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View Outliers PnL Drill-Down: IOVA231215P00005000

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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
2023-11-14 IOVA IOVA231215P00005000 5.00 2.0 4518.000 0.828 0.305 0.1 0.3 -0.010 0.290 0.560 0.62 4.71 2023-12-15 PUT Long 0.410 0.443 0.169

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis 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
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-2.96 -0.62 -0.24 0.56 0.05 4.75 7.71 -0.51 $-51.00 56.00 29 63.0 8796.000 -2.96 2023-12-14
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-2.60 -0.55 2.73 0.56 0.05 4.75 7.35 -0.51 $-51.00 56.00 28 63.0 8796.000 -2.60 2023-12-13
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-1.64 -0.35 1.30 0.56 0.05 4.75 6.39 -0.51 $-51.00 56.00 27 63.0 0.000 -1.64 2023-12-12
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-1.50 -0.32 1.37 0.56 0.05 4.75 6.25 -0.51 $-51.00 56.00 26 1.0 8797.000 -1.50 2023-12-11
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.52 -0.93 $-1.65 -0.35 1.20 0.56 0.04 4.75 6.40 -0.52 $-52.00 56.00 23 14.0 8797.000 -1.65 2023-12-08
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.52 -0.93 $-1.98 -0.42 0.90 0.56 0.04 4.75 6.73 -0.52 $-52.00 56.00 22 14.0 8797.000 -1.98 2023-12-07
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.52 -0.93 $-1.63 -0.34 0.88 0.56 0.04 4.75 6.38 -0.52 $-52.00 56.00 21 0.0 8810.000 -1.63 2023-12-06
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-1.52 -0.32 0.13 0.56 0.05 4.75 6.27 -0.51 $-51.00 56.00 20 0.0 8810.000 -1.52 2023-12-05
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-1.89 -0.40 0.24 0.56 0.05 4.75 6.64 -0.51 $-51.00 56.00 19 0.0 8809.000 -1.89 2023-12-04
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-1.51 -0.32 0.33 0.56 0.05 4.75 6.26 -0.51 $-51.00 56.00 18 0.0 8818.000 -1.51 2023-12-03
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-1.51 -0.32 0.29 0.56 0.05 4.75 6.26 -0.51 $-51.00 56.00 17 0.0 8818.000 -1.51 2023-12-02
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.51 -0.91 $-1.51 -0.32 0.25 0.56 0.05 4.75 6.26 -0.51 $-51.00 56.00 16 0.0 8818.000 -1.51 2023-12-01
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.46 -0.82 $-1.32 -0.28 0.23 0.56 0.10 4.75 6.07 -0.46 $-46.00 56.00 15 0.0 8823.000 -1.32 2023-11-30
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.41 -0.73 $-0.93 -0.20 0.09 0.56 0.15 4.75 5.68 -0.41 $-41.00 56.00 14 0.0 8811.000 -0.93 2023-11-29
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.38 -0.68 $-0.82 -0.17 0.11 0.56 0.18 4.75 5.57 -0.38 $-38.00 56.00 13 0.0 6685.000 -0.82 2023-11-28
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.36 -0.64 $-0.74 -0.16 0.18 0.56 0.20 4.75 5.49 -0.36 $-36.00 56.00 12 0.0 6685.000 -0.74 2023-11-27
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.41 -0.73 $-1.04 -0.22 0.17 0.56 0.15 4.75 5.79 -0.41 $-41.00 56.00 9 0.0 0.000 -1.04 2023-11-24
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.26 -0.46 $-0.65 -0.14 -0.62 0.56 0.30 4.75 5.40 -0.26 $-26.00 56.00 8 0.0 0.000 -0.65 2023-11-23
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.26 -0.46 $-0.61 -0.13 0.22 0.56 0.30 4.75 5.36 -0.26 $-26.00 56.00 7 0.0 6577.000 -0.61 2023-11-22
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.21 -0.38 $-0.42 -0.09 0.18 0.56 0.35 4.75 5.17 -0.21 $-21.00 56.00 6 0.0 4539.000 -0.42 2023-11-21
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.21 -0.38 $-0.74 -0.16 0.28 0.56 0.35 4.75 5.49 -0.21 $-21.00 56.00 5 0.0 4512.000 -0.74 2023-11-20
IOVA231215P00005000 IOVA PUT Long 5.00 None $-0.11 -0.20 $-0.30 -0.06 0.09 0.56 0.45 4.75 5.05 -0.11 $-11.00 56.00 4 0.0 4532.000 -0.30 2023-11-19
IOVA231215P00005000 IOVA PUT Long 5.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.22 $-0.11 -0.20 $-0.30 -0.06 0.07 0.56 0.45 4.75 5.05 -0.11 $-11.00 56.00 2 0.0 4532.000 -0.30 2023-11-17
IOVA231215P00005000 IOVA PUT Long 5.00 None $0.19 0.34 $0.35 0.07 0.03 0.56 0.75 4.75 4.40 0.19 $19.00 56.00 1 0.0 4530.000 0.35 2023-11-16
IOVA231215P00005000 IOVA PUT Long 5.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.56 0.56 4.75 4.75 0.00 $0.00 56.00 0 0.0 4520.000 -0.00 2023-11-15

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