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View Outliers PnL Drill-Down: INVZ241018P00000500

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
2024-09-12	INVZ	INVZ241018P00000500	0.50	6.0	73.000	2.031	0.342	0.2	0.0	-0.010	0.250	0.070	0.05	0.68	2024-10-18	PUT	Long	0.332	0.383	0.198

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
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.07	-0.10	2.84	0.05	0.05	0.68	0.75	0.00	$0.00	5.00	34	100.0	178.000	-0.07	2024-10-16
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.09	-0.13	1.84	0.05	0.04	0.68	0.77	-0.01	$-1.00	5.00	32	1.0	78.000	-0.09	2024-10-14
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.12	-0.18	1.16	0.05	0.04	0.68	0.80	-0.01	$-1.00	5.00	29	1.0	78.000	-0.12	2024-10-11
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.10	-0.15	0.84	0.05	0.04	0.68	0.78	-0.01	$-1.00	5.00	28	1.0	78.000	-0.10	2024-10-10
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.12	-0.18	8.09	0.05	0.04	0.68	0.80	-0.01	$-1.00	5.00	27	1.0	78.000	-0.12	2024-10-09
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.15	-0.22	0.72	0.05	0.04	0.68	0.83	-0.01	$-1.00	5.00	25	1.0	78.000	-0.15	2024-10-07
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.14	-0.21	5.84	0.05	0.04	0.68	0.82	-0.01	$-1.00	5.00	23	1.0	78.000	-0.14	2024-10-05
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.14	-0.21	5.59	0.05	0.04	0.68	0.82	-0.01	$-1.00	5.00	22	1.0	78.000	-0.14	2024-10-04
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.14	-0.21	0.28	0.05	0.04	0.68	0.82	-0.01	$-1.00	5.00	21	1.0	78.000	-0.14	2024-10-03
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.13	-0.19	0.16	0.05	0.04	0.68	0.81	-0.01	$-1.00	5.00	20	1.0	78.000	-0.13	2024-10-02
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.14	-0.21	0.16	0.05	0.04	0.68	0.82	-0.01	$-1.00	5.00	19	1.0	78.000	-0.14	2024-10-01
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.15	-0.22	0.16	0.05	0.04	0.68	0.83	-0.01	$-1.00	5.00	18	1.0	78.000	-0.15	2024-09-30
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.11	-0.16	-1.53	0.05	0.04	0.68	0.79	-0.01	$-1.00	5.00	17	1.0	78.000	-0.11	2024-09-29
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.11	-0.16	1.62	0.05	0.04	0.68	0.79	-0.01	$-1.00	5.00	16	1.0	78.000	-0.11	2024-09-28
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.01	-0.20	$-0.11	-0.16	1.53	0.05	0.04	0.68	0.79	-0.01	$-1.00	5.00	15	1.0	78.000	-0.11	2024-09-27
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$-0.04	-0.80	$-0.10	-0.15	-0.22	0.05	0.01	0.68	0.78	-0.04	$-4.00	5.00	14	5.0	78.000	-0.10	2024-09-26
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.06	-0.09	-0.38	0.05	0.05	0.68	0.74	0.00	$0.00	5.00	13	6.0	73.000	-0.06	2024-09-25
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.04	-0.06	-0.47	0.05	0.05	0.68	0.72	0.00	$0.00	5.00	12	6.0	73.000	-0.04	2024-09-24
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.04	-0.06	-0.50	0.05	0.05	0.68	0.72	0.00	$0.00	5.00	11	6.0	73.000	-0.04	2024-09-23
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.07	-1.53	0.05	0.05	0.68	0.73	0.00	$0.00	5.00	10	6.0	0.000	-0.05	2024-09-22
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.07	-0.56	0.05	0.05	0.68	0.73	0.00	$0.00	5.00	8	6.0	73.000	-0.05	2024-09-20
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.08	-0.12	-0.47	0.05	0.05	0.68	0.76	0.00	$0.00	5.00	7	6.0	73.000	-0.08	2024-09-19
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.07	-0.56	0.05	0.05	0.68	0.73	0.00	$0.00	5.00	6	6.0	73.000	-0.05	2024-09-18
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.07	-0.12	0.05	0.05	0.68	0.73	0.00	$0.00	5.00	5	6.0	73.000	-0.05	2024-09-17
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.07	-0.10	-0.56	0.05	0.05	0.68	0.75	0.00	$0.00	5.00	4	6.0	73.000	-0.07	2024-09-16
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.11	-0.16	-0.03	0.05	0.05	0.68	0.79	0.00	$0.00	5.00	2	6.0	73.000	-0.11	2024-09-14
INVZ241018P00000500	INVZ	PUT	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.12	$0.00	0.00	$-0.11	-0.16	-0.56	0.05	0.05	0.68	0.79	0.00	$0.00	5.00	1	6.0	73.000	-0.11	2024-09-13
INVZ241018P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	0.68	0.68	0.00	$0.00	5.00	0	6.0	73.000	-0.00	2024-09-12

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