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View Outliers PnL Drill-Down: LILM240119P00001000

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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
2023-11-03	LILM	LILM240119P00001000	1.00	1.0	535.000	1.031	0.465	0.1	0.1	-0.040	0.150	0.170	0.38	0.97	2024-01-19	PUT	Long	0.299	0.423	0.335
2023-12-07	LILM	LILM240119P00001000	1.00	871.0	626.000	1.625	0.462	0.3	0.0	-0.010	0.420	0.090	0.11	1.32	2024-01-19	PUT	Long	0.479	0.509	0.189

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.21	-0.55	$0.15	0.15	4.41	0.38	0.17	0.97	0.82	-0.21	$-21.00	38.00	76	13.0	1330.000	0.15	2024-01-18
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.23	-0.61	$0.14	0.14	0.84	0.38	0.15	0.97	0.83	-0.23	$-23.00	38.00	75	2.0	1330.000	0.14	2024-01-17
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.23	-0.61	$0.13	0.13	1.53	0.38	0.15	0.97	0.84	-0.23	$-23.00	38.00	74	1.0	1330.000	0.13	2024-01-16
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.23	-0.61	$0.11	0.11	-0.09	0.38	0.15	0.97	0.86	-0.23	$-23.00	38.00	70	42.0	1333.000	0.11	2024-01-12
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.23	-0.61	$0.10	0.10	0.16	0.38	0.15	0.97	0.87	-0.23	$-23.00	38.00	69	31.0	1333.000	0.10	2024-01-11
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.23	-0.61	$0.05	0.05	0.25	0.38	0.15	0.97	0.92	-0.23	$-23.00	38.00	68	31.0	1351.000	0.05	2024-01-10
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.29	-0.76	$-0.01	-0.01	0.31	0.38	0.09	0.97	0.98	-0.29	$-29.00	38.00	67	5.0	1351.000	-0.01	2024-01-09
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.07	-0.07	0.30	0.38	0.05	0.97	1.04	-0.33	$-33.00	38.00	66	3.0	1349.000	-0.07	2024-01-08
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.26	-0.68	$-0.05	-0.05	0.47	0.38	0.12	0.97	1.02	-0.26	$-26.00	38.00	65	212.0	1540.000	-0.05	2024-01-07
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.26	-0.68	$-0.05	-0.05	0.31	0.38	0.12	0.97	1.02	-0.26	$-26.00	38.00	63	212.0	1540.000	-0.05	2024-01-05
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.08	-0.08	-0.91	0.38	0.05	0.97	1.05	-0.33	$-33.00	38.00	62	7.0	1540.000	-0.08	2024-01-04
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.08	-0.08	-0.91	0.38	0.05	0.97	1.05	-0.33	$-33.00	38.00	61	7.0	1540.000	-0.08	2024-01-03
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.13	-0.13	-0.78	0.38	0.05	0.97	1.10	-0.33	$-33.00	38.00	60	7.0	1540.000	-0.13	2024-01-02
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.21	-0.22	0.22	0.38	0.05	0.97	1.18	-0.33	$-33.00	38.00	59	2.0	1533.000	-0.21	2024-01-01
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.21	-0.22	0.14	0.38	0.05	0.97	1.18	-0.33	$-33.00	38.00	57	2.0	1533.000	-0.21	2023-12-30
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.21	-0.22	0.09	0.38	0.05	0.97	1.18	-0.33	$-33.00	38.00	56	2.0	1533.000	-0.21	2023-12-29
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.27	-0.28	-0.78	0.38	0.05	0.97	1.24	-0.33	$-33.00	38.00	55	2.0	1533.000	-0.27	2023-12-28
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.33	-0.34	0.31	0.38	0.05	0.97	1.30	-0.33	$-33.00	38.00	54	22.0	1511.000	-0.33	2023-12-27
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.33	-0.87	$-0.32	-0.33	0.53	0.38	0.05	0.97	1.29	-0.33	$-33.00	38.00	53	2.0	1509.000	-0.32	2023-12-26
