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View Outliers PnL Drill-Down: IHRT240419P00002500

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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
2024-02-29	IHRT	IHRT240419P00002500	2.50	616.0	305.000	1.414	0.436	0.3	0.1	-0.010	0.640	0.360	0.30	2.77	2024-04-19	PUT	Long	0.413	0.461	0.220

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	IHRT	0.818	0.203	0.494	0.302	0.203	-0.158	2.06	-0.294	0.0000	0.86	2.91	21	1y	2.04

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
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.22	0.73	$0.83	0.30	4.93	0.30	0.52	2.77	1.94	0.22	$22.00	30.00	49	3.0	905.000	0.83	2024-04-18
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.22	0.73	$0.82	0.30	5.30	0.30	0.52	2.77	1.95	0.22	$22.00	30.00	48	3.0	905.000	0.82	2024-04-17
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.22	0.73	$0.74	0.27	-0.29	0.30	0.52	2.77	2.03	0.22	$22.00	30.00	47	3.0	908.000	0.74	2024-04-16
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.05	0.17	$0.66	0.24	0.09	0.30	0.35	2.77	2.11	0.05	$5.00	30.00	46	10.0	908.000	0.66	2024-04-15
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.05	0.17	$0.59	0.21	-0.44	0.30	0.35	2.77	2.18	0.05	$5.00	30.00	43	10.0	908.000	0.59	2024-04-12
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.05	0.17	$0.51	0.18	-0.62	0.30	0.35	2.77	2.26	0.05	$5.00	30.00	42	10.0	908.000	0.51	2024-04-11
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.05	0.17	$0.59	0.21	-0.56	0.30	0.35	2.77	2.18	0.05	$5.00	30.00	41	10.0	908.000	0.59	2024-04-10
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.05	0.17	$0.44	0.16	-0.52	0.30	0.35	2.77	2.33	0.05	$5.00	30.00	40	11.0	908.000	0.44	2024-04-09
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.05	0.17	$0.52	0.19	-0.41	0.30	0.35	2.77	2.25	0.05	$5.00	30.00	39	11.0	908.000	0.52	2024-04-08
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.72	0.26	0.70	0.30	0.60	2.77	2.05	0.30	$30.00	30.00	36	7.0	908.000	0.72	2024-04-05
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.64	0.23	-0.65	0.30	0.60	2.77	2.13	0.30	$30.00	30.00	35	7.0	908.000	0.64	2024-04-04
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.68	0.25	-0.35	0.30	0.60	2.77	2.09	0.30	$30.00	30.00	34	7.0	908.000	0.68	2024-04-03
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.77	0.28	0.01	0.30	0.60	2.77	2.00	0.30	$30.00	30.00	33	7.0	908.000	0.77	2024-04-02
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.65	0.23	1.53	0.30	0.60	2.77	2.12	0.30	$30.00	30.00	32	7.0	908.000	0.65	2024-04-01
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.68	0.25	-0.59	0.30	0.60	2.77	2.09	0.30	$30.00	30.00	31	7.0	908.000	0.68	2024-03-31
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.68	0.25	-0.62	0.30	0.60	2.77	2.09	0.30	$30.00	30.00	30	7.0	908.000	0.68	2024-03-30
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.68	0.25	-0.64	0.30	0.60	2.77	2.09	0.30	$30.00	30.00	29	7.0	908.000	0.68	2024-03-29
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.68	0.25	-0.66	0.30	0.60	2.77	2.09	0.30	$30.00	30.00	28	7.0	908.000	0.68	2024-03-28
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.63	0.23	-0.21	0.30	0.60	2.77	2.14	0.30	$30.00	30.00	27	7.0	908.000	0.63	2024-03-27
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.84	0.30	0.61	0.30	0.60	2.77	1.93	0.30	$30.00	30.00	26	7.0	908.000	0.84	2024-03-26
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.90	0.32	-0.38	0.30	0.60	2.77	1.87	0.30	$30.00	30.00	25	7.0	908.000	0.90	2024-03-25
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.30	1.00	$0.86	0.31	-0.38	0.30	0.60	2.77	1.91	0.30	$30.00	30.00	22	7.0	915.000	0.86	2024-03-22
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.35	1.17	$0.76	0.27	-0.70	0.30	0.65	2.77	2.01	0.35	$35.00	30.00	21	1.0	915.000	0.76	2024-03-21
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.35	1.17	$0.76	0.27	-0.91	0.30	0.65	2.77	2.01	0.35	$35.00	30.00	20	1.0	915.000	0.76	2024-03-20
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.35	1.17	$0.88	0.32	-0.54	0.30	0.65	2.77	1.89	0.35	$35.00	30.00	19	1.0	915.000	0.88	2024-03-19
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.35	1.17	$0.89	0.32	-0.44	0.30	0.65	2.77	1.88	0.35	$35.00	30.00	18	1.0	915.000	0.89	2024-03-18
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.70	0.25	-0.52	0.30	0.62	2.77	2.07	0.32	$32.00	30.00	15	5.0	915.000	0.70	2024-03-15
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.65	0.23	-0.49	0.30	0.62	2.77	2.12	0.32	$32.00	30.00	14	5.0	915.000	0.65	2024-03-14
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.61	0.22	-0.49	0.30	0.62	2.77	2.16	0.32	$32.00	30.00	13	5.0	915.000	0.61	2024-03-13
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.56	0.20	-0.59	0.30	0.62	2.77	2.21	0.32	$32.00	30.00	12	5.0	915.000	0.56	2024-03-12
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.58	0.21	-0.55	0.30	0.62	2.77	2.19	0.32	$32.00	30.00	11	5.0	915.000	0.58	2024-03-11
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.47	0.17	-0.45	0.30	0.62	2.77	2.30	0.32	$32.00	30.00	8	5.0	915.000	0.47	2024-03-08
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.61	0.22	0.20	0.30	0.62	2.77	2.16	0.32	$32.00	30.00	7	5.0	915.000	0.61	2024-03-07
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.32	1.07	$0.76	0.27	-0.70	0.30	0.62	2.77	2.01	0.32	$32.00	30.00	6	11.0	915.000	0.76	2024-03-06
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.00	0.00	$0.81	0.29	-0.67	0.30	0.30	2.77	1.96	0.00	$0.00	30.00	5	616.0	915.000	0.81	2024-03-05
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.00	0.00	$0.63	0.23	-1.41	0.30	0.30	2.77	2.14	0.00	$0.00	30.00	4	616.0	0.000	0.63	2024-03-04
IHRT240419P00002500	IHRT	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.51	0.18	-0.57	0.30	0.30	2.77	2.26	0.00	$0.00	30.00	3	616.0	915.000	0.51	2024-03-03
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.00	0.00	$0.42	0.15	-0.52	0.30	0.30	2.77	2.35	0.00	$0.00	30.00	1	616.0	915.000	0.42	2024-03-01
IHRT240419P00002500	IHRT	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	2.77	2.77	0.00	$0.00	30.00	0	616.0	305.000	-0.00	2024-02-29

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