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View Outliers PnL Drill-Down: LFST240419P00007500

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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
2024-02-28	LFST	LFST240419P00007500	7.50	187.0	6407.000	0.839	0.374	1.3	0.1	-0.030	1.650	0.400	0.55	8.71	2024-04-19	PUT	Long	0.272	0.379	0.300

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	LFST	0.818	0.072	0.313	0.152	0.113	-0.012	7.48	-0.176	0.0000	4.81	8.71	21	1y	7.07

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
LFST240419P00007500	LFST	PUT	Long	7.50	None	$1.25	2.27	$3.00	0.34	1.96	0.55	1.80	8.71	5.71	1.25	$125.00	55.00	50	10.0	2140.000	3.00	2024-04-18
LFST240419P00007500	LFST	PUT	Long	7.50	None	$1.25	2.27	$3.02	0.35	1.51	0.55	1.80	8.71	5.69	1.25	$125.00	55.00	49	10.0	2177.000	3.02	2024-04-17
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.65	1.18	$3.09	0.35	1.31	0.55	1.20	8.71	5.62	0.65	$65.00	55.00	48	4.0	2177.000	3.09	2024-04-16
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.65	1.18	$2.86	0.33	0.50	0.55	1.20	8.71	5.85	0.65	$65.00	55.00	47	4.0	5990.000	2.86	2024-04-15
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.65	1.18	$2.66	0.31	0.52	0.55	1.20	8.71	6.05	0.65	$65.00	55.00	44	4.0	5990.000	2.66	2024-04-12
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.65	1.18	$2.58	0.30	0.30	0.55	1.20	8.71	6.13	0.65	$65.00	55.00	43	4.0	6165.000	2.58	2024-04-11
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.65	1.18	$2.57	0.30	0.28	0.55	1.20	8.71	6.14	0.65	$65.00	55.00	42	4.0	6165.000	2.57	2024-04-10
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.65	1.18	$2.42	0.28	0.13	0.55	1.20	8.71	6.29	0.65	$65.00	55.00	41	4.0	6165.000	2.42	2024-04-09
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.65	1.18	$2.42	0.28	-0.00	0.55	1.20	8.71	6.29	0.65	$65.00	55.00	40	4.0	6165.000	2.42	2024-04-08
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.53	0.29	0.09	0.55	1.45	8.71	6.18	0.90	$90.00	55.00	37	208.0	6165.000	2.53	2024-04-05
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.70	0.31	-0.00	0.55	1.45	8.71	6.01	0.90	$90.00	55.00	36	208.0	6165.000	2.70	2024-04-04
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.66	0.31	0.09	0.55	1.45	8.71	6.05	0.90	$90.00	55.00	35	208.0	6165.000	2.66	2024-04-03
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.72	0.31	0.14	0.55	1.45	8.71	5.99	0.90	$90.00	55.00	34	208.0	6165.000	2.72	2024-04-02
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.51	0.29	-0.17	0.55	1.45	8.71	6.20	0.90	$90.00	55.00	33	208.0	6165.000	2.51	2024-04-01
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.54	0.29	-0.04	0.55	1.45	8.71	6.17	0.90	$90.00	55.00	32	208.0	6165.000	2.54	2024-03-31
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.54	0.29	-0.08	0.55	1.45	8.71	6.17	0.90	$90.00	55.00	31	208.0	6165.000	2.54	2024-03-30
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.54	0.29	-0.09	0.55	1.45	8.71	6.17	0.90	$90.00	55.00	30	208.0	6165.000	2.54	2024-03-29
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.54	0.29	-0.11	0.55	1.45	8.71	6.17	0.90	$90.00	55.00	29	208.0	6165.000	2.54	2024-03-28
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.69	0.31	0.06	0.55	1.45	8.71	6.02	0.90	$90.00	55.00	28	208.0	6165.000	2.69	2024-03-27
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.76	0.32	-0.18	0.55	1.45	8.71	5.95	0.90	$90.00	55.00	27	208.0	6165.000	2.76	2024-03-26
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.67	0.31	-0.05	0.55	1.45	8.71	6.04	0.90	$90.00	55.00	26	208.0	6165.000	2.67	2024-03-25
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.78	0.32	-0.21	0.55	1.45	8.71	5.93	0.90	$90.00	55.00	23	208.0	6165.000	2.78	2024-03-22
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.63	0.30	-0.14	0.55	1.45	8.71	6.08	0.90	$90.00	55.00	22	208.0	6165.000	2.63	2024-03-21
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.90	1.64	$2.46	0.28	-0.13	0.55	1.45	8.71	6.25	0.90	$90.00	55.00	21	208.0	6165.000	2.46	2024-03-20
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.82	1.49	$2.39	0.27	0.03	0.55	1.37	8.71	6.32	0.82	$82.00	55.00	20	4.0	6165.000	2.39	2024-03-19
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.82	1.49	$2.44	0.28	-0.00	0.55	1.37	8.71	6.27	0.82	$82.00	55.00	19	4.0	6165.000	2.44	2024-03-18
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.82	1.49	$2.35	0.27	-0.06	0.55	1.37	8.71	6.36	0.82	$82.00	55.00	16	4.0	6169.000	2.35	2024-03-15
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.54	0.98	$2.33	0.27	0.91	0.55	1.09	8.71	6.38	0.54	$54.00	55.00	15	5.0	6169.000	2.33	2024-03-14
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.54	0.98	$2.10	0.24	-0.04	0.55	1.09	8.71	6.61	0.54	$54.00	55.00	14	5.0	6172.000	2.10	2024-03-13
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.30	0.55	$1.83	0.21	-0.08	0.55	0.85	8.71	6.88	0.30	$30.00	55.00	13	508.0	6172.000	1.83	2024-03-12
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.30	0.55	$1.62	0.19	0.23	0.55	0.85	8.71	7.09	0.30	$30.00	55.00	12	508.0	6476.000	1.62	2024-03-11
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.30	0.55	$1.50	0.17	-0.16	0.55	0.85	8.71	7.21	0.30	$30.00	55.00	9	10.0	6476.000	1.50	2024-03-08
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.30	0.55	$1.49	0.17	-0.09	0.55	0.85	8.71	7.22	0.30	$30.00	55.00	8	10.0	6474.000	1.49	2024-03-07
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.10	0.18	$1.47	0.17	-0.08	0.55	0.65	8.71	7.24	0.10	$10.00	55.00	7	56.0	6474.000	1.47	2024-03-06
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.10	0.18	$1.18	0.14	-0.13	0.55	0.65	8.71	7.53	0.10	$10.00	55.00	6	56.0	6474.000	1.18	2024-03-05
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.10	0.18	$0.95	0.11	-0.82	0.55	0.65	8.71	7.76	0.10	$10.00	55.00	5	56.0	0.000	0.95	2024-03-04
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.15	0.27	$0.93	0.11	-0.07	0.55	0.70	8.71	7.78	0.15	$15.00	55.00	4	220.0	6442.000	0.93	2024-03-03
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.10	0.18	$0.91	0.10	-0.06	0.55	0.65	8.71	7.80	0.10	$10.00	55.00	2	5.0	6442.000	0.91	2024-03-01
LFST240419P00007500	LFST	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.28	$-0.08	-0.15	$0.36	0.04	-0.07	0.55	0.47	8.71	8.35	-0.08	$-8.00	55.00	1	161.0	6527.000	0.36	2024-02-29
LFST240419P00007500	LFST	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	8.71	8.71	0.00	$0.00	55.00	0	187.0	6407.000	-0.00	2024-02-28

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