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View Outliers PnL Drill-Down: LLAP231215P00001000

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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
2023-10-25	LLAP	LLAP231215P00001000	1.00	100.0	763.000	1.281	0.426	0.0	0.2	-0.010	0.080	0.250	0.40	0.83	2023-12-15	PUT	Long	0.418	0.464	0.208

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	LLAP	0.727	0.025	0.543	0.265	0.025	-0.107	0.25	-1.117	0.0000	0.24	1.54	19	1y	0.25

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
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.34	-0.85	$-0.10	-0.12	0.69	0.40	0.06	0.83	0.93	-0.34	$-34.00	40.00	50	91.0	1296.000	-0.10	2023-12-14
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$-0.11	-0.13	0.59	0.40	0.20	0.83	0.94	-0.20	$-20.00	40.00	49	1.0	1297.000	-0.11	2023-12-13
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$0.05	0.06	0.22	0.40	0.20	0.83	0.78	-0.20	$-20.00	40.00	48	1.0	1297.000	0.05	2023-12-12
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.17	-0.42	$0.11	0.13	1.84	0.40	0.23	0.83	0.72	-0.17	$-17.00	40.00	47	426.0	902.000	0.11	2023-12-11
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.35	-0.88	$-0.19	-0.23	0.16	0.40	0.05	0.83	1.02	-0.35	$-35.00	40.00	44	90.0	902.000	-0.19	2023-12-08
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.35	-0.88	$-0.17	-0.20	0.00	0.40	0.05	0.83	1.00	-0.35	$-35.00	40.00	43	90.0	813.000	-0.17	2023-12-07
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.30	-0.75	$-0.05	-0.06	0.34	0.40	0.10	0.83	0.88	-0.30	$-30.00	40.00	42	0.0	813.000	-0.05	2023-12-06
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.30	-0.75	$-0.08	-0.10	-0.22	0.40	0.10	0.83	0.91	-0.30	$-30.00	40.00	41	0.0	813.000	-0.08	2023-12-05
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.25	-0.62	$-0.11	-0.13	0.75	0.40	0.15	0.83	0.94	-0.25	$-25.00	40.00	40	0.0	815.000	-0.11	2023-12-04
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.21	-0.52	$-0.00	-0.00	0.03	0.40	0.19	0.83	0.83	-0.21	$-21.00	40.00	39	0.0	815.000	-0.00	2023-12-03
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.21	-0.52	$-0.00	-0.00	0.00	0.40	0.19	0.83	0.83	-0.21	$-21.00	40.00	38	0.0	815.000	-0.00	2023-12-02
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.21	-0.52	$-0.00	-0.00	-0.06	0.40	0.19	0.83	0.83	-0.21	$-21.00	40.00	37	0.0	815.000	-0.00	2023-12-01
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$0.02	0.02	-0.47	0.40	0.20	0.83	0.81	-0.20	$-20.00	40.00	36	0.0	812.000	0.02	2023-11-30
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.18	-0.45	$0.01	0.01	-0.19	0.40	0.22	0.83	0.82	-0.18	$-18.00	40.00	35	0.0	813.000	0.01	2023-11-29
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.04	0.05	0.25	0.40	0.25	0.83	0.79	-0.15	$-15.00	40.00	34	0.0	812.000	0.04	2023-11-28
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.01	0.01	-0.30	0.40	0.25	0.83	0.82	-0.15	$-15.00	40.00	33	0.0	812.000	0.01	2023-11-27
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$-0.02	-0.02	-0.03	0.40	0.20	0.83	0.85	-0.20	$-20.00	40.00	30	0.0	0.000	-0.02	2023-11-24
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.13	-0.32	$0.05	0.06	-1.28	0.40	0.27	0.83	0.78	-0.13	$-13.00	40.00	29	0.0	0.000	0.05	2023-11-23
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.07	0.08	-1.28	0.40	0.25	0.83	0.76	-0.15	$-15.00	40.00	28	0.0	813.000	0.07	2023-11-22
