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View Outliers PnL Drill-Down: LESL240621P00004000

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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
2024-05-09	LESL	LESL240621P00004000	4.00	2.0	22.000	1.813	0.357	1.5	0.0	-0.010	1.910	0.450	0.15	5.41	2024-06-21	PUT	Long	0.360	0.376	0.107

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
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$1.01	0.19	-0.47	0.15	0.05	5.19	4.18	-0.10	$-10.00	15.00	40	10.0	32.000	1.01	2024-06-18
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.45	0.09	0.22	0.15	0.05	5.19	4.74	-0.10	$-10.00	15.00	39	10.0	32.000	0.45	2024-06-17
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.62	0.12	-0.28	0.15	0.05	5.19	4.57	-0.10	$-10.00	15.00	36	10.0	32.000	0.62	2024-06-14
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.47	0.09	-0.20	0.15	0.05	5.19	4.72	-0.10	$-10.00	15.00	35	10.0	32.000	0.47	2024-06-13
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.11	0.02	0.30	0.15	0.05	5.19	5.08	-0.10	$-10.00	15.00	34	10.0	32.000	0.11	2024-06-12
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.06	0.01	0.13	0.15	0.05	5.19	5.13	-0.10	$-10.00	15.00	33	10.0	32.000	0.06	2024-06-11
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.01	-0.00	-0.17	0.15	0.05	5.19	5.20	-0.10	$-10.00	15.00	32	10.0	32.000	-0.01	2024-06-10
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.07	0.01	0.06	0.15	0.05	5.19	5.12	-0.10	$-10.00	15.00	31	10.0	32.000	0.07	2024-06-09
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.07	0.01	-0.09	0.15	0.05	5.19	5.12	-0.10	$-10.00	15.00	29	10.0	32.000	0.07	2024-06-07
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.15	-0.03	0.10	0.15	0.05	5.19	5.34	-0.10	$-10.00	15.00	28	10.0	32.000	-0.15	2024-06-06
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.33	-0.06	0.15	0.15	0.05	5.19	5.52	-0.10	$-10.00	15.00	27	10.0	32.000	-0.33	2024-06-05
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.46	-0.09	0.18	0.15	0.05	5.19	5.65	-0.10	$-10.00	15.00	26	10.0	32.000	-0.46	2024-06-04
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.57	-0.11	0.18	0.15	0.05	5.19	5.76	-0.10	$-10.00	15.00	25	10.0	32.000	-0.57	2024-06-03
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.55	-0.11	0.07	0.15	0.05	5.19	5.74	-0.10	$-10.00	15.00	22	10.0	32.000	-0.55	2024-05-31
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.48	-0.09	0.01	0.15	0.05	5.19	5.67	-0.10	$-10.00	15.00	21	10.0	32.000	-0.48	2024-05-30
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.09	-0.02	-0.19	0.15	0.05	5.19	5.28	-0.10	$-10.00	15.00	20	10.0	32.000	-0.09	2024-05-29
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.24	-0.05	-0.12	0.15	0.05	5.19	5.43	-0.10	$-10.00	15.00	19	10.0	32.000	-0.24	2024-05-28
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.08	0.02	-0.32	0.15	0.05	5.19	5.11	-0.10	$-10.00	15.00	18	10.0	32.000	0.08	2024-05-27
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.08	0.02	-0.52	0.15	0.05	5.19	5.11	-0.10	$-10.00	15.00	15	10.0	32.000	0.08	2024-05-24
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.17	0.03	-0.42	0.15	0.05	5.19	5.02	-0.10	$-10.00	15.00	14	10.0	32.000	0.17	2024-05-23
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.13	0.03	-0.57	0.15	0.05	5.19	5.06	-0.10	$-10.00	15.00	13	10.0	32.000	0.13	2024-05-22
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.21	0.04	-0.54	0.15	0.05	5.19	4.98	-0.10	$-10.00	15.00	12	10.0	32.000	0.21	2024-05-21
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.24	0.05	-1.09	0.15	0.05	5.19	4.95	-0.10	$-10.00	15.00	11	10.0	0.000	0.24	2024-05-20
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.13	0.03	-0.46	0.15	0.05	5.19	5.06	-0.10	$-10.00	15.00	10	10.0	32.000	0.13	2024-05-19
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.13	0.03	-0.48	0.15	0.05	5.19	5.06	-0.10	$-10.00	15.00	9	10.0	32.000	0.13	2024-05-18
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$0.12	0.02	-0.48	0.15	0.05	5.19	5.07	-0.10	$-10.00	15.00	8	10.0	32.000	0.12	2024-05-17
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.17	-0.03	-0.63	0.15	0.05	5.19	5.36	-0.10	$-10.00	15.00	6	10.0	32.000	-0.17	2024-05-15
LESL240621P00004000	LESL	PUT	Long	4.00	None	$-0.10	-0.67	$-0.42	-0.08	-0.56	0.15	0.05	5.19	5.61	-0.10	$-10.00	15.00	5	10.0	22.000	-0.42	2024-05-14
LESL240621P00004000	LESL	PUT	Long	4.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.13	-0.03	-0.66	0.15	0.15	5.19	5.32	0.00	$0.00	15.00	4	2.0	22.000	-0.13	2024-05-13
LESL240621P00004000	LESL	PUT	Long	4.00	None	$0.00	0.00	$0.43	0.08	-1.21	0.15	0.15	5.19	4.76	0.00	$0.00	15.00	3	2.0	22.000	0.43	2024-05-12
LESL240621P00004000	LESL	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	5.19	5.19	0.00	$0.00	15.00	0	2.0	22.000	-0.00	2024-05-09

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