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View Outliers PnL Drill-Down: KC241220P00002500

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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
2024-11-05	KC	KC241220P00002500	2.50	2.0	107.000	1.086	0.464	0.8	0.0	-0.010	0.940	0.120	0.15	3.31	2024-12-20	PUT	Long	0.452	0.485	0.195

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
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.11	-0.73	$-5.09	-1.54	7.23	0.15	0.04	3.31	8.40	-0.11	$-11.00	15.00	44	3.0	204.000	-5.09	2024-12-19
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.11	-0.73	$-5.13	-1.55	5.73	0.15	0.04	3.31	8.44	-0.11	$-11.00	15.00	43	3.0	204.000	-5.13	2024-12-18
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.11	-0.73	$-5.18	-1.56	4.85	0.15	0.04	3.31	8.49	-0.11	$-11.00	15.00	42	3.0	204.000	-5.18	2024-12-17
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.11	-0.73	$-5.63	-1.70	4.35	0.15	0.04	3.31	8.94	-0.11	$-11.00	15.00	41	3.0	204.000	-5.63	2024-12-16
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.11	-0.73	$-5.85	-1.77	3.29	0.15	0.04	3.31	9.16	-0.11	$-11.00	15.00	38	3.0	204.000	-5.85	2024-12-13
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.11	-0.73	$-6.32	-1.91	3.16	0.15	0.04	3.31	9.63	-0.11	$-11.00	15.00	37	3.0	204.000	-6.32	2024-12-12
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.11	-0.73	$-5.95	-1.80	2.85	0.15	0.04	3.31	9.26	-0.11	$-11.00	15.00	36	3.0	201.000	-5.95	2024-12-11
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-5.71	-1.73	2.60	0.15	0.03	3.31	9.02	-0.12	$-12.00	15.00	35	1.0	201.000	-5.71	2024-12-10
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-5.69	-1.72	2.44	0.15	0.03	3.31	9.00	-0.12	$-12.00	15.00	34	1.0	201.000	-5.69	2024-12-09
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-5.94	-1.79	2.51	0.15	0.03	3.31	9.25	-0.12	$-12.00	15.00	33	1.0	201.000	-5.94	2024-12-08
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-5.94	-1.79	2.13	0.15	0.03	3.31	9.25	-0.12	$-12.00	15.00	31	1.0	201.000	-5.94	2024-12-06
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-5.61	-1.69	1.98	0.15	0.03	3.31	8.92	-0.12	$-12.00	15.00	30	1.0	201.000	-5.61	2024-12-05
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-4.85	-1.47	1.73	0.15	0.03	3.31	8.16	-0.12	$-12.00	15.00	29	1.0	201.000	-4.85	2024-12-04
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-4.21	-1.27	1.48	0.15	0.03	3.31	7.52	-0.12	$-12.00	15.00	28	1.0	201.000	-4.21	2024-12-03
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-4.11	-1.24	1.41	0.15	0.03	3.31	7.42	-0.12	$-12.00	15.00	27	1.0	201.000	-4.11	2024-12-02
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-3.38	-1.02	-0.59	0.15	0.03	3.31	6.69	-0.12	$-12.00	15.00	26	1.0	0.000	-3.38	2024-12-01
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-3.38	-1.02	1.10	0.15	0.03	3.31	6.69	-0.12	$-12.00	15.00	25	1.0	0.000	-3.38	2024-11-30
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-3.70	-1.12	1.13	0.15	0.03	3.31	7.01	-0.12	$-12.00	15.00	23	1.0	201.000	-3.70	2024-11-28
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-3.34	-1.01	2.46	0.15	0.03	3.31	6.65	-0.12	$-12.00	15.00	22	1.0	201.000	-3.34	2024-11-27
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-2.66	-0.80	0.76	0.15	0.03	3.31	5.97	-0.12	$-12.00	15.00	21	1.0	201.000	-2.66	2024-11-26
