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View Outliers PnL Drill-Down: GMDA240920P00000500

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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
2024-06-27 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.250 2.065 0.0 0.5 0.000 0.000 0.470 0.45 0.03 2024-09-20 PUT Long 0.949 0.949 0.970
2024-06-28 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.250 2.066 0.0 0.5 0.000 0.000 0.470 0.45 0.03 2024-09-20 PUT Long 0.948 0.948 0.970
2024-07-01 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.250 2.065 0.0 0.5 0.000 0.000 0.470 0.45 0.03 2024-09-20 PUT Long 0.928 0.929 0.970
2024-07-02 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.500 2.066 0.0 0.5 0.000 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.928 0.929 0.970
2024-07-03 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.500 2.066 0.0 0.5 0.000 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.927 0.927 0.970
2024-07-04 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.500 2.066 0.0 0.5 0.000 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.909 0.909 0.970
2024-07-05 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.500 2.066 0.0 0.5 0.000 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.820 0.820 0.970
2024-07-09 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.500 2.066 0.0 0.5 0.000 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.697 0.696 0.970
2024-07-08 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.500 2.066 0.0 0.5 0.000 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.725 0.724 0.970
2024-07-10 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.500 2.060 0.0 0.5 0.000 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.690 0.689 0.970
2024-07-16 GMDA GMDA240920P00000500 0.50 5.0 8.000 4.750 2.048 0.0 0.5 -0.350 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.376 0.376 0.970
2024-07-19 GMDA GMDA240920P00000500 0.50 5.0 8.000 5.000 2.046 0.0 0.5 -0.360 0.010 0.470 0.45 0.03 2024-09-20 PUT Long 0.367 0.367 0.970

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 GMDA 1.000 0.071 1.878 0.405 0.233 0.094 0.03 -35.312 0.0000 0.01 0.46 10 1y 0.01

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
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 2.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 56 5.0 8.000 -0.00 2024-08-22
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 2.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 55 5.0 8.000 -0.00 2024-08-21
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 2.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 54 5.0 8.000 -0.00 2024-08-20
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 2.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 53 5.0 8.000 -0.00 2024-08-19
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 2.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 50 5.0 8.000 -0.00 2024-08-16
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 2.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 49 5.0 8.000 -0.00 2024-08-15
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 2.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 48 5.0 8.000 -0.00 2024-08-14
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 1.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 47 5.0 8.000 -0.00 2024-08-13
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 1.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 46 5.0 8.000 -0.00 2024-08-12
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 1.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 43 5.0 8.000 -0.00 2024-08-09
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 1.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 42 5.0 8.000 -0.00 2024-08-08
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 1.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 41 5.0 8.000 -0.00 2024-08-07
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 1.50 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 40 5.0 8.000 -0.00 2024-08-06
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 1.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 32 5.0 8.000 -0.00 2024-07-29
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 29 5.0 8.000 -0.00 2024-07-26
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 28 5.0 8.000 -0.00 2024-07-25
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 27 5.0 8.000 -0.00 2024-07-24
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 26 5.0 8.000 -0.00 2024-07-23
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 25 5.0 8.000 -0.00 2024-07-22
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 22 5.0 8.000 -0.00 2024-07-19
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.75 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 21 5.0 8.000 -0.00 2024-07-18
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.50 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 20 5.0 8.000 -0.00 2024-07-17
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.50 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 19 5.0 8.000 -0.00 2024-07-16
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.50 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 18 5.0 8.000 -0.00 2024-07-15
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 15 5.0 8.000 -0.00 2024-07-12
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 14 5.0 8.000 -0.00 2024-07-11
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 13 5.0 8.000 -0.00 2024-07-10
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 12 5.0 8.000 -0.00 2024-07-09
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 11 5.0 8.000 -0.00 2024-07-08
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 8 5.0 8.000 -0.00 2024-07-05
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 7 5.0 8.000 -0.00 2024-07-04
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 6 5.0 8.000 -0.00 2024-07-03
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.25 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 5 5.0 8.000 -0.00 2024-07-02
GMDA240920P00000500 GMDA PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $-0.00 -0.00 0.00 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 4 5.0 8.000 -0.00 2024-07-01
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 1 5.0 8.000 -0.00 2024-06-28
GMDA240920P00000500 GMDA PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.45 0.45 0.03 0.03 0.00 $0.00 45.00 0 5.0 8.000 -0.00 2024-06-27

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