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View Outliers PnL Drill-Down: IREN240119P00002500

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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
2023-11-28	IREN	IREN240119P00002500	2.50	12.0	24.000	2.270	0.439	1.9	0.0	0.000	2.190	0.300	0.15	4.37	2024-01-19	PUT	Long	0.483	0.504	0.150

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	IREN	0.818	0.239	0.503	0.343	0.379	-0.026	13.73	-0.153	0.0000	3.65	15.39	21	1y	10.15

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
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.14	-0.93	$0.04	0.01	2.36	0.15	0.01	4.37	4.33	-0.14	$-14.00	15.00	51	2.0	179.000	0.04	2024-01-18
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.14	-0.93	$-0.34	-0.08	2.86	0.15	0.01	4.37	4.71	-0.14	$-14.00	15.00	50	2.0	179.000	-0.34	2024-01-17
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-0.68	-0.16	1.60	0.15	0.04	4.37	5.05	-0.11	$-11.00	15.00	49	1.0	179.000	-0.68	2024-01-16
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-0.78	-0.18	0.54	0.15	0.04	4.37	5.15	-0.11	$-11.00	15.00	45	1.0	179.000	-0.78	2024-01-12
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-1.67	-0.38	0.82	0.15	0.04	4.37	6.04	-0.11	$-11.00	15.00	44	1.0	179.000	-1.67	2024-01-11
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-2.08	-0.48	0.82	0.15	0.04	4.37	6.45	-0.11	$-11.00	15.00	43	1.0	179.000	-2.08	2024-01-10
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-1.71	-0.39	0.54	0.15	0.04	4.37	6.08	-0.11	$-11.00	15.00	42	1.0	179.000	-1.71	2024-01-09
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-2.05	-0.47	0.67	0.15	0.04	4.37	6.42	-0.11	$-11.00	15.00	41	1.0	179.000	-2.05	2024-01-08
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-1.82	-0.42	0.45	0.15	0.04	4.37	6.19	-0.11	$-11.00	15.00	40	1.0	178.000	-1.82	2024-01-07
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-1.82	-0.42	0.17	0.15	0.04	4.37	6.19	-0.11	$-11.00	15.00	38	1.0	178.000	-1.82	2024-01-05
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-2.37	-0.54	-1.77	0.15	0.03	4.37	6.74	-0.12	$-12.00	15.00	37	2.0	178.000	-2.37	2024-01-04
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-2.17	-0.50	-1.77	0.15	0.03	4.37	6.54	-0.12	$-12.00	15.00	36	2.0	178.000	-2.17	2024-01-03
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-2.43	-0.56	-1.77	0.15	0.03	4.37	6.80	-0.12	$-12.00	15.00	35	1.0	178.000	-2.43	2024-01-02
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-2.78	-0.64	0.23	0.15	0.03	4.37	7.15	-0.12	$-12.00	15.00	34	1.0	178.000	-2.78	2024-01-01
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-2.78	-0.64	0.10	0.15	0.03	4.37	7.15	-0.12	$-12.00	15.00	32	1.0	178.000	-2.78	2023-12-30
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-2.78	-0.64	-0.02	0.15	0.03	4.37	7.15	-0.12	$-12.00	15.00	31	1.0	178.000	-2.78	2023-12-29
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-4.17	-0.95	0.26	0.15	0.05	4.37	8.54	-0.10	$-10.00	15.00	30	22.0	178.000	-4.17	2023-12-28
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-5.18	-1.19	0.32	0.15	0.05	4.37	9.55	-0.10	$-10.00	15.00	29	22.0	178.000	-5.18	2023-12-27
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-4.42	-1.01	0.14	0.15	0.05	4.37	8.79	-0.10	$-10.00	15.00	28	22.0	158.000	-4.42	2023-12-26
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-4.00	-0.92	0.04	0.15	0.03	4.37	8.37	-0.12	$-12.00	15.00	27	2.0	156.000	-4.00	2023-12-25
