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View Outliers PnL Drill-Down: HLIT240920P00012500

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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
2024-07-30	HLIT	HLIT240920P00012500	12.50	12.0	26.000	0.533	0.229	1.8	0.0	-0.020	2.110	0.300	0.25	14.24	2024-09-20	PUT	Long	0.133	0.234	0.212

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	HLIT	0.909	0.055	0.321	0.133	0.055	-0.266	13.22	0.138	0.0000	9.20	14.82	21	1y	12.73

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
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.32	-0.86	$-0.85	-0.06	0.98	0.37	0.05	13.28	14.13	-0.32	$-32.00	37.00	44	1.0	51.000	-0.85	2024-09-19
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.31	-0.02	0.12	0.37	0.11	13.28	13.59	-0.26	$-26.00	37.00	43	10.0	51.000	-0.31	2024-09-18
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.31	-0.02	0.14	0.37	0.11	13.28	13.59	-0.26	$-26.00	37.00	42	10.0	51.000	-0.31	2024-09-17
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.17	-0.01	0.02	0.37	0.11	13.28	13.45	-0.26	$-26.00	37.00	41	10.0	51.000	-0.17	2024-09-16
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.13	-0.01	0.14	0.37	0.11	13.28	13.41	-0.26	$-26.00	37.00	39	10.0	51.000	-0.13	2024-09-14
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.13	-0.01	0.10	0.37	0.11	13.28	13.41	-0.26	$-26.00	37.00	38	10.0	51.000	-0.13	2024-09-13
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.53	-0.04	0.76	0.37	0.11	13.28	13.81	-0.26	$-26.00	37.00	37	10.0	51.000	-0.53	2024-09-12
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.53	-0.04	0.16	0.37	0.11	13.28	13.81	-0.26	$-26.00	37.00	36	10.0	51.000	-0.53	2024-09-11
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.30	-0.02	0.06	0.37	0.11	13.28	13.58	-0.26	$-26.00	37.00	35	10.0	51.000	-0.30	2024-09-10
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.08	-0.01	0.01	0.37	0.11	13.28	13.36	-0.26	$-26.00	37.00	34	10.0	51.000	-0.08	2024-09-09
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.04	-0.00	0.06	0.37	0.11	13.28	13.32	-0.26	$-26.00	37.00	33	10.0	51.000	-0.04	2024-09-08
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.26	-0.70	$-0.04	-0.00	0.00	0.37	0.11	13.28	13.32	-0.26	$-26.00	37.00	31	10.0	51.000	-0.04	2024-09-06
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-0.63	-0.05	0.04	0.37	0.10	13.28	13.91	-0.27	$-27.00	37.00	30	14.0	51.000	-0.63	2024-09-05
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-0.78	-0.06	0.06	0.37	0.10	13.28	14.06	-0.27	$-27.00	37.00	29	14.0	51.000	-0.78	2024-09-04
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.17	-0.09	0.09	0.37	0.10	13.28	14.45	-0.27	$-27.00	37.00	25	14.0	51.000	-1.17	2024-08-31
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.17	-0.09	0.06	0.37	0.10	13.28	14.45	-0.27	$-27.00	37.00	24	14.0	51.000	-1.17	2024-08-30
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.38	-0.10	0.08	0.37	0.10	13.28	14.66	-0.27	$-27.00	37.00	23	14.0	51.000	-1.38	2024-08-29
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-0.97	-0.07	0.00	0.37	0.10	13.28	14.25	-0.27	$-27.00	37.00	22	14.0	51.000	-0.97	2024-08-28
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.04	-0.08	-0.39	0.37	0.10	13.28	14.32	-0.27	$-27.00	37.00	21	14.0	51.000	-1.04	2024-08-27
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.20	-0.09	0.02	0.37	0.10	13.28	14.48	-0.27	$-27.00	37.00	20	14.0	51.000	-1.20	2024-08-26
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.13	-0.09	-0.00	0.37	0.10	13.28	14.41	-0.27	$-27.00	37.00	19	14.0	51.000	-1.13	2024-08-25
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.13	-0.09	-0.01	0.37	0.10	13.28	14.41	-0.27	$-27.00	37.00	18	14.0	51.000	-1.13	2024-08-24
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-1.13	-0.09	-0.02	0.37	0.10	13.28	14.41	-0.27	$-27.00	37.00	17	14.0	51.000	-1.13	2024-08-23
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.27	-0.73	$-0.44	-0.03	-0.14	0.37	0.10	13.28	13.72	-0.27	$-27.00	37.00	16	14.0	47.000	-0.44	2024-08-22
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.12	-0.32	$-0.69	-0.05	-0.01	0.37	0.25	13.28	13.97	-0.12	$-12.00	37.00	15	1.0	47.000	-0.69	2024-08-21
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.12	-0.32	$-0.64	-0.05	-0.03	0.37	0.25	13.28	13.92	-0.12	$-12.00	37.00	14	1.0	47.000	-0.64	2024-08-20
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.12	-0.32	$-0.80	-0.06	0.07	0.37	0.25	13.28	14.08	-0.12	$-12.00	37.00	13	1.0	47.000	-0.80	2024-08-19
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.12	-0.32	$-0.70	-0.05	0.12	0.37	0.25	13.28	13.98	-0.12	$-12.00	37.00	12	1.0	47.000	-0.70	2024-08-18
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.12	-0.32	$-0.70	-0.05	0.11	0.37	0.25	13.28	13.98	-0.12	$-12.00	37.00	11	1.0	47.000	-0.70	2024-08-17
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.12	-0.32	$-0.70	-0.05	-0.13	0.37	0.25	13.28	13.98	-0.12	$-12.00	37.00	10	1.0	47.000	-0.70	2024-08-16
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$-0.12	-0.32	$-0.73	-0.05	-0.09	0.37	0.25	13.28	14.01	-0.12	$-12.00	37.00	9	1.0	47.000	-0.73	2024-08-15
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$0.00	0.00	$-0.39	-0.03	-0.11	0.37	0.37	13.28	13.67	0.00	$0.00	37.00	8	15.0	47.000	-0.39	2024-08-14
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$0.00	0.00	$-0.26	-0.02	0.03	0.37	0.37	13.28	13.54	0.00	$0.00	37.00	7	15.0	47.000	-0.26	2024-08-13
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$0.00	0.00	$0.05	0.00	-0.00	0.37	0.37	13.28	13.23	0.00	$0.00	37.00	6	15.0	47.000	0.05	2024-08-12
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$0.00	0.00	$0.15	0.01	-0.04	0.37	0.37	13.28	13.13	0.00	$0.00	37.00	3	15.0	47.000	0.15	2024-08-09
HLIT240920P00012500	HLIT	PUT	Long	12.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	-0.02	0.37	0.37	13.28	13.28	0.00	$0.00	37.00	2	15.0	47.000	-0.00	2024-08-08
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$0.00	0.00	$0.39	0.03	-0.11	0.37	0.37	13.28	12.89	0.00	$0.00	37.00	1	15.0	47.000	0.39	2024-08-07
HLIT240920P00012500	HLIT	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.37	0.37	13.28	13.28	0.00	$0.00	37.00	0	15.0	37.000	-0.00	2024-08-06

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