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-3.64	-1.10	1.43	0.15	0.03	3.31	6.95	-0.12	$-12.00	15.00	20	1.0	201.000	-3.64	2024-11-25
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-3.90	-1.18	1.01	0.15	0.03	3.31	7.21	-0.12	$-12.00	15.00	19	1.0	200.000	-3.90	2024-11-24
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.12	-0.80	$-3.90	-1.18	0.91	0.15	0.03	3.31	7.21	-0.12	$-12.00	15.00	18	1.0	200.000	-3.90	2024-11-23
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.10	-0.67	$-3.90	-1.18	0.88	0.15	0.05	3.31	7.21	-0.10	$-10.00	15.00	17	12.0	200.000	-3.90	2024-11-22
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.10	-0.67	$-2.47	-0.75	0.54	0.15	0.05	3.31	5.78	-0.10	$-10.00	15.00	16	12.0	188.000	-2.47	2024-11-21
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.10	-0.67	$-3.22	-0.97	0.70	0.15	0.05	3.31	6.53	-0.10	$-10.00	15.00	15	50.0	144.000	-3.22	2024-11-20
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.10	-0.67	$-1.28	-0.39	0.16	0.15	0.05	3.31	4.59	-0.10	$-10.00	15.00	14	1.0	143.000	-1.28	2024-11-19
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.10	-0.67	$-1.03	-0.31	0.24	0.15	0.05	3.31	4.34	-0.10	$-10.00	15.00	13	26.0	123.000	-1.03	2024-11-18
KC241220P00002500	KC	PUT	Long	2.50	None	$0.01	0.07	$-1.74	-0.53	1.15	0.15	0.16	3.31	5.05	0.01	$1.00	15.00	12	15.0	108.000	-1.74	2024-11-17
KC241220P00002500	KC	PUT	Long	2.50	None	$0.01	0.07	$-1.74	-0.53	1.12	0.15	0.16	3.31	5.05	0.01	$1.00	15.00	11	15.0	108.000	-1.74	2024-11-16
KC241220P00002500	KC	PUT	Long	2.50	None	$0.01	0.07	$-1.74	-0.53	0.23	0.15	0.16	3.31	5.05	0.01	$1.00	15.00	10	15.0	108.000	-1.74	2024-11-15
KC241220P00002500	KC	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.33	$-1.34	-0.40	0.88	0.15	0.10	3.31	4.65	-0.05	$-5.00	15.00	9	2.0	108.000	-1.34	2024-11-14
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.05	-0.33	$-1.14	-0.34	0.34	0.15	0.10	3.31	4.45	-0.05	$-5.00	15.00	8	2.0	108.000	-1.14	2024-11-13
KC241220P00002500	KC	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.33	$-0.77	-0.23	0.59	0.15	0.10	3.31	4.08	-0.05	$-5.00	15.00	7	1.0	108.000	-0.77	2024-11-12
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.05	-0.33	$-1.49	-0.45	0.86	0.15	0.10	3.31	4.80	-0.05	$-5.00	15.00	6	1.0	108.000	-1.49	2024-11-11
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.05	-0.33	$-0.78	-0.24	0.56	0.15	0.10	3.31	4.09	-0.05	$-5.00	15.00	5	1.0	108.000	-0.78	2024-11-10
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.05	-0.33	$-0.78	-0.24	0.54	0.15	0.10	3.31	4.09	-0.05	$-5.00	15.00	4	1.0	108.000	-0.78	2024-11-09
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.05	-0.33	$-0.71	-0.21	0.49	0.15	0.10	3.31	4.02	-0.05	$-5.00	15.00	3	1.0	108.000	-0.71	2024-11-08
KC241220P00002500	KC	PUT	Long	2.50	None	$-0.05	-0.33	$-0.92	-0.28	0.47	0.15	0.10	3.31	4.23	-0.05	$-5.00	15.00	2	1.0	108.000	-0.92	2024-11-07
KC241220P00002500	KC	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.32	$-0.05	-0.33	$-0.46	-0.14	0.34	0.15	0.10	3.31	3.77	-0.05	$-5.00	15.00	1	1.0	109.000	-0.46	2024-11-06
KC241220P00002500	KC	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	3.31	3.31	0.00	$0.00	15.00	0	2.0	107.000	-0.00	2024-11-05

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