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View Outliers PnL Drill-Down: HOUS231215P00005000

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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
2023-10-24	HOUS	HOUS231215P00005000	5.00	3.0	338.000	0.691	0.307	0.1	0.3	-0.010	0.330	0.560	0.56	4.74	2023-12-15	PUT	Long	0.302	0.339	0.150
2023-11-14	HOUS	HOUS231215P00005000	5.00	15.0	325.000	0.688	0.360	0.3	0.1	0.000	0.420	0.290	0.35	5.11	2023-12-15	PUT	Long	0.373	0.403	0.156

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	HOUS	0.727	0.124	0.210	0.174	0.160	-0.007	4.18	-0.017	0.0000	3.14	8.35	21	1y	3.99

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
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.51	-0.91	$-2.81	-0.59	2.53	0.56	0.05	4.74	7.55	-0.51	$-51.00	56.00	51	10.0	364.000	-2.81	2023-12-14
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.51	-0.91	$-2.41	-0.51	1.68	0.56	0.05	4.74	7.15	-0.51	$-51.00	56.00	50	10.0	364.000	-2.41	2023-12-13
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.51	-0.91	$-1.60	-0.34	0.81	0.56	0.05	4.74	6.34	-0.51	$-51.00	56.00	49	10.0	0.000	-1.60	2023-12-12
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.51	-0.91	$-1.61	-0.34	0.81	0.56	0.05	4.74	6.35	-0.51	$-51.00	56.00	48	10.0	364.000	-1.61	2023-12-11
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.51	-0.91	$-1.61	-0.34	0.37	0.56	0.05	4.74	6.35	-0.51	$-51.00	56.00	45	10.0	364.000	-1.61	2023-12-08
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.51	-0.91	$-1.52	-0.32	0.32	0.56	0.05	4.74	6.26	-0.51	$-51.00	56.00	44	10.0	364.000	-1.52	2023-12-07
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.51	-0.91	$-1.28	-0.27	0.09	0.56	0.05	4.74	6.02	-0.51	$-51.00	56.00	43	0.0	374.000	-1.28	2023-12-06
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.46	-0.82	$-1.15	-0.24	0.14	0.56	0.10	4.74	5.89	-0.46	$-46.00	56.00	42	0.0	374.000	-1.15	2023-12-05
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.46	-0.82	$-1.27	-0.27	0.17	0.56	0.10	4.74	6.01	-0.46	$-46.00	56.00	41	0.0	381.000	-1.27	2023-12-04
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.36	-0.64	$-1.20	-0.25	0.21	0.56	0.20	4.74	5.94	-0.36	$-36.00	56.00	40	0.0	381.000	-1.20	2023-12-03
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.36	-0.64	$-1.20	-0.25	0.18	0.56	0.20	4.74	5.94	-0.36	$-36.00	56.00	39	0.0	381.000	-1.20	2023-12-02
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.36	-0.64	$-1.19	-0.25	0.14	0.56	0.20	4.74	5.93	-0.36	$-36.00	56.00	38	0.0	381.000	-1.19	2023-12-01
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.34	-0.61	$-0.64	-0.14	0.20	0.56	0.22	4.74	5.38	-0.34	$-34.00	56.00	37	0.0	371.000	-0.64	2023-11-30
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.34	-0.61	$-0.67	-0.14	0.29	0.56	0.22	4.74	5.41	-0.34	$-34.00	56.00	36	0.0	370.000	-0.67	2023-11-29
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.44	-0.09	0.78	0.56	0.35	4.74	5.18	-0.21	$-21.00	56.00	35	0.0	370.000	-0.44	2023-11-28
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.17	-0.04	0.52	0.56	0.35	4.74	4.91	-0.21	$-21.00	56.00	34	0.0	370.000	-0.17	2023-11-27
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.34	-0.07	0.01	0.56	0.35	4.74	5.08	-0.21	$-21.00	56.00	31	0.0	370.000	-0.34	2023-11-24
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.19	-0.04	-0.69	0.56	0.35	4.74	4.93	-0.21	$-21.00	56.00	30	0.0	370.000	-0.19	2023-11-23
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.15	-0.03	-0.12	0.56	0.35	4.74	4.89	-0.21	$-21.00	56.00	29	0.0	370.000	-0.15	2023-11-22
