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View Outliers PnL Drill-Down: LRN241220P00080000

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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
2024-10-23	LRN	LRN241220P00080000	80.00	82.0	474.000	0.467	0.369	10.0	1.3	-0.070	10.870	2.130	2.80	88.26	2024-12-20	PUT	Long	0.192	0.385	0.391

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	LRN	1.000	0.036	0.341	0.098	0.064	-0.277	107.60	0.100	0.0000	55.38	110.79	21	1y	91.59

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
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-16.32	-0.18	1.47	2.70	0.05	89.72	106.04	-2.65	$-265.00	270.00	57	19.0	609.000	-16.32	2024-12-19
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-15.62	-0.17	1.09	2.70	0.05	89.72	105.34	-2.65	$-265.00	270.00	56	19.0	609.000	-15.62	2024-12-18
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.69	-1.00	$-18.01	-0.20	0.97	2.70	0.01	89.72	107.73	-2.69	$-269.00	270.00	55	2.0	611.000	-18.01	2024-12-17
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-19.20	-0.21	0.86	2.70	0.05	89.72	108.92	-2.65	$-265.00	270.00	54	1.0	611.000	-19.20	2024-12-16
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-16.56	-0.18	0.44	2.70	0.05	89.72	106.28	-2.65	$-265.00	270.00	51	1.0	611.000	-16.56	2024-12-13
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-17.75	-0.20	0.48	2.70	0.05	89.72	107.47	-2.65	$-265.00	270.00	50	1.0	611.000	-17.75	2024-12-12
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-16.51	-0.18	0.43	2.70	0.05	89.72	106.23	-2.65	$-265.00	270.00	49	1.0	611.000	-16.51	2024-12-11
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-16.51	-0.18	0.34	2.70	0.05	89.72	106.23	-2.65	$-265.00	270.00	48	1.0	611.000	-16.51	2024-12-10
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.60	-0.96	$-18.21	-0.20	0.39	2.70	0.10	89.72	107.93	-2.60	$-260.00	270.00	47	2.0	611.000	-18.21	2024-12-09
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.60	-0.96	$-20.72	-0.23	0.44	2.70	0.10	89.72	110.44	-2.60	$-260.00	270.00	46	2.0	611.000	-20.72	2024-12-08
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.60	-0.96	$-20.77	-0.23	0.35	2.70	0.10	89.72	110.49	-2.60	$-260.00	270.00	44	2.0	611.000	-20.77	2024-12-06
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.60	-0.96	$-20.85	-0.23	0.30	2.70	0.10	89.72	110.57	-2.60	$-260.00	270.00	43	2.0	611.000	-20.85	2024-12-05
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-21.09	-0.24	0.32	2.70	0.05	89.72	110.81	-2.65	$-265.00	270.00	42	2.0	611.000	-21.09	2024-12-04
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-20.32	-0.23	0.27	2.70	0.05	89.72	110.04	-2.65	$-265.00	270.00	41	2.0	611.000	-20.32	2024-12-03
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-17.30	-0.19	0.20	2.70	0.05	89.72	107.02	-2.65	$-265.00	270.00	40	1.0	611.000	-17.30	2024-12-02
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-17.15	-0.19	-0.22	2.70	0.05	89.72	106.87	-2.65	$-265.00	270.00	39	1.0	0.000	-17.15	2024-12-01
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.65	-0.98	$-17.15	-0.19	0.18	2.70	0.05	89.72	106.87	-2.65	$-265.00	270.00	38	1.0	611.000	-17.15	2024-11-30
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-17.32	-0.19	0.13	2.70	0.25	89.72	107.04	-2.45	$-245.00	270.00	36	2.0	611.000	-17.32	2024-11-28
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-17.29	-0.19	0.14	2.70	0.25	89.72	107.01	-2.45	$-245.00	270.00	35	2.0	611.000	-17.29	2024-11-27
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-18.74	-0.21	0.18	2.70	0.25	89.72	108.46	-2.45	$-245.00	270.00	34	2.0	611.000	-18.74	2024-11-26
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-16.34	-0.18	0.07	2.70	0.25	89.72	106.06	-2.45	$-245.00	270.00	33	2.0	611.000	-16.34	2024-11-25
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-14.23	-0.16	0.09	2.70	0.25	89.72	103.95	-2.45	$-245.00	270.00	32	2.0	611.000	-14.23	2024-11-24
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-14.23	-0.16	0.07	2.70	0.25	89.72	103.95	-2.45	$-245.00	270.00	31	2.0	611.000	-14.23	2024-11-23
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-14.21	-0.16	0.06	2.70	0.25	89.72	103.93	-2.45	$-245.00	270.00	30	2.0	611.000	-14.21	2024-11-22
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.55	-0.94	$-13.68	-0.15	0.01	2.70	0.15	89.72	103.40	-2.55	$-255.00	270.00	29	8.0	605.000	-13.68	2024-11-21
