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View Outliers PnL Drill-Down: INDI231215P00005000

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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
2023-10-23 INDI INDI231215P00005000 5.00 1.000 0.695 0.309 0.4 0.1 -0.010 0.620 0.340 0.40 5.25 2023-12-15 PUT Long 0.323 0.323 -0.017
2023-10-16 INDI INDI231215P00005000 5.00 1.000 0.695 0.309 0.4 0.1 -0.010 0.620 0.340 0.40 5.25 2023-12-15 PUT Long 0.255 0.313 0.185

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
INDI231215P00005000 INDI PUT Long 5.00 None $-0.38 -0.95 $-2.97 -0.57 3.06 0.40 0.02 5.25 8.22 -0.38 $-38.00 40.00 59 30.0 263.000 -2.97 2023-12-14
INDI231215P00005000 INDI PUT Long 5.00 None $-0.38 -0.95 $-2.62 -0.50 3.16 0.40 0.02 5.25 7.87 -0.38 $-38.00 40.00 58 30.0 263.000 -2.62 2023-12-13
INDI231215P00005000 INDI PUT Long 5.00 None $-0.38 -0.95 $-2.49 -0.47 1.68 0.40 0.02 5.25 7.74 -0.38 $-38.00 40.00 57 30.0 0.000 -2.49 2023-12-12
INDI231215P00005000 INDI PUT Long 5.00 None $-0.38 -0.95 $-2.52 -0.48 2.35 0.40 0.02 5.25 7.77 -0.38 $-38.00 40.00 56 30.0 263.000 -2.52 2023-12-11
INDI231215P00005000 INDI PUT Long 5.00 None $-0.38 -0.95 $-2.50 -0.48 0.99 0.40 0.02 5.25 7.75 -0.38 $-38.00 40.00 53 30.0 263.000 -2.50 2023-12-08
INDI231215P00005000 INDI PUT Long 5.00 None $-0.38 -0.95 $-2.29 -0.44 2.79 0.40 0.02 5.25 7.54 -0.38 $-38.00 40.00 52 30.0 263.000 -2.29 2023-12-07
INDI231215P00005000 INDI PUT Long 5.00 None $-0.38 -0.95 $-2.10 -0.40 1.06 0.40 0.02 5.25 7.35 -0.38 $-38.00 40.00 51 0.0 293.000 -2.10 2023-12-06
INDI231215P00005000 INDI PUT Long 5.00 None $-0.37 -0.92 $-1.95 -0.37 0.56 0.40 0.03 5.25 7.20 -0.37 $-37.00 40.00 50 0.0 293.000 -1.95 2023-12-05
INDI231215P00005000 INDI PUT Long 5.00 None $-0.37 -0.92 $-2.33 -0.44 0.63 0.40 0.03 5.25 7.58 -0.37 $-37.00 40.00 49 0.0 293.000 -2.33 2023-12-04
INDI231215P00005000 INDI PUT Long 5.00 None $-0.37 -0.92 $-2.23 -0.42 0.56 0.40 0.03 5.25 7.48 -0.37 $-37.00 40.00 48 0.0 293.000 -2.23 2023-12-03
INDI231215P00005000 INDI PUT Long 5.00 None $-0.37 -0.92 $-2.23 -0.42 0.51 0.40 0.03 5.25 7.48 -0.37 $-37.00 40.00 47 0.0 293.000 -2.23 2023-12-02
INDI231215P00005000 INDI PUT Long 5.00 None $-0.37 -0.92 $-2.23 -0.42 0.46 0.40 0.03 5.25 7.48 -0.37 $-37.00 40.00 46 0.0 293.000 -2.23 2023-12-01
INDI231215P00005000 INDI PUT Long 5.00 None $-0.37 -0.92 $-2.21 -0.42 0.41 0.40 0.03 5.25 7.46 -0.37 $-37.00 40.00 45 0.0 294.000 -2.21 2023-11-30
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-2.38 -0.45 0.46 0.40 0.08 5.25 7.63 -0.32 $-32.00 40.00 44 0.0 294.000 -2.38 2023-11-29
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-1.93 -0.37 0.43 0.40 0.08 5.25 7.18 -0.32 $-32.00 40.00 43 0.0 294.000 -1.93 2023-11-28
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-1.85 -0.35 0.41 0.40 0.08 5.25 7.10 -0.32 $-32.00 40.00 42 0.0 294.000 -1.85 2023-11-27
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-1.94 -0.37 0.35 0.40 0.08 5.25 7.19 -0.32 $-32.00 40.00 39 0.0 0.000 -1.94 2023-11-24
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-1.94 -0.37 -0.20 0.40 0.08 5.25 7.19 -0.32 $-32.00 40.00 38 0.0 0.000 -1.94 2023-11-23
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-2.09 -0.40 -0.20 0.40 0.08 5.25 7.34 -0.32 $-32.00 40.00 37 0.0 294.000 -2.09 2023-11-22
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-1.90 -0.36 -0.20 0.40 0.08 5.25 7.15 -0.32 $-32.00 40.00 36 0.0 294.000 -1.90 2023-11-21
