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View Outliers PnL Drill-Down: IVVD240315P00002000

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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
2023-12-18	IVVD	IVVD240315P00002000	2.00	28.0	16.000	2.199	0.774	1.3	0.0	-0.470	1.700	0.420	0.50	3.27	2024-03-15	PUT	Long	0.281	0.846	1.202

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	IVVD	0.818	0.151	0.567	0.300	0.344	0.053	0.49	0.000	0.0000	0.45	5.04	21	1y	0.95

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
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.06	-0.02	2.47	0.45	0.05	3.59	3.65	-0.40	$-40.00	45.00	87	9.0	39.000	-0.06	2024-03-14
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.10	-0.03	2.59	0.45	0.05	3.59	3.69	-0.40	$-40.00	45.00	86	9.0	39.000	-0.10	2024-03-13
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.03	-0.01	0.97	0.45	0.05	3.59	3.62	-0.40	$-40.00	45.00	85	9.0	39.000	-0.03	2024-03-12
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.13	-0.04	0.66	0.45	0.05	3.59	3.72	-0.40	$-40.00	45.00	84	9.0	39.000	-0.13	2024-03-11
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.10	-0.03	-0.03	0.45	0.05	3.59	3.69	-0.40	$-40.00	45.00	81	9.0	39.000	-0.10	2024-03-08
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.22	-0.06	-0.09	0.45	0.05	3.59	3.81	-0.40	$-40.00	45.00	80	9.0	39.000	-0.22	2024-03-07
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.23	-0.06	1.75	0.45	0.05	3.59	3.82	-0.40	$-40.00	45.00	79	9.0	39.000	-0.23	2024-03-06
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.24	-0.07	1.56	0.45	0.05	3.59	3.83	-0.40	$-40.00	45.00	78	9.0	39.000	-0.24	2024-03-05
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.38	-0.11	-2.16	0.45	0.05	3.59	3.97	-0.40	$-40.00	45.00	77	9.0	0.000	-0.38	2024-03-04
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.48	-0.13	2.66	0.45	0.05	3.59	4.07	-0.40	$-40.00	45.00	76	9.0	39.000	-0.48	2024-03-03
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.48	-0.13	2.66	0.45	0.05	3.59	4.07	-0.40	$-40.00	45.00	75	9.0	39.000	-0.48	2024-03-02
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.42	-0.12	-2.16	0.45	0.05	3.59	4.01	-0.40	$-40.00	45.00	74	9.0	39.000	-0.42	2024-03-01
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.34	-0.09	-0.69	0.45	0.05	3.59	3.93	-0.40	$-40.00	45.00	73	9.0	39.000	-0.34	2024-02-29
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.58	-0.16	-0.53	0.45	0.05	3.59	4.17	-0.40	$-40.00	45.00	72	9.0	39.000	-0.58	2024-02-28
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.69	-0.19	1.98	0.45	0.05	3.59	4.28	-0.40	$-40.00	45.00	71	9.0	39.000	-0.69	2024-02-27
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.75	-0.21	1.91	0.45	0.05	3.59	4.34	-0.40	$-40.00	45.00	70	9.0	39.000	-0.75	2024-02-26
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.73	-0.20	-0.66	0.45	0.05	3.59	4.32	-0.40	$-40.00	45.00	69	9.0	39.000	-0.73	2024-02-25
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.73	-0.20	-0.78	0.45	0.05	3.59	4.32	-0.40	$-40.00	45.00	67	9.0	39.000	-0.73	2024-02-23
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.45	-0.13	-0.95	0.45	0.05	3.59	4.04	-0.40	$-40.00	45.00	66	9.0	39.000	-0.45	2024-02-22
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.40	-0.11	-1.00	0.45	0.05	3.59	3.99	-0.40	$-40.00	45.00	65	9.0	39.000	-0.40	2024-02-21
