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View Outliers PnL Drill-Down: LITE240920P00052500

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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
2024-08-15	LITE	LITE240920P00052500	52.50	21.0	126.000	0.434	0.272	1.9	1.6	-0.010	2.940	2.600	2.85	52.59	2024-09-20	PUT	Long	0.250	0.287	0.148

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
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.80	-0.98	$-8.88	-0.17	0.54	2.85	0.05	52.26	61.14	-2.80	$-280.00	285.00	35	8.0	367.000	-8.88	2024-09-19
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.80	-0.98	$-6.02	-0.12	0.31	2.85	0.05	52.26	58.28	-2.80	$-280.00	285.00	34	8.0	368.000	-6.02	2024-09-18
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.60	-0.91	$-6.11	-0.12	0.22	2.85	0.25	52.26	58.37	-2.60	$-260.00	285.00	33	1.0	373.000	-6.11	2024-09-17
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.60	-0.91	$-4.33	-0.08	0.11	2.85	0.25	52.26	56.59	-2.60	$-260.00	285.00	32	1.0	373.000	-4.33	2024-09-16
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.05	-0.72	$-3.52	-0.07	0.10	2.85	0.80	52.26	55.78	-2.05	$-205.00	285.00	30	5.0	373.000	-3.52	2024-09-14
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.05	-0.72	$-3.52	-0.07	0.06	2.85	0.80	52.26	55.78	-2.05	$-205.00	285.00	29	5.0	373.000	-3.52	2024-09-13
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.05	-0.72	$-1.99	-0.04	0.05	2.85	0.80	52.26	54.25	-2.05	$-205.00	285.00	28	5.0	373.000	-1.99	2024-09-12
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.55	-0.54	$-1.69	-0.03	0.10	2.85	1.30	52.26	53.95	-1.55	$-155.00	285.00	27	6.0	373.000	-1.69	2024-09-11
LITE240920P00052500	LITE	PUT	Long	52.50	None	$0.15	0.05	$1.16	0.02	0.07	2.85	3.00	52.26	51.10	0.15	$15.00	285.00	26	12.0	383.000	1.16	2024-09-10
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-0.35	-0.12	$1.06	0.02	0.07	2.85	2.50	52.26	51.20	-0.35	$-35.00	285.00	25	31.0	399.000	1.06	2024-09-09
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-0.87	-0.31	$0.15	0.00	0.06	2.85	1.98	52.26	52.11	-0.87	$-87.00	285.00	22	12.0	400.000	0.15	2024-09-06
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.65	-0.58	$-2.82	-0.05	0.05	2.85	1.20	52.26	55.08	-1.65	$-165.00	285.00	21	45.0	400.000	-2.82	2024-09-05
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.65	-0.58	$-3.17	-0.06	0.04	2.85	1.20	52.26	55.43	-1.65	$-165.00	285.00	20	45.0	424.000	-3.17	2024-09-04
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.10	-0.74	$-5.35	-0.10	0.00	2.85	0.75	52.26	57.61	-2.10	$-210.00	285.00	16	1.0	286.000	-5.35	2024-08-31
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.10	-0.74	$-5.35	-0.10	-0.02	2.85	0.75	52.26	57.61	-2.10	$-210.00	285.00	15	1.0	286.000	-5.35	2024-08-30
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.95	-0.68	$-4.27	-0.08	-0.02	2.85	0.90	52.26	56.53	-1.95	$-195.00	285.00	14	21.0	286.000	-4.27	2024-08-29
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-2.13	-0.75	$-4.31	-0.08	0.01	2.85	0.72	52.26	56.57	-2.13	$-213.00	285.00	13	1.0	285.000	-4.31	2024-08-28
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.95	-0.68	$-3.12	-0.06	-0.37	2.85	0.90	52.26	55.38	-1.95	$-195.00	285.00	12	3.0	285.000	-3.12	2024-08-27
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.95	-0.68	$-4.15	-0.08	-0.02	2.85	0.90	52.26	56.41	-1.95	$-195.00	285.00	11	3.0	0.000	-4.15	2024-08-26
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.75	-0.61	$-6.91	-0.13	0.02	2.85	1.10	52.26	59.17	-1.75	$-175.00	285.00	10	5.0	285.000	-6.91	2024-08-25
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.75	-0.61	$-6.91	-0.13	0.01	2.85	1.10	52.26	59.17	-1.75	$-175.00	285.00	9	5.0	285.000	-6.91	2024-08-24
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.75	-0.61	$-6.91	-0.13	0.00	2.85	1.10	52.26	59.17	-1.75	$-175.00	285.00	8	5.0	285.000	-6.91	2024-08-23
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.75	-0.61	$-3.33	-0.06	-0.00	2.85	1.10	52.26	55.59	-1.75	$-175.00	285.00	7	5.0	285.000	-3.33	2024-08-22
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.75	-0.61	$-4.13	-0.08	0.00	2.85	1.10	52.26	56.39	-1.75	$-175.00	285.00	6	5.0	289.000	-4.13	2024-08-21
LITE240920P00052500	LITE	PUT	Long	52.50	None	$-1.75	-0.61	$-3.83	-0.07	0.00	2.85	1.10	52.26	56.09	-1.75	$-175.00	285.00	5	18.0	289.000	-3.83	2024-08-20
LITE240920P00052500	LITE	PUT	Long	52.50	None	$0.25	0.09	$-0.56	-0.01	0.16	2.85	3.10	52.26	52.82	0.25	$25.00	285.00	4	34.0	280.000	-0.56	2024-08-19
LITE240920P00052500	LITE	PUT	Long	52.50	None	$0.25	0.09	$0.28	0.01	0.01	2.85	3.10	52.26	51.98	0.25	$25.00	285.00	3	174.0	141.000	0.28	2024-08-18
LITE240920P00052500	LITE	PUT	Long	52.50	None	$0.25	0.09	$0.28	0.01	0.01	2.85	3.10	52.26	51.98	0.25	$25.00	285.00	2	174.0	141.000	0.28	2024-08-17
LITE240920P00052500	LITE	PUT	Long	52.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -1.57	$0.25	0.09	$0.28	0.01	0.22	2.85	3.10	52.26	51.98	0.25	$25.00	285.00	1	174.0	141.000	0.28	2024-08-16
LITE240920P00052500	LITE	PUT	Long	52.50	None	$0.00	0.00	$-0.00	-0.00	0.00	2.85	2.85	52.26	52.26	0.00	$0.00	285.00	0	21.0	126.000	-0.00	2024-08-15

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