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View Outliers PnL Drill-Down: INCY240621P00057500

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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
2024-05-13	INCY	INCY240621P00057500	57.50	6.0	89.000	0.319	0.116	1.4	0.4	0.000	2.750	1.680	2.07	58.32	2024-06-21	PUT	Long	0.092	0.125	0.086

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-1.37	-0.90	$-3.84	-0.07	0.38	1.52	0.15	57.60	61.44	-1.37	$-137.00	152.00	36	11.0	1819.000	-3.84	2024-06-18
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-1.37	-0.90	$-5.09	-0.09	0.33	1.52	0.15	57.60	62.69	-1.37	$-137.00	152.00	35	11.0	1819.000	-5.09	2024-06-17
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-1.37	-0.90	$-4.51	-0.08	0.34	1.52	0.15	57.60	62.11	-1.37	$-137.00	152.00	32	11.0	1819.000	-4.51	2024-06-14
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-1.22	-0.80	$-5.09	-0.09	0.25	1.52	0.30	57.60	62.69	-1.22	$-122.00	152.00	31	5.0	1819.000	-5.09	2024-06-13
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-1.37	-0.90	$-2.34	-0.04	0.19	1.52	0.15	57.60	59.94	-1.37	$-137.00	152.00	30	8.0	1815.000	-2.34	2024-06-12
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-1.12	-0.74	$-1.88	-0.03	0.32	1.52	0.40	57.60	59.48	-1.12	$-112.00	152.00	29	121.0	1704.000	-1.88	2024-06-11
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.72	-0.47	$-1.80	-0.03	0.14	1.52	0.80	57.60	59.40	-0.72	$-72.00	152.00	28	907.0	1316.000	-1.80	2024-06-10
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.57	-0.38	$-1.56	-0.03	0.27	1.52	0.95	57.60	59.16	-0.57	$-57.00	152.00	27	204.0	1113.000	-1.56	2024-06-09
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.57	-0.38	$-1.56	-0.03	0.21	1.52	0.95	57.60	59.16	-0.57	$-57.00	152.00	25	204.0	1113.000	-1.56	2024-06-07
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.52	-0.34	$-0.81	-0.01	0.21	1.52	1.00	57.60	58.41	-0.52	$-52.00	152.00	24	4.0	1109.000	-0.81	2024-06-06
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.68	-0.45	$-1.43	-0.02	0.26	1.52	0.84	57.60	59.03	-0.68	$-68.00	152.00	23	23.0	1109.000	-1.43	2024-06-05
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.68	-0.45	$-0.97	-0.02	0.19	1.52	0.84	57.60	58.57	-0.68	$-68.00	152.00	22	23.0	1102.000	-0.97	2024-06-04
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.52	-0.34	$-1.20	-0.02	0.21	1.52	1.00	57.60	58.80	-0.52	$-52.00	152.00	21	81.0	1096.000	-1.20	2024-06-03
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.07	-0.05	$-0.19	-0.00	0.06	1.52	1.45	57.60	57.79	-0.07	$-7.00	152.00	18	361.0	749.000	-0.19	2024-05-31
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.02	-0.01	$0.30	0.01	0.20	1.52	1.50	57.60	57.30	-0.02	$-2.00	152.00	17	348.0	520.000	0.30	2024-05-30
INCY240621P00057500	INCY	PUT	Long	57.50	None	$1.08	0.71	$0.68	0.01	0.15	1.52	2.60	57.60	56.92	1.08	$108.00	152.00	16	1.0	519.000	0.68	2024-05-29
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.12	-0.08	$0.35	0.01	0.25	1.52	1.40	57.60	57.25	-0.12	$-12.00	152.00	15	50.0	469.000	0.35	2024-05-28
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.60	-0.39	$0.29	0.01	0.12	1.52	0.92	57.60	57.31	-0.60	$-60.00	152.00	14	1.0	469.000	0.29	2024-05-27
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.60	-0.39	$0.29	0.01	0.11	1.52	0.92	57.60	57.31	-0.60	$-60.00	152.00	11	1.0	469.000	0.29	2024-05-24
INCY240621P00057500	INCY	PUT	Long	57.50	None	$-0.60	-0.39	$0.15	0.00	0.15	1.52	0.92	57.60	57.45	-0.60	$-60.00	152.00	10	1.0	470.000	0.15	2024-05-23
INCY240621P00057500	INCY	PUT	Long	57.50	Exit OP PnL: $-0.42;Exit EQ PnL: -0.31; Position is Long and position continued to lose. Latest OP price is: $1.10 (EQ: $57.91). Initial OP price was: $1.52 (EQ: $57.60). Surpassed Stop Loss Percentage: -0.2763157894736842105263157895 < -0.16.	$-0.42	-0.28	$-0.60	-0.01	-0.00	1.52	1.10	57.60	58.20	-0.42	$-42.00	152.00	9	1.0	469.000	-0.60	2024-05-22
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.08	0.05	$0.20	0.00	0.26	1.52	1.60	57.60	57.40	0.08	$8.00	152.00	8	150.0	469.000	0.20	2024-05-21
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.08	0.05	$0.41	0.01	-0.24	1.52	1.60	57.60	57.19	0.08	$8.00	152.00	7	150.0	0.000	0.41	2024-05-20
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.08	0.05	$0.50	0.01	-0.00	1.52	1.60	57.60	57.10	0.08	$8.00	152.00	6	150.0	388.000	0.50	2024-05-19
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.08	0.05	$0.50	0.01	-0.00	1.52	1.60	57.60	57.10	0.08	$8.00	152.00	5	150.0	388.000	0.50	2024-05-18
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.08	0.05	$0.50	0.01	-0.01	1.52	1.60	57.60	57.10	0.08	$8.00	152.00	4	150.0	388.000	0.50	2024-05-17
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.24	0.16	$0.55	0.01	-0.01	1.52	1.76	57.60	57.05	0.24	$24.00	152.00	2	15.0	307.000	0.55	2024-05-15
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.13	0.09	$0.55	0.01	-0.03	1.52	1.65	57.60	57.05	0.13	$13.00	152.00	1	251.0	91.000	0.55	2024-05-14
INCY240621P00057500	INCY	PUT	Long	57.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.52	1.52	57.60	57.60	0.00	$0.00	152.00	0	12.0	89.000	-0.00	2024-05-13

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