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View Outliers PnL Drill-Down: INVZ250117P00000500

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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
2024-11-01	INVZ	INVZ250117P00000500	0.50	5.0	38.000	1.125	0.426	0.2	0.0	0.000	0.230	0.040	0.07	0.69	2025-01-17	PUT	Long	0.371	0.388	0.117
2024-11-25	INVZ	INVZ250117P00000500	0.50	5.0	38.000	1.688	0.423	0.2	0.0	-0.020	0.240	0.060	0.07	0.69	2025-01-17	PUT	Long	0.411	0.485	0.285

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
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$-0.06	-0.86	$-0.48	-0.72	1.28	0.07	0.01	0.67	1.15	-0.06	$-6.00	7.00	49	1.0	159.000	-0.48	2024-12-20
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$-0.06	-0.86	$-0.38	-0.57	1.09	0.07	0.01	0.67	1.05	-0.06	$-6.00	7.00	48	1.0	159.000	-0.38	2024-12-19
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$-0.06	-0.86	$-0.48	-0.72	1.22	0.07	0.01	0.67	1.15	-0.06	$-6.00	7.00	47	100.0	59.000	-0.48	2024-12-18
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$-0.03	-0.43	$-0.56	-0.84	1.28	0.07	0.04	0.67	1.23	-0.03	$-3.00	7.00	46	21.0	59.000	-0.56	2024-12-17
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$-0.03	-0.43	$-0.50	-0.75	1.16	0.07	0.04	0.67	1.17	-0.03	$-3.00	7.00	45	21.0	59.000	-0.50	2024-12-16
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$-0.03	-0.43	$-0.26	-0.39	0.69	0.07	0.04	0.67	0.93	-0.03	$-3.00	7.00	42	21.0	59.000	-0.26	2024-12-13
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$-0.03	-0.43	$-0.20	-0.30	-0.59	0.07	0.04	0.67	0.87	-0.03	$-3.00	7.00	41	21.0	0.000	-0.20	2024-12-12
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.06	-0.09	-0.59	0.07	0.07	0.67	0.73	0.00	$0.00	7.00	40	5.0	0.000	-0.06	2024-12-11
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	-0.84	0.07	0.07	0.67	0.68	0.00	$0.00	7.00	39	5.0	0.000	-0.01	2024-12-10
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.03	-0.59	0.07	0.07	0.67	0.69	0.00	$0.00	7.00	38	5.0	0.000	-0.02	2024-12-09
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	-0.84	0.07	0.07	0.67	0.68	0.00	$0.00	7.00	37	5.0	0.000	-0.01	2024-12-08
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	-0.84	0.07	0.07	0.67	0.68	0.00	$0.00	7.00	35	5.0	0.000	-0.01	2024-12-06
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.04	0.06	-0.84	0.07	0.07	0.67	0.63	0.00	$0.00	7.00	34	5.0	0.000	0.04	2024-12-05
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.01	0.01	-0.84	0.07	0.07	0.67	0.66	0.00	$0.00	7.00	33	5.0	0.000	0.01	2024-12-04
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	-0.84	0.07	0.07	0.67	0.67	0.00	$0.00	7.00	32	5.0	0.000	-0.00	2024-12-03
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.04	-0.06	-0.59	0.07	0.07	0.67	0.71	0.00	$0.00	7.00	31	5.0	0.000	-0.04	2024-12-02
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.09	-0.13	-0.59	0.07	0.07	0.67	0.76	0.00	$0.00	7.00	30	5.0	0.000	-0.09	2024-12-01
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.09	-0.13	-0.59	0.07	0.07	0.67	0.76	0.00	$0.00	7.00	29	5.0	0.000	-0.09	2024-11-30
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.04	-0.06	0.72	0.07	0.07	0.67	0.71	0.00	$0.00	7.00	27	5.0	38.000	-0.04	2024-11-28
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.04	-0.06	0.34	0.07	0.07	0.67	0.71	0.00	$0.00	7.00	26	5.0	38.000	-0.04	2024-11-27
