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View Outliers PnL Drill-Down: IP241220P00052500

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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
2024-10-31	IP	IP241220P00052500	52.50	15.0	4.000	0.301	0.161	3.5	0.2	-0.010	4.160	0.830	1.06	55.55	2024-12-20	PUT	Long	0.116	0.171	0.133

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	IP	0.727	0.036	0.144	0.084	0.049	-0.094	55.24	0.015	0.0000	32.97	59.57	21	1y	53.26

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
IP241220P00052500	IP	PUT	Long	52.50	None	$-1.00	-0.94	$1.70	0.03	0.03	1.06	0.06	55.55	53.85	-1.00	$-100.00	106.00	49	1.0	2041.000	1.70	2024-12-19
IP241220P00052500	IP	PUT	Long	52.50	None	$-1.01	-0.95	$1.94	0.03	-0.02	1.06	0.05	55.55	53.61	-1.01	$-101.00	106.00	48	20.0	2021.000	1.94	2024-12-18
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$0.31	0.01	0.08	1.06	0.15	55.55	55.24	-0.91	$-91.00	106.00	47	2.0	2021.000	0.31	2024-12-17
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$-0.22	-0.00	0.08	1.06	0.15	55.55	55.77	-0.91	$-91.00	106.00	46	2.0	2021.000	-0.22	2024-12-16
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$-0.01	-0.00	0.02	1.06	0.15	55.55	55.56	-0.91	$-91.00	106.00	43	2.0	2021.000	-0.01	2024-12-13
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$0.68	0.01	-0.02	1.06	0.15	55.55	54.87	-0.91	$-91.00	106.00	42	1.0	2021.000	0.68	2024-12-12
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$1.03	0.02	-0.02	1.06	0.15	55.55	54.52	-0.91	$-91.00	106.00	41	1.0	2021.000	1.03	2024-12-11
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$0.79	0.01	-0.03	1.06	0.15	55.55	54.76	-0.91	$-91.00	106.00	40	1.0	2021.000	0.79	2024-12-10
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.79	-0.75	$-0.24	-0.00	0.00	1.06	0.27	55.55	55.79	-0.79	$-79.00	106.00	39	1.0	2021.000	-0.24	2024-12-09
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.79	-0.75	$-1.23	-0.02	0.03	1.06	0.27	55.55	56.78	-0.79	$-79.00	106.00	38	1.0	2021.000	-1.23	2024-12-08
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.79	-0.75	$-1.21	-0.02	0.02	1.06	0.27	55.55	56.76	-0.79	$-79.00	106.00	36	1.0	2021.000	-1.21	2024-12-06
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.79	-0.75	$-1.17	-0.02	-0.02	1.06	0.27	55.55	56.72	-0.79	$-79.00	106.00	35	1.0	2021.000	-1.17	2024-12-05
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.79	-0.75	$-2.19	-0.04	0.02	1.06	0.27	55.55	57.74	-0.79	$-79.00	106.00	34	1.0	2021.000	-2.19	2024-12-04
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.79	-0.75	$-3.16	-0.06	0.05	1.06	0.27	55.55	58.71	-0.79	$-79.00	106.00	33	1.0	2021.000	-3.16	2024-12-03
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.79	-0.75	$-2.91	-0.05	0.03	1.06	0.27	55.55	58.46	-0.79	$-79.00	106.00	32	1.0	2022.000	-2.91	2024-12-02
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$-3.28	-0.06	-0.18	1.06	0.15	55.55	58.83	-0.91	$-91.00	106.00	31	2.0	0.000	-3.28	2024-12-01
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$-3.28	-0.06	0.24	1.06	0.15	55.55	58.83	-0.91	$-91.00	106.00	30	2.0	2022.000	-3.28	2024-11-30
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.91	-0.86	$-2.83	-0.05	0.07	1.06	0.15	55.55	58.38	-0.91	$-91.00	106.00	28	2.0	2024.000	-2.83	2024-11-28
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-3.29	-0.06	0.19	1.06	0.20	55.55	58.84	-0.86	$-86.00	106.00	27	1.0	2024.000	-3.29	2024-11-27
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-3.56	-0.06	0.09	1.06	0.20	55.55	59.11	-0.86	$-86.00	106.00	26	1.0	2024.000	-3.56	2024-11-26
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-4.00	-0.07	0.08	1.06	0.20	55.55	59.55	-0.86	$-86.00	106.00	25	1.0	2024.000	-4.00	2024-11-25
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-3.77	-0.07	0.20	1.06	0.20	55.55	59.32	-0.86	$-86.00	106.00	24	1.0	2024.000	-3.77	2024-11-24
