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View Outliers PnL Drill-Down: IAG240920P00004500

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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
2024-08-09	IAG	IAG240920P00004500	4.50	9.0	129.000	0.566	0.248	0.1	0.2	-0.010	0.220	0.400	0.44	4.29	2024-09-20	PUT	Long	0.249	0.293	0.163

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	IAG	0.818	0.102	0.226	0.162	0.157	0.010	5.30	0.096	0.0000	2.30	6.15	21	1y	5.52

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
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.39	-0.98	$-1.02	-0.24	2.03	0.40	0.01	4.28	5.30	-0.39	$-39.00	40.00	41	12.0	195.000	-1.02	2024-09-19
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.39	-0.98	$-1.00	-0.23	1.53	0.40	0.01	4.28	5.28	-0.39	$-39.00	40.00	40	12.0	195.000	-1.00	2024-09-18
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.39	-0.98	$-1.10	-0.26	1.36	0.40	0.01	4.28	5.38	-0.39	$-39.00	40.00	39	12.0	195.000	-1.10	2024-09-17
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.39	-0.98	$-1.18	-0.28	1.25	0.40	0.01	4.28	5.46	-0.39	$-39.00	40.00	38	12.0	195.000	-1.18	2024-09-16
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.39	-0.98	$-1.14	-0.27	0.72	0.40	0.01	4.28	5.42	-0.39	$-39.00	40.00	36	12.0	200.000	-1.14	2024-09-14
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.39	-0.98	$-1.14	-0.27	0.36	0.40	0.01	4.28	5.42	-0.39	$-39.00	40.00	35	12.0	200.000	-1.14	2024-09-13
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.35	-0.88	$-1.07	-0.25	0.58	0.40	0.05	4.28	5.35	-0.35	$-35.00	40.00	34	4.0	200.000	-1.07	2024-09-12
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.35	-0.88	$-0.65	-0.15	0.20	0.40	0.05	4.28	4.93	-0.35	$-35.00	40.00	33	4.0	200.000	-0.65	2024-09-11
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.35	-0.88	$-0.58	-0.14	0.09	0.40	0.05	4.28	4.86	-0.35	$-35.00	40.00	32	4.0	200.000	-0.58	2024-09-10
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.35	-0.88	$-0.53	-0.12	-0.07	0.40	0.05	4.28	4.81	-0.35	$-35.00	40.00	31	4.0	204.000	-0.53	2024-09-09
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.30	-0.75	$-0.53	-0.12	0.11	0.40	0.10	4.28	4.81	-0.30	$-30.00	40.00	30	16.0	204.000	-0.53	2024-09-08
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.30	-0.75	$-0.54	-0.13	0.05	0.40	0.10	4.28	4.82	-0.30	$-30.00	40.00	28	16.0	204.000	-0.54	2024-09-06
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.30	-0.75	$-0.75	-0.18	0.01	0.40	0.10	4.28	5.03	-0.30	$-30.00	40.00	27	16.0	204.000	-0.75	2024-09-05
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.30	-0.75	$-0.53	-0.12	0.01	0.40	0.10	4.28	4.81	-0.30	$-30.00	40.00	26	16.0	188.000	-0.53	2024-09-04
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.66	-0.15	-0.02	0.40	0.07	4.28	4.94	-0.33	$-33.00	40.00	22	31.0	188.000	-0.66	2024-08-31
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.65	-0.15	-0.42	0.40	0.07	4.28	4.93	-0.33	$-33.00	40.00	21	31.0	188.000	-0.65	2024-08-30
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.74	-0.17	-0.01	0.40	0.07	4.28	5.02	-0.33	$-33.00	40.00	20	31.0	188.000	-0.74	2024-08-29
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.66	-0.15	0.00	0.40	0.07	4.28	4.94	-0.33	$-33.00	40.00	19	31.0	188.000	-0.66	2024-08-28
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.77	-0.18	-0.42	0.40	0.07	4.28	5.05	-0.33	$-33.00	40.00	18	31.0	188.000	-0.77	2024-08-27
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.87	-0.20	0.09	0.40	0.07	4.28	5.15	-0.33	$-33.00	40.00	17	31.0	188.000	-0.87	2024-08-26
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.93	-0.22	-0.04	0.40	0.07	4.28	5.21	-0.33	$-33.00	40.00	16	31.0	188.000	-0.93	2024-08-25
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.93	-0.22	-0.05	0.40	0.07	4.28	5.21	-0.33	$-33.00	40.00	15	31.0	188.000	-0.93	2024-08-24
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.92	-0.21	0.09	0.40	0.07	4.28	5.20	-0.33	$-33.00	40.00	14	31.0	188.000	-0.92	2024-08-23
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.88	-0.21	-0.01	0.40	0.07	4.28	5.16	-0.33	$-33.00	40.00	13	31.0	173.000	-0.88	2024-08-22
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.99	-0.23	-0.05	0.40	0.07	4.28	5.27	-0.33	$-33.00	40.00	12	2.0	173.000	-0.99	2024-08-21
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.33	-0.82	$-0.88	-0.21	-0.03	0.40	0.07	4.28	5.16	-0.33	$-33.00	40.00	11	2.0	175.000	-0.88	2024-08-20
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.34	-0.85	$-0.85	-0.20	0.01	0.40	0.06	4.28	5.13	-0.34	$-34.00	40.00	10	10.0	166.000	-0.85	2024-08-19
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.30	-0.75	$-0.80	-0.19	-0.02	0.40	0.10	4.28	5.08	-0.30	$-30.00	40.00	9	49.0	153.000	-0.80	2024-08-18
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.30	-0.75	$-0.80	-0.19	-0.03	0.40	0.10	4.28	5.08	-0.30	$-30.00	40.00	8	49.0	153.000	-0.80	2024-08-17
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.30	-0.75	$-0.79	-0.18	-0.04	0.40	0.10	4.28	5.07	-0.30	$-30.00	40.00	7	12.0	153.000	-0.79	2024-08-16
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.28	-0.70	$-0.63	-0.15	-0.02	0.40	0.12	4.28	4.91	-0.28	$-28.00	40.00	6	7.0	153.000	-0.63	2024-08-15
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.29	-0.72	$-0.60	-0.14	0.00	0.40	0.11	4.28	4.88	-0.29	$-29.00	40.00	5	22.0	0.000	-0.60	2024-08-14
IAG240920P00004500	IAG	PUT	Long	4.50	None	$-0.27	-0.68	$-0.58	-0.14	0.03	0.40	0.13	4.28	4.86	-0.27	$-27.00	40.00	4	14.0	137.000	-0.58	2024-08-13
IAG240920P00004500	IAG	PUT	Long	4.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.27	$-0.24	-0.60	$-0.44	-0.10	0.03	0.40	0.16	4.28	4.72	-0.24	$-24.00	40.00	3	9.0	135.000	-0.44	2024-08-12
IAG240920P00004500	IAG	PUT	Long	4.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	4.28	4.28	0.00	$0.00	40.00	0	12.0	129.000	-0.00	2024-08-09

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