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View Outliers PnL Drill-Down: INVZ240621P00001500

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
2024-05-08	INVZ	INVZ240621P00001500	1.50	8.0	9.000	1.219	0.362	0.0	0.2	0.000	0.120	0.320	0.35	1.30	2024-06-21	PUT	Long	0.383	0.414	0.161

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
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.16	0.46	$0.39	0.30	3.97	0.35	0.51	1.30	0.91	0.16	$16.00	35.00	41	1.0	9.000	0.39	2024-06-18
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.16	0.46	$0.34	0.26	1.03	0.35	0.51	1.30	0.96	0.16	$16.00	35.00	40	1.0	9.000	0.34	2024-06-17
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.16	0.46	$0.32	0.25	3.84	0.35	0.51	1.30	0.98	0.16	$16.00	35.00	37	1.0	9.000	0.32	2024-06-14
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.16	0.46	$0.31	0.24	1.41	0.35	0.51	1.30	0.99	0.16	$16.00	35.00	36	1.0	24.000	0.31	2024-06-13
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.16	0.46	$0.29	0.22	0.41	0.35	0.51	1.30	1.01	0.16	$16.00	35.00	35	1.0	24.000	0.29	2024-06-12
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.16	0.46	$0.29	0.22	0.34	0.35	0.51	1.30	1.01	0.16	$16.00	35.00	34	1.0	23.000	0.29	2024-06-11
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.28	0.22	0.50	0.35	0.45	1.30	1.02	0.10	$10.00	35.00	33	10.0	23.000	0.28	2024-06-10
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.24	0.18	0.69	0.35	0.45	1.30	1.06	0.10	$10.00	35.00	32	10.0	23.000	0.24	2024-06-09
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.24	0.18	0.47	0.35	0.45	1.30	1.06	0.10	$10.00	35.00	30	10.0	23.000	0.24	2024-06-07
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.30	0.23	0.44	0.35	0.45	1.30	1.00	0.10	$10.00	35.00	29	10.0	23.000	0.30	2024-06-06
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.28	0.22	1.00	0.35	0.45	1.30	1.02	0.10	$10.00	35.00	28	10.0	23.000	0.28	2024-06-05
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.29	0.22	2.34	0.35	0.45	1.30	1.01	0.10	$10.00	35.00	27	10.0	23.000	0.29	2024-06-04
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.27	0.21	-0.28	0.35	0.45	1.30	1.03	0.10	$10.00	35.00	26	10.0	23.000	0.27	2024-06-03
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.25	0.19	-0.72	0.35	0.45	1.30	1.05	0.10	$10.00	35.00	23	2.0	14.000	0.25	2024-05-31
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.19	0.15	2.62	0.35	0.45	1.30	1.11	0.10	$10.00	35.00	22	2.0	14.000	0.19	2024-05-30
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.21	0.16	0.09	0.35	0.45	1.30	1.09	0.10	$10.00	35.00	21	2.0	14.000	0.21	2024-05-29
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.15	0.12	0.06	0.35	0.45	1.30	1.15	0.10	$10.00	35.00	20	2.0	14.000	0.15	2024-05-28
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.19	0.15	1.97	0.35	0.45	1.30	1.11	0.10	$10.00	35.00	19	2.0	14.000	0.19	2024-05-27
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.19	0.15	-0.12	0.35	0.45	1.30	1.11	0.10	$10.00	35.00	16	2.0	14.000	0.19	2024-05-24
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.10	0.29	$0.22	0.17	-0.53	0.35	0.45	1.30	1.08	0.10	$10.00	35.00	15	1.0	14.000	0.22	2024-05-23
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.06	0.17	$0.19	0.15	0.09	0.35	0.41	1.30	1.11	0.06	$6.00	35.00	14	4.0	14.000	0.19	2024-05-22
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.01	0.03	$0.15	0.12	-0.11	0.35	0.36	1.30	1.15	0.01	$1.00	35.00	13	1.0	14.000	0.15	2024-05-21
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.00	0.00	$0.13	0.10	-1.22	0.35	0.35	1.30	1.17	0.00	$0.00	35.00	12	6.0	0.000	0.13	2024-05-20
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$-0.03	-0.09	$0.08	0.06	-0.16	0.35	0.32	1.30	1.22	-0.03	$-3.00	35.00	11	9.0	11.000	0.08	2024-05-19
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$-0.03	-0.09	$0.08	0.06	-0.17	0.35	0.32	1.30	1.22	-0.03	$-3.00	35.00	10	9.0	11.000	0.08	2024-05-18
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$-0.03	-0.09	$0.08	0.06	-0.18	0.35	0.32	1.30	1.22	-0.03	$-3.00	35.00	9	9.0	11.000	0.08	2024-05-17
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$-0.02	-0.06	$0.08	0.06	-0.20	0.35	0.33	1.30	1.22	-0.02	$-2.00	35.00	7	2.0	9.000	0.08	2024-05-15
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.00	0.00	$0.03	0.02	-0.33	0.35	0.35	1.30	1.27	0.00	$0.00	35.00	6	8.0	9.000	0.03	2024-05-14
INVZ240621P00001500	INVZ	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.10	0.08	-0.33	0.35	0.35	1.30	1.20	0.00	$0.00	35.00	5	8.0	9.000	0.10	2024-05-13
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.00	0.00	$0.12	0.09	-1.22	0.35	0.35	1.30	1.18	0.00	$0.00	35.00	4	8.0	9.000	0.12	2024-05-12
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.00	0.00	$0.03	0.02	1.50	0.35	0.35	1.30	1.27	0.00	$0.00	35.00	1	8.0	9.000	0.03	2024-05-09
INVZ240621P00001500	INVZ	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	1.30	1.30	0.00	$0.00	35.00	0	8.0	9.000	-0.00	2024-05-08

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