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.32	-0.84	$-0.24	-0.25	0.33	0.38	0.06	0.97	1.21	-0.32	$-32.00	38.00	52	1.0	1508.000	-0.24	2023-12-25
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.32	-0.84	$-0.24	-0.25	0.28	0.38	0.06	0.97	1.21	-0.32	$-32.00	38.00	50	1.0	1508.000	-0.24	2023-12-23
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.32	-0.84	$-0.24	-0.25	0.25	0.38	0.06	0.97	1.21	-0.32	$-32.00	38.00	49	1.0	1508.000	-0.24	2023-12-22
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.24	-0.25	0.24	0.38	0.10	0.97	1.21	-0.28	$-28.00	38.00	48	2.0	1506.000	-0.24	2023-12-21
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.31	-0.82	$-0.32	-0.33	0.38	0.38	0.07	0.97	1.29	-0.31	$-31.00	38.00	47	44.0	1506.000	-0.32	2023-12-20
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.31	-0.82	$-0.30	-0.31	0.31	0.38	0.07	0.97	1.27	-0.31	$-31.00	38.00	46	44.0	1523.000	-0.30	2023-12-19
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.23	-0.24	0.39	0.38	0.10	0.97	1.20	-0.28	$-28.00	38.00	45	5.0	1519.000	-0.23	2023-12-18
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.28	-0.29	0.22	0.38	0.10	0.97	1.25	-0.28	$-28.00	38.00	43	51.0	1559.000	-0.28	2023-12-16
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.28	-0.29	0.61	0.38	0.10	0.97	1.25	-0.28	$-28.00	38.00	42	10.0	1559.000	-0.28	2023-12-15
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.32	-0.33	0.25	0.38	0.10	0.97	1.29	-0.28	$-28.00	38.00	41	6.0	1554.000	-0.32	2023-12-14
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.30	-0.31	0.20	0.38	0.10	0.97	1.27	-0.28	$-28.00	38.00	40	61.0	1494.000	-0.30	2023-12-13
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.30	-0.31	0.39	0.38	0.10	0.97	1.27	-0.28	$-28.00	38.00	39	19.0	1475.000	-0.30	2023-12-12
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.24	-0.63	$-0.35	-0.36	0.48	0.38	0.14	0.97	1.32	-0.24	$-24.00	38.00	38	3.0	1474.000	-0.35	2023-12-11
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.28	-0.74	$-0.41	-0.42	0.50	0.38	0.10	0.97	1.38	-0.28	$-28.00	38.00	35	26.0	1457.000	-0.41	2023-12-08
LILM240119P00001000	LILM	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.23; Exit EQ PnL: -0.35	$-0.27	-0.71	$-0.35	-0.36	0.59	0.38	0.11	0.97	1.32	-0.27	$-27.00	38.00	34	871.0	626.000	-0.35	2023-12-07
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.21	-0.55	$-0.14	-0.14	0.16	0.38	0.17	0.97	1.11	-0.21	$-21.00	38.00	33	0.0	626.000	-0.14	2023-12-06
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.21	-0.55	$-0.04	-0.04	0.25	0.38	0.17	0.97	1.01	-0.21	$-21.00	38.00	32	0.0	626.000	-0.04	2023-12-05
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.21	-0.55	$-0.08	-0.08	0.52	0.38	0.17	0.97	1.05	-0.21	$-21.00	38.00	31	0.0	626.000	-0.08	2023-12-04
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.21	-0.55	$-0.10	-0.10	0.38	0.38	0.17	0.97	1.07	-0.21	$-21.00	38.00	30	0.0	626.000	-0.10	2023-12-03
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.21	-0.55	$-0.10	-0.10	0.36	0.38	0.17	0.97	1.07	-0.21	$-21.00	38.00	29	0.0	626.000	-0.10	2023-12-02
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.21	-0.55	$-0.10	-0.10	0.34	0.38	0.17	0.97	1.07	-0.21	$-21.00	38.00	28	0.0	626.000	-0.10	2023-12-01
