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View Outliers PnL Drill-Down: GPRE240315P00023000

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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
2024-02-07	GPRE	GPRE240315P00023000	23.00	10.0	55.000	0.481	0.219	0.7	0.5	-0.010	1.380	1.120	1.46	23.16	2024-03-15	PUT	Long	0.205	0.242	0.130

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	GPRE	0.727	0.077	0.227	0.148	0.143	-0.071	10.88	-0.028	0.0000	10.30	26.43	21	1y	11.60

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
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.59	0.40	$2.42	0.11	1.31	1.46	2.05	22.63	20.21	0.59	$59.00	146.00	36	5.0	1.000	2.42	2024-03-14
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.59	0.40	$2.32	0.10	1.27	1.46	2.05	22.63	20.31	0.59	$59.00	146.00	35	5.0	8.000	2.32	2024-03-13
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.54	0.37	$2.23	0.10	0.52	1.46	2.00	22.63	20.40	0.54	$54.00	146.00	34	5.0	497.000	2.23	2024-03-12
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.54	0.37	$1.73	0.08	0.12	1.46	2.00	22.63	20.90	0.54	$54.00	146.00	33	5.0	497.000	1.73	2024-03-11
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.54	0.37	$1.96	0.09	0.96	1.46	2.00	22.63	20.67	0.54	$54.00	146.00	30	5.0	497.000	1.96	2024-03-08
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.54	0.37	$1.85	0.08	0.31	1.46	2.00	22.63	20.78	0.54	$54.00	146.00	29	5.0	497.000	1.85	2024-03-07
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$1.85	0.08	-0.44	1.46	1.50	22.63	20.78	0.04	$4.00	146.00	28	2.0	497.000	1.85	2024-03-06
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$1.15	0.05	0.42	1.46	1.50	22.63	21.48	0.04	$4.00	146.00	27	2.0	497.000	1.15	2024-03-05
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$2.01	0.09	-0.44	1.46	1.50	22.63	20.62	0.04	$4.00	146.00	26	2.0	0.000	2.01	2024-03-04
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$1.37	0.06	0.12	1.46	1.50	22.63	21.26	0.04	$4.00	146.00	25	2.0	497.000	1.37	2024-03-03
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$1.37	0.06	0.12	1.46	1.50	22.63	21.26	0.04	$4.00	146.00	24	2.0	497.000	1.37	2024-03-02
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$1.09	0.05	0.01	1.46	1.50	22.63	21.54	0.04	$4.00	146.00	23	2.0	497.000	1.09	2024-03-01
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$1.33	0.06	0.12	1.46	1.50	22.63	21.30	0.04	$4.00	146.00	22	2.0	497.000	1.33	2024-02-29
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$1.01	0.04	0.16	1.46	1.50	22.63	21.62	0.04	$4.00	146.00	21	2.0	497.000	1.01	2024-02-28
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$0.80	0.04	0.04	1.46	1.50	22.63	21.83	0.04	$4.00	146.00	20	2.0	497.000	0.80	2024-02-27
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.04	0.03	$0.66	0.03	0.10	1.46	1.50	22.63	21.97	0.04	$4.00	146.00	19	2.0	497.000	0.66	2024-02-26
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$-0.26	-0.18	$0.57	0.03	0.02	1.46	1.20	22.63	22.06	-0.26	$-26.00	146.00	18	2.0	497.000	0.57	2024-02-25
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$-0.26	-0.18	$0.57	0.03	-0.01	1.46	1.20	22.63	22.06	-0.26	$-26.00	146.00	16	2.0	497.000	0.57	2024-02-23
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$-0.26	-0.18	$0.06	0.00	0.02	1.46	1.20	22.63	22.57	-0.26	$-26.00	146.00	15	2.0	497.000	0.06	2024-02-22
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$-0.26	-0.18	$-0.17	-0.01	0.02	1.46	1.20	22.63	22.80	-0.26	$-26.00	146.00	14	1.0	497.000	-0.17	2024-02-21
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$-0.26	-0.18	$-0.12	-0.01	0.02	1.46	1.20	22.63	22.75	-0.26	$-26.00	146.00	13	15.0	499.000	-0.12	2024-02-20
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$-0.41	-0.28	$-0.41	-0.02	0.07	1.46	1.05	22.63	23.04	-0.41	$-41.00	146.00	12	494.0	24.000	-0.41	2024-02-19
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$-1.01	-0.69	$-2.08	-0.09	0.00	1.46	0.45	22.63	24.71	-1.01	$-101.00	146.00	2	1.0	54.000	-2.08	2024-02-09
GPRE240315P00023000	GPRE	PUT	Long	23.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.36; Exit EQ PnL: -0.73	$-0.36	-0.25	$-1.00	-0.04	0.13	1.46	1.10	22.63	23.63	-0.36	$-36.00	146.00	1	5.0	65.000	-1.00	2024-02-08
GPRE240315P00023000	GPRE	PUT	Long	23.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.46	1.46	22.63	22.63	0.00	$0.00	146.00	0	10.0	55.000	-0.00	2024-02-07

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