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View Outliers PnL Drill-Down: JPM241206P00230000

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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
2024-11-06	JPM	JPM241206P00230000	230.00	163.0	19.000	0.253	0.130	18.0	0.1	-0.010	19.160	1.200	1.38	247.08	2024-12-06	PUT	Long	0.105	0.151	0.116

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
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.37	-0.99	$1.56	0.01	0.34	1.38	0.01	247.08	245.52	-1.37	$-137.00	138.00	29	20.0	728.000	1.56	2024-12-05
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.34	-0.97	$3.66	0.01	0.05	1.38	0.04	247.08	243.42	-1.34	$-134.00	138.00	28	82.0	737.000	3.66	2024-12-04
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.34	-0.97	$2.26	0.01	0.03	1.38	0.04	247.08	244.82	-1.34	$-134.00	138.00	27	3.0	732.000	2.26	2024-12-03
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.31	-0.95	$0.83	0.00	0.05	1.38	0.07	247.08	246.25	-1.31	$-131.00	138.00	26	102.0	685.000	0.83	2024-12-02
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.31	-0.95	$-2.64	-0.01	-0.13	1.38	0.07	247.08	249.72	-1.31	$-131.00	138.00	25	75.0	0.000	-2.64	2024-12-01
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.31	-0.95	$-2.64	-0.01	0.04	1.38	0.07	247.08	249.72	-1.31	$-131.00	138.00	24	75.0	677.000	-2.64	2024-11-30
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.29	-0.93	$-2.71	-0.01	0.03	1.38	0.09	247.08	249.79	-1.29	$-129.00	138.00	22	66.0	691.000	-2.71	2024-11-28
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.26	-0.91	$-3.63	-0.01	0.02	1.38	0.12	247.08	250.71	-1.26	$-126.00	138.00	21	357.0	691.000	-3.63	2024-11-27
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.26	-0.91	$-2.83	-0.01	0.00	1.38	0.12	247.08	249.91	-1.26	$-126.00	138.00	20	357.0	369.000	-2.83	2024-11-26
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.21	-0.88	$-3.17	-0.01	0.01	1.38	0.17	247.08	250.25	-1.21	$-121.00	138.00	19	103.0	314.000	-3.17	2024-11-25
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.13	-0.82	$-1.47	-0.01	0.01	1.38	0.25	247.08	248.55	-1.13	$-113.00	138.00	18	62.0	311.000	-1.47	2024-11-24
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.13	-0.82	$-1.47	-0.01	-0.01	1.38	0.25	247.08	248.55	-1.13	$-113.00	138.00	17	62.0	311.000	-1.47	2024-11-23
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-1.13	-0.82	$-1.45	-0.01	-0.02	1.38	0.25	247.08	248.53	-1.13	$-113.00	138.00	16	60.0	311.000	-1.45	2024-11-22
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.94	-0.68	$2.14	0.01	-0.03	1.38	0.44	247.08	244.94	-0.94	$-94.00	138.00	15	43.0	295.000	2.14	2024-11-21
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.48	-0.35	$6.31	0.03	-0.04	1.38	0.90	247.08	240.77	-0.48	$-48.00	138.00	14	66.0	262.000	6.31	2024-11-20
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.74	-0.54	$3.99	0.02	-0.03	1.38	0.64	247.08	243.09	-0.74	$-74.00	138.00	13	43.0	270.000	3.99	2024-11-19
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.84	-0.61	$2.03	0.01	-0.04	1.38	0.54	247.08	245.05	-0.84	$-84.00	138.00	12	41.0	268.000	2.03	2024-11-18
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.71	-0.51	$1.77	0.01	-0.02	1.38	0.67	247.08	245.31	-0.71	$-71.00	138.00	11	83.0	224.000	1.77	2024-11-17
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.71	-0.51	$1.77	0.01	-0.02	1.38	0.67	247.08	245.31	-0.71	$-71.00	138.00	10	83.0	224.000	1.77	2024-11-16
JPM241206P00230000	JPM	PUT	Long	230.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.71	-0.51	$1.77	0.01	-0.03	1.38	0.67	247.08	245.31	-0.71	$-71.00	138.00	9	83.0	224.000	1.77	2024-11-15
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.38	-0.28	$5.14	0.02	-0.06	1.38	1.00	247.08	241.94	-0.38	$-38.00	138.00	8	40.0	218.000	5.14	2024-11-14
JPM241206P00230000	JPM	PUT	Long	230.00	None	$-0.35	-0.25	$5.92	0.02	-0.06	1.38	1.03	247.08	241.16	-0.35	$-35.00	138.00	7	44.0	215.000	5.92	2024-11-13
JPM241206P00230000	JPM	PUT	Long	230.00	None	$0.15	0.11	$7.47	0.03	-0.05	1.38	1.53	247.08	239.61	0.15	$15.00	138.00	6	44.0	179.000	7.47	2024-11-12
JPM241206P00230000	JPM	PUT	Long	230.00	None	$0.21	0.15	$7.74	0.03	-0.06	1.38	1.59	247.08	239.34	0.21	$21.00	138.00	5	87.0	130.000	7.74	2024-11-11
JPM241206P00230000	JPM	PUT	Long	230.00	None	$0.75	0.54	$10.10	0.04	-0.05	1.38	2.13	247.08	236.98	0.75	$75.00	138.00	4	15.0	127.000	10.10	2024-11-10
JPM241206P00230000	JPM	PUT	Long	230.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.75	0.54	$10.10	0.04	-0.06	1.38	2.13	247.08	236.98	0.75	$75.00	138.00	3	15.0	127.000	10.10	2024-11-09
JPM241206P00230000	JPM	PUT	Long	230.00	None	$0.55	0.40	$9.67	0.04	-0.06	1.38	1.93	247.08	237.41	0.55	$55.00	138.00	2	14.0	127.000	9.67	2024-11-08
JPM241206P00230000	JPM	PUT	Long	230.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.42	1.03	$10.70	0.04	-0.05	1.38	2.80	247.08	236.38	1.42	$142.00	138.00	1	171.0	173.000	10.70	2024-11-07
JPM241206P00230000	JPM	PUT	Long	230.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.38	1.38	247.08	247.08	0.00	$0.00	138.00	0	163.0	19.000	-0.00	2024-11-06

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