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View Outliers PnL Drill-Down: HRB240920P00070000

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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
2024-08-16	HRB	HRB240920P00070000	70.00	465.0	2.000	0.247	0.167	0.3	4.0	-0.010	0.700	4.400	4.50	65.97	2024-09-20	PUT	Long	0.126	0.168	0.119

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	HRB	0.909	0.032	0.135	0.079	0.105	0.009	54.65	0.165	0.0000	45.44	66.60	21	1y	60.46

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
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.35	0.06	$0.69	0.01	1.51	6.15	6.50	64.36	63.67	0.35	$35.00	615.00	34	1.0	1.000	0.69	2024-09-19
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.35	0.06	$1.58	0.02	1.14	6.15	6.50	64.36	62.78	0.35	$35.00	615.00	33	1.0	1.000	1.58	2024-09-18
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.35	0.06	$0.88	0.01	0.59	6.15	6.50	64.36	63.48	0.35	$35.00	615.00	32	1.0	1.000	0.88	2024-09-17
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.35	0.06	$-0.07	-0.00	0.90	6.15	6.50	64.36	64.43	0.35	$35.00	615.00	31	1.0	1.000	-0.07	2024-09-16
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.35	0.06	$1.16	0.02	1.09	6.15	6.50	64.36	63.20	0.35	$35.00	615.00	29	1.0	1.000	1.16	2024-09-14
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.35	0.06	$1.16	0.02	0.31	6.15	6.50	64.36	63.20	0.35	$35.00	615.00	28	1.0	1.000	1.16	2024-09-13
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.95	0.15	$1.59	0.02	0.53	6.15	7.10	64.36	62.77	0.95	$95.00	615.00	27	2.0	3.000	1.59	2024-09-12
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.95	0.15	$1.44	0.02	0.64	6.15	7.10	64.36	62.92	0.95	$95.00	615.00	26	1.0	3.000	1.44	2024-09-11
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.68	0.11	$1.26	0.02	0.25	6.15	6.83	64.36	63.10	0.68	$68.00	615.00	25	1.0	60.000	1.26	2024-09-10
HRB240920P00070000	HRB	PUT	Long	70.00	None	$2.05	0.33	$1.50	0.02	0.44	6.15	8.20	64.36	62.86	2.05	$205.00	615.00	24	5.0	60.000	1.50	2024-09-09
HRB240920P00070000	HRB	PUT	Long	70.00	None	$2.05	0.33	$1.44	0.02	0.66	6.15	8.20	64.36	62.92	2.05	$205.00	615.00	23	5.0	60.000	1.44	2024-09-08
HRB240920P00070000	HRB	PUT	Long	70.00	None	$2.05	0.33	$1.44	0.02	-0.30	6.15	8.20	64.36	62.92	2.05	$205.00	615.00	21	5.0	60.000	1.44	2024-09-06
HRB240920P00070000	HRB	PUT	Long	70.00	None	$2.05	0.33	$0.80	0.01	0.37	6.15	8.20	64.36	63.56	2.05	$205.00	615.00	20	5.0	117.000	0.80	2024-09-05
HRB240920P00070000	HRB	PUT	Long	70.00	None	$2.05	0.33	$0.01	0.00	0.30	6.15	8.20	64.36	64.35	2.05	$205.00	615.00	19	5.0	117.000	0.01	2024-09-04
HRB240920P00070000	HRB	PUT	Long	70.00	None	$2.05	0.33	$1.05	0.02	0.48	6.15	8.20	64.36	63.31	2.05	$205.00	615.00	15	5.0	122.000	1.05	2024-08-31
HRB240920P00070000	HRB	PUT	Long	70.00	None	$2.05	0.33	$1.06	0.02	0.35	6.15	8.20	64.36	63.30	2.05	$205.00	615.00	14	5.0	122.000	1.06	2024-08-30
HRB240920P00070000	HRB	PUT	Long	70.00	None	$-0.10	-0.02	$0.71	0.01	0.39	6.15	6.05	64.36	63.65	-0.10	$-10.00	615.00	13	1.0	122.000	0.71	2024-08-29
HRB240920P00070000	HRB	PUT	Long	70.00	None	$-0.10	-0.02	$0.31	0.00	0.03	6.15	6.05	64.36	64.05	-0.10	$-10.00	615.00	12	1.0	123.000	0.31	2024-08-28
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.25	0.04	$0.47	0.01	-0.30	6.15	6.40	64.36	63.89	0.25	$25.00	615.00	11	2.0	123.000	0.47	2024-08-27
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.25	0.04	$0.56	0.01	0.14	6.15	6.40	64.36	63.80	0.25	$25.00	615.00	10	2.0	123.000	0.56	2024-08-26
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.25	0.04	$1.01	0.02	0.37	6.15	6.40	64.36	63.35	0.25	$25.00	615.00	9	2.0	123.000	1.01	2024-08-25
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.25	0.04	$1.01	0.02	0.36	6.15	6.40	64.36	63.35	0.25	$25.00	615.00	8	2.0	123.000	1.01	2024-08-24
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.25	0.04	$1.01	0.02	0.22	6.15	6.40	64.36	63.35	0.25	$25.00	615.00	7	2.0	123.000	1.01	2024-08-23
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.25	0.04	$0.71	0.01	0.15	6.15	6.40	64.36	63.65	0.25	$25.00	615.00	6	2.0	125.000	0.71	2024-08-22
HRB240920P00070000	HRB	PUT	Long	70.00	None	$-0.65	-0.11	$-0.19	-0.00	-0.03	6.15	5.50	64.36	64.55	-0.65	$-65.00	615.00	5	1.0	125.000	-0.19	2024-08-21
HRB240920P00070000	HRB	PUT	Long	70.00	None	$-1.75	-0.28	$-2.23	-0.03	0.01	6.15	4.40	64.36	66.59	-1.75	$-175.00	615.00	4	37.0	160.000	-2.23	2024-08-20
HRB240920P00070000	HRB	PUT	Long	70.00	None	$-0.40	-0.07	$-0.94	-0.01	-0.05	6.15	5.75	64.36	65.30	-0.40	$-40.00	615.00	3	41.0	162.000	-0.94	2024-08-19
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.09	0.01	$-0.09	-0.00	0.15	6.15	6.24	64.36	64.45	0.09	$9.00	615.00	2	694.0	2.000	-0.09	2024-08-18
HRB240920P00070000	HRB	PUT	Long	70.00	None	$0.09	0.01	$-0.09	-0.00	0.14	6.15	6.24	64.36	64.45	0.09	$9.00	615.00	1	694.0	2.000	-0.09	2024-08-17
HRB240920P00070000	HRB	PUT	Long	70.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	6.15	6.15	64.36	64.36	0.00	$0.00	615.00	0	628.0	2.000	-0.00	2024-08-16

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