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View Outliers PnL Drill-Down: LEVI240517P00021000

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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
2024-04-04	LEVI	LEVI240517P00021000	21.00	981.0	24.000	0.327	0.194	0.9	0.2	-0.010	1.230	0.550	0.65	21.58	2024-05-17	PUT	Long	0.151	0.190	0.124

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	LEVI	0.727	0.049	0.181	0.101	0.093	0.044	16.95	0.040	0.0000	15.24	24.17	21	1y	17.34

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
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.62	-0.95	$-1.15	-0.05	0.23	0.65	0.03	20.97	22.12	-0.62	$-62.00	65.00	41	20.0	1319.000	-1.15	2024-05-15
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.58	-0.89	$-2.01	-0.10	0.29	0.65	0.07	20.97	22.98	-0.58	$-58.00	65.00	40	3.0	1319.000	-2.01	2024-05-14
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.58	-0.89	$-1.71	-0.08	0.36	0.65	0.07	20.97	22.68	-0.58	$-58.00	65.00	39	3.0	1319.000	-1.71	2024-05-13
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.60	-0.92	$-1.65	-0.08	-0.11	0.65	0.05	20.97	22.62	-0.60	$-60.00	65.00	38	1.0	1319.000	-1.65	2024-05-12
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.60	-0.92	$-1.70	-0.08	0.32	0.65	0.05	20.97	22.67	-0.60	$-60.00	65.00	35	183.0	1259.000	-1.70	2024-05-09
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.55	-0.85	$-1.01	-0.05	0.11	0.65	0.10	20.97	21.98	-0.55	$-55.00	65.00	34	60.0	1259.000	-1.01	2024-05-08
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.55	-0.85	$-1.28	-0.06	0.09	0.65	0.10	20.97	22.25	-0.55	$-55.00	65.00	33	60.0	1239.000	-1.28	2024-05-07
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.45	-0.69	$-1.10	-0.05	0.37	0.65	0.20	20.97	22.07	-0.45	$-45.00	65.00	29	203.0	1173.000	-1.10	2024-05-03
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.45	-0.69	$-0.95	-0.05	0.11	0.65	0.20	20.97	21.92	-0.45	$-45.00	65.00	28	203.0	1009.000	-0.95	2024-05-02
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.05	-0.08	$-0.08	-0.00	0.07	0.65	0.60	20.97	21.05	-0.05	$-5.00	65.00	25	11.0	996.000	-0.08	2024-04-29
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.10	-0.15	$-0.16	-0.01	0.06	0.65	0.55	20.97	21.13	-0.10	$-10.00	65.00	22	27.0	984.000	-0.16	2024-04-26
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.00	0.00	$-0.11	-0.01	0.07	0.65	0.65	20.97	21.08	0.00	$0.00	65.00	21	219.0	991.000	-0.11	2024-04-25
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.35	-0.54	$-0.60	-0.03	0.06	0.65	0.30	20.97	21.57	-0.35	$-35.00	65.00	20	70.0	938.000	-0.60	2024-04-24
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.36	-0.55	$-1.11	-0.05	0.08	0.65	0.29	20.97	22.08	-0.36	$-36.00	65.00	19	120.0	855.000	-1.11	2024-04-23
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$-0.15	-0.23	$-0.33	-0.02	0.05	0.65	0.50	20.97	21.30	-0.15	$-15.00	65.00	18	344.0	804.000	-0.33	2024-04-22
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.35	0.54	$0.42	0.02	0.09	0.65	1.00	20.97	20.55	0.35	$35.00	65.00	15	18.0	788.000	0.42	2024-04-19
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.30	0.46	$0.46	0.02	0.09	0.65	0.95	20.97	20.51	0.30	$30.00	65.00	14	1.0	789.000	0.46	2024-04-18
LEVI240517P00021000	LEVI	PUT	Long	21.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.50	0.77	$0.31	0.01	0.08	0.65	1.15	20.97	20.66	0.50	$50.00	65.00	13	10.0	788.000	0.31	2024-04-17
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$1.10	1.69	$0.56	0.03	0.10	0.65	1.75	20.97	20.41	1.10	$110.00	65.00	12	14.0	788.000	0.56	2024-04-16
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$1.10	1.69	$1.24	0.06	0.17	0.65	1.75	20.97	19.73	1.10	$110.00	65.00	11	14.0	783.000	1.24	2024-04-15
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$1.45	2.23	$1.74	0.08	0.15	0.65	2.10	20.97	19.23	1.45	$145.00	65.00	8	3.0	783.000	1.74	2024-04-12
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.90	1.38	$1.11	0.05	0.10	0.65	1.55	20.97	19.86	0.90	$90.00	65.00	7	32.0	758.000	1.11	2024-04-11
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.45	0.69	$0.88	0.04	0.07	0.65	1.10	20.97	20.09	0.45	$45.00	65.00	6	51.0	761.000	0.88	2024-04-10
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.35	0.54	$0.47	0.02	0.07	0.65	1.00	20.97	20.50	0.35	$35.00	65.00	5	75.0	709.000	0.47	2024-04-09
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.50	0.77	$0.41	0.02	0.10	0.65	1.15	20.97	20.56	0.50	$50.00	65.00	4	284.0	741.000	0.41	2024-04-08
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.48	0.74	$0.42	0.02	0.08	0.65	1.13	20.97	20.55	0.48	$48.00	65.00	1	811.0	924.000	0.42	2024-04-05
LEVI240517P00021000	LEVI	PUT	Long	21.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	20.97	20.97	0.00	$0.00	65.00	0	981.0	24.000	-0.00	2024-04-04

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