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-2.10 -0.40 0.30 0.40 0.08 5.25 7.35 -0.32 $-32.00 40.00 35 0.0 294.000 -2.10 2023-11-20
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-1.94 -0.37 0.23 0.40 0.08 5.25 7.19 -0.32 $-32.00 40.00 34 0.0 294.000 -1.94 2023-11-19
INDI231215P00005000 INDI PUT Long 5.00 None $-0.32 -0.80 $-1.94 -0.37 0.21 0.40 0.08 5.25 7.19 -0.32 $-32.00 40.00 32 0.0 294.000 -1.94 2023-11-17
INDI231215P00005000 INDI PUT Long 5.00 None $-0.36 -0.90 $-1.59 -0.30 0.11 0.40 0.04 5.25 6.84 -0.36 $-36.00 40.00 31 0.0 294.000 -1.59 2023-11-16
INDI231215P00005000 INDI PUT Long 5.00 None $-0.35 -0.88 $-1.60 -0.30 0.09 0.40 0.05 5.25 6.85 -0.35 $-35.00 40.00 30 0.0 289.000 -1.60 2023-11-15
INDI231215P00005000 INDI PUT Long 5.00 None $-0.31 -0.78 $-1.30 -0.25 0.09 0.40 0.09 5.25 6.55 -0.31 $-31.00 40.00 29 0.0 254.000 -1.30 2023-11-14
INDI231215P00005000 INDI PUT Long 5.00 None $-0.28 -0.70 $-0.53 -0.10 -0.07 0.40 0.12 5.25 5.78 -0.28 $-28.00 40.00 28 0.0 234.000 -0.53 2023-11-13
INDI231215P00005000 INDI PUT Long 5.00 None $-0.23 -0.58 $-0.39 -0.07 -0.04 0.40 0.17 5.25 5.64 -0.23 $-23.00 40.00 25 0.0 220.000 -0.39 2023-11-10
INDI231215P00005000 INDI PUT Long 5.00 None $0.06 0.15 $0.31 0.06 -0.70 0.40 0.46 5.25 4.94 0.06 $6.00 40.00 24 0.0 0.000 0.31 2023-11-09
INDI231215P00005000 INDI PUT Long 5.00 None $0.06 0.15 $0.31 0.06 -0.02 0.40 0.46 5.25 4.94 0.06 $6.00 40.00 23 0.0 100.000 0.31 2023-11-08
INDI231215P00005000 INDI PUT Long 5.00 None $-0.07 -0.18 $0.19 0.04 -0.02 0.40 0.33 5.25 5.06 -0.07 $-7.00 40.00 22 0.0 100.000 0.19 2023-11-07
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $0.14 0.03 -0.04 0.40 0.40 5.25 5.11 0.00 $0.00 40.00 21 0.0 75.000 0.14 2023-11-06
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $0.14 0.03 -0.04 0.40 0.40 5.25 5.11 0.00 $0.00 40.00 20 0.0 75.000 0.14 2023-11-05
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $0.02 0.00 -0.04 0.40 0.40 5.25 5.23 0.00 $0.00 40.00 18 0.0 75.000 0.02 2023-11-03
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $0.16 0.03 -0.05 0.40 0.40 5.25 5.09 0.00 $0.00 40.00 17 0.0 75.000 0.16 2023-11-02
INDI231215P00005000 INDI PUT Long 5.00 None $0.16 0.40 $0.50 0.10 -0.05 0.40 0.56 5.25 4.75 0.16 $16.00 40.00 16 0.0 75.000 0.50 2023-11-01
INDI231215P00005000 INDI PUT Long 5.00 None $0.16 0.40 $0.36 0.07 -0.02 0.40 0.56 5.25 4.89 0.16 $16.00 40.00 15 0.0 75.000 0.36 2023-10-31
INDI231215P00005000 INDI PUT Long 5.00 None $0.16 0.40 $0.40 0.08 -0.02 0.40 0.56 5.25 4.85 0.16 $16.00 40.00 14 0.0 2.000 0.40 2023-10-30
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $0.20 0.04 0.03 0.40 0.40 5.25 5.05 0.00 $0.00 40.00 11 0.0 2.000 0.20 2023-10-27
INDI231215P00005000 INDI PUT Long 5.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: 0.02 $0.00 0.00 $0.02 0.00 -0.66 0.40 0.40 5.25 5.23 0.00 $0.00 40.00 10 0.0 2.000 0.02 2023-10-26
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $0.29 0.06 -0.05 0.40 0.40 5.25 4.96 0.00 $0.00 40.00 9 0.0 2.000 0.29 2023-10-25
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $-0.01 -0.00 -0.02 0.40 0.40 5.25 5.26 0.00 $0.00 40.00 8 0.0 1.000 -0.01 2023-10-24
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.40 0.40 5.25 5.25 0.00 $0.00 40.00 7 0.0 1.000 -0.00 2023-10-23
INDI231215P00005000 INDI PUT Long 5.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.40 0.40 5.25 5.25 0.00 $0.00 40.00 0 1.000 -0.00 2023-10-16

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