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View Outliers PnL Drill-Down: JNPR240216P00031000

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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
2024-01-09	JNPR	JNPR240216P00031000	31.00	86.0	85.000	0.493	0.206	5.9	0.0	-0.030	6.180	0.240	1.60	36.81	2024-02-16	PUT	Long	0.105	0.223	0.218

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	JNPR	1.000	0.010	0.204	0.042	0.046	-0.007	37.69	0.056	0.0000	29.06	39.26	21	1y	38.84

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
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.22	-0.01	0.11	1.60	0.05	36.81	37.03	-1.55	$-155.00	160.00	31	4.0	89.000	-0.22	2024-02-09
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.13	-0.00	0.06	1.60	0.05	36.81	36.94	-1.55	$-155.00	160.00	30	4.0	89.000	-0.13	2024-02-08
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.23	-0.01	0.05	1.60	0.05	36.81	37.04	-1.55	$-155.00	160.00	29	4.0	89.000	-0.23	2024-02-07
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.18	-0.00	0.02	1.60	0.05	36.81	36.99	-1.55	$-155.00	160.00	28	4.0	89.000	-0.18	2024-02-06
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.13	-0.00	-0.24	1.60	0.05	36.81	36.94	-1.55	$-155.00	160.00	27	4.0	89.000	-0.13	2024-02-05
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.13	-0.00	-0.24	1.60	0.05	36.81	36.94	-1.55	$-155.00	160.00	26	4.0	89.000	-0.13	2024-02-04
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.13	-0.00	-0.01	1.60	0.05	36.81	36.94	-1.55	$-155.00	160.00	24	4.0	89.000	-0.13	2024-02-02
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.08	-0.00	-0.02	1.60	0.05	36.81	36.89	-1.55	$-155.00	160.00	23	4.0	89.000	-0.08	2024-02-01
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.15	-0.00	-0.04	1.60	0.05	36.81	36.96	-1.55	$-155.00	160.00	22	4.0	89.000	-0.15	2024-01-31
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.37	-0.01	-0.04	1.60	0.05	36.81	37.18	-1.55	$-155.00	160.00	21	4.0	89.000	-0.37	2024-01-30
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$-1.55	-0.97	$-0.42	-0.01	-0.05	1.60	0.05	36.81	37.23	-1.55	$-155.00	160.00	20	4.0	85.000	-0.42	2024-01-29
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.39	-0.01	-0.06	1.60	1.60	36.81	37.20	0.00	$0.00	160.00	19	86.0	85.000	-0.39	2024-01-28
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.39	-0.01	-0.07	1.60	1.60	36.81	37.20	0.00	$0.00	160.00	18	86.0	85.000	-0.39	2024-01-27
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.39	-0.01	-0.08	1.60	1.60	36.81	37.20	0.00	$0.00	160.00	17	86.0	85.000	-0.39	2024-01-26
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.44	-0.01	-0.09	1.60	1.60	36.81	37.25	0.00	$0.00	160.00	16	86.0	85.000	-0.44	2024-01-25
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.38	-0.01	-0.10	1.60	1.60	36.81	37.19	0.00	$0.00	160.00	15	86.0	85.000	-0.38	2024-01-24
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.56	-0.02	-0.10	1.60	1.60	36.81	37.37	0.00	$0.00	160.00	14	86.0	85.000	-0.56	2024-01-23
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.65	-0.02	-0.10	1.60	1.60	36.81	37.46	0.00	$0.00	160.00	13	86.0	85.000	-0.65	2024-01-22
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.61	-0.02	-0.12	1.60	1.60	36.81	37.42	0.00	$0.00	160.00	10	86.0	85.000	-0.61	2024-01-19
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.51	-0.01	-0.13	1.60	1.60	36.81	37.32	0.00	$0.00	160.00	9	86.0	85.000	-0.51	2024-01-18
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.41	-0.01	-0.14	1.60	1.60	36.81	37.22	0.00	$0.00	160.00	8	86.0	85.000	-0.41	2024-01-17
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.70	-0.02	-0.14	1.60	1.60	36.81	37.51	0.00	$0.00	160.00	7	86.0	85.000	-0.70	2024-01-16
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.70	-0.02	-0.16	1.60	1.60	36.81	37.51	0.00	$0.00	160.00	3	86.0	85.000	-0.70	2024-01-12
JNPR240216P00031000	JNPR	PUT	Long	31.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.95	-0.03	-0.15	1.60	1.60	36.81	37.76	0.00	$0.00	160.00	2	86.0	85.000	-0.95	2024-01-11
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.77	-0.02	-0.16	1.60	1.60	36.81	37.58	0.00	$0.00	160.00	1	86.0	85.000	-0.77	2024-01-10
JNPR240216P00031000	JNPR	PUT	Long	31.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.60	1.60	36.81	36.81	0.00	$0.00	160.00	0	86.0	85.000	-0.00	2024-01-09

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