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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