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View Outliers PnL Drill-Down: IGT240920P00021000

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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
2024-07-26	IGT	IGT240920P00021000	21.00	3920.0	1.000	0.345	0.227	3.0	0.1	-0.010	3.250	0.300	0.30	23.77	2024-09-20	PUT	Long	0.132	0.212	0.179

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	IGT	0.909	0.052	0.198	0.093	0.077	-0.007	17.93	0.036	0.0000	17.93	28.09	21	1y	20.70

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
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.27	-0.90	$1.84	0.08	0.16	0.30	0.03	23.77	21.93	-0.27	$-27.00	30.00	55	1.0	3972.000	1.84	2024-09-19
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.27	-0.90	$1.86	0.08	0.06	0.30	0.03	23.77	21.91	-0.27	$-27.00	30.00	54	1.0	3972.000	1.86	2024-09-18
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.27	-0.90	$1.92	0.08	-0.00	0.30	0.03	23.77	21.85	-0.27	$-27.00	30.00	53	1.0	3973.000	1.92	2024-09-17
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.21	-0.70	$2.08	0.09	-0.08	0.30	0.09	23.77	21.69	-0.21	$-21.00	30.00	52	5.0	3973.000	2.08	2024-09-16
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.21	-0.70	$2.09	0.09	-0.04	0.30	0.09	23.77	21.68	-0.21	$-21.00	30.00	50	5.0	3978.000	2.09	2024-09-14
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.21	-0.70	$2.09	0.09	-0.08	0.30	0.09	23.77	21.68	-0.21	$-21.00	30.00	49	5.0	3978.000	2.09	2024-09-13
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.20	-0.67	$2.24	0.09	-0.08	0.30	0.10	23.77	21.53	-0.20	$-20.00	30.00	48	1.0	3978.000	2.24	2024-09-12
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.20	-0.67	$2.41	0.10	-0.09	0.30	0.10	23.77	21.36	-0.20	$-20.00	30.00	47	1.0	3978.000	2.41	2024-09-11
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.20	-0.67	$2.36	0.10	-0.09	0.30	0.10	23.77	21.41	-0.20	$-20.00	30.00	46	1.0	3978.000	2.36	2024-09-10
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.20	-0.67	$2.20	0.09	-0.07	0.30	0.10	23.77	21.57	-0.20	$-20.00	30.00	45	1.0	3978.000	2.20	2024-09-09
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.17	-0.57	$2.09	0.09	-0.04	0.30	0.13	23.77	21.68	-0.17	$-17.00	30.00	44	10.0	3968.000	2.09	2024-09-08
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.17	-0.57	$2.09	0.09	-0.08	0.30	0.13	23.77	21.68	-0.17	$-17.00	30.00	42	10.0	3968.000	2.09	2024-09-06
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.15	-0.50	$1.82	0.08	-0.08	0.30	0.15	23.77	21.95	-0.15	$-15.00	30.00	41	2.0	3968.000	1.82	2024-09-05
IGT240920P00021000	IGT	PUT	Long	21.00	None	$-0.15	-0.50	$1.97	0.08	-0.04	0.30	0.15	23.77	21.80	-0.15	$-15.00	30.00	40	2.0	3968.000	1.97	2024-09-04
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.38	0.06	-0.08	0.30	0.35	23.77	22.39	0.05	$5.00	30.00	36	3.0	3968.000	1.38	2024-08-31
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.38	0.06	-0.10	0.30	0.35	23.77	22.39	0.05	$5.00	30.00	35	3.0	3968.000	1.38	2024-08-30
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.38	0.06	-0.10	0.30	0.35	23.77	22.39	0.05	$5.00	30.00	34	3.0	3968.000	1.38	2024-08-29
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.78	0.07	-0.09	0.30	0.35	23.77	21.99	0.05	$5.00	30.00	33	3.0	3968.000	1.78	2024-08-28
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.60	0.07	-0.28	0.30	0.35	23.77	22.17	0.05	$5.00	30.00	32	3.0	3968.000	1.60	2024-08-27
