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View Outliers PnL Drill-Down: GRRR240517P00001000

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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
2024-02-05	GRRR	GRRR240517P00001000	1.00	514.0	425.000	0.063	0.792	0.2	0.1	-0.440	0.100	0.000	0.35	1.09	2024-05-17	PUT	Long	0.288	0.745	0.964

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	GRRR	1.000	0.131	0.777	0.304	0.412	0.153	10.24	0.209	0.0000	2.24	11.20	21	1y	4.46

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
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.13	-3.79	20.12	0.35	0.40	1.09	5.22	0.05	$5.00	35.00	100	5.0	3272.000	-4.13	2024-05-15
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.27	-3.92	17.56	0.35	0.40	1.09	5.36	0.05	$5.00	35.00	99	5.0	3272.000	-4.27	2024-05-14
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.39	-4.03	15.75	0.35	0.40	1.09	5.48	0.05	$5.00	35.00	98	5.0	3272.000	-4.39	2024-05-13
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.50	-4.13	15.84	0.35	0.40	1.09	5.59	0.05	$5.00	35.00	97	5.0	3272.000	-4.50	2024-05-12
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.86	-4.46	12.69	0.35	0.40	1.09	5.95	0.05	$5.00	35.00	95	5.0	3272.000	-4.86	2024-05-10
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.79	-4.39	11.94	0.35	0.40	1.09	5.88	0.05	$5.00	35.00	94	5.0	3272.000	-4.79	2024-05-09
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.56	-4.18	11.22	0.35	0.40	1.09	5.65	0.05	$5.00	35.00	93	5.0	3272.000	-4.56	2024-05-08
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.64	-4.26	10.72	0.35	0.40	1.09	5.73	0.05	$5.00	35.00	92	5.0	3272.000	-4.64	2024-05-07
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-5.01	-4.60	9.31	0.35	0.40	1.09	6.10	0.05	$5.00	35.00	88	5.0	3272.000	-5.01	2024-05-03
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.97	-4.56	9.30	0.35	0.40	1.09	6.06	0.05	$5.00	35.00	87	5.0	3272.000	-4.97	2024-05-02
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.17	-3.83	7.97	0.35	0.40	1.09	5.26	0.05	$5.00	35.00	84	5.0	3272.000	-4.17	2024-04-29
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-3.91	-3.59	7.31	0.35	0.40	1.09	5.00	0.05	$5.00	35.00	81	5.0	3272.000	-3.91	2024-04-26
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-3.99	-3.66	7.19	0.35	0.40	1.09	5.08	0.05	$5.00	35.00	80	5.0	3272.000	-3.99	2024-04-25
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.15	-3.81	7.09	0.35	0.40	1.09	5.24	0.05	$5.00	35.00	79	5.0	3272.000	-4.15	2024-04-24
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.45	-4.08	7.03	0.35	0.40	1.09	5.54	0.05	$5.00	35.00	78	5.0	3272.000	-4.45	2024-04-23
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.70	-4.31	6.97	0.35	0.40	1.09	5.79	0.05	$5.00	35.00	77	5.0	3272.000	-4.70	2024-04-22
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-3.96	-3.63	6.38	0.35	0.40	1.09	5.05	0.05	$5.00	35.00	74	5.0	3272.000	-3.96	2024-04-19
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-3.97	-3.64	6.28	0.35	0.40	1.09	5.06	0.05	$5.00	35.00	73	5.0	3272.000	-3.97	2024-04-18
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.23	-3.88	6.25	0.35	0.40	1.09	5.32	0.05	$5.00	35.00	72	5.0	3272.000	-4.23	2024-04-17
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.64	-4.26	6.26	0.35	0.40	1.09	5.73	0.05	$5.00	35.00	71	5.0	3272.000	-4.64	2024-04-16
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$-4.26	-3.91	6.06	0.35	0.40	1.09	5.35	0.05	$5.00	35.00	70	5.0	3272.000	-4.26	2024-04-15