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.06	0.07	-0.30	0.40	0.25	0.83	0.77	-0.15	$-15.00	40.00	27	0.0	813.000	0.06	2023-11-21
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.04	0.05	-0.06	0.40	0.25	0.83	0.79	-0.15	$-15.00	40.00	26	0.0	814.000	0.04	2023-11-20
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.09	0.11	-0.25	0.40	0.25	0.83	0.74	-0.15	$-15.00	40.00	25	0.0	1132.000	0.09	2023-11-19
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.09	0.11	-0.25	0.40	0.25	0.83	0.74	-0.15	$-15.00	40.00	23	0.0	1132.000	0.09	2023-11-17
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.09	0.11	0.69	0.40	0.25	0.83	0.74	-0.15	$-15.00	40.00	22	0.0	1132.000	0.09	2023-11-16
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.15	-0.38	$0.11	0.13	0.56	0.40	0.25	0.83	0.72	-0.15	$-15.00	40.00	21	0.0	1132.000	0.11	2023-11-15
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.10	-0.25	$0.12	0.14	0.44	0.40	0.30	0.83	0.71	-0.10	$-10.00	40.00	20	0.0	1131.000	0.12	2023-11-14
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$0.08	0.10	0.06	0.40	0.20	0.83	0.75	-0.20	$-20.00	40.00	19	0.0	1131.000	0.08	2023-11-13
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$0.08	0.10	0.66	0.40	0.20	0.83	0.75	-0.20	$-20.00	40.00	16	0.0	1131.000	0.08	2023-11-10
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$0.01	0.01	-1.28	0.40	0.20	0.83	0.82	-0.20	$-20.00	40.00	15	0.0	0.000	0.01	2023-11-09
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$0.01	0.01	-0.58	0.40	0.20	0.83	0.82	-0.20	$-20.00	40.00	14	0.0	1131.000	0.01	2023-11-08
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$0.01	0.01	-0.03	0.40	0.20	0.83	0.82	-0.20	$-20.00	40.00	13	0.0	1081.000	0.01	2023-11-07
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$-0.09	-0.11	0.17	0.40	0.20	0.83	0.92	-0.20	$-20.00	40.00	12	0.0	763.000	-0.09	2023-11-06
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$-0.20	-0.50	$-0.09	-0.11	0.17	0.40	0.20	0.83	0.92	-0.20	$-20.00	40.00	11	0.0	763.000	-0.09	2023-11-05
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$0.00	0.00	$-0.12	-0.14	-0.16	0.40	0.40	0.83	0.95	0.00	$0.00	40.00	9	0.0	763.000	-0.12	2023-11-03
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$0.00	0.00	$-0.06	-0.07	0.20	0.40	0.40	0.83	0.89	0.00	$0.00	40.00	8	0.0	763.000	-0.06	2023-11-02
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.05	-0.34	0.40	0.40	0.83	0.79	0.00	$0.00	40.00	7	0.0	763.000	0.04	2023-11-01
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$0.00	0.00	$0.03	0.04	-0.29	0.40	0.40	0.83	0.80	0.00	$0.00	40.00	6	0.0	763.000	0.03	2023-10-31
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$0.00	0.00	$0.05	0.06	-0.44	0.40	0.40	0.83	0.78	0.00	$0.00	40.00	5	0.0	763.000	0.05	2023-10-30
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	-0.14	0.40	0.40	0.83	0.83	0.00	$0.00	40.00	2	0.0	763.000	-0.00	2023-10-27
LLAP231215P00001000	LLAP	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.01	$0.00	0.00	$0.05	0.06	-1.28	0.40	0.40	0.83	0.78	0.00	$0.00	40.00	1	0.0	763.000	0.05	2023-10-26
LLAP231215P00001000	LLAP	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	0.83	0.83	0.00	$0.00	40.00	0	100.0	763.000	-0.00	2023-10-25

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