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View Outliers PnL Drill-Down: GTLB240105P00050000

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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
2023-12-05	GTLB	GTLB240105P00050000	50.00	9.0	11.000	0.569	0.242	11.1	0.0	-0.010	11.440	0.340	0.69	60.93	2024-01-05	PUT	Long	0.250	0.273	0.114

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	GTLB	0.909	0.107	0.266	0.153	0.131	0.010	59.14	-0.731	0.0000	40.84	77.60	21	1y	57.13

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
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$1.41	0.02	0.93	0.50	0.03	58.99	57.58	-0.47	$-47.00	50.00	30	6.0	40.000	1.41	2024-01-04
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$0.64	0.01	-0.02	0.50	0.03	58.99	58.35	-0.47	$-47.00	50.00	29	6.0	40.000	0.64	2024-01-03
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$-1.05	-0.02	-0.02	0.50	0.03	58.99	60.04	-0.47	$-47.00	50.00	28	6.0	40.000	-1.05	2024-01-02
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$-3.97	-0.07	0.46	0.50	0.03	58.99	62.96	-0.47	$-47.00	50.00	27	6.0	40.000	-3.97	2024-01-01
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$-3.97	-0.07	0.29	0.50	0.03	58.99	62.96	-0.47	$-47.00	50.00	25	6.0	40.000	-3.97	2023-12-30
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$-3.97	-0.07	0.18	0.50	0.03	58.99	62.96	-0.47	$-47.00	50.00	24	6.0	40.000	-3.97	2023-12-29
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$-5.63	-0.10	0.24	0.50	0.03	58.99	64.62	-0.47	$-47.00	50.00	23	6.0	40.000	-5.63	2023-12-28
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.47	-0.94	$-5.14	-0.09	0.14	0.50	0.03	58.99	64.13	-0.47	$-47.00	50.00	22	6.0	40.000	-5.14	2023-12-27
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-5.48	-0.09	0.19	0.50	0.35	58.99	64.47	-0.15	$-15.00	50.00	21	6.0	40.000	-5.48	2023-12-26
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-4.20	-0.07	0.11	0.50	0.35	58.99	63.19	-0.15	$-15.00	50.00	20	6.0	40.000	-4.20	2023-12-25
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-4.20	-0.07	0.07	0.50	0.35	58.99	63.19	-0.15	$-15.00	50.00	18	6.0	40.000	-4.20	2023-12-23
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-4.20	-0.07	0.05	0.50	0.35	58.99	63.19	-0.15	$-15.00	50.00	17	6.0	40.000	-4.20	2023-12-22
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-4.25	-0.07	0.10	0.50	0.35	58.99	63.24	-0.15	$-15.00	50.00	16	6.0	40.000	-4.25	2023-12-21
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-4.41	-0.07	0.17	0.50	0.35	58.99	63.40	-0.15	$-15.00	50.00	15	6.0	40.000	-4.41	2023-12-20
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-4.84	-0.08	0.08	0.50	0.35	58.99	63.83	-0.15	$-15.00	50.00	14	6.0	40.000	-4.84	2023-12-19
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-4.89	-0.08	0.11	0.50	0.35	58.99	63.88	-0.15	$-15.00	50.00	13	6.0	40.000	-4.89	2023-12-18
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-3.35	-0.06	0.16	0.50	0.35	58.99	62.34	-0.15	$-15.00	50.00	11	6.0	40.000	-3.35	2023-12-16
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-3.35	-0.06	0.15	0.50	0.35	58.99	62.34	-0.15	$-15.00	50.00	10	6.0	40.000	-3.35	2023-12-15
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-5.81	-0.10	0.04	0.50	0.35	58.99	64.80	-0.15	$-15.00	50.00	9	6.0	40.000	-5.81	2023-12-14
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-5.73	-0.10	0.05	0.50	0.35	58.99	64.72	-0.15	$-15.00	50.00	8	6.0	40.000	-5.73	2023-12-13
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-2.57	-0.04	-0.00	0.50	0.35	58.99	61.56	-0.15	$-15.00	50.00	7	6.0	40.000	-2.57	2023-12-12
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-0.70	-0.01	-0.06	0.50	0.35	58.99	59.69	-0.15	$-15.00	50.00	6	6.0	40.000	-0.70	2023-12-11
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-0.21	-0.00	-0.07	0.50	0.35	58.99	59.20	-0.15	$-15.00	50.00	3	6.0	40.000	-0.21	2023-12-08
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$-0.15	-0.30	$-0.08	-0.00	-0.03	0.50	0.35	58.99	59.07	-0.15	$-15.00	50.00	2	6.0	36.000	-0.08	2023-12-07
GTLB240105P00050000	GTLB	PUT	Long	50.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.12; Exit EQ PnL: -2.72	$-0.20	-0.40	$-1.11	-0.02	-0.04	0.50	0.30	58.99	60.10	-0.20	$-20.00	50.00	1	0.0	13.000	-1.11	2023-12-06
GTLB240105P00050000	GTLB	PUT	Long	50.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	58.99	58.99	0.00	$0.00	50.00	0	0.0	11.000	-0.00	2023-12-05

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