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View Outliers PnL Drill-Down: GME241011P00020000

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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
2024-09-11	GME	GME241011P00020000	20.00	356.0	96.000	0.760	0.263	0.6	0.6	0.010	1.690	1.650	1.83	19.96	2024-10-11	PUT	Short	0.330	0.353	-0.120

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
GME241011P00020000	GME	PUT	Short	20.00	None	$1.79	0.98	$0.27	0.01	-0.38	1.83	0.04	20.64	20.91	1.79	$179.00	2000.00	29	1857.0	5272.000	0.27	2024-10-10
GME241011P00020000	GME	PUT	Short	20.00	None	$1.69	0.92	$-0.14	-0.01	-0.42	1.83	0.14	20.64	20.50	1.69	$169.00	2000.00	28	802.0	5137.000	-0.14	2024-10-09
GME241011P00020000	GME	PUT	Short	20.00	None	$1.72	0.94	$0.29	0.01	-0.44	1.83	0.11	20.64	20.93	1.72	$172.00	2000.00	26	1419.0	4369.000	0.29	2024-10-07
GME241011P00020000	GME	PUT	Short	20.00	None	$1.70	0.93	$0.76	0.04	-0.38	1.83	0.13	20.64	21.40	1.70	$170.00	2000.00	24	708.0	4265.000	0.76	2024-10-05
GME241011P00020000	GME	PUT	Short	20.00	None	$1.71	0.93	$0.76	0.04	-0.40	1.83	0.12	20.64	21.40	1.71	$171.00	2000.00	23	693.0	4265.000	0.76	2024-10-04
GME241011P00020000	GME	PUT	Short	20.00	None	$1.57	0.86	$0.56	0.03	-0.34	1.83	0.26	20.64	21.20	1.57	$157.00	2000.00	22	443.0	3886.000	0.56	2024-10-03
GME241011P00020000	GME	PUT	Short	20.00	None	$1.60	0.87	$0.84	0.04	-0.34	1.83	0.23	20.64	21.48	1.60	$160.00	2000.00	21	707.0	3774.000	0.84	2024-10-02
GME241011P00020000	GME	PUT	Short	20.00	None	$1.61	0.88	$1.33	0.06	-0.28	1.83	0.22	20.64	21.97	1.61	$161.00	2000.00	20	500.0	3420.000	1.33	2024-10-01
GME241011P00020000	GME	PUT	Short	20.00	None	$1.68	0.92	$2.29	0.11	-0.25	1.83	0.15	20.64	22.93	1.68	$168.00	2000.00	19	426.0	3433.000	2.29	2024-09-30
GME241011P00020000	GME	PUT	Short	20.00	None	$1.58	0.86	$1.84	0.09	-0.77	1.83	0.25	20.64	22.48	1.58	$158.00	2000.00	18	139.0	3433.000	1.84	2024-09-29
GME241011P00020000	GME	PUT	Short	20.00	None	$1.58	0.86	$1.84	0.09	-0.25	1.83	0.25	20.64	22.48	1.58	$158.00	2000.00	17	139.0	3440.000	1.84	2024-09-28
GME241011P00020000	GME	PUT	Short	20.00	None	$1.51	0.83	$1.84	0.09	-0.28	1.83	0.32	20.64	22.48	1.51	$151.00	2000.00	16	137.0	3440.000	1.84	2024-09-27
GME241011P00020000	GME	PUT	Short	20.00	None	$1.54	0.84	$1.65	0.08	-0.30	1.83	0.29	20.64	22.29	1.54	$154.00	2000.00	15	64.0	3430.000	1.65	2024-09-26
GME241011P00020000	GME	PUT	Short	20.00	None	$1.52	0.83	$1.54	0.07	-0.29	1.83	0.31	20.64	22.18	1.52	$152.00	2000.00	14	90.0	3390.000	1.54	2024-09-25
GME241011P00020000	GME	PUT	Short	20.00	None	$1.51	0.83	$1.99	0.10	-0.24	1.83	0.32	20.64	22.63	1.51	$151.00	2000.00	13	136.0	3346.000	1.99	2024-09-24
GME241011P00020000	GME	PUT	Short	20.00	None	$1.45	0.79	$1.67	0.08	-0.28	1.83	0.38	20.64	22.31	1.45	$145.00	2000.00	12	3112.0	434.000	1.67	2024-09-23
GME241011P00020000	GME	PUT	Short	20.00	None	$1.23	0.67	$1.21	0.06	-0.77	1.83	0.60	20.64	21.85	1.23	$123.00	2000.00	11	282.0	0.000	1.21	2024-09-22
GME241011P00020000	GME	PUT	Short	20.00	None	$1.09	0.60	$1.24	0.06	-0.21	1.83	0.74	20.64	21.88	1.09	$109.00	2000.00	9	247.0	382.000	1.24	2024-09-20
GME241011P00020000	GME	PUT	Short	20.00	None	$0.52	0.28	$-1.14	-0.06	-0.30	1.83	1.31	20.64	19.50	0.52	$52.00	2000.00	8	6.0	379.000	-1.14	2024-09-19
GME241011P00020000	GME	PUT	Short	20.00	None	$0.42	0.23	$-1.03	-0.05	-0.30	1.83	1.41	20.64	19.61	0.42	$42.00	2000.00	7	132.0	322.000	-1.03	2024-09-18
GME241011P00020000	GME	PUT	Short	20.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.51	0.28	$-0.36	-0.02	-0.19	1.83	1.32	20.64	20.28	0.51	$51.00	2000.00	6	6.0	315.000	-0.36	2024-09-17
GME241011P00020000	GME	PUT	Short	20.00	None	$0.48	0.26	$-0.55	-0.03	-0.24	1.83	1.35	20.64	20.09	0.48	$48.00	2000.00	5	121.0	291.000	-0.55	2024-09-16
GME241011P00020000	GME	PUT	Short	20.00	None	$0.53	0.29	$0.01	0.00	-0.86	1.83	1.30	20.64	20.65	0.53	$53.00	2000.00	4	78.0	291.000	0.01	2024-09-15
GME241011P00020000	GME	PUT	Short	20.00	None	$0.53	0.29	$0.01	0.00	-0.19	1.83	1.30	20.64	20.65	0.53	$53.00	2000.00	3	78.0	321.000	0.01	2024-09-14
GME241011P00020000	GME	PUT	Short	20.00	None	$0.56	0.31	$0.01	0.00	-0.19	1.83	1.27	20.64	20.65	0.56	$56.00	2000.00	2	34.0	321.000	0.01	2024-09-13
GME241011P00020000	GME	PUT	Short	20.00	None	$0.28	0.15	$-0.24	-0.01	-0.13	1.83	1.55	20.64	20.40	0.28	$28.00	2000.00	1	57.0	291.000	-0.24	2024-09-12
GME241011P00020000	GME	PUT	Short	20.00	None	$-0.00	-0.00	$0.00	0.00	0.00	1.83	1.83	20.64	20.64	-0.00	$-0.00	2000.00	0	356.0	96.000	0.00	2024-09-11

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