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View Outliers PnL Drill-Down: INO240216P00001000

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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
2023-12-26	INO	INO240216P00001000	1.00	10.0	79.000	3.469	0.329	0.0	0.5	-0.010	0.130	0.610	0.55	0.52	2024-02-16	PUT	Long	0.458	0.488	0.186
2024-01-09	INO	INO240216P00001000	1.00	6.0	144.000	1.203	0.395	0.0	0.1	0.000	0.070	0.210	0.26	0.86	2024-02-16	PUT	Long	0.434	0.458	0.162

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
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-6.22	-11.96	-2.97	0.55	0.45	0.52	6.74	-0.10	$-10.00	55.00	45	25.0	147.000	-6.22	2024-02-09
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-5.22	-10.04	-2.97	0.55	0.45	0.52	5.74	-0.10	$-10.00	55.00	44	25.0	147.000	-5.22	2024-02-08
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-4.77	-9.17	-2.97	0.55	0.45	0.52	5.29	-0.10	$-10.00	55.00	43	25.0	147.000	-4.77	2024-02-07
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-4.78	-9.19	-2.97	0.55	0.45	0.52	5.30	-0.10	$-10.00	55.00	42	25.0	147.000	-4.78	2024-02-06
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-4.38	-8.42	-2.97	0.55	0.45	0.52	4.90	-0.10	$-10.00	55.00	41	25.0	147.000	-4.38	2024-02-05
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-4.52	-8.69	-2.97	0.55	0.45	0.52	5.04	-0.10	$-10.00	55.00	40	25.0	147.000	-4.52	2024-02-04
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-4.52	-8.69	-2.47	0.55	0.45	0.52	5.04	-0.10	$-10.00	55.00	38	25.0	147.000	-4.52	2024-02-02
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-4.79	-9.21	-2.97	0.55	0.45	0.52	5.31	-0.10	$-10.00	55.00	37	25.0	147.000	-4.79	2024-02-01
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-4.87	-9.37	-2.97	0.55	0.45	0.52	5.39	-0.10	$-10.00	55.00	36	25.0	147.000	-4.87	2024-01-31
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-5.33	-10.25	-2.47	0.55	0.45	0.52	5.85	-0.10	$-10.00	55.00	35	25.0	147.000	-5.33	2024-01-30
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-5.72	-11.00	-2.47	0.55	0.45	0.52	6.24	-0.10	$-10.00	55.00	34	25.0	147.000	-5.72	2024-01-29
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-5.63	-10.83	-2.97	0.55	0.45	0.52	6.15	-0.10	$-10.00	55.00	33	25.0	147.000	-5.63	2024-01-28
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-5.63	-10.83	-2.97	0.55	0.45	0.52	6.15	-0.10	$-10.00	55.00	32	25.0	147.000	-5.63	2024-01-27
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-5.63	-10.83	-2.97	0.55	0.45	0.52	6.15	-0.10	$-10.00	55.00	31	25.0	147.000	-5.63	2024-01-26
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-6.27	-12.06	-2.97	0.55	0.45	0.52	6.79	-0.10	$-10.00	55.00	30	25.0	147.000	-6.27	2024-01-25
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.10	-0.18	$-0.06	-0.12	-2.34	0.55	0.45	0.52	0.58	-0.10	$-10.00	55.00	29	25.0	147.000	-0.06	2024-01-24
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.13	-0.24	$-0.08	-0.15	-1.66	0.55	0.42	0.52	0.60	-0.13	$-13.00	55.00	28	1.0	146.000	-0.08	2024-01-23
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.17	-0.31	$-0.17	-0.33	-1.81	0.55	0.38	0.52	0.69	-0.17	$-17.00	55.00	27	10.0	146.000	-0.17	2024-01-22
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.15	-0.27	$-0.15	-0.29	-2.09	0.55	0.40	0.52	0.67	-0.15	$-15.00	55.00	24	1.0	146.000	-0.15	2024-01-19
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.15	-0.27	$-0.20	-0.38	-1.66	0.55	0.40	0.52	0.72	-0.15	$-15.00	55.00	23	1.0	145.000	-0.20	2024-01-18
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.30	-0.55	$-0.18	-0.35	-1.48	0.55	0.25	0.52	0.70	-0.30	$-30.00	55.00	22	4.0	145.000	-0.18	2024-01-17
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.30	-0.55	$-0.22	-0.42	-1.56	0.55	0.25	0.52	0.74	-0.30	$-30.00	55.00	21	4.0	145.000	-0.22	2024-01-16
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.30	-0.55	$-0.25	-0.48	-1.75	0.55	0.25	0.52	0.77	-0.30	$-30.00	55.00	17	4.0	145.000	-0.25	2024-01-12
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.30	-0.55	$-0.36	-0.69	-2.11	0.55	0.25	0.52	0.88	-0.30	$-30.00	55.00	16	4.0	144.000	-0.36	2024-01-11
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.25	-0.45	$-0.35	-0.67	-1.75	0.55	0.30	0.52	0.87	-0.25	$-25.00	55.00	15	1.0	144.000	-0.35	2024-01-10
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.29	-0.53	$-0.34	-0.65	-2.27	0.55	0.26	0.52	0.86	-0.29	$-29.00	55.00	14	6.0	144.000	-0.34	2024-01-09
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.25	-0.45	$-0.22	-0.42	-2.30	0.55	0.30	0.52	0.74	-0.25	$-25.00	55.00	13	77.0	144.000	-0.22	2024-01-08
INO240216P00001000	INO	PUT	Long	1.00	None	$-0.25	-0.45	$-0.20	-0.38	-1.69	0.55	0.30	0.52	0.72	-0.25	$-25.00	55.00	10	77.0	79.000	-0.20	2024-01-05
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$-0.05	-0.10	0.66	0.55	0.55	0.52	0.57	0.00	$0.00	55.00	9	10.0	79.000	-0.05	2024-01-04
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.34	0.55	0.55	0.52	0.52	0.00	$0.00	55.00	8	10.0	79.000	-0.00	2024-01-03
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$-0.04	-0.08	0.53	0.55	0.55	0.52	0.56	0.00	$0.00	55.00	7	10.0	79.000	-0.04	2024-01-02
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.02	0.19	0.55	0.55	0.52	0.51	0.00	$0.00	55.00	6	10.0	79.000	0.01	2024-01-01
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.02	0.11	0.55	0.55	0.52	0.51	0.00	$0.00	55.00	4	10.0	79.000	0.01	2023-12-30
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.02	0.03	0.55	0.55	0.52	0.51	0.00	$0.00	55.00	3	10.0	79.000	0.01	2023-12-29
INO240216P00001000	INO	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.09	0.55	0.55	0.52	0.52	0.00	$0.00	55.00	2	10.0	79.000	-0.00	2023-12-28
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.02	0.00	0.55	0.55	0.52	0.51	0.00	$0.00	55.00	1	10.0	79.000	0.01	2023-12-27
INO240216P00001000	INO	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	0.52	0.52	0.00	$0.00	55.00	0	10.0	79.000	-0.00	2023-12-26

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