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-3.77	-0.07	0.19	1.06	0.20	55.55	59.32	-0.86	$-86.00	106.00	23	1.0	2024.000	-3.77	2024-11-23
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-3.76	-0.07	0.18	1.06	0.20	55.55	59.31	-0.86	$-86.00	106.00	22	1.0	2024.000	-3.76	2024-11-22
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-3.63	-0.07	0.15	1.06	0.20	55.55	59.18	-0.86	$-86.00	106.00	21	1.0	2024.000	-3.63	2024-11-21
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.86	-0.81	$-3.28	-0.06	0.10	1.06	0.20	55.55	58.83	-0.86	$-86.00	106.00	20	1.0	2025.000	-3.28	2024-11-20
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.81	-0.76	$-2.29	-0.04	0.12	1.06	0.25	55.55	57.84	-0.81	$-81.00	106.00	19	3.0	2024.000	-2.29	2024-11-19
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.66	-0.62	$-2.16	-0.04	0.00	1.06	0.40	55.55	57.71	-0.66	$-66.00	106.00	18	1.0	2023.000	-2.16	2024-11-18
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.45	-0.42	$-2.03	-0.04	0.02	1.06	0.61	55.55	57.58	-0.45	$-45.00	106.00	17	1.0	2023.000	-2.03	2024-11-17
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.45	-0.42	$-2.03	-0.04	0.02	1.06	0.61	55.55	57.58	-0.45	$-45.00	106.00	16	1.0	2023.000	-2.03	2024-11-16
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.45	-0.42	$-2.03	-0.04	0.01	1.06	0.61	55.55	57.58	-0.45	$-45.00	106.00	15	1.0	2023.000	-2.03	2024-11-15
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.45	-0.42	$-1.37	-0.02	0.00	1.06	0.61	55.55	56.92	-0.45	$-45.00	106.00	14	1.0	2023.000	-1.37	2024-11-14
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.70	-0.66	$-0.83	-0.01	-0.00	1.06	0.36	55.55	56.38	-0.70	$-70.00	106.00	13	12.0	2023.000	-0.83	2024-11-13
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.70	-0.66	$-1.75	-0.03	0.00	1.06	0.36	55.55	57.30	-0.70	$-70.00	106.00	12	12.0	2023.000	-1.75	2024-11-12
IP241220P00052500	IP	PUT	Long	52.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.70	-0.66	$-2.11	-0.04	-0.01	1.06	0.36	55.55	57.66	-0.70	$-70.00	106.00	11	12.0	2030.000	-2.11	2024-11-11
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.71	-0.67	$-1.83	-0.03	0.00	1.06	0.35	55.55	57.38	-0.71	$-71.00	106.00	10	1.0	2030.000	-1.83	2024-11-10
IP241220P00052500	IP	PUT	Long	52.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.71	-0.67	$-1.83	-0.03	0.00	1.06	0.35	55.55	57.38	-0.71	$-71.00	106.00	9	1.0	2030.000	-1.83	2024-11-09
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.71	-0.67	$-2.25	-0.04	0.01	1.06	0.35	55.55	57.80	-0.71	$-71.00	106.00	8	1.0	2030.000	-2.25	2024-11-08
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.71	-0.67	$-2.86	-0.05	-0.00	1.06	0.35	55.55	58.41	-0.71	$-71.00	106.00	7	1.0	2029.000	-2.86	2024-11-07
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.51	-0.48	$-3.27	-0.06	-0.00	1.06	0.55	55.55	58.82	-0.51	$-51.00	106.00	6	2001.0	2029.000	-3.27	2024-11-06
IP241220P00052500	IP	PUT	Long	52.50	None	$-0.51	-0.48	$-2.02	-0.04	0.00	1.06	0.55	55.55	57.57	-0.51	$-51.00	106.00	5	2001.0	29.000	-2.02	2024-11-05
IP241220P00052500	IP	PUT	Long	52.50	Exit OP PnL: $-0.41;Exit EQ PnL: -1.10; Position is Long and position continued to lose. Latest OP price is: $0.65 (EQ: $56.65). Initial OP price was: $1.06 (EQ: $55.55). Surpassed Stop Loss Percentage: -0.3867924528301886792452830189 < -0.16.	$-0.41	-0.39	$-1.05	-0.02	-0.01	1.06	0.65	55.55	56.60	-0.41	$-41.00	106.00	4	9.0	22.000	-1.05	2024-11-04
IP241220P00052500	IP	PUT	Long	52.50	None	$0.13	0.12	$-0.20	-0.00	0.00	1.06	1.19	55.55	55.75	0.13	$13.00	106.00	1	11.0	12.000	-0.20	2024-11-01
IP241220P00052500	IP	PUT	Long	52.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.06	1.06	55.55	55.55	0.00	$0.00	106.00	0	15.0	4.000	-0.00	2024-10-31

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