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.49	0.45	1.84	0.35	0.40	1.09	0.60	0.05	$5.00	35.00	67	5.0	3272.000	0.49	2024-04-12
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.47	0.43	1.22	0.35	0.40	1.09	0.62	0.05	$5.00	35.00	66	20.0	3267.000	0.47	2024-04-11
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.45	0.41	1.06	0.35	0.40	1.09	0.64	0.05	$5.00	35.00	65	231.0	3051.000	0.45	2024-04-10
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.05	-0.14	$0.33	0.30	0.97	0.35	0.30	1.09	0.76	-0.05	$-5.00	35.00	64	120.0	2932.000	0.33	2024-04-09
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.25	0.23	1.93	0.35	0.25	1.09	0.84	-0.10	$-10.00	35.00	63	11.0	2933.000	0.25	2024-04-08
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.25	0.23	1.42	0.35	0.35	1.09	0.84	0.00	$0.00	35.00	60	60.0	2925.000	0.25	2024-04-05
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.05	-0.14	$0.18	0.17	1.48	0.35	0.30	1.09	0.91	-0.05	$-5.00	35.00	59	25.0	2942.000	0.18	2024-04-04
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.05	-0.14	$0.36	0.33	0.95	0.35	0.30	1.09	0.73	-0.05	$-5.00	35.00	58	153.0	2888.000	0.36	2024-04-03
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.33	0.30	1.41	0.35	0.35	1.09	0.76	0.00	$0.00	35.00	57	2.0	2888.000	0.33	2024-04-02
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.33	0.30	-0.06	0.35	0.35	1.09	0.76	0.00	$0.00	35.00	56	1.0	2888.000	0.33	2024-04-01
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.34	0.31	1.33	0.35	0.35	1.09	0.75	0.00	$0.00	35.00	55	1.0	2888.000	0.34	2024-03-31
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.34	0.31	1.31	0.35	0.35	1.09	0.75	0.00	$0.00	35.00	54	1.0	2888.000	0.34	2024-03-30
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.34	0.31	1.30	0.35	0.35	1.09	0.75	0.00	$0.00	35.00	53	1.0	2888.000	0.34	2024-03-29
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.34	0.31	1.28	0.35	0.35	1.09	0.75	0.00	$0.00	35.00	52	1.0	2888.000	0.34	2024-03-28
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.35	0.32	0.95	0.35	0.35	1.09	0.74	0.00	$0.00	35.00	51	1.0	2888.000	0.35	2024-03-27
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.34	0.31	1.25	0.35	0.25	1.09	0.75	-0.10	$-10.00	35.00	50	1.0	2888.000	0.34	2024-03-26
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.30	0.28	1.44	0.35	0.25	1.09	0.79	-0.10	$-10.00	35.00	49	1.0	2888.000	0.30	2024-03-25
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.31	0.28	1.38	0.35	0.25	1.09	0.78	-0.10	$-10.00	35.00	46	1.0	2888.000	0.31	2024-03-22
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.32	0.29	1.70	0.35	0.25	1.09	0.77	-0.10	$-10.00	35.00	45	1.0	2888.000	0.32	2024-03-21
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.32	0.29	1.69	0.35	0.25	1.09	0.77	-0.10	$-10.00	35.00	44	1.0	2888.000	0.32	2024-03-20
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.29	0.27	1.80	0.35	0.25	1.09	0.80	-0.10	$-10.00	35.00	43	1.0	2888.000	0.29	2024-03-19
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.15	-0.43	$0.23	0.21	1.61	0.35	0.20	1.09	0.86	-0.15	$-15.00	35.00	42	3.0	2888.000	0.23	2024-03-18
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.15	-0.43	$0.33	0.30	1.80	0.35	0.20	1.09	0.76	-0.15	$-15.00	35.00	39	3.0	2889.000	0.33	2024-03-15
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.39	0.36	0.78	0.35	0.40	1.09	0.70	0.05	$5.00	35.00	38	20.0	2909.000	0.39	2024-03-14
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.34	0.31	1.53	0.35	0.40	1.09	0.75	0.05	$5.00	35.00	37	100.0	2909.000	0.34	2024-03-13
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.38	0.35	1.31	0.35	0.40	1.09	0.71	0.05	$5.00	35.00	36	100.0	2909.000	0.38	2024-03-12