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.15	-0.03	-0.06	0.56	0.35	4.74	4.89	-0.21	$-21.00	56.00	28	0.0	356.000	-0.15	2023-11-21
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.31	-0.55	$-0.52	-0.11	-0.10	0.56	0.25	4.74	5.26	-0.31	$-31.00	56.00	27	0.0	340.000	-0.52	2023-11-20
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.26	-0.46	$-0.37	-0.08	-0.05	0.56	0.30	4.74	5.11	-0.26	$-26.00	56.00	26	0.0	340.000	-0.37	2023-11-19
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.26	-0.46	$-0.37	-0.08	-0.06	0.56	0.30	4.74	5.11	-0.26	$-26.00	56.00	24	0.0	340.000	-0.37	2023-11-17
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.22	-0.05	-0.06	0.56	0.35	4.74	4.96	-0.21	$-21.00	56.00	23	0.0	340.000	-0.22	2023-11-16
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.48	-0.10	0.17	0.56	0.35	4.74	5.22	-0.21	$-21.00	56.00	22	0.0	340.000	-0.48	2023-11-15
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.37	-0.08	-0.00	0.56	0.35	4.74	5.11	-0.21	$-21.00	56.00	21	0.0	325.000	-0.37	2023-11-14
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.15	0.27	$0.31	0.07	-0.04	0.56	0.71	4.74	4.43	0.15	$15.00	56.00	20	0.0	328.000	0.31	2023-11-13
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.31	-0.55	$0.18	0.04	-0.01	0.56	0.25	4.74	4.56	-0.31	$-31.00	56.00	17	0.0	328.000	0.18	2023-11-10
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.31	-0.55	$0.15	0.03	-0.69	0.56	0.25	4.74	4.59	-0.31	$-31.00	56.00	16	0.0	0.000	0.15	2023-11-09
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.31	-0.55	$0.15	0.03	-0.09	0.56	0.25	4.74	4.59	-0.31	$-31.00	56.00	15	0.0	328.000	0.15	2023-11-08
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.31	-0.55	$-0.23	-0.05	-0.08	0.56	0.25	4.74	4.97	-0.31	$-31.00	56.00	14	0.0	328.000	-0.23	2023-11-07
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.11	-0.02	-0.11	0.56	0.35	4.74	4.85	-0.21	$-21.00	56.00	13	0.0	328.000	-0.11	2023-11-06
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.11	-0.02	-0.11	0.56	0.35	4.74	4.85	-0.21	$-21.00	56.00	12	0.0	328.000	-0.11	2023-11-05
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$-0.21	-0.38	$-0.47	-0.10	-0.05	0.56	0.35	4.74	5.21	-0.21	$-21.00	56.00	10	0.0	323.000	-0.47	2023-11-03
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.09	0.16	$0.08	0.02	-0.07	0.56	0.65	4.74	4.66	0.09	$9.00	56.00	9	0.0	323.000	0.08	2023-11-02
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.09	0.16	$-0.11	-0.02	-0.01	0.56	0.65	4.74	4.85	0.09	$9.00	56.00	8	0.0	323.000	-0.11	2023-11-01
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.44	0.79	$0.07	0.01	-0.08	0.56	1.00	4.74	4.67	0.44	$44.00	56.00	7	0.0	338.000	0.07	2023-10-31
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.00	0.00	$-0.06	-0.01	-0.05	0.56	0.56	4.74	4.80	0.00	$0.00	56.00	6	0.0	338.000	-0.06	2023-10-30
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.00	0.00	$0.18	0.04	-0.04	0.56	0.56	4.74	4.56	0.00	$0.00	56.00	3	0.0	338.000	0.18	2023-10-27
HOUS231215P00005000	HOUS	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: 0.07	$0.00	0.00	$0.19	0.04	-0.69	0.56	0.56	4.74	4.55	0.00	$0.00	56.00	2	0.0	338.000	0.19	2023-10-26
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.00	0.00	$0.39	0.08	-0.05	0.56	0.56	4.74	4.35	0.00	$0.00	56.00	1	0.0	338.000	0.39	2023-10-25
HOUS231215P00005000	HOUS	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.56	0.56	4.74	4.74	0.00	$0.00	56.00	0	3.0	338.000	-0.00	2023-10-24

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