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View Outliers PnL Drill-Down: KRE241206P00062000

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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	KRE	KRE241206P00062000	62.00	3.0	4.000	0.319	0.158	5.3	0.0	-0.010	5.830	0.540	0.84	67.05	2024-12-06	PUT	Long	0.124	0.176	0.134

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	KRE	0.909	0.048	0.151	0.079	0.052	-0.099	63.56	0.000	0.0000	45.75	68.90	21	1y	61.58

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
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.83	-0.99	$0.67	0.01	0.18	0.84	0.01	67.05	66.38	-0.83	$-83.00	84.00	29	55.0	329.000	0.67	2024-12-05
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.83	-0.99	$0.35	0.01	0.09	0.84	0.01	67.05	66.70	-0.83	$-83.00	84.00	28	400.0	557.000	0.35	2024-12-04
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.81	-0.96	$0.55	0.01	0.04	0.84	0.03	67.05	66.50	-0.81	$-81.00	84.00	27	2.0	557.000	0.55	2024-12-03
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.81	-0.96	$-0.05	-0.00	0.04	0.84	0.03	67.05	67.10	-0.81	$-81.00	84.00	26	2.0	556.000	-0.05	2024-12-02
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.79	-0.94	$-0.68	-0.01	-0.07	0.84	0.05	67.05	67.73	-0.79	$-79.00	84.00	25	480.0	0.000	-0.68	2024-12-01
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.79	-0.94	$-0.68	-0.01	0.20	0.84	0.05	67.05	67.73	-0.79	$-79.00	84.00	24	480.0	143.000	-0.68	2024-11-30
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.76	-0.90	$-0.89	-0.01	0.29	0.84	0.08	67.05	67.94	-0.76	$-76.00	84.00	22	19.0	143.000	-0.89	2024-11-28
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.76	-0.90	$-1.37	-0.02	0.02	0.84	0.08	67.05	68.42	-0.76	$-76.00	84.00	21	19.0	143.000	-1.37	2024-11-27
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.76	-0.90	$-1.10	-0.02	0.00	0.84	0.08	67.05	68.15	-0.76	$-76.00	84.00	20	19.0	143.000	-1.10	2024-11-26
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.76	-0.90	$-1.84	-0.03	0.02	0.84	0.08	67.05	68.89	-0.76	$-76.00	84.00	19	19.0	126.000	-1.84	2024-11-25
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.68	-0.81	$-0.74	-0.01	0.23	0.84	0.16	67.05	67.79	-0.68	$-68.00	84.00	18	4.0	129.000	-0.74	2024-11-24
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.68	-0.81	$-0.74	-0.01	0.19	0.84	0.16	67.05	67.79	-0.68	$-68.00	84.00	17	4.0	129.000	-0.74	2024-11-23
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.68	-0.81	$-0.73	-0.01	-0.01	0.84	0.16	67.05	67.78	-0.68	$-68.00	84.00	16	4.0	129.000	-0.73	2024-11-22
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.56	-0.67	$0.91	0.01	-0.02	0.84	0.28	67.05	66.14	-0.56	$-56.00	84.00	15	2.0	127.000	0.91	2024-11-21
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.26	-0.31	$1.90	0.03	-0.02	0.84	0.58	67.05	65.15	-0.26	$-26.00	84.00	14	70.0	134.000	1.90	2024-11-20
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.38	-0.45	$1.71	0.03	0.10	0.84	0.46	67.05	65.34	-0.38	$-38.00	84.00	13	13.0	121.000	1.71	2024-11-19
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.27	-0.32	$1.32	0.02	-0.04	0.84	0.57	67.05	65.73	-0.27	$-27.00	84.00	12	160.0	121.000	1.32	2024-11-18
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.27	-0.32	$1.21	0.02	0.06	0.84	0.57	67.05	65.84	-0.27	$-27.00	84.00	11	160.0	110.000	1.21	2024-11-17
KRE241206P00062000	KRE	PUT	Long	62.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.27	-0.32	$1.21	0.02	0.05	0.84	0.57	67.05	65.84	-0.27	$-27.00	84.00	10	160.0	110.000	1.21	2024-11-16
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.27	-0.32	$1.21	0.02	-0.02	0.84	0.57	67.05	65.84	-0.27	$-27.00	84.00	9	160.0	110.000	1.21	2024-11-15
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.31	-0.37	$1.22	0.02	-0.04	0.84	0.53	67.05	65.83	-0.31	$-31.00	84.00	8	2.0	108.000	1.22	2024-11-14
KRE241206P00062000	KRE	PUT	Long	62.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.41	-0.49	$0.86	0.01	-0.03	0.84	0.43	67.05	66.19	-0.41	$-41.00	84.00	7	31.0	78.000	0.86	2024-11-13
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.26	-0.31	$0.43	0.01	0.00	0.84	0.58	67.05	66.62	-0.26	$-26.00	84.00	6	32.0	69.000	0.43	2024-11-12
KRE241206P00062000	KRE	PUT	Long	62.00	None	$-0.38	-0.45	$0.06	0.00	-0.02	0.84	0.46	67.05	66.99	-0.38	$-38.00	84.00	5	82.0	56.000	0.06	2024-11-11
KRE241206P00062000	KRE	PUT	Long	62.00	None	$0.04	0.05	$2.07	0.03	0.27	0.84	0.88	67.05	64.98	0.04	$4.00	84.00	4	50.0	6.000	2.07	2024-11-10
KRE241206P00062000	KRE	PUT	Long	62.00	None	$0.04	0.05	$2.07	0.03	0.26	0.84	0.88	67.05	64.98	0.04	$4.00	84.00	3	50.0	6.000	2.07	2024-11-09
KRE241206P00062000	KRE	PUT	Long	62.00	None	$0.02	0.02	$2.33	0.03	-0.05	0.84	0.86	67.05	64.72	0.02	$2.00	84.00	2	40.0	6.000	2.33	2024-11-08
KRE241206P00062000	KRE	PUT	Long	62.00	None	$0.00	0.00	$2.42	0.04	-0.04	0.84	0.84	67.05	64.63	0.00	$0.00	84.00	1	3.0	6.000	2.42	2024-11-07
KRE241206P00062000	KRE	PUT	Long	62.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.84	0.84	67.05	67.05	0.00	$0.00	84.00	0	3.0	4.000	-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