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.38	0.35	1.11	0.35	0.40	1.09	0.71	0.05	$5.00	35.00	35	100.0	2809.000	0.38	2024-03-11
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.05	0.14	$0.40	0.37	0.95	0.35	0.40	1.09	0.69	0.05	$5.00	35.00	32	354.0	2457.000	0.40	2024-03-08
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.35	0.32	1.02	0.35	0.35	1.09	0.74	0.00	$0.00	35.00	31	4.0	2453.000	0.35	2024-03-07
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.29	0.27	1.26	0.35	0.35	1.09	0.80	0.00	$0.00	35.00	30	2.0	2451.000	0.29	2024-03-06
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.29	0.27	1.25	0.35	0.35	1.09	0.80	0.00	$0.00	35.00	29	353.0	2451.000	0.29	2024-03-05
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.29	0.27	-0.06	0.35	0.35	1.09	0.80	0.00	$0.00	35.00	28	353.0	0.000	0.29	2024-03-04
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.21	0.19	1.19	0.35	0.35	1.09	0.88	0.00	$0.00	35.00	27	4.0	2102.000	0.21	2024-03-03
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.21	0.19	1.19	0.35	0.35	1.09	0.88	0.00	$0.00	35.00	26	4.0	2102.000	0.21	2024-03-02
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.20	0.18	0.59	0.35	0.25	1.09	0.89	-0.10	$-10.00	35.00	25	2.0	2102.000	0.20	2024-03-01
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.05	-0.14	$0.20	0.18	1.34	0.35	0.30	1.09	0.89	-0.05	$-5.00	35.00	24	450.0	1690.000	0.20	2024-02-29
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.22	0.20	1.28	0.35	0.35	1.09	0.87	0.00	$0.00	35.00	23	24.0	1666.000	0.22	2024-02-28
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.25	0.23	1.33	0.35	0.35	1.09	0.84	0.00	$0.00	35.00	22	7.0	1659.000	0.25	2024-02-27
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.25	0.23	1.33	0.35	0.35	1.09	0.84	0.00	$0.00	35.00	21	11.0	1659.000	0.25	2024-02-26
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.26	0.24	1.30	0.35	0.35	1.09	0.83	0.00	$0.00	35.00	20	11.0	1648.000	0.26	2024-02-25
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.26	0.24	1.26	0.35	0.35	1.09	0.83	0.00	$0.00	35.00	18	11.0	1648.000	0.26	2024-02-23
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.18	0.17	1.33	0.35	0.35	1.09	0.91	0.00	$0.00	35.00	17	34.0	1648.000	0.18	2024-02-22
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.22	0.20	1.22	0.35	0.35	1.09	0.87	0.00	$0.00	35.00	16	34.0	1648.000	0.22	2024-02-21
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$0.20	0.18	1.28	0.35	0.35	1.09	0.89	0.00	$0.00	35.00	15	34.0	1614.000	0.20	2024-02-20
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.07	-0.20	$0.23	0.21	0.88	0.35	0.28	1.09	0.86	-0.07	$-7.00	35.00	14	102.0	1562.000	0.23	2024-02-19
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.05	-0.14	$0.07	0.06	1.33	0.35	0.30	1.09	1.02	-0.05	$-5.00	35.00	4	201.0	1250.000	0.07	2024-02-09
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.10	-0.29	$0.16	0.15	1.14	0.35	0.25	1.09	0.93	-0.10	$-10.00	35.00	3	6.0	1250.000	0.16	2024-02-08
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$-0.05	-0.14	$-0.03	-0.03	1.59	0.35	0.30	1.09	1.12	-0.05	$-5.00	35.00	2	428.0	794.000	-0.03	2024-02-07
GRRR240517P00001000	GRRR	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.07	$-0.10	-0.29	$0.02	0.02	1.39	0.35	0.25	1.09	1.07	-0.10	$-10.00	35.00	1	332.0	425.000	0.02	2024-02-06
GRRR240517P00001000	GRRR	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	1.09	1.09	0.00	$0.00	35.00	0	514.0	425.000	-0.00	2024-02-05

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