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View Outliers PnL Drill-Down: INVZ240119P00002500

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
2023-12-11	INVZ	INVZ240119P00002500	2.50	11.0	2584.000	1.180	0.449	0.1	0.2	-0.020	0.240	0.430	0.50	2.30	2024-01-19	PUT	Long	0.428	0.496	0.278

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
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$0.32	0.64	$0.54	0.23	1.70	0.50	0.82	2.30	1.76	0.32	$32.00	50.00	38	192.0	2280.000	0.54	2024-01-18
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$0.20	0.40	$0.51	0.22	1.88	0.50	0.70	2.30	1.79	0.20	$20.00	50.00	37	22.0	2417.000	0.51	2024-01-17
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$0.06	0.12	$0.40	0.17	1.04	0.50	0.56	2.30	1.90	0.06	$6.00	50.00	36	1.0	2614.000	0.40	2024-01-16
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.05	-0.10	$0.35	0.15	0.55	0.50	0.45	2.30	1.95	-0.05	$-5.00	50.00	32	5.0	2619.000	0.35	2024-01-12
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.05	-0.10	$0.16	0.07	-0.09	0.50	0.45	2.30	2.14	-0.05	$-5.00	50.00	31	2.0	2621.000	0.16	2024-01-11
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.15	-0.30	$0.13	0.06	-0.15	0.50	0.35	2.30	2.17	-0.15	$-15.00	50.00	30	1008.0	3100.000	0.13	2024-01-10
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.15	-0.30	$0.08	0.03	-0.10	0.50	0.35	2.30	2.22	-0.15	$-15.00	50.00	29	2.0	3102.000	0.08	2024-01-09
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.10	-0.20	$0.02	0.01	0.34	0.50	0.40	2.30	2.28	-0.10	$-10.00	50.00	28	1073.0	2764.000	0.02	2024-01-08
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.18	-0.36	$-0.03	-0.01	0.00	0.50	0.32	2.30	2.33	-0.18	$-18.00	50.00	25	1.0	2765.000	-0.03	2024-01-05
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.23	-0.46	$-0.11	-0.05	-1.18	0.50	0.27	2.30	2.41	-0.23	$-23.00	50.00	24	108.0	2765.000	-0.11	2024-01-04
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.27	-0.54	$-0.15	-0.07	-1.18	0.50	0.23	2.30	2.45	-0.27	$-27.00	50.00	23	1.0	2666.000	-0.15	2024-01-03
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.29	-0.58	$-0.28	-0.12	-1.12	0.50	0.21	2.30	2.58	-0.29	$-29.00	50.00	22	1036.0	2666.000	-0.28	2024-01-02
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.25	-0.50	$-0.23	-0.10	-0.21	0.50	0.25	2.30	2.53	-0.25	$-25.00	50.00	21	511.0	2583.000	-0.23	2024-01-01
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.25	-0.50	$-0.23	-0.10	-0.27	0.50	0.25	2.30	2.53	-0.25	$-25.00	50.00	19	511.0	2583.000	-0.23	2023-12-30
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.25	-0.50	$-0.23	-0.10	-0.30	0.50	0.25	2.30	2.53	-0.25	$-25.00	50.00	18	511.0	2583.000	-0.23	2023-12-29
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.30	-0.60	$-0.38	-0.17	-0.07	0.50	0.20	2.30	2.68	-0.30	$-30.00	50.00	17	21.0	2604.000	-0.38	2023-12-28
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.32	-0.64	$-0.43	-0.19	-0.04	0.50	0.18	2.30	2.73	-0.32	$-32.00	50.00	16	32.0	2632.000	-0.43	2023-12-27
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.25	-0.50	$-0.25	-0.11	-0.13	0.50	0.25	2.30	2.55	-0.25	$-25.00	50.00	15	36.0	2596.000	-0.25	2023-12-26
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.21	-0.42	$-0.30	-0.13	-0.08	0.50	0.29	2.30	2.60	-0.21	$-21.00	50.00	14	21.0	2595.000	-0.30	2023-12-25
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.21	-0.42	$-0.30	-0.13	-0.12	0.50	0.29	2.30	2.60	-0.21	$-21.00	50.00	12	21.0	2595.000	-0.30	2023-12-23
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.21	-0.42	$-0.30	-0.13	-0.14	0.50	0.29	2.30	2.60	-0.21	$-21.00	50.00	11	21.0	2595.000	-0.30	2023-12-22
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.25	-0.50	$-0.29	-0.13	-0.17	0.50	0.25	2.30	2.59	-0.25	$-25.00	50.00	10	10.0	2589.000	-0.29	2023-12-21
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.35	-0.70	$-0.49	-0.21	-0.21	0.50	0.15	2.30	2.79	-0.35	$-35.00	50.00	9	65.0	2605.000	-0.49	2023-12-20
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.27	-0.54	$-0.35	-0.15	-0.21	0.50	0.23	2.30	2.65	-0.27	$-27.00	50.00	8	96.0	2605.000	-0.35	2023-12-19
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.15	-0.30	$-0.25	-0.11	-0.09	0.50	0.35	2.30	2.55	-0.15	$-15.00	50.00	7	54.0	2576.000	-0.25	2023-12-18
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.26	-0.52	$-0.36	-0.16	-0.24	0.50	0.24	2.30	2.66	-0.26	$-26.00	50.00	5	45.0	2549.000	-0.36	2023-12-16
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.27	-0.54	$-0.36	-0.16	-0.25	0.50	0.23	2.30	2.66	-0.27	$-27.00	50.00	4	44.0	2549.000	-0.36	2023-12-15
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.27	-0.54	$-0.58	-0.25	-0.04	0.50	0.23	2.30	2.88	-0.27	$-27.00	50.00	3	381.0	2720.000	-0.58	2023-12-14
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$-0.18	-0.36	$-0.22	-0.10	-0.14	0.50	0.32	2.30	2.52	-0.18	$-18.00	50.00	2	128.0	2831.000	-0.22	2023-12-13
INVZ240119P00002500	INVZ	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.12	$-0.18	-0.36	$-0.30	-0.13	-0.06	0.50	0.32	2.30	2.60	-0.18	$-18.00	50.00	1	270.0	0.000	-0.30	2023-12-12
INVZ240119P00002500	INVZ	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	2.30	2.30	0.00	$0.00	50.00	0	11.0	2584.000	-0.00	2023-12-11

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