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.50	-0.93	$-13.07	-0.15	0.08	2.70	0.20	89.72	102.79	-2.50	$-250.00	270.00	28	22.0	605.000	-13.07	2024-11-20
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.50	-0.93	$-11.94	-0.13	0.06	2.70	0.20	89.72	101.66	-2.50	$-250.00	270.00	27	22.0	605.000	-11.94	2024-11-19
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.50	-0.93	$-11.83	-0.13	-0.02	2.70	0.20	89.72	101.55	-2.50	$-250.00	270.00	26	22.0	604.000	-11.83	2024-11-18
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-10.61	-0.12	0.05	2.70	0.25	89.72	100.33	-2.45	$-245.00	270.00	25	1.0	604.000	-10.61	2024-11-17
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-10.61	-0.12	0.04	2.70	0.25	89.72	100.33	-2.45	$-245.00	270.00	24	1.0	604.000	-10.61	2024-11-16
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-10.61	-0.12	0.03	2.70	0.25	89.72	100.33	-2.45	$-245.00	270.00	23	1.0	604.000	-10.61	2024-11-15
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-9.85	-0.11	0.04	2.70	0.25	89.72	99.57	-2.45	$-245.00	270.00	22	1.0	604.000	-9.85	2024-11-14
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-10.73	-0.12	0.05	2.70	0.25	89.72	100.45	-2.45	$-245.00	270.00	21	1.0	604.000	-10.73	2024-11-13
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-12.60	-0.14	0.08	2.70	0.25	89.72	102.32	-2.45	$-245.00	270.00	20	1.0	603.000	-12.60	2024-11-12
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.50	-0.93	$-13.10	-0.15	0.08	2.70	0.20	89.72	102.82	-2.50	$-250.00	270.00	19	6.0	603.000	-13.10	2024-11-11
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.50	-0.93	$-12.16	-0.14	0.07	2.70	0.20	89.72	101.88	-2.50	$-250.00	270.00	18	6.0	607.000	-12.16	2024-11-10
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.50	-0.93	$-12.16	-0.14	0.07	2.70	0.20	89.72	101.88	-2.50	$-250.00	270.00	17	6.0	607.000	-12.16	2024-11-09
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.45	-0.91	$-12.66	-0.14	0.00	2.70	0.25	89.72	102.38	-2.45	$-245.00	270.00	16	1.0	607.000	-12.66	2024-11-08
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.36	-0.87	$-9.17	-0.10	-0.04	2.70	0.34	89.72	98.89	-2.36	$-236.00	270.00	15	2.0	606.000	-9.17	2024-11-07
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.27	-0.84	$-9.74	-0.11	-0.03	2.70	0.43	89.72	99.46	-2.27	$-227.00	270.00	14	6.0	617.000	-9.74	2024-11-06
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-2.04	-0.76	$-5.07	-0.06	-0.06	2.70	0.66	89.72	94.79	-2.04	$-204.00	270.00	13	5.0	622.000	-5.07	2024-11-05
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.68	-0.62	$-3.36	-0.04	-0.04	2.70	1.02	89.72	93.08	-1.68	$-168.00	270.00	12	6.0	617.000	-3.36	2024-11-04
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.80	-0.67	$-3.65	-0.04	-0.05	2.70	0.90	89.72	93.37	-1.80	$-180.00	270.00	9	57.0	617.000	-3.65	2024-11-01
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.80	-0.67	$-3.58	-0.04	-0.06	2.70	0.90	89.72	93.30	-1.80	$-180.00	270.00	8	57.0	615.000	-3.58	2024-10-31
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.95	-0.72	$-4.33	-0.05	-0.08	2.70	0.75	89.72	94.05	-1.95	$-195.00	270.00	7	23.0	592.000	-4.33	2024-10-30
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.35	-0.50	$-1.35	-0.02	-0.07	2.70	1.35	89.72	91.07	-1.35	$-135.00	270.00	6	28.0	575.000	-1.35	2024-10-29
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.15	-0.43	$-1.30	-0.01	-0.06	2.70	1.55	89.72	91.02	-1.15	$-115.00	270.00	5	49.0	575.000	-1.30	2024-10-28
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.15	-0.43	$-1.53	-0.02	-0.03	2.70	1.55	89.72	91.25	-1.15	$-115.00	270.00	4	49.0	538.000	-1.53	2024-10-27
LRN241220P00080000	LRN	PUT	Long	80.00	None	$-1.15	-0.43	$-1.53	-0.02	-0.04	2.70	1.55	89.72	91.25	-1.15	$-115.00	270.00	3	49.0	538.000	-1.53	2024-10-26
LRN241220P00080000	LRN	PUT	Long	80.00	Exit OP PnL: $-0.70;Exit EQ PnL: 0.05; Position is Long and position continued to lose. Latest OP price is: $2.00 (EQ: $89.67). Initial OP price was: $2.70 (EQ: $89.72). Surpassed Stop Loss Percentage: -0.2592592592592592592592592593 < -0.16.	$-1.05	-0.39	$-2.61	-0.03	-0.03	2.70	1.65	89.72	92.33	-1.05	$-105.00	270.00	1	38.0	532.000	-2.61	2024-10-24
LRN241220P00080000	LRN	PUT	Long	80.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.70	2.70	89.72	89.72	0.00	$0.00	270.00	0	83.0	474.000	-0.00	2024-10-23

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