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View Outliers PnL Drill-Down: INVZ240119P00002000

View in yFinance: INVZ

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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
2023-11-17	INVZ	INVZ240119P00002000	2.00	50.0	2456.000	0.977	0.423	0.3	0.1	-0.010	0.400	0.200	0.23	2.19	2024-01-19	PUT	Long	0.410	0.444	0.184

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	INVZ	0.727	0.135	0.409	0.226	0.409	0.192	1.23	-5.914	0.0000	0.49	2.74	21	1y	0.65

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
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.04	0.17	$0.43	0.20	0.40	0.23	0.27	2.19	1.76	0.04	$4.00	23.00	62	164.0	2686.000	0.43	2024-01-18
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.01	-0.04	$0.40	0.18	1.09	0.23	0.22	2.19	1.79	-0.01	$-1.00	23.00	61	1.0	2686.000	0.40	2024-01-17
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.08	-0.35	$0.28	0.13	-0.10	0.23	0.15	2.19	1.91	-0.08	$-8.00	23.00	60	25.0	2690.000	0.28	2024-01-16
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.12	-0.52	$0.24	0.11	0.30	0.23	0.11	2.19	1.95	-0.12	$-12.00	23.00	56	12.0	2685.000	0.24	2024-01-12
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.18	-0.78	$0.05	0.02	0.05	0.23	0.05	2.19	2.14	-0.18	$-18.00	23.00	55	100.0	2685.000	0.05	2024-01-11
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.17	-0.74	$0.02	0.01	0.27	0.23	0.06	2.19	2.17	-0.17	$-17.00	23.00	54	25.0	2680.000	0.02	2024-01-10
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.18	-0.78	$-0.03	-0.01	0.13	0.23	0.05	2.19	2.22	-0.18	$-18.00	23.00	53	1.0	2679.000	-0.03	2024-01-09
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.17	-0.74	$-0.09	-0.04	0.46	0.23	0.06	2.19	2.28	-0.17	$-17.00	23.00	52	350.0	2404.000	-0.09	2024-01-08
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.17	-0.74	$-0.14	-0.06	0.16	0.23	0.06	2.19	2.33	-0.17	$-17.00	23.00	49	1.0	2404.000	-0.14	2024-01-05
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.16	-0.70	$-0.22	-0.10	-0.73	0.23	0.07	2.19	2.41	-0.16	$-16.00	23.00	48	6.0	2404.000	-0.22	2024-01-04
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.18	-0.78	$-0.26	-0.12	-0.73	0.23	0.05	2.19	2.45	-0.18	$-18.00	23.00	47	1.0	2408.000	-0.26	2024-01-03
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.13	-0.57	$-0.39	-0.18	-0.48	0.23	0.10	2.19	2.58	-0.13	$-13.00	23.00	46	378.0	2408.000	-0.39	2024-01-02
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.18	-0.78	$-0.34	-0.16	0.13	0.23	0.05	2.19	2.53	-0.18	$-18.00	23.00	45	1.0	2732.000	-0.34	2024-01-01
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.18	-0.78	$-0.34	-0.16	0.07	0.23	0.05	2.19	2.53	-0.18	$-18.00	23.00	43	1.0	2732.000	-0.34	2023-12-30
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.18	-0.78	$-0.34	-0.16	0.02	0.23	0.05	2.19	2.53	-0.18	$-18.00	23.00	42	1.0	2732.000	-0.34	2023-12-29
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.14	-0.61	$-0.49	-0.22	0.16	0.23	0.09	2.19	2.68	-0.14	$-14.00	23.00	41	57.0	2787.000	-0.49	2023-12-28
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.15	-0.65	$-0.54	-0.25	0.34	0.23	0.08	2.19	2.73	-0.15	$-15.00	23.00	40	5.0	2790.000	-0.54	2023-12-27
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.17	-0.74	$-0.36	-0.16	0.15	0.23	0.06	2.19	2.55	-0.17	$-17.00	23.00	39	1.0	2789.000	-0.36	2023-12-26
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.16	-0.70	$-0.41	-0.19	0.16	0.23	0.07	2.19	2.60	-0.16	$-16.00	23.00	38	25015.0	27782.000	-0.41	2023-12-25
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.16	-0.70	$-0.41	-0.19	0.13	0.23	0.07	2.19	2.60	-0.16	$-16.00	23.00	36	25015.0	27782.000	-0.41	2023-12-23
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.16	-0.70	$-0.41	-0.19	0.11	0.23	0.07	2.19	2.60	-0.16	$-16.00	23.00	35	25015.0	27782.000	-0.41	2023-12-22
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.13	-0.57	$-0.40	-0.18	0.09	0.23	0.10	2.19	2.59	-0.13	$-13.00	23.00	34	16.0	27783.000	-0.40	2023-12-21
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.14	-0.61	$-0.60	-0.27	0.23	0.23	0.09	2.19	2.79	-0.14	$-14.00	23.00	33	102.0	27790.000	-0.60	2023-12-20
