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View Outliers PnL Drill-Down: LEVI240517P00022000

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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	LEVI240517P00022000	22.00	1283.0	8.000	0.302	0.199	0.5	0.6	-0.010	0.730	0.880	1.03	21.74	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
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-1.15	-0.96	$-1.15	-0.05	0.12	1.20	0.05	20.97	22.12	-1.15	$-115.00	120.00	41	200.0	823.000	-1.15	2024-05-15
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-1.10	-0.92	$-2.01	-0.10	0.24	1.20	0.10	20.97	22.98	-1.10	$-110.00	120.00	40	3.0	823.000	-2.01	2024-05-14
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-1.15	-0.96	$-1.71	-0.08	0.18	1.20	0.05	20.97	22.68	-1.15	$-115.00	120.00	39	86.0	801.000	-1.71	2024-05-13
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-1.02	-0.85	$-1.65	-0.08	-0.14	1.20	0.18	20.97	22.62	-1.02	$-102.00	120.00	38	2.0	801.000	-1.65	2024-05-12
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-1.02	-0.85	$-1.70	-0.08	0.08	1.20	0.18	20.97	22.67	-1.02	$-102.00	120.00	35	5.0	799.000	-1.70	2024-05-09
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-0.90	-0.75	$-1.01	-0.05	0.10	1.20	0.30	20.97	21.98	-0.90	$-90.00	120.00	34	27.0	799.000	-1.01	2024-05-08
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-0.87	-0.72	$-1.28	-0.06	0.10	1.20	0.33	20.97	22.25	-0.87	$-87.00	120.00	33	35.0	799.000	-1.28	2024-05-07
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-0.60	-0.50	$-1.10	-0.05	0.18	1.20	0.60	20.97	22.07	-0.60	$-60.00	120.00	29	22.0	746.000	-1.10	2024-05-03
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-0.60	-0.50	$-0.95	-0.05	0.11	1.20	0.60	20.97	21.92	-0.60	$-60.00	120.00	28	22.0	742.000	-0.95	2024-05-02
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.05	0.04	$-0.08	-0.00	0.11	1.20	1.25	20.97	21.05	0.05	$5.00	120.00	25	4.0	727.000	-0.08	2024-04-29
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.10	0.08	$-0.16	-0.01	0.12	1.20	1.30	20.97	21.13	0.10	$10.00	120.00	22	38.0	727.000	-0.16	2024-04-26
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.10	0.08	$-0.11	-0.01	0.15	1.20	1.30	20.97	21.08	0.10	$10.00	120.00	21	38.0	738.000	-0.11	2024-04-25
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-0.35	-0.29	$-0.60	-0.03	0.10	1.20	0.85	20.97	21.57	-0.35	$-35.00	120.00	20	74.0	747.000	-0.60	2024-04-24
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-0.60	-0.50	$-1.11	-0.05	0.10	1.20	0.60	20.97	22.08	-0.60	$-60.00	120.00	19	128.0	646.000	-1.11	2024-04-23
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$-0.12	-0.10	$-0.33	-0.02	0.10	1.20	1.08	20.97	21.30	-0.12	$-12.00	120.00	18	15.0	652.000	-0.33	2024-04-22
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.45	0.38	$0.42	0.02	0.15	1.20	1.65	20.97	20.55	0.45	$45.00	120.00	15	2.0	652.000	0.42	2024-04-19
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.51	0.42	$0.46	0.02	0.15	1.20	1.71	20.97	20.51	0.51	$51.00	120.00	14	237.0	887.000	0.46	2024-04-18
LEVI240517P00022000	LEVI	PUT	Long	22.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.51	0.42	$0.31	0.01	0.13	1.20	1.71	20.97	20.66	0.51	$51.00	120.00	13	237.0	744.000	0.31	2024-04-17
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$1.15	0.96	$0.56	0.03	0.15	1.20	2.35	20.97	20.41	1.15	$115.00	120.00	12	6.0	748.000	0.56	2024-04-16
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$1.43	1.19	$1.24	0.06	0.40	1.20	2.63	20.97	19.73	1.43	$143.00	120.00	11	5.0	743.000	1.24	2024-04-15
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$1.80	1.50	$1.74	0.08	0.23	1.20	3.00	20.97	19.23	1.80	$180.00	120.00	8	14.0	749.000	1.74	2024-04-12
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$1.00	0.83	$1.11	0.05	0.14	1.20	2.20	20.97	19.86	1.00	$100.00	120.00	7	4.0	751.000	1.11	2024-04-11
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.90	0.75	$0.88	0.04	0.13	1.20	2.10	20.97	20.09	0.90	$90.00	120.00	6	22.0	765.000	0.88	2024-04-10
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.62	0.52	$0.47	0.02	0.13	1.20	1.82	20.97	20.50	0.62	$62.00	120.00	5	241.0	765.000	0.47	2024-04-09
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.65	0.54	$0.41	0.02	0.16	1.20	1.85	20.97	20.56	0.65	$65.00	120.00	4	111.0	702.000	0.41	2024-04-08
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.60	0.50	$0.42	0.02	0.15	1.20	1.80	20.97	20.55	0.60	$60.00	120.00	1	215.0	861.000	0.42	2024-04-05
LEVI240517P00022000	LEVI	PUT	Long	22.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.20	1.20	20.97	20.97	0.00	$0.00	120.00	0	1311.0	8.000	-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