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	0.25	0.07	0.07	0.67	0.68	0.00	$0.00	7.00	25	5.0	38.000	-0.01	2024-11-26
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.03	0.59	0.07	0.07	0.67	0.69	0.00	$0.00	7.00	24	5.0	38.000	-0.02	2024-11-25
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.14	0.21	0.38	0.07	0.07	0.67	0.53	0.00	$0.00	7.00	23	5.0	38.000	0.14	2024-11-24
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.14	0.21	0.36	0.07	0.07	0.67	0.53	0.00	$0.00	7.00	22	5.0	38.000	0.14	2024-11-23
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.14	0.21	0.03	0.07	0.07	0.67	0.53	0.00	$0.00	7.00	21	5.0	38.000	0.14	2024-11-22
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.14	0.21	0.00	0.07	0.07	0.67	0.53	0.00	$0.00	7.00	20	5.0	38.000	0.14	2024-11-21
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.15	0.22	-0.03	0.07	0.07	0.67	0.52	0.00	$0.00	7.00	19	5.0	38.000	0.15	2024-11-20
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.13	0.19	0.03	0.07	0.07	0.67	0.54	0.00	$0.00	7.00	18	5.0	38.000	0.13	2024-11-19
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.12	0.18	-0.27	0.07	0.07	0.67	0.55	0.00	$0.00	7.00	17	5.0	38.000	0.12	2024-11-18
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.18	0.27	0.08	0.07	0.07	0.67	0.49	0.00	$0.00	7.00	16	5.0	38.000	0.18	2024-11-17
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.18	0.27	0.06	0.07	0.07	0.67	0.49	0.00	$0.00	7.00	15	5.0	38.000	0.18	2024-11-16
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.18	0.27	0.38	0.07	0.07	0.67	0.49	0.00	$0.00	7.00	14	5.0	38.000	0.18	2024-11-15
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.17	0.25	-0.19	0.07	0.07	0.67	0.50	0.00	$0.00	7.00	13	5.0	38.000	0.17	2024-11-14
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.16	0.24	-0.12	0.07	0.07	0.67	0.51	0.00	$0.00	7.00	12	5.0	38.000	0.16	2024-11-13
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.09	0.13	-0.19	0.07	0.07	0.67	0.58	0.00	$0.00	7.00	11	5.0	38.000	0.09	2024-11-12
INVZ250117P00000500	INVZ	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.07	0.10	0.19	0.07	0.07	0.67	0.60	0.00	$0.00	7.00	10	5.0	38.000	0.07	2024-11-11
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.04	0.28	0.07	0.07	0.67	0.64	0.00	$0.00	7.00	9	5.0	38.000	0.03	2024-11-10
INVZ250117P00000500	INVZ	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.03	0.04	0.28	0.07	0.07	0.67	0.64	0.00	$0.00	7.00	8	5.0	38.000	0.03	2024-11-09
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.04	-0.02	0.07	0.07	0.67	0.64	0.00	$0.00	7.00	7	5.0	38.000	0.03	2024-11-08
INVZ250117P00000500	INVZ	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.02	0.03	2.72	0.07	0.07	0.67	0.65	0.00	$0.00	7.00	6	5.0	38.000	0.02	2024-11-07
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.04	-0.03	0.07	0.07	0.67	0.64	0.00	$0.00	7.00	5	5.0	38.000	0.03	2024-11-06
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.04	-0.05	0.07	0.07	0.67	0.64	0.00	$0.00	7.00	4	5.0	38.000	0.03	2024-11-05
INVZ250117P00000500	INVZ	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.03	0.04	-0.05	0.07	0.07	0.67	0.64	0.00	$0.00	7.00	3	5.0	38.000	0.03	2024-11-04
INVZ250117P00000500	INVZ	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.07	0.07	0.67	0.67	0.00	$0.00	7.00	0	5.0	38.000	-0.00	2024-11-01

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