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View Outliers PnL Drill-Down: GME231229P00017000

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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
2023-11-29	GME	GME231229P00017000	17.00	17.0	10.000	1.520	0.334	0.7	0.5	-0.030	2.660	2.500	3.19	17.11	2023-12-29	PUT	Long	0.288	0.346	0.205

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	GME	0.909	0.105	0.965	0.294	0.192	0.019	31.27	0.001	0.0000	10.01	48.75	21	1y	23.29

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
GME231229P00017000	GME	PUT	Long	17.00	None	$-3.22	-0.99	$-1.82	-0.11	-0.61	3.25	0.03	16.25	18.07	-3.22	$-322.00	325.00	29	1773.0	3366.000	-1.82	2023-12-28
GME231229P00017000	GME	PUT	Long	17.00	None	$-3.19	-0.98	$-2.11	-0.13	-0.81	3.25	0.06	16.25	18.36	-3.19	$-319.00	325.00	28	2250.0	3501.000	-2.11	2023-12-27
GME231229P00017000	GME	PUT	Long	17.00	None	$-3.02	-0.93	$-1.11	-0.07	-0.95	3.25	0.23	16.25	17.36	-3.02	$-302.00	325.00	27	3249.0	1884.000	-1.11	2023-12-26
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.71	-0.83	$-0.72	-0.04	-0.81	3.25	0.54	16.25	16.97	-2.71	$-271.00	325.00	26	1730.0	1190.000	-0.72	2023-12-25
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.71	-0.83	$-0.72	-0.04	-0.91	3.25	0.54	16.25	16.97	-2.71	$-271.00	325.00	24	1730.0	1190.000	-0.72	2023-12-23
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.74	-0.84	$-0.74	-0.05	-0.98	3.25	0.51	16.25	16.99	-2.74	$-274.00	325.00	23	1563.0	1190.000	-0.74	2023-12-22
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.57	-0.79	$-0.75	-0.05	-0.86	3.25	0.68	16.25	17.00	-2.57	$-257.00	325.00	22	753.0	1046.000	-0.75	2023-12-21
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.86	-0.88	$-1.45	-0.09	-0.87	3.25	0.39	16.25	17.70	-2.86	$-286.00	325.00	21	92.0	1052.000	-1.45	2023-12-20
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.78	-0.86	$-1.48	-0.09	-0.82	3.25	0.47	16.25	17.73	-2.78	$-278.00	325.00	20	1396.0	656.000	-1.48	2023-12-19
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.80	-0.86	$-1.61	-0.10	-0.79	3.25	0.45	16.25	17.86	-2.80	$-280.00	325.00	19	1394.0	296.000	-1.61	2023-12-18
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.45	-0.75	$-1.01	-0.06	-0.79	3.25	0.80	16.25	17.26	-2.45	$-245.00	325.00	17	108.0	267.000	-1.01	2023-12-16
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.41	-0.74	$-1.02	-0.06	-0.77	3.25	0.84	16.25	17.27	-2.41	$-241.00	325.00	16	94.0	267.000	-1.02	2023-12-15
GME231229P00017000	GME	PUT	Long	17.00	None	$-2.40	-0.74	$-1.19	-0.07	-0.73	3.25	0.85	16.25	17.44	-2.40	$-240.00	325.00	15	178.0	114.000	-1.19	2023-12-14
GME231229P00017000	GME	PUT	Long	17.00	None	$-1.75	-0.54	$-0.44	-0.03	-0.71	3.25	1.50	16.25	16.69	-1.75	$-175.00	325.00	14	20.0	102.000	-0.44	2023-12-13
GME231229P00017000	GME	PUT	Long	17.00	None	$-0.97	-0.30	$1.02	0.06	-0.59	3.25	2.28	16.25	15.23	-0.97	$-97.00	325.00	13	4.0	103.000	1.02	2023-12-12
GME231229P00017000	GME	PUT	Long	17.00	None	$-0.81	-0.25	$1.18	0.07	-0.60	3.25	2.44	16.25	15.07	-0.81	$-81.00	325.00	12	1.0	103.000	1.18	2023-12-11
GME231229P00017000	GME	PUT	Long	17.00	None	$-1.13	-0.35	$0.70	0.04	-0.51	3.25	2.12	16.25	15.55	-1.13	$-113.00	325.00	9	14.0	90.000	0.70	2023-12-08
GME231229P00017000	GME	PUT	Long	17.00	None	$-0.94	-0.29	$-0.11	-0.01	-0.28	3.25	2.31	16.25	16.36	-0.94	$-94.00	325.00	8	5.0	90.000	-0.11	2023-12-07
GME231229P00017000	GME	PUT	Long	17.00	None	$0.17	0.05	$1.41	0.09	-0.03	3.25	3.42	16.25	14.84	0.17	$17.00	325.00	7	0.0	88.000	1.41	2023-12-06
GME231229P00017000	GME	PUT	Long	17.00	None	$0.15	0.05	$1.34	0.08	-0.18	3.25	3.40	16.25	14.91	0.15	$15.00	325.00	6	0.0	96.000	1.34	2023-12-05
GME231229P00017000	GME	PUT	Long	17.00	None	$-1.00	-0.31	$-0.75	-0.05	-0.18	3.25	2.25	16.25	17.00	-1.00	$-100.00	325.00	5	0.0	34.000	-0.75	2023-12-04
GME231229P00017000	GME	PUT	Long	17.00	None	$0.35	0.11	$0.95	0.06	-0.09	3.25	3.60	16.25	15.30	0.35	$35.00	325.00	4	0.0	34.000	0.95	2023-12-03
GME231229P00017000	GME	PUT	Long	17.00	None	$0.35	0.11	$0.95	0.06	-0.12	3.25	3.60	16.25	15.30	0.35	$35.00	325.00	3	0.0	34.000	0.95	2023-12-02
GME231229P00017000	GME	PUT	Long	17.00	None	$0.35	0.11	$0.95	0.06	-0.07	3.25	3.60	16.25	15.30	0.35	$35.00	325.00	2	0.0	34.000	0.95	2023-12-01
GME231229P00017000	GME	PUT	Long	17.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.11	$1.71	0.11	-0.27	3.25	3.60	16.25	14.54	0.35	$35.00	325.00	1	0.0	37.000	1.71	2023-11-30
GME231229P00017000	GME	PUT	Long	17.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.25	3.25	16.25	16.25	0.00	$0.00	325.00	0	0.0	10.000	-0.00	2023-11-29

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