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View Outliers PnL Drill-Down: LRN241220P00085000

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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	LRN241220P00085000	85.00	105.0	162.000	0.441	0.384	7.7	2.5	-0.080	8.340	3.110	4.00	89.72	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
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-16.32	-0.18	1.01	4.00	0.05	89.72	106.04	-3.95	$-395.00	400.00	57	10.0	575.000	-16.32	2024-12-19
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-15.62	-0.17	0.82	4.00	0.05	89.72	105.34	-3.95	$-395.00	400.00	56	10.0	575.000	-15.62	2024-12-18
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-18.01	-0.20	0.65	4.00	0.05	89.72	107.73	-3.95	$-395.00	400.00	55	75.0	575.000	-18.01	2024-12-17
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-19.20	-0.21	0.51	4.00	0.05	89.72	108.92	-3.95	$-395.00	400.00	54	1.0	575.000	-19.20	2024-12-16
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-16.56	-0.18	0.29	4.00	0.05	89.72	106.28	-3.95	$-395.00	400.00	51	1.0	575.000	-16.56	2024-12-13
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-17.75	-0.20	0.34	4.00	0.05	89.72	107.47	-3.95	$-395.00	400.00	50	1.0	575.000	-17.75	2024-12-12
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-16.51	-0.18	0.18	4.00	0.05	89.72	106.23	-3.95	$-395.00	400.00	49	1.0	575.000	-16.51	2024-12-11
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.95	-0.99	$-16.51	-0.18	0.18	4.00	0.05	89.72	106.23	-3.95	$-395.00	400.00	48	1.0	575.000	-16.51	2024-12-10
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.91	-0.98	$-18.21	-0.20	0.16	4.00	0.09	89.72	107.93	-3.91	$-391.00	400.00	47	8.0	575.000	-18.21	2024-12-09
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.91	-0.98	$-20.72	-0.23	0.24	4.00	0.09	89.72	110.44	-3.91	$-391.00	400.00	46	8.0	575.000	-20.72	2024-12-08
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.91	-0.98	$-20.77	-0.23	0.17	4.00	0.09	89.72	110.49	-3.91	$-391.00	400.00	44	8.0	575.000	-20.77	2024-12-06
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.91	-0.98	$-20.85	-0.23	0.15	4.00	0.09	89.72	110.57	-3.91	$-391.00	400.00	43	8.0	573.000	-20.85	2024-12-05
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.90	-0.98	$-21.09	-0.24	0.16	4.00	0.10	89.72	110.81	-3.90	$-390.00	400.00	42	23.0	573.000	-21.09	2024-12-04
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.90	-0.98	$-20.32	-0.23	0.17	4.00	0.10	89.72	110.04	-3.90	$-390.00	400.00	41	23.0	595.000	-20.32	2024-12-03
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.90	-0.98	$-17.30	-0.19	0.11	4.00	0.10	89.72	107.02	-3.90	$-390.00	400.00	40	11.0	606.000	-17.30	2024-12-02
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.78	-0.94	$-17.15	-0.19	-0.19	4.00	0.22	89.72	106.87	-3.78	$-378.00	400.00	39	1.0	0.000	-17.15	2024-12-01
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.78	-0.94	$-17.15	-0.19	0.08	4.00	0.22	89.72	106.87	-3.78	$-378.00	400.00	38	1.0	606.000	-17.15	2024-11-30
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.78	-0.94	$-17.32	-0.19	0.07	4.00	0.22	89.72	107.04	-3.78	$-378.00	400.00	36	1.0	606.000	-17.32	2024-11-28
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.78	-0.94	$-17.29	-0.19	0.06	4.00	0.22	89.72	107.01	-3.78	$-378.00	400.00	35	1.0	606.000	-17.29	2024-11-27
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.78	-0.94	$-18.74	-0.21	0.10	4.00	0.22	89.72	108.46	-3.78	$-378.00	400.00	34	1.0	606.000	-18.74	2024-11-26
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.75	-0.94	$-16.34	-0.18	0.11	4.00	0.25	89.72	106.06	-3.75	$-375.00	400.00	33	1.0	606.000	-16.34	2024-11-25
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.75	-0.94	$-14.23	-0.16	0.07	4.00	0.25	89.72	103.95	-3.75	$-375.00	400.00	32	1.0	606.000	-14.23	2024-11-24
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.75	-0.94	$-14.23	-0.16	0.05	4.00	0.25	89.72	103.95	-3.75	$-375.00	400.00	31	1.0	606.000	-14.23	2024-11-23
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.75	-0.94	$-14.21	-0.16	0.04	4.00	0.25	89.72	103.93	-3.75	$-375.00	400.00	30	1.0	606.000	-14.21	2024-11-22
