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View Outliers PnL Drill-Down: GRTS231117P00002500

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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
2023-10-03	GRTS	GRTS231117P00002500	2.50	1.0	113.000	1.340	0.407	0.0	0.5	-0.010	0.180	0.640	0.65	2.03	2023-11-17	PUT	Long	0.402	0.436	0.180
2023-10-04	GRTS	GRTS231117P00002500	2.50	1.0	113.000	1.398	0.446	0.1	0.2	-0.010	0.390	0.430	0.60	2.45	2023-11-17	PUT	Long	0.436	0.475	0.207
2023-10-06	GRTS	GRTS231117P00002500	2.50	79.0	186.000	1.484	0.470	0.4	0.0	-0.010	0.660	0.300	0.38	2.85	2023-11-17	PUT	Long	0.474	0.502	0.183

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.47	0.72	$0.66	0.33	6.16	0.65	1.12	2.03	1.37	0.47	$47.00	65.00	44	0.0	163.000	0.66	2023-11-16
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.44	0.68	$0.59	0.29	10.16	0.65	1.09	2.03	1.44	0.44	$44.00	65.00	43	0.0	163.000	0.59	2023-11-15
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.44	0.68	$0.66	0.33	9.25	0.65	1.09	2.03	1.37	0.44	$44.00	65.00	42	0.0	165.000	0.66	2023-11-14
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.50	0.77	$0.65	0.32	1.16	0.65	1.15	2.03	1.38	0.50	$50.00	65.00	41	0.0	367.000	0.65	2023-11-13
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.30	0.46	$0.60	0.30	5.85	0.65	0.95	2.03	1.43	0.30	$30.00	65.00	38	0.0	367.000	0.60	2023-11-10
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.25	0.38	$0.47	0.23	-1.34	0.65	0.90	2.03	1.56	0.25	$25.00	65.00	37	0.0	0.000	0.47	2023-11-09
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.25	0.38	$0.47	0.23	2.32	0.65	0.90	2.03	1.56	0.25	$25.00	65.00	36	0.0	368.000	0.47	2023-11-08
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.00	0.00	$0.34	0.17	0.78	0.65	0.65	2.03	1.69	0.00	$0.00	65.00	35	0.0	368.000	0.34	2023-11-07
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.05	0.08	$0.20	0.10	1.61	0.65	0.70	2.03	1.83	0.05	$5.00	65.00	34	0.0	355.000	0.20	2023-11-06
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.05	0.08	$0.20	0.10	1.61	0.65	0.70	2.03	1.83	0.05	$5.00	65.00	33	0.0	355.000	0.20	2023-11-05
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.15	0.23	$0.20	0.10	1.19	0.65	0.80	2.03	1.83	0.15	$15.00	65.00	30	0.0	355.000	0.20	2023-11-02
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.15	0.23	$0.22	0.11	0.96	0.65	0.80	2.03	1.81	0.15	$15.00	65.00	29	0.0	354.000	0.22	2023-11-01
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.09	0.14	$0.13	0.06	-0.84	0.65	0.74	2.03	1.90	0.09	$9.00	65.00	28	0.0	354.000	0.13	2023-10-31
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.09	0.14	$0.12	0.06	0.16	0.65	0.74	2.03	1.91	0.09	$9.00	65.00	27	0.0	354.000	0.12	2023-10-30
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.08	0.12	$0.14	0.07	0.78	0.65	0.73	2.03	1.89	0.08	$8.00	65.00	24	0.0	317.000	0.14	2023-10-27
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.04	-0.06	$0.16	0.08	-1.34	0.65	0.61	2.03	1.87	-0.04	$-4.00	65.00	23	0.0	317.000	0.16	2023-10-26
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.00	0.00	$0.12	0.06	-0.65	0.65	0.65	2.03	1.91	0.00	$0.00	65.00	22	0.0	306.000	0.12	2023-10-25
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.05	-0.08	$0.05	0.02	-0.37	0.65	0.60	2.03	1.98	-0.05	$-5.00	65.00	21	0.0	286.000	0.05	2023-10-24
GRTS231117P00002500	GRTS	PUT	Long	2.50	Underlying has moved in favorable position (0.2408163265306122448979591837) and there is OP activity;Exit OP PnL: $0.10;Exit EQ PnL: 0.59	$0.05	0.08	$0.17	0.08	0.46	0.65	0.70	2.03	1.86	0.05	$5.00	65.00	20	0.0	281.000	0.17	2023-10-23
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.05	-0.08	$-0.00	-0.00	-0.23	0.65	0.60	2.03	2.03	-0.05	$-5.00	65.00	16	0.0	282.000	-0.00	2023-10-19
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.05	-0.08	$-0.03	-0.01	-0.18	0.65	0.60	2.03	2.06	-0.05	$-5.00	65.00	15	0.0	282.000	-0.03	2023-10-18
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.05	-0.08	$-0.11	-0.05	-0.29	0.65	0.60	2.03	2.14	-0.05	$-5.00	65.00	14	0.0	279.000	-0.11	2023-10-17
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.50	-0.77	$-0.24	-0.12	-0.00	0.65	0.15	2.03	2.27	-0.50	$-50.00	65.00	13	0.0	279.000	-0.24	2023-10-16
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.10	-0.15	$-0.32	-0.16	-0.10	0.65	0.55	2.03	2.35	-0.10	$-10.00	65.00	10	0.0	257.000	-0.32	2023-10-13
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.10	-0.15	$-0.52	-0.26	0.07	0.65	0.55	2.03	2.55	-0.10	$-10.00	65.00	8	0.0	242.000	-0.52	2023-10-11
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.27	-0.42	$-0.82	-0.40	0.18	0.65	0.38	2.03	2.85	-0.27	$-27.00	65.00	5	0.0	186.000	-0.82	2023-10-08
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.27	-0.42	$-0.82	-0.40	0.14	0.65	0.38	2.03	2.85	-0.27	$-27.00	65.00	3	79.0	186.000	-0.82	2023-10-06
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.05	-0.08	$-0.38	-0.19	0.02	0.65	0.60	2.03	2.41	-0.05	$-5.00	65.00	2	0.0	114.000	-0.38	2023-10-05
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$-0.05	-0.08	$-0.42	-0.21	0.06	0.65	0.60	2.03	2.45	-0.05	$-5.00	65.00	1	1.0	113.000	-0.42	2023-10-04
GRTS231117P00002500	GRTS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	2.03	2.03	0.00	$0.00	65.00	0	1.0	113.000	-0.00	2023-10-03

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