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View Outliers PnL Drill-Down: GO241220P00017500

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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
2024-11-06	GO	GO241220P00017500	17.50	6.0	41.000	0.396	0.286	0.3	1.2	-0.010	0.470	1.420	3.20	16.44	2024-12-20	PUT	Long	0.269	0.289	0.106

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	GO	0.909	0.069	0.259	0.129	0.167	-0.092	17.06	0.020	0.0000	13.90	29.00	21	1y	16.70

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
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.20	-0.62	$-0.49	-0.03	0.17	1.95	0.75	16.11	16.60	-1.20	$-120.00	195.00	43	2.0	88.000	-0.49	2024-12-19
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.02	-0.52	$-0.43	-0.03	0.12	1.95	0.93	16.11	16.54	-1.02	$-102.00	195.00	42	3.0	89.000	-0.43	2024-12-18
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.35	-0.69	$-0.95	-0.06	0.09	1.95	0.60	16.11	17.06	-1.35	$-135.00	195.00	41	13.0	90.000	-0.95	2024-12-17
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.70	-0.87	$-1.29	-0.08	0.04	1.95	0.25	16.11	17.40	-1.70	$-170.00	195.00	40	21.0	110.000	-1.29	2024-12-16
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.85	-0.95	$-3.00	-0.19	0.09	1.95	0.10	16.11	19.11	-1.85	$-185.00	195.00	37	12.0	110.000	-3.00	2024-12-13
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.85	-0.95	$-3.06	-0.19	0.07	1.95	0.10	16.11	19.17	-1.85	$-185.00	195.00	36	12.0	109.000	-3.06	2024-12-12
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.90	-0.97	$-2.75	-0.17	0.05	1.95	0.05	16.11	18.86	-1.90	$-190.00	195.00	35	3.0	109.000	-2.75	2024-12-11
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.90	-0.97	$-3.48	-0.22	0.16	1.95	0.05	16.11	19.59	-1.90	$-190.00	195.00	34	3.0	109.000	-3.48	2024-12-10
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.88	-0.96	$-3.24	-0.20	0.10	1.95	0.07	16.11	19.35	-1.88	$-188.00	195.00	33	1.0	110.000	-3.24	2024-12-09
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-3.01	-0.19	0.06	1.95	0.15	16.11	19.12	-1.80	$-180.00	195.00	32	1.0	110.000	-3.01	2024-12-08
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-3.01	-0.19	0.05	1.95	0.15	16.11	19.12	-1.80	$-180.00	195.00	30	4.0	110.000	-3.01	2024-12-06
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-2.66	-0.17	-0.03	1.95	0.15	16.11	18.77	-1.80	$-180.00	195.00	29	4.0	106.000	-2.66	2024-12-05
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-3.58	-0.22	0.06	1.95	0.15	16.11	19.69	-1.80	$-180.00	195.00	28	28.0	106.000	-3.58	2024-12-04
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-3.69	-0.23	0.06	1.95	0.15	16.11	19.80	-1.80	$-180.00	195.00	27	28.0	106.000	-3.69	2024-12-03
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-3.87	-0.24	0.07	1.95	0.15	16.11	19.98	-1.80	$-180.00	195.00	26	28.0	106.000	-3.87	2024-12-02
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-4.89	-0.30	-0.20	1.95	0.15	16.11	21.00	-1.80	$-180.00	195.00	25	28.0	0.000	-4.89	2024-12-01
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-4.89	-0.30	0.10	1.95	0.15	16.11	21.00	-1.80	$-180.00	195.00	24	28.0	106.000	-4.89	2024-11-30
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-5.14	-0.32	0.08	1.95	0.15	16.11	21.25	-1.80	$-180.00	195.00	22	28.0	106.000	-5.14	2024-11-28
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-5.06	-0.31	0.05	1.95	0.15	16.11	21.17	-1.80	$-180.00	195.00	21	28.0	106.000	-5.06	2024-11-27