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.13	-0.57	$-0.46	-0.21	0.23	0.23	0.10	2.19	2.65	-0.13	$-13.00	23.00	32	37.0	27790.000	-0.46	2023-12-19
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.13	-0.57	$-0.36	-0.16	0.01	0.23	0.10	2.19	2.55	-0.13	$-13.00	23.00	31	37.0	27786.000	-0.36	2023-12-18
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.15	-0.65	$-0.47	-0.21	0.19	0.23	0.08	2.19	2.66	-0.15	$-15.00	23.00	29	54.0	27752.000	-0.47	2023-12-16
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.17	-0.74	$-0.47	-0.21	0.04	0.23	0.06	2.19	2.66	-0.17	$-17.00	23.00	28	28.0	27752.000	-0.47	2023-12-15
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.14	-0.61	$-0.69	-0.32	0.18	0.23	0.09	2.19	2.88	-0.14	$-14.00	23.00	27	158.0	27880.000	-0.69	2023-12-14
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.11	-0.48	$-0.33	-0.15	0.24	0.23	0.12	2.19	2.52	-0.11	$-11.00	23.00	26	114.0	27789.000	-0.33	2023-12-13
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.13	-0.57	$-0.41	-0.19	0.19	0.23	0.10	2.19	2.60	-0.13	$-13.00	23.00	25	25236.0	0.000	-0.41	2023-12-12
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$-0.03	-0.13	$-0.11	-0.05	0.20	0.23	0.20	2.19	2.30	-0.03	$-3.00	23.00	24	672.0	2545.000	-0.11	2023-12-11
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.12	0.52	$0.39	0.18	-0.06	0.23	0.35	2.19	1.80	0.12	$12.00	23.00	21	8.0	2537.000	0.39	2023-12-08
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.12	0.52	$0.40	0.18	-0.09	0.23	0.35	2.19	1.79	0.12	$12.00	23.00	20	20.0	2537.000	0.40	2023-12-07
INVZ240119P00002000	INVZ	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.12	0.52	$0.40	0.18	-0.01	0.23	0.35	2.19	1.79	0.12	$12.00	23.00	19	0.0	2517.000	0.40	2023-12-06
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.44	0.20	-0.01	0.23	0.32	2.19	1.75	0.09	$9.00	23.00	18	0.0	2517.000	0.44	2023-12-05
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.40	0.18	-0.02	0.23	0.32	2.19	1.79	0.09	$9.00	23.00	17	0.0	2517.000	0.40	2023-12-04
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.41	0.19	-0.06	0.23	0.32	2.19	1.78	0.09	$9.00	23.00	16	0.0	2517.000	0.41	2023-12-03
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.41	0.19	-0.07	0.23	0.32	2.19	1.78	0.09	$9.00	23.00	15	0.0	2517.000	0.41	2023-12-02
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.41	0.19	0.12	0.23	0.32	2.19	1.78	0.09	$9.00	23.00	14	0.0	2517.000	0.41	2023-12-01
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.48	0.22	-0.06	0.23	0.32	2.19	1.71	0.09	$9.00	23.00	13	0.0	2517.000	0.48	2023-11-30
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.41	0.19	0.01	0.23	0.32	2.19	1.78	0.09	$9.00	23.00	12	0.0	2517.000	0.41	2023-11-29
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.38	0.17	-0.04	0.23	0.32	2.19	1.81	0.09	$9.00	23.00	11	0.0	2517.000	0.38	2023-11-28
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.44	0.20	-0.06	0.23	0.32	2.19	1.75	0.09	$9.00	23.00	10	0.0	2517.000	0.44	2023-11-27
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.20	0.09	-0.11	0.23	0.32	2.19	1.99	0.09	$9.00	23.00	7	0.0	0.000	0.20	2023-11-24
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.09	0.39	$0.27	0.12	-0.98	0.23	0.32	2.19	1.92	0.09	$9.00	23.00	6	0.0	0.000	0.27	2023-11-23
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.06	0.26	$0.31	0.14	0.44	0.23	0.29	2.19	1.88	0.06	$6.00	23.00	5	0.0	2516.000	0.31	2023-11-22
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.06	0.26	$0.27	0.12	-0.07	0.23	0.29	2.19	1.92	0.06	$6.00	23.00	4	0.0	2506.000	0.27	2023-11-21
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.00	0.00	$0.13	0.06	-0.05	0.23	0.23	2.19	2.06	0.00	$0.00	23.00	3	0.0	2506.000	0.13	2023-11-20
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.01	0.23	0.23	2.19	2.19	0.00	$0.00	23.00	2	0.0	2456.000	-0.00	2023-11-19
INVZ240119P00002000	INVZ	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.23	0.23	2.19	2.19	0.00	$0.00	23.00	0	0.0	2456.000	-0.00	2023-11-17

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