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View Outliers PnL Drill-Down: INO231117P00000500

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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
2023-10-10	INO	INO231117P00000500	0.50	11.0	71.000	2.438	0.396	0.0	0.0	-0.060	0.140	0.130	0.10	0.51	2023-11-17	PUT	Long	0.303	0.463	0.406

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
INO231117P00000500	INO	PUT	Long	0.50	None	$-0.02	-0.20	$0.10	0.20	1.81	0.10	0.08	0.51	0.41	-0.02	$-2.00	10.00	37	0.0	144.000	0.10	2023-11-16
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.13	0.25	3.44	0.10	0.15	0.51	0.38	0.05	$5.00	10.00	36	0.0	144.000	0.13	2023-11-15
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.13	0.25	2.06	0.10	0.15	0.51	0.38	0.05	$5.00	10.00	35	0.0	143.000	0.13	2023-11-14
INO231117P00000500	INO	PUT	Long	0.50	None	$0.09	0.90	$0.16	0.31	3.19	0.10	0.19	0.51	0.35	0.09	$9.00	10.00	34	0.0	147.000	0.16	2023-11-13
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.16	0.31	1.50	0.10	0.15	0.51	0.35	0.05	$5.00	10.00	31	0.0	147.000	0.16	2023-11-10
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.15	0.29	-2.44	0.10	0.15	0.51	0.36	0.05	$5.00	10.00	30	0.0	0.000	0.15	2023-11-09
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.15	0.29	-0.19	0.10	0.15	0.51	0.36	0.05	$5.00	10.00	29	0.0	147.000	0.15	2023-11-08
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.13	0.25	-1.06	0.10	0.10	0.51	0.38	0.00	$0.00	10.00	28	0.0	247.000	0.13	2023-11-07
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.12	0.24	-0.56	0.10	0.10	0.51	0.39	0.00	$0.00	10.00	27	0.0	246.000	0.12	2023-11-06
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.12	0.24	-0.56	0.10	0.10	0.51	0.39	0.00	$0.00	10.00	26	0.0	246.000	0.12	2023-11-05
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.11	0.22	-0.81	0.10	0.15	0.51	0.40	0.05	$5.00	10.00	24	0.0	146.000	0.11	2023-11-03
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.12	0.24	-0.94	0.10	0.15	0.51	0.39	0.05	$5.00	10.00	23	0.0	146.000	0.12	2023-11-02
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.14	0.27	-1.94	0.10	0.15	0.51	0.37	0.05	$5.00	10.00	22	0.0	146.000	0.14	2023-11-01
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.15	0.29	-0.81	0.10	0.15	0.51	0.36	0.05	$5.00	10.00	21	0.0	147.000	0.15	2023-10-31
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.14	0.27	0.94	0.10	0.10	0.51	0.37	0.00	$0.00	10.00	20	0.0	146.000	0.14	2023-10-30
INO231117P00000500	INO	PUT	Long	0.50	None	$0.05	0.50	$0.14	0.27	-0.88	0.10	0.15	0.51	0.37	0.05	$5.00	10.00	17	0.0	147.000	0.14	2023-10-27
INO231117P00000500	INO	PUT	Long	0.50	None	$0.06	0.60	$0.13	0.25	-2.44	0.10	0.16	0.51	0.38	0.06	$6.00	10.00	16	0.0	147.000	0.13	2023-10-26
INO231117P00000500	INO	PUT	Long	0.50	None	$0.06	0.60	$0.12	0.24	-1.25	0.10	0.16	0.51	0.39	0.06	$6.00	10.00	15	0.0	147.000	0.12	2023-10-25
INO231117P00000500	INO	PUT	Long	0.50	Underlying has moved in favorable position (0.2156862745098039215686274510) and there is OP activity;Exit OP PnL: $0.05;Exit EQ PnL: 0.11	$0.05	0.50	$0.11	0.22	-1.12	0.10	0.15	0.51	0.40	0.05	$5.00	10.00	14	0.0	146.000	0.11	2023-10-24
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.09	0.18	-0.75	0.10	0.10	0.51	0.42	0.00	$0.00	10.00	13	0.0	135.000	0.09	2023-10-23
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.10	-0.50	0.10	0.10	0.51	0.46	0.00	$0.00	10.00	9	0.0	135.000	0.05	2023-10-19
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.10	-1.00	0.10	0.10	0.51	0.46	0.00	$0.00	10.00	8	0.0	136.000	0.05	2023-10-18
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$0.02	0.04	-1.25	0.10	0.10	0.51	0.49	0.00	$0.00	10.00	7	0.0	136.000	0.02	2023-10-17
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.02	-1.03	0.10	0.10	0.51	0.52	0.00	$0.00	10.00	6	0.0	136.000	-0.01	2023-10-16
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	-0.72	0.10	0.10	0.51	0.51	0.00	$0.00	10.00	4	0.0	135.000	-0.00	2023-10-14
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	-0.72	0.10	0.10	0.51	0.51	0.00	$0.00	10.00	3	0.0	135.000	-0.00	2023-10-13
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.04	-0.25	0.10	0.10	0.51	0.53	0.00	$0.00	10.00	1	0.0	82.000	-0.02	2023-10-11
INO231117P00000500	INO	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	0.51	0.51	0.00	$0.00	10.00	0	11.0	71.000	-0.00	2023-10-10

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