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-5.05	-0.31	0.13	1.95	0.15	16.11	21.16	-1.80	$-180.00	195.00	20	28.0	106.000	-5.05	2024-11-26
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.80	-0.92	$-4.77	-0.30	0.06	1.95	0.15	16.11	20.88	-1.80	$-180.00	195.00	19	28.0	92.000	-4.77	2024-11-25
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.45	-0.74	$-3.43	-0.21	0.09	1.95	0.50	16.11	19.54	-1.45	$-145.00	195.00	18	3.0	90.000	-3.43	2024-11-24
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.45	-0.74	$-3.43	-0.21	0.07	1.95	0.50	16.11	19.54	-1.45	$-145.00	195.00	17	3.0	90.000	-3.43	2024-11-23
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.45	-0.74	$-3.43	-0.21	0.06	1.95	0.50	16.11	19.54	-1.45	$-145.00	195.00	16	3.0	90.000	-3.43	2024-11-22
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.35	-0.69	$-2.54	-0.16	0.04	1.95	0.60	16.11	18.65	-1.35	$-135.00	195.00	15	4.0	90.000	-2.54	2024-11-21
GO241220P00017500	GO	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.35	-0.69	$-2.33	-0.14	0.05	1.95	0.60	16.11	18.44	-1.35	$-135.00	195.00	14	4.0	86.000	-2.33	2024-11-20
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.40	-0.72	$-2.52	-0.16	0.06	1.95	0.55	16.11	18.63	-1.40	$-140.00	195.00	13	14.0	74.000	-2.52	2024-11-19
GO241220P00017500	GO	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.25	-0.64	$-1.75	-0.11	-0.02	1.95	0.70	16.11	17.86	-1.25	$-125.00	195.00	12	2.0	73.000	-1.75	2024-11-18
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.25	-0.64	$-1.71	-0.11	0.04	1.95	0.70	16.11	17.82	-1.25	$-125.00	195.00	11	19.0	56.000	-1.71	2024-11-17
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.25	-0.64	$-1.71	-0.11	0.04	1.95	0.70	16.11	17.82	-1.25	$-125.00	195.00	10	19.0	56.000	-1.71	2024-11-16
GO241220P00017500	GO	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.25	-0.64	$-1.71	-0.11	0.00	1.95	0.70	16.11	17.82	-1.25	$-125.00	195.00	9	19.0	56.000	-1.71	2024-11-15
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.35	-0.69	$-2.00	-0.12	0.09	1.95	0.60	16.11	18.11	-1.35	$-135.00	195.00	8	2.0	54.000	-2.00	2024-11-14
GO241220P00017500	GO	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.52	-0.78	$-3.00	-0.19	0.03	1.95	0.43	16.11	19.11	-1.52	$-152.00	195.00	7	22.0	65.000	-3.00	2024-11-13
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.05	-0.54	$-2.96	-0.18	0.04	1.95	0.90	16.11	19.07	-1.05	$-105.00	195.00	6	23.0	65.000	-2.96	2024-11-12
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.05	-0.54	$-2.66	-0.17	0.04	1.95	0.90	16.11	18.77	-1.05	$-105.00	195.00	5	23.0	65.000	-2.66	2024-11-11
GO241220P00017500	GO	PUT	Long	17.50	None	$-1.05	-0.54	$-1.69	-0.10	0.05	1.95	0.90	16.11	17.80	-1.05	$-105.00	195.00	4	23.0	44.000	-1.69	2024-11-10
GO241220P00017500	GO	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.05	-0.54	$-1.69	-0.10	0.05	1.95	0.90	16.11	17.80	-1.05	$-105.00	195.00	3	23.0	44.000	-1.69	2024-11-09
GO241220P00017500	GO	PUT	Long	17.50	None	$-0.55	-0.28	$-1.47	-0.09	0.02	1.95	1.40	16.11	17.58	-0.55	$-55.00	195.00	2	1.0	44.000	-1.47	2024-11-08
GO241220P00017500	GO	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.55	-0.28	$-1.08	-0.07	0.08	1.95	1.40	16.11	17.19	-0.55	$-55.00	195.00	1	1.0	43.000	-1.08	2024-11-07
GO241220P00017500	GO	PUT	Long	17.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.95	1.95	16.11	16.11	0.00	$0.00	195.00	0	5.0	41.000	-0.00	2024-11-06

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