0	14.000	-0.16	2024-11-27
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.17	-1.13	0.00	0.85	0.85	0.15	0.32	0.00	$0.00	85.00	46	4.0	14.000	-0.17	2024-11-26
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.14	-0.93	0.00	0.85	0.85	0.15	0.29	0.00	$0.00	85.00	45	4.0	14.000	-0.14	2024-11-25
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.17	-1.13	0.00	0.85	0.85	0.15	0.32	0.00	$0.00	85.00	44	4.0	14.000	-0.17	2024-11-24
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.17	-1.13	0.00	0.85	0.85	0.15	0.32	0.00	$0.00	85.00	43	4.0	14.000	-0.17	2024-11-23
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.17	-1.13	0.00	0.85	0.85	0.15	0.32	0.00	$0.00	85.00	42	4.0	14.000	-0.17	2024-11-22
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.17	-1.13	0.00	0.85	0.85	0.15	0.32	0.00	$0.00	85.00	41	4.0	14.000	-0.17	2024-11-21
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.18	-1.20	0.00	0.85	0.85	0.15	0.33	0.00	$0.00	85.00	40	4.0	14.000	-0.18	2024-11-20
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.23	-1.53	0.00	0.85	0.85	0.15	0.38	0.00	$0.00	85.00	39	4.0	14.000	-0.23	2024-11-19
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.27	-1.80	0.00	0.85	0.85	0.15	0.42	0.00	$0.00	85.00	38	4.0	14.000	-0.27	2024-11-18
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.27	-1.80	0.00	0.85	0.85	0.15	0.42	0.00	$0.00	85.00	37	4.0	14.000	-0.27	2024-11-17
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.27	-1.80	0.00	0.85	0.85	0.15	0.42	0.00	$0.00	85.00	36	4.0	14.000	-0.27	2024-11-16
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.27	-1.80	0.00	0.85	0.85	0.15	0.42	0.00	$0.00	85.00	35	4.0	14.000	-0.27	2024-11-15
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.25	-1.67	0.00	0.85	0.85	0.15	0.40	0.00	$0.00	85.00	34	4.0	14.000	-0.25	2024-11-14
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.25	-1.67	0.00	0.85	0.85	0.15	0.40	0.00	$0.00	85.00	33	4.0	14.000	-0.25	2024-11-13
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.25	-1.67	0.00	0.85	0.85	0.15	0.40	0.00	$0.00	85.00	32	4.0	14.000	-0.25	2024-11-12
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.27	-1.80	0.00	0.85	0.85	0.15	0.42	0.00	$0.00	85.00	31	4.0	14.000	-0.27	2024-11-11
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.26	-1.73	0.00	0.85	0.85	0.15	0.41	0.00	$0.00	85.00	30	4.0	14.000	-0.26	2024-11-10
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.26	-1.73	0.00	0.85	0.85	0.15	0.41	0.00	$0.00	85.00	29	4.0	14.000	-0.26	2024-11-09
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.26	-1.73	0.00	0.85	0.85	0.15	0.41	0.00	$0.00	85.00	28	4.0	14.000	-0.26	2024-11-08
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.27	-1.80	0.00	0.85	0.85	0.15	0.42	0.00	$0.00	85.00	27	4.0	14.000	-0.27	2024-11-07
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.23	-1.53	0.00	0.85	0.85	0.15	0.38	0.00	$0.00	85.00	26	4.0	14.000	-0.23	2024-11-06
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.24	-1.60	0.00	0.85	0.85	0.15	0.39	0.00	$0.00	85.00	25	4.0	14.000	-0.24	2024-11-05
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.26	-1.73	0.00	0.85	0.85	0.15	0.41	0.00	$0.00	85.00	24	4.0	14.000	-0.26	2024-11-04
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.23	-1.53	0.00	0.85	0.85	0.15	0.38	0.00	$0.00	85.00	21	4.0	14.000	-0.23	2024-11-01
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.26	-1.73	0.00	0.85	0.85	0.15	0.41	0.00	$0.00	85.00	20	4.0	14.000	-0.26	2024-10-31
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.31	-2.07	0.00	0.85	0.85	0.15	0.46	0.00	$0.00	85.00	19	4.0	14.000	-0.31	2024-10-30
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.34	-2.27	0.00	0.85	0.85	0.15	0.49	0.00	$0.00	85.00	18	4.0	14.000	-0.34	2024-10-29
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.02	-0.13	0.00	0.85	0.85	0.15	0.17	0.00	$0.00	85.00	17	4.0	14.000	-0.02	2024-10-28
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.13	0.00	0.85	0.85	0.15	0.17	0.00	$0.00	85.00	16	4.0	14.000	-0.02	2024-10-27
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.13	0.00	0.85	0.85	0.15	0.17	0.00	$0.00	85.00	15	4.0	14.000	-0.02	2024-10-26
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.13	0.00	0.85	0.85	0.15	0.17	0.00	$0.00	85.00	13	4.0	14.000	-0.02	2024-10-24
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.03	-0.20	0.00	0.85	0.85	0.15	0.18	0.00	$0.00	85.00	12	4.0	14.000	-0.03	2024-10-23
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.13	0.00	0.85	0.85	0.15	0.17	0.00	$0.00	85.00	11	4.0	14.000	-0.02	2024-10-22
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.01	-0.07	0.00	0.85	0.85	0.15	0.16	0.00	$0.00	85.00	10	4.0	14.000	-0.01	2024-10-21
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.01	-0.07	0.00	0.85	0.85	0.15	0.16	0.00	$0.00	85.00	8	4.0	14.000	-0.01	2024-10-19
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.01	-0.07	0.00	0.85	0.85	0.15	0.16	0.00	$0.00	85.00	7	4.0	14.000	-0.01	2024-10-18
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.01	-0.07	0.00	0.85	0.85	0.15	0.16	0.00	$0.00	85.00	5	4.0	14.000	-0.01	2024-10-16
GLYC241220P00001000	GLYC	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	0.15	0.15	0.00	$0.00	85.00	3	4.0	14.000	-0.00	2024-10-14
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	0.15	0.15	0.00	$0.00	85.00	2	4.0	14.000	-0.00	2024-10-13
GLYC241220P00001000	GLYC	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	0.15	0.15	0.00	$0.00	85.00	0	4.0	14.000	-0.00	2024-10-11

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