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View Outliers PnL Drill-Down: LESL240119P00007000

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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
2023-12-14	LESL	LESL240119P00007000	7.00	2.0	6.000	0.510	0.368	0.1	0.5	-0.010	0.240	0.580	0.78	6.63	2024-01-19	PUT	Long	0.400	0.435	0.186

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	LESL	0.909	0.171	0.466	0.265	0.457	0.254	2.29	-0.018	0.0000	2.22	8.18	21	1y	2.87

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
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.53	-0.68	$-0.31	-0.05	0.06	0.78	0.25	6.63	6.94	-0.53	$-53.00	78.00	35	1.0	15.000	-0.31	2024-01-18
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$0.07	0.01	0.35	0.78	0.45	6.63	6.56	-0.33	$-33.00	78.00	34	1.0	15.000	0.07	2024-01-17
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.00	-0.00	0.65	0.78	0.45	6.63	6.63	-0.33	$-33.00	78.00	33	1.0	15.000	-0.00	2024-01-16
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$0.14	0.02	-0.01	0.78	0.45	6.63	6.49	-0.33	$-33.00	78.00	29	1.0	15.000	0.14	2024-01-12
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$0.11	0.02	0.20	0.78	0.45	6.63	6.52	-0.33	$-33.00	78.00	28	1.0	15.000	0.11	2024-01-11
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.06	-0.01	0.08	0.78	0.45	6.63	6.69	-0.33	$-33.00	78.00	27	1.0	15.000	-0.06	2024-01-10
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$0.09	0.01	0.04	0.78	0.45	6.63	6.54	-0.33	$-33.00	78.00	26	1.0	16.000	0.09	2024-01-09
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.23	-0.29	$-0.30	-0.05	0.09	0.78	0.55	6.63	6.93	-0.23	$-23.00	78.00	25	4.0	16.000	-0.30	2024-01-08
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.23	-0.29	$-0.22	-0.03	0.13	0.78	0.55	6.63	6.85	-0.23	$-23.00	78.00	24	4.0	16.000	-0.22	2024-01-07
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.23	-0.29	$-0.22	-0.03	0.06	0.78	0.55	6.63	6.85	-0.23	$-23.00	78.00	22	4.0	16.000	-0.22	2024-01-05
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.23	-0.29	$-0.17	-0.03	-0.51	0.78	0.55	6.63	6.80	-0.23	$-23.00	78.00	21	4.0	16.000	-0.17	2024-01-04
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.23	-0.29	$0.14	0.02	-0.51	0.78	0.55	6.63	6.49	-0.23	$-23.00	78.00	20	4.0	16.000	0.14	2024-01-03
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.33	-0.05	-0.51	0.78	0.45	6.63	6.96	-0.33	$-33.00	78.00	19	2.0	12.000	-0.33	2024-01-02
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.38	-0.49	$-0.28	-0.04	0.10	0.78	0.40	6.63	6.91	-0.38	$-38.00	78.00	18	2.0	11.000	-0.28	2024-01-01
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.38	-0.49	$-0.28	-0.04	0.07	0.78	0.40	6.63	6.91	-0.38	$-38.00	78.00	16	2.0	11.000	-0.28	2023-12-30
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.38	-0.49	$-0.28	-0.04	0.04	0.78	0.40	6.63	6.91	-0.38	$-38.00	78.00	15	2.0	11.000	-0.28	2023-12-29
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.48	-0.07	0.07	0.78	0.45	6.63	7.11	-0.33	$-33.00	78.00	14	1.0	11.000	-0.48	2023-12-28
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.35	-0.05	0.11	0.78	0.45	6.63	6.98	-0.33	$-33.00	78.00	13	1.0	11.000	-0.35	2023-12-27
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.24	-0.04	0.05	0.78	0.45	6.63	6.87	-0.33	$-33.00	78.00	12	1.0	12.000	-0.24	2023-12-26
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.31	-0.05	0.09	0.78	0.45	6.63	6.94	-0.33	$-33.00	78.00	11	1.0	11.000	-0.31	2023-12-25
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.33	-0.42	$-0.31	-0.05	0.07	0.78	0.45	6.63	6.94	-0.33	$-33.00	78.00	9	1.0	11.000	-0.31	2023-12-23
LESL240119P00007000	LESL	PUT	Long	7.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.08; Exit EQ PnL: -0.23	$-0.33	-0.42	$-0.31	-0.05	0.09	0.78	0.45	6.63	6.94	-0.33	$-33.00	78.00	8	1.0	11.000	-0.31	2023-12-22
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.08	-0.10	$-0.18	-0.03	0.38	0.78	0.70	6.63	6.81	-0.08	$-8.00	78.00	7	2.0	11.000	-0.18	2023-12-21
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.08	-0.10	$-0.11	-0.02	0.10	0.78	0.70	6.63	6.74	-0.08	$-8.00	78.00	6	2.0	11.000	-0.11	2023-12-20
LESL240119P00007000	LESL	PUT	Long	7.00	None	$-0.08	-0.10	$-0.07	-0.01	0.34	0.78	0.70	6.63	6.70	-0.08	$-8.00	78.00	5	2.0	9.000	-0.07	2023-12-19
LESL240119P00007000	LESL	PUT	Long	7.00	None	$0.17	0.22	$0.25	0.04	0.06	0.78	0.95	6.63	6.38	0.17	$17.00	78.00	4	1.0	9.000	0.25	2023-12-18
LESL240119P00007000	LESL	PUT	Long	7.00	None	$0.17	0.22	$0.22	0.03	0.06	0.78	0.95	6.63	6.41	0.17	$17.00	78.00	2	1.0	8.000	0.22	2023-12-16
LESL240119P00007000	LESL	PUT	Long	7.00	None	$0.17	0.22	$0.22	0.03	0.05	0.78	0.95	6.63	6.41	0.17	$17.00	78.00	1	1.0	8.000	0.22	2023-12-15
LESL240119P00007000	LESL	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.78	0.78	6.63	6.63	0.00	$0.00	78.00	0	2.0	6.000	-0.00	2023-12-14

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