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View Outliers PnL Drill-Down: LESL240315P00007000

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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
2024-02-06	LESL	LESL240315P00007000	7.00	19.0	52.000	0.643	0.322	0.7	0.1	0.000	0.910	0.260	0.35	7.62	2024-03-15	PUT	Long	0.400	0.426	0.162

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
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.04	-0.11	$0.77	0.10	0.67	0.35	0.31	7.62	6.85	-0.04	$-4.00	35.00	37	14.0	79.000	0.77	2024-03-14
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.26	-0.74	$0.47	0.06	0.64	0.35	0.09	7.62	7.15	-0.26	$-26.00	35.00	36	1.0	79.000	0.47	2024-03-13
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.26	-0.74	$0.21	0.03	0.10	0.35	0.09	7.62	7.41	-0.26	$-26.00	35.00	35	1.0	79.000	0.21	2024-03-12
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.26	-0.74	$-0.22	-0.03	0.56	0.35	0.09	7.62	7.84	-0.26	$-26.00	35.00	34	1.0	79.000	-0.22	2024-03-11
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.26	-0.74	$-0.17	-0.02	0.64	0.35	0.09	7.62	7.79	-0.26	$-26.00	35.00	31	1.0	79.000	-0.17	2024-03-08
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.26	-0.74	$-0.02	-0.00	1.41	0.35	0.09	7.62	7.64	-0.26	$-26.00	35.00	30	1.0	79.000	-0.02	2024-03-07
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.26	-0.74	$0.13	0.02	1.19	0.35	0.09	7.62	7.49	-0.26	$-26.00	35.00	29	2.0	79.000	0.13	2024-03-06
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.25	-0.71	$-0.08	-0.01	0.03	0.35	0.10	7.62	7.70	-0.25	$-25.00	35.00	28	2.0	79.000	-0.08	2024-03-05
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.25	-0.71	$-0.27	-0.04	-0.39	0.35	0.10	7.62	7.89	-0.25	$-25.00	35.00	27	2.0	0.000	-0.27	2024-03-04
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.14	-0.40	$-0.18	-0.02	0.15	0.35	0.21	7.62	7.80	-0.14	$-14.00	35.00	26	5.0	81.000	-0.18	2024-03-03
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.14	-0.40	$-0.18	-0.02	0.15	0.35	0.21	7.62	7.80	-0.14	$-14.00	35.00	25	5.0	81.000	-0.18	2024-03-02
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.14	-0.40	$-0.18	-0.02	-0.02	0.35	0.21	7.62	7.80	-0.14	$-14.00	35.00	24	5.0	81.000	-0.18	2024-03-01
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.14	-0.40	$-0.28	-0.04	0.91	0.35	0.21	7.62	7.90	-0.14	$-14.00	35.00	23	5.0	81.000	-0.28	2024-02-29
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.14	-0.40	$-0.12	-0.02	0.24	0.35	0.21	7.62	7.74	-0.14	$-14.00	35.00	22	5.0	81.000	-0.12	2024-02-28
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.14	-0.40	$-0.16	-0.02	0.02	0.35	0.21	7.62	7.78	-0.14	$-14.00	35.00	21	5.0	81.000	-0.16	2024-02-27
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.14	-0.40	$0.16	0.02	-0.05	0.35	0.21	7.62	7.46	-0.14	$-14.00	35.00	20	5.0	81.000	0.16	2024-02-26
LESL240315P00007000	LESL	PUT	Long	7.00	None	$0.13	0.37	$0.23	0.03	0.12	0.35	0.48	7.62	7.39	0.13	$13.00	35.00	19	3.0	84.000	0.23	2024-02-25
LESL240315P00007000	LESL	PUT	Long	7.00	None	$0.13	0.37	$0.23	0.03	0.06	0.35	0.48	7.62	7.39	0.13	$13.00	35.00	17	3.0	84.000	0.23	2024-02-23
LESL240315P00007000	LESL	PUT	Long	7.00	None	$0.10	0.29	$0.72	0.09	-0.03	0.35	0.45	7.62	6.90	0.10	$10.00	35.00	16	11.0	88.000	0.72	2024-02-22
LESL240315P00007000	LESL	PUT	Long	7.00	None	$0.05	0.14	$0.73	0.10	-0.02	0.35	0.40	7.62	6.89	0.05	$5.00	35.00	15	2.0	88.000	0.73	2024-02-21
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.10	-0.29	$0.03	0.00	0.00	0.35	0.25	7.62	7.59	-0.10	$-10.00	35.00	14	4.0	90.000	0.03	2024-02-20
LESL240315P00007000	LESL	PUT	Long	7.00	None	$-0.15	-0.43	$-0.25	-0.03	0.07	0.35	0.20	7.62	7.87	-0.15	$-15.00	35.00	13	17.0	85.000	-0.25	2024-02-19
LESL240315P00007000	LESL	PUT	Long	7.00	None	$0.00	0.00	$-0.08	-0.01	-0.01	0.35	0.35	7.62	7.70	0.00	$0.00	35.00	3	4.0	82.000	-0.08	2024-02-09
LESL240315P00007000	LESL	PUT	Long	7.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.04	-0.01	-0.03	0.35	0.35	7.62	7.66	0.00	$0.00	35.00	2	4.0	82.000	-0.04	2024-02-08
LESL240315P00007000	LESL	PUT	Long	7.00	None	$0.00	0.00	$0.27	0.04	-0.04	0.35	0.35	7.62	7.35	0.00	$0.00	35.00	1	12.0	70.000	0.27	2024-02-07
LESL240315P00007000	LESL	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	7.62	7.62	0.00	$0.00	35.00	0	19.0	52.000	-0.00	2024-02-06

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