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View Outliers PnL Drill-Down: GOSS240816P00001000

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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
2024-06-24	GOSS	GOSS240816P00001000	1.00	10.0	462.000	1.266	0.389	0.0	0.2	-0.020	0.080	0.250	0.30	0.83	2024-08-16	PUT	Long	0.345	0.428	0.271
2024-06-25	GOSS	GOSS240816P00001000	1.00	9.0	472.000	1.445	0.458	0.1	0.0	-0.020	0.220	0.170	0.20	1.04	2024-08-16	PUT	Long	0.428	0.493	0.265

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	GOSS	0.818	0.110	0.410	0.213	0.297	0.187	0.87	0.000	0.0000	0.51	1.51	21	1y	0.88

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
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$0.01	0.01	-0.77	0.30	0.20	0.83	0.82	-0.10	$-10.00	30.00	52	1.0	530.000	0.01	2024-08-15
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$-0.00	-0.00	3.23	0.30	0.20	0.83	0.83	-0.10	$-10.00	30.00	51	1.0	530.000	-0.00	2024-08-14
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$-0.00	-0.00	0.98	0.30	0.20	0.83	0.83	-0.10	$-10.00	30.00	50	1.0	597.000	-0.00	2024-08-13
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$0.03	0.04	3.05	0.30	0.20	0.83	0.80	-0.10	$-10.00	30.00	49	1.0	598.000	0.03	2024-08-12
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$0.04	0.05	0.98	0.30	0.20	0.83	0.79	-0.10	$-10.00	30.00	46	1.0	600.000	0.04	2024-08-09
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$0.01	0.01	1.23	0.30	0.20	0.83	0.82	-0.10	$-10.00	30.00	45	1.0	600.000	0.01	2024-08-08
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$0.02	0.02	1.05	0.30	0.20	0.83	0.81	-0.10	$-10.00	30.00	44	1.0	599.000	0.02	2024-08-07
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.09	-0.30	$-0.00	-0.00	1.17	0.30	0.21	0.83	0.83	-0.09	$-9.00	30.00	43	4.0	599.000	-0.00	2024-08-06
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.25	-0.83	$-0.23	-0.28	-0.17	0.30	0.05	0.83	1.06	-0.25	$-25.00	30.00	35	2.0	596.000	-0.23	2024-07-29
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.23	-0.77	$-0.29	-0.35	0.20	0.30	0.07	0.83	1.12	-0.23	$-23.00	30.00	32	1.0	596.000	-0.29	2024-07-26
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.23	-0.77	$-0.26	-0.31	-0.17	0.30	0.07	0.83	1.09	-0.23	$-23.00	30.00	31	1.0	596.000	-0.26	2024-07-25
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.23	-0.77	$-0.24	-0.29	0.23	0.30	0.07	0.83	1.07	-0.23	$-23.00	30.00	30	1.0	595.000	-0.24	2024-07-24
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.20	-0.67	$-0.24	-0.29	-0.28	0.30	0.10	0.83	1.07	-0.20	$-20.00	30.00	29	4.0	591.000	-0.24	2024-07-23
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.20	-0.67	$-0.23	-0.28	0.14	0.30	0.10	0.83	1.06	-0.20	$-20.00	30.00	28	8.0	583.000	-0.23	2024-07-22
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.20	-0.67	$-0.20	-0.24	0.19	0.30	0.10	0.83	1.03	-0.20	$-20.00	30.00	25	17.0	583.000	-0.20	2024-07-19
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.25	-0.83	$-0.22	-0.27	0.02	0.30	0.05	0.83	1.05	-0.25	$-25.00	30.00	24	2.0	583.000	-0.22	2024-07-18
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.25	-0.83	$-0.26	-0.31	-0.33	0.30	0.05	0.83	1.09	-0.25	$-25.00	30.00	23	2.0	583.000	-0.26	2024-07-17
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.25	-0.83	$-0.42	-0.51	0.05	0.30	0.05	0.83	1.25	-0.25	$-25.00	30.00	22	2.0	583.000	-0.42	2024-07-16
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.25	-0.83	$-0.35	-0.42	0.09	0.30	0.05	0.83	1.18	-0.25	$-25.00	30.00	21	2.0	583.000	-0.35	2024-07-15
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.18	-0.60	$-0.34	-0.41	-0.41	0.30	0.12	0.83	1.17	-0.18	$-18.00	30.00	18	2.0	572.000	-0.34	2024-07-12
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.20	-0.67	$-0.40	-0.48	0.12	0.30	0.10	0.83	1.23	-0.20	$-20.00	30.00	17	11.0	582.000	-0.40	2024-07-11
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.15	-0.50	$-0.34	-0.41	0.36	0.30	0.15	0.83	1.17	-0.15	$-15.00	30.00	16	15.0	567.000	-0.34	2024-07-10
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.15	-0.50	$-0.37	-0.45	0.22	0.30	0.15	0.83	1.20	-0.15	$-15.00	30.00	15	21.0	582.000	-0.37	2024-07-09
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$-0.33	-0.40	0.30	0.30	0.20	0.83	1.16	-0.10	$-10.00	30.00	14	1.0	582.000	-0.33	2024-07-08
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$-0.25	-0.30	-0.30	0.30	0.20	0.83	1.08	-0.10	$-10.00	30.00	11	1.0	582.000	-0.25	2024-07-05
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$-0.20	-0.24	0.28	0.30	0.20	0.83	1.03	-0.10	$-10.00	30.00	10	1.0	0.000	-0.20	2024-07-04
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.10	-0.33	$-0.20	-0.24	0.26	0.30	0.20	0.83	1.03	-0.10	$-10.00	30.00	9	1.0	0.000	-0.20	2024-07-03
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.09	-0.30	$-0.13	-0.16	0.03	0.30	0.21	0.83	0.96	-0.09	$-9.00	30.00	8	60.0	581.000	-0.13	2024-07-02
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.09	-0.30	$-0.12	-0.14	0.17	0.30	0.21	0.83	0.95	-0.09	$-9.00	30.00	7	60.0	581.000	-0.12	2024-07-01
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.09	-0.30	$-0.07	-0.08	-0.22	0.30	0.21	0.83	0.90	-0.09	$-9.00	30.00	4	60.0	521.000	-0.07	2024-06-28
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$-0.15	-0.50	$-0.12	-0.14	-0.05	0.30	0.15	0.83	0.95	-0.15	$-15.00	30.00	3	30.0	491.000	-0.12	2024-06-27
GOSS240816P00001000	GOSS	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.07	$-0.10	-0.33	$-0.21	-0.25	0.18	0.30	0.20	0.83	1.04	-0.10	$-10.00	30.00	1	9.0	472.000	-0.21	2024-06-25
GOSS240816P00001000	GOSS	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	0.83	0.83	0.00	$0.00	30.00	0	10.0	462.000	-0.00	2024-06-24

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