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.51	-0.14	-1.00	0.45	0.05	3.59	4.10	-0.40	$-40.00	45.00	64	9.0	39.000	-0.51	2024-02-20
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.61	-0.17	0.61	0.45	0.05	3.59	4.20	-0.40	$-40.00	45.00	63	9.0	39.000	-0.61	2024-02-19
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-1.39	-0.39	-0.12	0.45	0.05	3.59	4.98	-0.40	$-40.00	45.00	53	9.0	31.000	-1.39	2024-02-09
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.45	-0.40	0.12	0.45	0.09	3.59	5.04	-0.36	$-36.00	45.00	52	6.0	31.000	-1.45	2024-02-08
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.13	-0.31	0.71	0.45	0.09	3.59	4.72	-0.36	$-36.00	45.00	51	6.0	31.000	-1.13	2024-02-07
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.29	-0.36	0.83	0.45	0.09	3.59	4.88	-0.36	$-36.00	45.00	50	6.0	31.000	-1.29	2024-02-06
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.32	-0.37	-2.16	0.45	0.09	3.59	4.91	-0.36	$-36.00	45.00	49	6.0	31.000	-1.32	2024-02-05
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.11	-0.31	-2.16	0.45	0.09	3.59	4.70	-0.36	$-36.00	45.00	48	6.0	31.000	-1.11	2024-02-04
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.11	-0.31	0.60	0.45	0.09	3.59	4.70	-0.36	$-36.00	45.00	46	6.0	31.000	-1.11	2024-02-02
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.21	-0.34	0.59	0.45	0.09	3.59	4.80	-0.36	$-36.00	45.00	45	6.0	31.000	-1.21	2024-02-01
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.18	-0.33	0.55	0.45	0.09	3.59	4.77	-0.36	$-36.00	45.00	44	6.0	31.000	-1.18	2024-01-31
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.36	-0.80	$-1.35	-0.38	-0.31	0.45	0.09	3.59	4.94	-0.36	$-36.00	45.00	43	6.0	37.000	-1.35	2024-01-30
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.37	-0.82	$-1.43	-0.40	-0.20	0.45	0.08	3.59	5.02	-0.37	$-37.00	45.00	42	2.0	39.000	-1.43	2024-01-29
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.92	-0.26	-0.49	0.45	0.05	3.59	4.51	-0.40	$-40.00	45.00	41	2.0	39.000	-0.92	2024-01-28
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.92	-0.26	-0.52	0.45	0.05	3.59	4.51	-0.40	$-40.00	45.00	40	2.0	39.000	-0.92	2024-01-27
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.92	-0.26	-0.53	0.45	0.05	3.59	4.51	-0.40	$-40.00	45.00	39	2.0	39.000	-0.92	2024-01-26
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.84	-0.23	-0.91	0.45	0.05	3.59	4.43	-0.40	$-40.00	45.00	38	2.0	39.000	-0.84	2024-01-25
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.40	-0.89	$-0.84	-0.23	-0.81	0.45	0.05	3.59	4.43	-0.40	$-40.00	45.00	37	2.0	39.000	-0.84	2024-01-24
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-1.04	-0.29	-1.02	0.45	0.10	3.59	4.63	-0.35	$-35.00	45.00	36	1.0	41.000	-1.04	2024-01-23
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.91	-0.25	-0.62	0.45	0.10	3.59	4.50	-0.35	$-35.00	45.00	35	1.0	41.000	-0.91	2024-01-22
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-1.11	-0.31	-0.52	0.45	0.10	3.59	4.70	-0.35	$-35.00	45.00	32	1.0	41.000	-1.11	2024-01-19
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.85	-0.24	-0.61	0.45	0.10	3.59	4.44	-0.35	$-35.00	45.00	31	1.0	41.000	-0.85	2024-01-18
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.53	-0.15	-1.01	0.45	0.10	3.59	4.12	-0.35	$-35.00	45.00	30	1.0	41.000	-0.53	2024-01-17
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-1.02	-0.28	-0.17	0.45	0.10	3.59	4.61	-0.35	$-35.00	45.00	29	1.0	41.000	-1.02	2024-01-16
