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View Outliers PnL Drill-Down: JD240405P00025000

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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
2024-03-06	JD	JD240405P00025000	25.00	43.0	67.000	0.575	0.233	0.7	0.5	-0.010	1.550	1.390	1.77	25.08	2024-04-05	PUT	Long	0.241	0.286	0.162

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
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.63	-0.98	$-1.21	-0.05	-0.18	1.66	0.03	24.91	26.12	-1.63	$-163.00	166.00	29	672.0	1087.000	-1.21	2024-04-04
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.63	-0.98	$-2.36	-0.09	-0.02	1.66	0.03	24.91	27.27	-1.63	$-163.00	166.00	28	17.0	1087.000	-2.36	2024-04-03
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.62	-0.98	$-2.90	-0.12	-0.00	1.66	0.04	24.91	27.81	-1.62	$-162.00	166.00	27	13.0	1093.000	-2.90	2024-04-02
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.61	-0.97	$-2.85	-0.11	0.04	1.66	0.05	24.91	27.76	-1.61	$-161.00	166.00	26	38.0	1076.000	-2.85	2024-04-01
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.57	-0.95	$-2.48	-0.10	-0.35	1.66	0.09	24.91	27.39	-1.57	$-157.00	166.00	25	342.0	1076.000	-2.48	2024-03-31
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.57	-0.95	$-2.48	-0.10	-0.07	1.66	0.09	24.91	27.39	-1.57	$-157.00	166.00	24	342.0	947.000	-2.48	2024-03-30
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.57	-0.95	$-2.48	-0.10	-0.09	1.66	0.09	24.91	27.39	-1.57	$-157.00	166.00	23	342.0	947.000	-2.48	2024-03-29
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.57	-0.95	$-2.48	-0.10	-0.15	1.66	0.09	24.91	27.39	-1.57	$-157.00	166.00	22	334.0	947.000	-2.48	2024-03-28
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.48	-0.89	$-2.32	-0.09	-0.08	1.66	0.18	24.91	27.23	-1.48	$-148.00	166.00	21	92.0	928.000	-2.32	2024-03-27
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.26	-0.76	$-1.45	-0.06	-0.09	1.66	0.40	24.91	26.36	-1.26	$-126.00	166.00	20	54.0	855.000	-1.45	2024-03-26
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.32	-0.80	$-1.89	-0.08	-0.07	1.66	0.34	24.91	26.80	-1.32	$-132.00	166.00	19	132.0	818.000	-1.89	2024-03-25
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.18	-0.71	$-1.59	-0.06	-0.09	1.66	0.48	24.91	26.50	-1.18	$-118.00	166.00	16	473.0	395.000	-1.59	2024-03-22
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.30	-0.78	$-2.14	-0.09	-0.06	1.66	0.36	24.91	27.05	-1.30	$-130.00	166.00	15	21.0	375.000	-2.14	2024-03-21
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.43	-0.86	$-3.23	-0.13	-0.06	1.66	0.23	24.91	28.14	-1.43	$-143.00	166.00	14	32.0	363.000	-3.23	2024-03-20
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.28	-0.77	$-2.68	-0.11	-0.05	1.66	0.38	24.91	27.59	-1.28	$-128.00	166.00	13	91.0	326.000	-2.68	2024-03-19
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.34	-0.81	$-2.94	-0.12	-0.06	1.66	0.32	24.91	27.85	-1.34	$-134.00	166.00	12	33.0	295.000	-2.94	2024-03-18
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.19	-0.72	$-2.54	-0.10	-0.06	1.66	0.47	24.91	27.45	-1.19	$-119.00	166.00	9	28.0	280.000	-2.54	2024-03-15
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.04	-0.63	$-2.14	-0.09	-0.06	1.66	0.62	24.91	27.05	-1.04	$-104.00	166.00	8	163.0	291.000	-2.14	2024-03-14
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.29	-0.78	$-3.10	-0.12	-0.06	1.66	0.37	24.91	28.01	-1.29	$-129.00	166.00	7	64.0	280.000	-3.10	2024-03-13
JD240405P00025000	JD	PUT	Long	25.00	None	$-1.13	-0.68	$-2.46	-0.10	-0.09	1.66	0.53	24.91	27.37	-1.13	$-113.00	166.00	6	160.0	316.000	-2.46	2024-03-12
JD240405P00025000	JD	PUT	Long	25.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -1.01	$-0.64	-0.39	$-1.16	-0.05	-0.05	1.66	1.02	24.91	26.07	-0.64	$-64.00	166.00	5	218.0	117.000	-1.16	2024-03-11
JD240405P00025000	JD	PUT	Long	25.00	None	$0.04	0.02	$0.16	0.01	0.04	1.66	1.70	24.91	24.75	0.04	$4.00	166.00	4	5.0	112.000	0.16	2024-03-10
JD240405P00025000	JD	PUT	Long	25.00	None	$0.04	0.02	$0.16	0.01	0.04	1.66	1.70	24.91	24.75	0.04	$4.00	166.00	3	5.0	112.000	0.16	2024-03-09
JD240405P00025000	JD	PUT	Long	25.00	None	$0.04	0.02	$0.16	0.01	0.02	1.66	1.70	24.91	24.75	0.04	$4.00	166.00	2	5.0	112.000	0.16	2024-03-08
JD240405P00025000	JD	PUT	Long	25.00	None	$0.57	0.34	$0.92	0.04	-0.01	1.66	2.23	24.91	23.99	0.57	$57.00	166.00	1	11.0	106.000	0.92	2024-03-07
JD240405P00025000	JD	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.66	1.66	24.91	24.91	0.00	$0.00	166.00	0	43.0	67.000	-0.00	2024-03-06

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