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View Outliers PnL Drill-Down: LIFW240517P00001000

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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
2024-04-02	LIFW	LIFW240517P00001000	1.00	51.0	13.000	1.906	0.527	0.0	0.1	-0.040	0.180	0.260	0.15	0.91	2024-05-17	PUT	Long	0.458	0.566	0.364

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	LIFW	0.909	0.158	0.964	0.375	0.964	0.552	1.67	-7.313	0.0000	1.48	59.50	21	1y	3.02

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
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.15	1.00	$0.12	0.13	1.72	0.15	0.30	0.91	0.79	0.15	$15.00	15.00	43	4.0	667.000	0.12	2024-05-15
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.15	1.00	$0.10	0.11	2.41	0.15	0.30	0.91	0.81	0.15	$15.00	15.00	42	4.0	666.000	0.10	2024-05-14
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.10	0.67	$0.10	0.11	-0.41	0.15	0.25	0.91	0.81	0.10	$10.00	15.00	41	1.0	666.000	0.10	2024-05-13
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.06	0.40	$0.05	0.05	-1.91	0.15	0.21	0.91	0.86	0.06	$6.00	15.00	40	1.0	666.000	0.05	2024-05-12
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$0.06	0.07	0.09	0.15	0.20	0.91	0.85	0.05	$5.00	15.00	38	5.0	665.000	0.06	2024-05-10
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$0.05	0.05	0.09	0.15	0.20	0.91	0.86	0.05	$5.00	15.00	37	5.0	665.000	0.05	2024-05-09
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$0.05	0.05	0.00	0.15	0.20	0.91	0.86	0.05	$5.00	15.00	36	5.0	665.000	0.05	2024-05-08
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$0.03	0.03	0.12	0.15	0.20	0.91	0.88	0.05	$5.00	15.00	35	11.0	654.000	0.03	2024-05-07
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.04	-0.04	-1.91	0.15	0.20	0.91	0.95	0.05	$5.00	15.00	31	8.0	622.000	-0.04	2024-05-03
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.06	0.40	$-0.01	-0.01	0.12	0.15	0.21	0.91	0.92	0.06	$6.00	15.00	30	4.0	622.000	-0.01	2024-05-02
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.07	-0.08	0.24	0.15	0.20	0.91	0.98	0.05	$5.00	15.00	27	2.0	617.000	-0.07	2024-04-29
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.10	-0.11	0.20	0.15	0.20	0.91	1.01	0.05	$5.00	15.00	24	13.0	604.000	-0.10	2024-04-26
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.06	0.40	$-0.03	-0.03	-0.19	0.15	0.21	0.91	0.94	0.06	$6.00	15.00	23	15.0	598.000	-0.03	2024-04-25
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.22	-0.24	0.28	0.15	0.20	0.91	1.13	0.05	$5.00	15.00	22	10.0	592.000	-0.22	2024-04-24
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.22	-0.24	0.24	0.15	0.20	0.91	1.13	0.05	$5.00	15.00	21	6.0	591.000	-0.22	2024-04-23
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.00	0.00	$-0.31	-0.34	0.67	0.15	0.15	0.91	1.22	0.00	$0.00	15.00	20	80.0	611.000	-0.31	2024-04-22
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.25	1.67	$-0.04	-0.04	0.89	0.15	0.40	0.91	0.95	0.25	$25.00	15.00	17	43.0	599.000	-0.04	2024-04-19
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.20	1.33	$0.08	0.09	0.59	0.15	0.35	0.91	0.83	0.20	$20.00	15.00	16	44.0	563.000	0.08	2024-04-18
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.20	1.33	$-0.03	-0.03	0.55	0.15	0.35	0.91	0.94	0.20	$20.00	15.00	15	34.0	555.000	-0.03	2024-04-17
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.15	1.00	$-0.02	-0.02	0.94	0.15	0.30	0.91	0.93	0.15	$15.00	15.00	14	38.0	539.000	-0.02	2024-04-16
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.25	1.67	$-0.04	-0.04	0.27	0.15	0.40	0.91	0.95	0.25	$25.00	15.00	13	40.0	528.000	-0.04	2024-04-15
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.06	0.40	$-0.23	-0.25	0.09	0.15	0.21	0.91	1.14	0.06	$6.00	15.00	10	33.0	521.000	-0.23	2024-04-12
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$-0.05	-0.33	$-0.27	-0.30	-0.03	0.15	0.10	0.91	1.18	-0.05	$-5.00	15.00	9	15.0	511.000	-0.27	2024-04-11
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.00	0.00	$-0.61	-0.67	0.12	0.15	0.15	0.91	1.52	0.00	$0.00	15.00	8	144.0	492.000	-0.61	2024-04-10
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.50	-0.55	0.34	0.15	0.20	0.91	1.41	0.05	$5.00	15.00	7	349.0	205.000	-0.50	2024-04-09
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.65	-0.71	0.52	0.15	0.20	0.91	1.56	0.05	$5.00	15.00	6	182.0	115.000	-0.65	2024-04-08
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.05	0.33	$-0.40	-0.44	0.25	0.15	0.20	0.91	1.31	0.05	$5.00	15.00	3	27.0	106.000	-0.40	2024-04-05
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.10	0.67	$-0.24	-0.26	0.30	0.15	0.25	0.91	1.15	0.10	$10.00	15.00	2	38.0	78.000	-0.24	2024-04-04
LIFW240517P00001000	LIFW	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.15; Exit EQ PnL: -0.04	$0.10	0.67	$-0.17	-0.19	0.11	0.15	0.25	0.91	1.08	0.10	$10.00	15.00	1	35.0	60.000	-0.17	2024-04-03
LIFW240517P00001000	LIFW	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	0.91	0.91	0.00	$0.00	15.00	0	51.0	13.000	-0.00	2024-04-02

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