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View Outliers PnL Drill-Down: KC240419P00002500

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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
2024-03-11	KC	KC240419P00002500	2.50	21.0	17.000	1.344	0.382	1.0	0.0	-0.030	1.110	0.140	0.19	3.46	2024-04-19	PUT	Long	0.316	0.409	0.286
2024-03-20	KC	KC240419P00002500	2.50	60.0	71.000	0.938	0.411	1.3	0.0	0.000	1.270	0.020	0.02	3.74	2024-04-19	PUT	Long	0.414	0.441	0.161

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	KC	0.909	0.133	0.533	0.248	0.533	0.159	8.49	-0.309	0.0000	2.09	9.63	21	1y	3.41

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
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.07	-0.37	$0.80	0.23	-0.28	0.19	0.12	3.46	2.66	-0.07	$-7.00	19.00	38	29.0	75.000	0.80	2024-04-18
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.07	-0.37	$0.85	0.25	-0.31	0.19	0.12	3.46	2.61	-0.07	$-7.00	19.00	37	29.0	75.000	0.85	2024-04-17
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.07	-0.37	$0.87	0.25	-0.27	0.19	0.12	3.46	2.59	-0.07	$-7.00	19.00	36	29.0	75.000	0.87	2024-04-16
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.07	-0.37	$0.87	0.25	-0.16	0.19	0.12	3.46	2.59	-0.07	$-7.00	19.00	35	24.0	82.000	0.87	2024-04-15
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.76	0.22	-0.33	0.19	0.10	3.46	2.70	-0.09	$-9.00	19.00	32	2.0	82.000	0.76	2024-04-12
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.53	0.15	-0.20	0.19	0.10	3.46	2.93	-0.09	$-9.00	19.00	31	2.0	82.000	0.53	2024-04-11
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.54	0.16	-0.28	0.19	0.10	3.46	2.92	-0.09	$-9.00	19.00	30	2.0	82.000	0.54	2024-04-10
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.46	0.13	-0.22	0.19	0.10	3.46	3.00	-0.09	$-9.00	19.00	29	2.0	82.000	0.46	2024-04-09
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.49	0.14	0.50	0.19	0.10	3.46	2.97	-0.09	$-9.00	19.00	28	2.0	82.000	0.49	2024-04-08
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.38	0.11	0.31	0.19	0.10	3.46	3.08	-0.09	$-9.00	19.00	25	2.0	82.000	0.38	2024-04-05
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.38	0.11	-0.33	0.19	0.10	3.46	3.08	-0.09	$-9.00	19.00	24	2.0	82.000	0.38	2024-04-04
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.27	0.08	-0.27	0.19	0.10	3.46	3.19	-0.09	$-9.00	19.00	23	2.0	82.000	0.27	2024-04-03
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.27	0.08	0.02	0.19	0.10	3.46	3.19	-0.09	$-9.00	19.00	22	2.0	82.000	0.27	2024-04-02
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.31	0.09	-0.02	0.19	0.10	3.46	3.15	-0.09	$-9.00	19.00	21	2.0	82.000	0.31	2024-04-01
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.42	0.12	-0.17	0.19	0.10	3.46	3.04	-0.09	$-9.00	19.00	20	2.0	82.000	0.42	2024-03-31
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.42	0.12	-0.23	0.19	0.10	3.46	3.04	-0.09	$-9.00	19.00	19	2.0	82.000	0.42	2024-03-30
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.42	0.12	-0.25	0.19	0.10	3.46	3.04	-0.09	$-9.00	19.00	18	2.0	82.000	0.42	2024-03-29
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.42	0.12	-0.40	0.19	0.10	3.46	3.04	-0.09	$-9.00	19.00	17	2.0	82.000	0.42	2024-03-28
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.53	0.15	-0.40	0.19	0.10	3.46	2.93	-0.09	$-9.00	19.00	16	2.0	82.000	0.53	2024-03-27
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.13	-0.68	$0.46	0.13	-0.47	0.19	0.06	3.46	3.00	-0.13	$-13.00	19.00	15	1.0	82.000	0.46	2024-03-26
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.04	-0.21	$0.40	0.12	-0.44	0.19	0.15	3.46	3.06	-0.04	$-4.00	19.00	14	1.0	82.000	0.40	2024-03-25
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.63	$0.18	0.05	-0.33	0.19	0.07	3.46	3.28	-0.12	$-12.00	19.00	11	10.0	90.000	0.18	2024-03-22
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.17	-0.89	$-0.17	-0.05	-0.01	0.19	0.02	3.46	3.63	-0.17	$-17.00	19.00	10	60.0	90.000	-0.17	2024-03-21
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.17	-0.89	$-0.28	-0.08	-0.41	0.19	0.02	3.46	3.74	-0.17	$-17.00	19.00	9	60.0	71.000	-0.28	2024-03-20
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.04	-0.21	$0.24	0.07	-0.20	0.19	0.15	3.46	3.22	-0.04	$-4.00	19.00	8	49.0	0.000	0.24	2024-03-19
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.05	-0.26	$0.09	0.03	-0.22	0.19	0.14	3.46	3.37	-0.05	$-5.00	19.00	7	5.0	28.000	0.09	2024-03-18
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.09	-0.47	$0.39	0.11	-0.28	0.19	0.10	3.46	3.07	-0.09	$-9.00	19.00	4	2.0	26.000	0.39	2024-03-15
KC240419P00002500	KC	PUT	Long	2.50	Underlying has moved in favorable position (0.08381502890173410404624277457) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.29	$0.01	0.05	$0.30	0.09	-0.24	0.19	0.20	3.46	3.16	0.01	$1.00	19.00	3	2.0	24.000	0.30	2024-03-14
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.02	-0.11	$0.13	0.04	-0.03	0.19	0.17	3.46	3.33	-0.02	$-2.00	19.00	2	23.0	24.000	0.13	2024-03-13
KC240419P00002500	KC	PUT	Long	2.50	None	$-0.02	-0.11	$-0.03	-0.01	-0.06	0.19	0.17	3.46	3.49	-0.02	$-2.00	19.00	1	23.0	24.000	-0.03	2024-03-12
KC240419P00002500	KC	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.19	0.19	3.46	3.46	0.00	$0.00	19.00	0	21.0	17.000	-0.00	2024-03-11

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