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-4.00	-0.92	-0.05	0.15	0.03	4.37	8.37	-0.12	$-12.00	15.00	25	2.0	156.000	-4.00	2023-12-23
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-4.00	-0.92	-0.08	0.15	0.03	4.37	8.37	-0.12	$-12.00	15.00	24	2.0	156.000	-4.00	2023-12-22
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-3.31	-0.76	-0.24	0.15	0.04	4.37	7.68	-0.11	$-11.00	15.00	23	11.0	154.000	-3.31	2023-12-21
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-1.43	-0.33	-0.66	0.15	0.03	4.37	5.80	-0.12	$-12.00	15.00	22	118.0	154.000	-1.43	2023-12-20
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.12	-0.80	$-1.35	-0.31	-0.71	0.15	0.03	4.37	5.72	-0.12	$-12.00	15.00	21	118.0	53.000	-1.35	2023-12-19
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.13	-0.87	$-1.63	-0.37	-0.64	0.15	0.02	4.37	6.00	-0.13	$-13.00	15.00	20	1.0	53.000	-1.63	2023-12-18
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.64	-0.38	-0.71	0.15	0.05	4.37	6.01	-0.10	$-10.00	15.00	18	3.0	53.000	-1.64	2023-12-16
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.64	-0.38	-0.74	0.15	0.05	4.37	6.01	-0.10	$-10.00	15.00	17	3.0	53.000	-1.64	2023-12-15
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.50	-0.34	-0.79	0.15	0.05	4.37	5.87	-0.10	$-10.00	15.00	16	3.0	53.000	-1.50	2023-12-14
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.42	-0.32	-0.83	0.15	0.05	4.37	5.79	-0.10	$-10.00	15.00	15	3.0	50.000	-1.42	2023-12-13
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-0.78	-0.18	-0.99	0.15	0.05	4.37	5.15	-0.10	$-10.00	15.00	14	1.0	0.000	-0.78	2023-12-12
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.11	-0.73	$-0.64	-0.15	-1.02	0.15	0.04	4.37	5.01	-0.11	$-11.00	15.00	13	10.0	50.000	-0.64	2023-12-11
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.45	-0.33	-0.90	0.15	0.05	4.37	5.82	-0.10	$-10.00	15.00	10	2.0	50.000	-1.45	2023-12-08
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.44	-0.33	-0.90	0.15	0.05	4.37	5.81	-0.10	$-10.00	15.00	9	2.0	50.000	-1.44	2023-12-07
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.03	-0.24	-1.02	0.15	0.05	4.37	5.40	-0.10	$-10.00	15.00	8	0.0	50.000	-1.03	2023-12-06
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.19	-0.27	-1.00	0.15	0.05	4.37	5.56	-0.10	$-10.00	15.00	7	0.0	50.000	-1.19	2023-12-05
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.01	-0.23	-1.05	0.15	0.05	4.37	5.38	-0.10	$-10.00	15.00	6	0.0	50.000	-1.01	2023-12-04
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.20	-0.27	-1.02	0.15	0.05	4.37	5.57	-0.10	$-10.00	15.00	5	0.0	50.000	-1.20	2023-12-03
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.20	-0.27	-1.04	0.15	0.05	4.37	5.57	-0.10	$-10.00	15.00	4	0.0	50.000	-1.20	2023-12-02
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-1.20	-0.27	-1.05	0.15	0.05	4.37	5.57	-0.10	$-10.00	15.00	3	0.0	50.000	-1.20	2023-12-01
IREN240119P00002500	IREN	PUT	Long	2.50	None	$-0.10	-0.67	$-0.56	-0.13	-0.79	0.15	0.05	4.37	4.93	-0.10	$-10.00	15.00	2	0.0	25.000	-0.56	2023-11-30
IREN240119P00002500	IREN	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.19	$-0.05	-0.33	$-0.47	-0.11	-0.62	0.15	0.10	4.37	4.84	-0.05	$-5.00	15.00	1	0.0	24.000	-0.47	2023-11-29
IREN240119P00002500	IREN	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	4.37	4.37	0.00	$0.00	15.00	0	0.0	24.000	-0.00	2023-11-28

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