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.19	-0.50	$-0.11	-0.11	0.53	0.38	0.19	0.97	1.08	-0.19	$-19.00	38.00	27	0.0	626.000	-0.11	2023-11-30
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.23	-0.61	$-0.14	-0.14	0.42	0.38	0.15	0.97	1.11	-0.23	$-23.00	38.00	26	0.0	626.000	-0.14	2023-11-29
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.23	-0.61	$-0.07	-0.07	0.06	0.38	0.15	0.97	1.04	-0.23	$-23.00	38.00	25	0.0	615.000	-0.07	2023-11-28
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.13	-0.34	$0.02	0.02	-0.02	0.38	0.25	0.97	0.95	-0.13	$-13.00	38.00	24	0.0	615.000	0.02	2023-11-27
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.13	-0.34	$0.09	0.09	0.05	0.38	0.25	0.97	0.88	-0.13	$-13.00	38.00	21	0.0	0.000	0.09	2023-11-24
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.13	-0.34	$0.14	0.14	-1.03	0.38	0.25	0.97	0.83	-0.13	$-13.00	38.00	20	0.0	0.000	0.14	2023-11-23
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.13	-0.34	$0.13	0.13	-0.14	0.38	0.25	0.97	0.84	-0.13	$-13.00	38.00	19	0.0	615.000	0.13	2023-11-22
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.13	-0.34	$0.12	0.12	-0.08	0.38	0.25	0.97	0.85	-0.13	$-13.00	38.00	18	0.0	510.000	0.12	2023-11-21
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.18	-0.47	$0.07	0.07	-0.26	0.38	0.20	0.97	0.90	-0.18	$-18.00	38.00	17	0.0	510.000	0.07	2023-11-20
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.18	-0.47	$0.10	0.10	-0.04	0.38	0.20	0.97	0.87	-0.18	$-18.00	38.00	16	0.0	535.000	0.10	2023-11-19
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.18	-0.47	$0.10	0.10	-0.05	0.38	0.20	0.97	0.87	-0.18	$-18.00	38.00	14	0.0	535.000	0.10	2023-11-17
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.12	-0.32	$0.09	0.09	-0.02	0.38	0.26	0.97	0.88	-0.12	$-12.00	38.00	13	0.0	535.000	0.09	2023-11-16
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.12	-0.32	$0.05	0.05	-0.05	0.38	0.26	0.97	0.92	-0.12	$-12.00	38.00	12	0.0	535.000	0.05	2023-11-15
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.12	-0.32	$0.13	0.13	0.17	0.38	0.26	0.97	0.84	-0.12	$-12.00	38.00	11	0.0	535.000	0.13	2023-11-14
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.12	-0.32	$0.18	0.19	-0.06	0.38	0.26	0.97	0.79	-0.12	$-12.00	38.00	10	0.0	535.000	0.18	2023-11-13
LILM240119P00001000	LILM	PUT	Long	1.00	None	$-0.12	-0.32	$0.16	0.16	0.02	0.38	0.26	0.97	0.81	-0.12	$-12.00	38.00	7	0.0	535.000	0.16	2023-11-10
LILM240119P00001000	LILM	PUT	Long	1.00	None	$0.00	0.00	$0.11	0.11	-1.03	0.38	0.38	0.97	0.86	0.00	$0.00	38.00	6	0.0	0.000	0.11	2023-11-09
LILM240119P00001000	LILM	PUT	Long	1.00	None	$0.00	0.00	$0.11	0.11	0.03	0.38	0.38	0.97	0.86	0.00	$0.00	38.00	5	0.0	535.000	0.11	2023-11-08
LILM240119P00001000	LILM	PUT	Long	1.00	None	$0.00	0.00	$0.15	0.15	0.05	0.38	0.38	0.97	0.82	0.00	$0.00	38.00	4	0.0	535.000	0.15	2023-11-07
LILM240119P00001000	LILM	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.04	0.20	0.38	0.38	0.97	0.93	0.00	$0.00	38.00	3	0.0	535.000	0.04	2023-11-06
LILM240119P00001000	LILM	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.04	0.20	0.38	0.38	0.97	0.93	0.00	$0.00	38.00	2	0.0	535.000	0.04	2023-11-05
LILM240119P00001000	LILM	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.38	0.38	0.97	0.97	0.00	$0.00	38.00	0	1.0	535.000	-0.00	2023-11-03

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