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View Outliers PnL Drill-Down: INSM240719P00012500

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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
2024-05-28	INSM	INSM240719P00012500	12.50	251.0	7501.000	1.422	0.810	35.6	0.0	-0.750	35.630	0.010	0.01	48.06	2024-07-19	PUT	Long	0.181	0.812	1.185

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	INSM	1.000	0.088	0.812	0.174	0.138	0.013	73.85	-2.456	0.0000	22.00	79.01	21	1y	70.93

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
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-27.00	-0.56	7.70	0.01	0.02	48.06	75.06	0.01	$1.00	1.00	51	1.0	7316.000	-27.00	2024-07-18
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-27.48	-0.57	6.08	0.01	0.02	48.06	75.54	0.01	$1.00	1.00	50	1.0	7316.000	-27.48	2024-07-17
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-29.92	-0.62	5.14	0.01	0.02	48.06	77.98	0.01	$1.00	1.00	49	1.0	7316.000	-29.92	2024-07-16
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-29.41	-0.61	-0.92	0.01	0.02	48.06	77.47	0.01	$1.00	1.00	48	1.0	7316.000	-29.41	2024-07-15
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-28.65	-0.60	3.20	0.01	0.02	48.06	76.71	0.01	$1.00	1.00	45	1.0	7316.000	-28.65	2024-07-12
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-28.97	-0.60	2.95	0.01	0.02	48.06	77.03	0.01	$1.00	1.00	44	1.0	7316.000	-28.97	2024-07-11
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-25.04	-0.52	2.61	0.01	0.02	48.06	73.10	0.01	$1.00	1.00	43	1.0	7316.000	-25.04	2024-07-10
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-22.21	-0.46	2.36	0.01	0.02	48.06	70.27	0.01	$1.00	1.00	42	1.0	7316.000	-22.21	2024-07-09
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.01	1.00	$-21.99	-0.46	2.20	0.01	0.02	48.06	70.05	0.01	$1.00	1.00	41	1.0	7317.000	-21.99	2024-07-08
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.04	4.00	$-21.94	-0.46	1.83	0.01	0.05	48.06	70.00	0.04	$4.00	1.00	38	1.0	7317.000	-21.94	2024-07-05
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.04	4.00	$-13.94	-0.29	1.53	0.01	0.05	48.06	62.00	0.04	$4.00	1.00	37	1.0	0.000	-13.94	2024-07-04
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.04	4.00	$-13.94	-0.29	1.45	0.01	0.05	48.06	62.00	0.04	$4.00	1.00	36	1.0	0.000	-13.94	2024-07-03
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.04	4.00	$-16.44	-0.34	1.42	0.01	0.05	48.06	64.50	0.04	$4.00	1.00	35	1.0	7317.000	-16.44	2024-07-02
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.04	4.00	$-18.28	-0.38	1.39	0.01	0.05	48.06	66.34	0.04	$4.00	1.00	34	1.0	7317.000	-18.28	2024-07-01
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.04	4.00	$-18.94	-0.39	1.20	0.01	0.05	48.06	67.00	0.04	$4.00	1.00	31	1.0	7317.000	-18.94	2024-06-28
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.04	4.00	$-18.89	-0.39	1.14	0.01	0.05	48.06	66.95	0.04	$4.00	1.00	30	1.0	7317.000	-18.89	2024-06-27
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-21.77	-0.45	1.08	0.01	0.01	48.06	69.83	0.00	$0.00	1.00	28	1.0	7317.000	-21.77	2024-06-25
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-20.37	-0.42	1.02	0.01	0.01	48.06	68.43	0.00	$0.00	1.00	27	3.0	7319.000	-20.37	2024-06-24
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.03	3.00	$-17.52	-0.36	0.73	0.01	0.04	48.06	65.58	0.03	$3.00	1.00	21	2.0	7319.000	-17.52	2024-06-18
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.03	3.00	$-16.64	-0.35	0.67	0.01	0.04	48.06	64.70	0.03	$3.00	1.00	20	2.0	7319.000	-16.64	2024-06-17
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.03	3.00	$-15.86	-0.33	0.57	0.01	0.04	48.06	63.92	0.03	$3.00	1.00	17	2.0	7321.000	-15.86	2024-06-14
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-13.57	-0.28	-0.92	0.01	0.01	48.06	61.63	0.00	$0.00	1.00	16	3.0	7321.000	-13.57	2024-06-13
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-13.59	-0.28	0.48	0.01	0.01	48.06	61.65	0.00	$0.00	1.00	15	3.0	7324.000	-13.59	2024-06-12
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-13.81	-0.29	0.47	0.01	0.01	48.06	61.87	0.00	$0.00	1.00	14	2.0	7324.000	-13.81	2024-06-11
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.02	2.00	$-11.84	-0.25	0.41	0.01	0.03	48.06	59.90	0.02	$2.00	1.00	13	2.0	7324.000	-11.84	2024-06-10
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-8.79	-0.18	0.36	0.01	0.01	48.06	56.85	0.00	$0.00	1.00	12	1.0	7324.000	-8.79	2024-06-09
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-8.79	-0.18	0.30	0.01	0.01	48.06	56.85	0.00	$0.00	1.00	10	1.0	7324.000	-8.79	2024-06-07
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-9.11	-0.19	0.28	0.01	0.01	48.06	57.17	0.00	$0.00	1.00	9	1.0	7324.000	-9.11	2024-06-06
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-9.77	-0.20	0.28	0.01	0.01	48.06	57.83	0.00	$0.00	1.00	8	2.0	7324.000	-9.77	2024-06-05
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-8.94	-0.19	0.25	0.01	0.01	48.06	57.00	0.00	$0.00	1.00	7	2.0	7324.000	-8.94	2024-06-04
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-7.88	-0.16	0.21	0.01	0.01	48.06	55.94	0.00	$0.00	1.00	6	2.0	7324.000	-7.88	2024-06-03
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-6.99	-0.15	0.14	0.01	0.01	48.06	55.05	0.00	$0.00	1.00	3	2.0	7324.000	-6.99	2024-05-31
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.02	2.00	$-8.92	-0.19	0.16	0.01	0.03	48.06	56.98	0.02	$2.00	1.00	2	121.0	7321.000	-8.92	2024-05-30
INSM240719P00012500	INSM	PUT	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -1.74	$0.04	4.00	$-5.49	-0.11	0.09	0.01	0.05	48.06	53.55	0.04	$4.00	1.00	1	6.0	7313.000	-5.49	2024-05-29
INSM240719P00012500	INSM	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.01	0.01	48.06	48.06	0.00	$0.00	1.00	0	251.0	7501.000	-0.00	2024-05-28

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