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.51	0.06	-0.10	0.30	0.35	23.77	22.26	0.05	$5.00	30.00	31	3.0	3968.000	1.51	2024-08-26
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.60	0.07	-0.08	0.30	0.35	23.77	22.17	0.05	$5.00	30.00	30	3.0	3968.000	1.60	2024-08-25
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.60	0.07	-0.09	0.30	0.35	23.77	22.17	0.05	$5.00	30.00	29	3.0	3968.000	1.60	2024-08-24
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.59	0.07	-0.09	0.30	0.35	23.77	22.18	0.05	$5.00	30.00	28	3.0	3968.000	1.59	2024-08-23
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$2.00	0.08	-0.10	0.30	0.35	23.77	21.77	0.05	$5.00	30.00	27	3.0	3968.000	2.00	2024-08-22
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.05	0.17	$1.81	0.08	-0.08	0.30	0.35	23.77	21.96	0.05	$5.00	30.00	26	3.0	3968.000	1.81	2024-08-21
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$2.18	0.09	-0.11	0.30	0.30	23.77	21.59	0.00	$0.00	30.00	25	1.0	3967.000	2.18	2024-08-20
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$1.81	0.08	-0.08	0.30	0.30	23.77	21.96	0.00	$0.00	30.00	24	4.0	3967.000	1.81	2024-08-19
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$1.93	0.08	-0.06	0.30	0.30	23.77	21.84	0.00	$0.00	30.00	23	4.0	3967.000	1.93	2024-08-18
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$1.93	0.08	-0.06	0.30	0.30	23.77	21.84	0.00	$0.00	30.00	22	4.0	3967.000	1.93	2024-08-17
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$1.94	0.08	-0.09	0.30	0.30	23.77	21.83	0.00	$0.00	30.00	21	4.0	3967.000	1.94	2024-08-16
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$1.95	0.08	-0.09	0.30	0.30	23.77	21.82	0.00	$0.00	30.00	20	4.0	3964.000	1.95	2024-08-15
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.20	0.67	$2.44	0.10	-0.09	0.30	0.50	23.77	21.33	0.20	$20.00	30.00	19	21.0	0.000	2.44	2024-08-14
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.20	0.67	$2.27	0.10	-0.08	0.30	0.50	23.77	21.50	0.20	$20.00	30.00	18	21.0	3943.000	2.27	2024-08-13
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.20	0.67	$2.40	0.10	-0.03	0.30	0.50	23.77	21.37	0.20	$20.00	30.00	17	40.0	3943.000	2.40	2024-08-12
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.20	0.67	$2.12	0.09	-0.04	0.30	0.50	23.77	21.65	0.20	$20.00	30.00	14	40.0	3903.000	2.12	2024-08-09
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.30	1.00	$1.92	0.08	-0.04	0.30	0.60	23.77	21.85	0.30	$30.00	30.00	13	38.0	3903.000	1.92	2024-08-08
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.30	1.00	$2.42	0.10	-0.02	0.30	0.60	23.77	21.35	0.30	$30.00	30.00	12	38.0	3903.000	2.42	2024-08-07
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.30	1.00	$2.39	0.10	-0.02	0.30	0.60	23.77	21.38	0.30	$30.00	30.00	11	38.0	3903.000	2.39	2024-08-06
IGT240920P00021000	IGT	PUT	Long	21.00	Exit OP PnL: $-0.15;Exit EQ PnL: 0.30; Position is Long and position continued to lose. Latest OP price is: $0.15 (EQ: $23.47). Initial OP price was: $0.30 (EQ: $23.77). Surpassed Stop Loss Percentage: -0.5 < -0.16.	$-0.15	-0.50	$0.30	0.01	-0.28	0.30	0.15	23.77	23.47	-0.15	$-15.00	30.00	5	35.0	3891.000	0.30	2024-07-31
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$0.23	0.01	0.16	0.30	0.30	23.77	23.54	0.00	$0.00	30.00	3	3920.0	3888.000	0.23	2024-07-29
IGT240920P00021000	IGT	PUT	Long	21.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	23.77	23.77	0.00	$0.00	30.00	0	3920.0	1.000	-0.00	2024-07-26

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