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.65	-0.18	-0.44	0.45	0.10	3.59	4.24	-0.35	$-35.00	45.00	25	1.0	41.000	-0.65	2024-01-12
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.55	-0.15	-1.09	0.45	0.10	3.59	4.14	-0.35	$-35.00	45.00	24	1.0	41.000	-0.55	2024-01-11
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.64	-0.18	-0.98	0.45	0.10	3.59	4.23	-0.35	$-35.00	45.00	23	1.0	41.000	-0.64	2024-01-10
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.75	-0.21	-0.96	0.45	0.10	3.59	4.34	-0.35	$-35.00	45.00	22	1.0	41.000	-0.75	2024-01-09
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.43	-0.12	-1.16	0.45	0.10	3.59	4.02	-0.35	$-35.00	45.00	21	1.0	41.000	-0.43	2024-01-08
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.18	-0.05	-1.10	0.45	0.10	3.59	3.77	-0.35	$-35.00	45.00	18	1.0	41.000	-0.18	2024-01-05
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.16	-0.04	-2.16	0.45	0.10	3.59	3.75	-0.35	$-35.00	45.00	17	1.0	41.000	-0.16	2024-01-04
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.35	-0.78	$-0.17	-0.05	-2.16	0.45	0.10	3.59	3.76	-0.35	$-35.00	45.00	16	1.0	41.000	-0.17	2024-01-03
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.06	-0.02	-2.16	0.45	0.25	3.59	3.65	-0.20	$-20.00	45.00	15	1.0	41.000	-0.06	2024-01-02
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.35	-0.10	-1.08	0.45	0.25	3.59	3.94	-0.20	$-20.00	45.00	14	1.0	41.000	-0.35	2024-01-01
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.35	-0.10	-1.09	0.45	0.25	3.59	3.94	-0.20	$-20.00	45.00	12	1.0	41.000	-0.35	2023-12-30
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.35	-0.10	-1.12	0.45	0.25	3.59	3.94	-0.20	$-20.00	45.00	11	1.0	41.000	-0.35	2023-12-29
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.33	-0.09	-0.97	0.45	0.25	3.59	3.92	-0.20	$-20.00	45.00	10	1.0	41.000	-0.33	2023-12-28
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.46	-0.13	-0.80	0.45	0.25	3.59	4.05	-0.20	$-20.00	45.00	9	1.0	41.000	-0.46	2023-12-27
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.06	-0.02	-0.34	0.45	0.25	3.59	3.65	-0.20	$-20.00	45.00	8	1.0	41.000	-0.06	2023-12-26
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.29	-0.08	-1.17	0.45	0.25	3.59	3.88	-0.20	$-20.00	45.00	7	1.0	42.000	-0.29	2023-12-25
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.29	-0.08	-1.19	0.45	0.25	3.59	3.88	-0.20	$-20.00	45.00	5	1.0	42.000	-0.29	2023-12-23
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.20	-0.44	$-0.29	-0.08	-1.05	0.45	0.25	3.59	3.88	-0.20	$-20.00	45.00	4	1.0	42.000	-0.29	2023-12-22
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.24	-0.53	$-0.16	-0.04	-0.37	0.45	0.21	3.59	3.75	-0.24	$-24.00	45.00	3	5.0	46.000	-0.16	2023-12-21
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$-0.05	-0.11	$0.27	0.08	-0.99	0.45	0.40	3.59	3.32	-0.05	$-5.00	45.00	2	5.0	46.000	0.27	2023-12-20
IVVD240315P00002000	IVVD	PUT	Long	2.00	Underlying has moved in favorable position (0.1281337047353760445682451253) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 0.46	$-0.05	-0.11	$0.27	0.08	-1.00	0.45	0.40	3.59	3.32	-0.05	$-5.00	45.00	1	5.0	44.000	0.27	2023-12-19
IVVD240315P00002000	IVVD	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	3.59	3.59	0.00	$0.00	45.00	0	29.0	16.000	-0.00	2023-12-18

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