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View Outliers PnL Drill-Down: HE240809P00009000

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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
2024-07-10	HE	HE240809P00009000	9.00	10.0	49.000	1.832	0.306	1.4	0.0	-0.010	2.830	1.440	0.96	10.35	2024-08-09	PUT	Long	0.294	0.352	0.207

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
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.94	-0.98	$-5.63	-0.54	3.87	0.96	0.02	10.35	15.98	-0.94	$-94.00	96.00	29	32.0	272.000	-5.63	2024-08-08
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.94	-0.98	$-5.01	-0.48	0.98	0.96	0.02	10.35	15.36	-0.94	$-94.00	96.00	28	32.0	272.000	-5.01	2024-08-07
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.94	-0.98	$-5.82	-0.56	0.79	0.96	0.02	10.35	16.17	-0.94	$-94.00	96.00	27	32.0	272.000	-5.82	2024-08-06
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.87	-0.91	$-6.08	-0.59	-1.33	0.96	0.09	10.35	16.43	-0.87	$-87.00	96.00	19	52.0	274.000	-6.08	2024-07-29
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.87	-0.91	$-6.49	-0.63	0.64	0.96	0.09	10.35	16.84	-0.87	$-87.00	96.00	16	52.0	274.000	-6.49	2024-07-26
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.87	-0.91	$-5.97	-0.58	0.04	0.96	0.09	10.35	16.32	-0.87	$-87.00	96.00	15	52.0	274.000	-5.97	2024-07-25
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.87	-0.91	$-6.41	-0.62	0.05	0.96	0.09	10.35	16.76	-0.87	$-87.00	96.00	14	52.0	274.000	-6.41	2024-07-24
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.87	-0.91	$-6.11	-0.59	-0.36	0.96	0.09	10.35	16.46	-0.87	$-87.00	96.00	13	52.0	235.000	-6.11	2024-07-23
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.86	-0.90	$-4.66	-0.45	-0.31	0.96	0.10	10.35	15.01	-0.86	$-86.00	96.00	12	14.0	221.000	-4.66	2024-07-22
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.40	-0.42	$-7.15	-0.69	0.06	0.96	0.56	10.35	17.50	-0.40	$-40.00	96.00	9	114.0	249.000	-7.15	2024-07-19
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.64	-0.67	$-2.40	-0.23	-0.07	0.96	0.32	10.35	12.75	-0.64	$-64.00	96.00	8	3.0	247.000	-2.40	2024-07-18
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.62	-0.65	$-2.46	-0.24	-0.58	0.96	0.34	10.35	12.81	-0.62	$-62.00	96.00	7	1.0	246.000	-2.46	2024-07-17
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.65	-0.68	$-1.81	-0.17	-0.64	0.96	0.31	10.35	12.16	-0.65	$-65.00	96.00	6	160.0	154.000	-1.81	2024-07-16
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.52	-0.54	$-0.23	-0.02	-0.82	0.96	0.44	10.35	10.58	-0.52	$-52.00	96.00	5	102.0	52.000	-0.23	2024-07-15
HE240809P00009000	HE	PUT	Long	9.00	None	$-0.56	-0.58	$-0.08	-0.01	-0.83	0.96	0.40	10.35	10.43	-0.56	$-56.00	96.00	2	3.0	52.000	-0.08	2024-07-12
HE240809P00009000	HE	PUT	Long	9.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.39	$-0.56	-0.58	$-0.59	-0.06	-0.03	0.96	0.40	10.35	10.94	-0.56	$-56.00	96.00	1	3.0	49.000	-0.59	2024-07-11
HE240809P00009000	HE	PUT	Long	9.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.96	0.96	10.35	10.35	0.00	$0.00	96.00	0	10.0	49.000	-0.00	2024-07-10

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