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View Outliers PnL Drill-Down: INTC240906P00022000

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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
2024-08-02	INTC	INTC240906P00022000	22.00	378.0	238.000	0.563	0.334	0.6	1.1	0.050	1.190	1.620	1.80	21.48	2024-09-06	PUT	Short	0.163	0.344	-0.261

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	INTC	1.000	0.080	0.346	0.143	0.115	-0.045	20.44	0.031	0.0000	18.89	50.76	21	1y	23.56

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
INTC240906P00022000	INTC	PUT	Short	22.00	None	$-0.14	-0.06	$-0.43	-0.02	0.02	2.46	2.60	19.83	19.40	-0.14	$-14.00	2200.00	30	92.0	2659.000	-0.43	2024-09-05
INTC240906P00022000	INTC	PUT	Short	22.00	None	$-0.31	-0.13	$-0.40	-0.02	0.49	2.46	2.77	19.83	19.43	-0.31	$-31.00	2200.00	29	348.0	2957.000	-0.40	2024-09-04
INTC240906P00022000	INTC	PUT	Short	22.00	None	$1.96	0.80	$2.21	0.11	0.00	2.46	0.50	19.83	22.04	1.96	$196.00	2200.00	25	11170.0	388.000	2.21	2024-08-31
INTC240906P00022000	INTC	PUT	Short	22.00	None	$1.90	0.77	$2.21	0.11	-0.00	2.46	0.56	19.83	22.04	1.90	$190.00	2200.00	24	10382.0	388.000	2.21	2024-08-30
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.61	0.25	$0.30	0.02	-0.05	2.46	1.85	19.83	20.13	0.61	$61.00	2200.00	23	53.0	390.000	0.30	2024-08-29
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.12	0.05	$-0.22	-0.01	-0.48	2.46	2.34	19.83	19.61	0.12	$12.00	2200.00	22	120.0	396.000	-0.22	2024-08-28
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.48	0.20	$0.33	0.02	-0.48	2.46	1.98	19.83	20.16	0.48	$48.00	2200.00	21	51.0	322.000	0.33	2024-08-27
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.48	0.20	$0.30	0.02	-0.01	2.46	1.98	19.83	20.13	0.48	$48.00	2200.00	20	51.0	312.000	0.30	2024-08-26
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.72	0.29	$0.71	0.04	-0.05	2.46	1.74	19.83	20.54	0.72	$72.00	2200.00	19	10.0	314.000	0.71	2024-08-25
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.72	0.29	$0.71	0.04	-0.06	2.46	1.74	19.83	20.54	0.72	$72.00	2200.00	18	10.0	314.000	0.71	2024-08-24
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.72	0.29	$0.71	0.04	0.02	2.46	1.74	19.83	20.54	0.72	$72.00	2200.00	17	10.0	314.000	0.71	2024-08-23
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.80	0.33	$0.27	0.01	0.10	2.46	1.66	19.83	20.10	0.80	$80.00	2200.00	16	60.0	306.000	0.27	2024-08-22
INTC240906P00022000	INTC	PUT	Short	22.00	None	$1.42	0.58	$1.58	0.08	-0.10	2.46	1.04	19.83	21.41	1.42	$142.00	2200.00	15	146.0	277.000	1.58	2024-08-21
INTC240906P00022000	INTC	PUT	Short	22.00	None	$1.14	0.46	$1.16	0.06	-0.10	2.46	1.32	19.83	20.99	1.14	$114.00	2200.00	14	2.0	277.000	1.16	2024-08-20
INTC240906P00022000	INTC	PUT	Short	22.00	None	$1.41	0.57	$1.69	0.09	-0.06	2.46	1.05	19.83	21.52	1.41	$141.00	2200.00	13	44.0	239.000	1.69	2024-08-19
INTC240906P00022000	INTC	PUT	Short	22.00	None	$1.02	0.41	$1.04	0.05	-0.09	2.46	1.44	19.83	20.87	1.02	$102.00	2200.00	12	20.0	220.000	1.04	2024-08-18
INTC240906P00022000	INTC	PUT	Short	22.00	None	$1.02	0.41	$1.04	0.05	-0.10	2.46	1.44	19.83	20.87	1.02	$102.00	2200.00	11	20.0	220.000	1.04	2024-08-17
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.95	0.39	$1.04	0.05	0.13	2.46	1.51	19.83	20.87	0.95	$95.00	2200.00	10	19.0	220.000	1.04	2024-08-16
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.89	0.36	$0.86	0.04	-0.10	2.46	1.57	19.83	20.69	0.89	$89.00	2200.00	9	73.0	242.000	0.86	2024-08-15
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.40	0.16	$0.09	0.00	0.22	2.46	2.06	19.83	19.92	0.40	$40.00	2200.00	8	6.0	244.000	0.09	2024-08-14
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.21	0.09	$0.64	0.03	0.02	2.46	2.25	19.83	20.47	0.21	$21.00	2200.00	7	7.0	247.000	0.64	2024-08-13
INTC240906P00022000	INTC	PUT	Short	22.00	None	$-0.40	-0.16	$-0.47	-0.02	0.00	2.46	2.86	19.83	19.36	-0.40	$-40.00	2200.00	6	10.0	240.000	-0.47	2024-08-12
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.08	0.03	$-0.12	-0.01	0.02	2.46	2.38	19.83	19.71	0.08	$8.00	2200.00	3	15.0	234.000	-0.12	2024-08-09
INTC240906P00022000	INTC	PUT	Short	22.00	None	$0.46	0.19	$0.66	0.03	-0.05	2.46	2.00	19.83	20.49	0.46	$46.00	2200.00	2	127.0	245.000	0.66	2024-08-08
INTC240906P00022000	INTC	PUT	Short	22.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.19; Exit EQ PnL: -0.83	$-0.64	-0.26	$-0.84	-0.04	0.12	2.46	3.10	19.83	18.99	-0.64	$-64.00	2200.00	1	19.0	248.000	-0.84	2024-08-07
INTC240906P00022000	INTC	PUT	Short	22.00	None	$-0.00	-0.00	$0.00	0.00	0.00	2.46	2.46	19.83	19.83	-0.00	$-0.00	2200.00	0	17.0	245.000	0.00	2024-08-06

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