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View Outliers PnL Drill-Down: GME240614P00024000

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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
2024-05-13	GME	GME240614P00024000	24.00	4.0	0.000	2.578	0.676	6.7	0.2	-0.200	10.880	4.350	5.40	30.45	2024-06-14	PUT	Long	0.459	0.722	0.744

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
GME240614P00024000	GME	PUT	Long	24.00	None	$-5.18	-0.96	$1.38	0.05	-0.42	5.40	0.22	30.45	29.07	-5.18	$-518.00	540.00	31	11158.0	7535.000	1.38	2024-06-13
GME240614P00024000	GME	PUT	Long	24.00	None	$-3.78	-0.70	$4.99	0.16	0.08	5.40	1.62	30.45	25.46	-3.78	$-378.00	540.00	30	10733.0	6622.000	4.99	2024-06-12
GME240614P00024000	GME	PUT	Long	24.00	None	$-4.50	-0.83	$-0.03	-0.00	0.20	5.40	0.90	30.45	30.48	-4.50	$-450.00	540.00	29	6968.0	5679.000	-0.03	2024-06-11
GME240614P00024000	GME	PUT	Long	24.00	None	$-2.76	-0.51	$5.63	0.18	0.14	5.40	2.64	30.45	24.82	-2.76	$-276.00	540.00	28	9436.0	0.000	5.63	2024-06-10
GME240614P00024000	GME	PUT	Long	24.00	None	$-3.05	-0.56	$2.23	0.07	0.82	5.40	2.35	30.45	28.22	-3.05	$-305.00	540.00	27	3638.0	2477.000	2.23	2024-06-09
GME240614P00024000	GME	PUT	Long	24.00	None	$-2.97	-0.55	$2.22	0.07	0.18	5.40	2.43	30.45	28.23	-2.97	$-297.00	540.00	25	3514.0	2477.000	2.22	2024-06-07
GME240614P00024000	GME	PUT	Long	24.00	None	$-4.38	-0.81	$-16.01	-0.53	0.93	5.40	1.02	30.45	46.46	-4.38	$-438.00	540.00	24	2897.0	2329.000	-16.01	2024-06-06
GME240614P00024000	GME	PUT	Long	24.00	None	$-3.78	-0.70	$-0.98	-0.03	-0.25	5.40	1.62	30.45	31.43	-3.78	$-378.00	540.00	23	1592.0	665.000	-0.98	2024-06-05
GME240614P00024000	GME	PUT	Long	24.00	None	$-2.75	-0.51	$3.95	0.13	-0.41	5.40	2.65	30.45	26.50	-2.75	$-275.00	540.00	22	588.0	399.000	3.95	2024-06-04
GME240614P00024000	GME	PUT	Long	24.00	None	$-1.40	-0.26	$2.45	0.08	0.43	5.40	4.00	30.45	28.00	-1.40	$-140.00	540.00	21	552.0	163.000	2.45	2024-06-03
GME240614P00024000	GME	PUT	Long	24.00	None	$-1.00	-0.19	$7.33	0.24	-0.57	5.40	4.40	30.45	23.12	-1.00	$-100.00	540.00	18	65.0	107.000	7.33	2024-05-31
GME240614P00024000	GME	PUT	Long	24.00	None	$-0.53	-0.10	$7.85	0.26	-0.43	5.40	4.87	30.45	22.60	-0.53	$-53.00	540.00	17	17.0	104.000	7.85	2024-05-30
GME240614P00024000	GME	PUT	Long	24.00	None	$0.29	0.05	$9.21	0.30	-0.38	5.40	5.69	30.45	21.24	0.29	$29.00	540.00	16	24.0	108.000	9.21	2024-05-29
GME240614P00024000	GME	PUT	Long	24.00	None	$-0.11	-0.02	$6.67	0.22	-0.01	5.40	5.29	30.45	23.78	-0.11	$-11.00	540.00	15	72.0	80.000	6.67	2024-05-28
GME240614P00024000	GME	PUT	Long	24.00	None	$2.20	0.41	$11.45	0.38	0.00	5.40	7.60	30.45	19.00	2.20	$220.00	540.00	14	2.0	78.000	11.45	2024-05-27
GME240614P00024000	GME	PUT	Long	24.00	None	$2.90	0.54	$11.44	0.38	-0.34	5.40	8.30	30.45	19.01	2.90	$290.00	540.00	11	54.0	78.000	11.44	2024-05-24
GME240614P00024000	GME	PUT	Long	24.00	None	$2.40	0.44	$12.05	0.40	-0.29	5.40	7.80	30.45	18.40	2.40	$240.00	540.00	10	53.0	82.000	12.05	2024-05-23
GME240614P00024000	GME	PUT	Long	24.00	None	$1.91	0.35	$9.34	0.31	0.00	5.40	7.31	30.45	21.11	1.91	$191.00	540.00	9	18.0	66.000	9.34	2024-05-22
GME240614P00024000	GME	PUT	Long	24.00	None	$0.51	0.09	$8.33	0.27	-0.37	5.40	5.91	30.45	22.12	0.51	$51.00	540.00	8	1.0	67.000	8.33	2024-05-21
GME240614P00024000	GME	PUT	Long	24.00	None	$1.60	0.30	$7.31	0.24	-2.58	5.40	7.00	30.45	23.14	1.60	$160.00	540.00	7	7.0	0.000	7.31	2024-05-20
GME240614P00024000	GME	PUT	Long	24.00	None	$-0.65	-0.12	$8.24	0.27	-0.87	5.40	4.75	30.45	22.21	-0.65	$-65.00	540.00	6	59.0	19.000	8.24	2024-05-19
GME240614P00024000	GME	PUT	Long	24.00	None	$-0.65	-0.12	$8.24	0.27	-0.90	5.40	4.75	30.45	22.21	-0.65	$-65.00	540.00	5	59.0	19.000	8.24	2024-05-18
GME240614P00024000	GME	PUT	Long	24.00	None	$-0.65	-0.12	$8.23	0.27	-0.93	5.40	4.75	30.45	22.22	-0.65	$-65.00	540.00	4	59.0	19.000	8.23	2024-05-17
GME240614P00024000	GME	PUT	Long	24.00	None	$-1.05	-0.19	$-9.10	-0.30	0.38	5.40	4.35	30.45	39.55	-1.05	$-105.00	540.00	2	15.0	13.000	-9.10	2024-05-15
GME240614P00024000	GME	PUT	Long	24.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -14.77	$-1.10	-0.20	$-19.00	-0.62	0.69	5.40	4.30	30.45	49.45	-1.10	$-110.00	540.00	1	23.0	3.000	-19.00	2024-05-14
GME240614P00024000	GME	PUT	Long	24.00	None	$0.00	0.00	$-0.00	-0.00	0.00	5.40	5.40	30.45	30.45	0.00	$0.00	540.00	0	4.0	0.000	-0.00	2024-05-13

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