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.75	-0.94	$-13.68	-0.15	-0.00	4.00	0.25	89.72	103.40	-3.75	$-375.00	400.00	29	1.0	606.000	-13.68	2024-11-21
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.66	-0.92	$-13.14	-0.15	0.01	4.00	0.34	89.72	102.86	-3.66	$-366.00	400.00	28	5.0	606.000	-13.14	2024-11-20
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.65	-0.91	$-11.94	-0.13	-0.01	4.00	0.35	89.72	101.66	-3.65	$-365.00	400.00	27	1.0	606.000	-11.94	2024-11-19
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.57	-0.89	$-11.83	-0.13	-0.04	4.00	0.43	89.72	101.55	-3.57	$-357.00	400.00	26	1.0	606.000	-11.83	2024-11-18
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.57	-0.89	$-10.61	-0.12	-0.01	4.00	0.43	89.72	100.33	-3.57	$-357.00	400.00	25	1.0	606.000	-10.61	2024-11-17
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.57	-0.89	$-10.61	-0.12	-0.02	4.00	0.43	89.72	100.33	-3.57	$-357.00	400.00	24	1.0	606.000	-10.61	2024-11-16
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.57	-0.89	$-10.61	-0.12	-0.04	4.00	0.43	89.72	100.33	-3.57	$-357.00	400.00	23	1.0	606.000	-10.61	2024-11-15
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.57	-0.89	$-9.85	-0.11	-0.05	4.00	0.43	89.72	99.57	-3.57	$-357.00	400.00	22	1.0	606.000	-9.85	2024-11-14
LRN241220P00085000	LRN	PUT	Long	85.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-3.57	-0.89	$-10.73	-0.12	-0.05	4.00	0.43	89.72	100.45	-3.57	$-357.00	400.00	21	1.0	605.000	-10.73	2024-11-13
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.69	-0.92	$-12.60	-0.14	-0.04	4.00	0.31	89.72	102.32	-3.69	$-369.00	400.00	20	7.0	605.000	-12.60	2024-11-12
LRN241220P00085000	LRN	PUT	Long	85.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-3.69	-0.92	$-13.10	-0.15	-0.03	4.00	0.31	89.72	102.82	-3.69	$-369.00	400.00	19	5.0	598.000	-13.10	2024-11-11
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.65	-0.91	$-12.16	-0.14	-0.04	4.00	0.35	89.72	101.88	-3.65	$-365.00	400.00	18	9.0	597.000	-12.16	2024-11-10
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.65	-0.91	$-12.16	-0.14	-0.05	4.00	0.35	89.72	101.88	-3.65	$-365.00	400.00	17	9.0	597.000	-12.16	2024-11-09
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.55	-0.89	$-12.66	-0.14	-0.06	4.00	0.45	89.72	102.38	-3.55	$-355.00	400.00	16	8.0	597.000	-12.66	2024-11-08
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-3.35	-0.84	$-9.17	-0.10	-0.07	4.00	0.65	89.72	98.89	-3.35	$-335.00	400.00	15	1.0	596.000	-9.17	2024-11-07
LRN241220P00085000	LRN	PUT	Long	85.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-3.19	-0.80	$-9.74	-0.11	-0.04	4.00	0.81	89.72	99.46	-3.19	$-319.00	400.00	14	1.0	596.000	-9.74	2024-11-06
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-2.50	-0.62	$-5.07	-0.06	-0.06	4.00	1.50	89.72	94.79	-2.50	$-250.00	400.00	13	19.0	585.000	-5.07	2024-11-05
LRN241220P00085000	LRN	PUT	Long	85.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.20	-0.55	$-3.36	-0.04	-0.05	4.00	1.80	89.72	93.08	-2.20	$-220.00	400.00	12	2.0	584.000	-3.36	2024-11-04
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-2.15	-0.54	$-3.65	-0.04	-0.05	4.00	1.85	89.72	93.37	-2.15	$-215.00	400.00	9	20.0	584.000	-3.65	2024-11-01
LRN241220P00085000	LRN	PUT	Long	85.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.30	-0.58	$-3.58	-0.04	-0.06	4.00	1.70	89.72	93.30	-2.30	$-230.00	400.00	8	10.0	594.000	-3.58	2024-10-31
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-2.55	-0.64	$-4.33	-0.05	-0.07	4.00	1.45	89.72	94.05	-2.55	$-255.00	400.00	7	51.0	549.000	-4.33	2024-10-30
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-1.65	-0.41	$-1.35	-0.02	-0.08	4.00	2.35	89.72	91.07	-1.65	$-165.00	400.00	6	110.0	476.000	-1.35	2024-10-29
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-1.55	-0.39	$-1.30	-0.01	-0.06	4.00	2.45	89.72	91.02	-1.55	$-155.00	400.00	5	40.0	436.000	-1.30	2024-10-28
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-1.30	-0.32	$-1.53	-0.02	-0.04	4.00	2.70	89.72	91.25	-1.30	$-130.00	400.00	4	87.0	374.000	-1.53	2024-10-27
LRN241220P00085000	LRN	PUT	Long	85.00	None	$-1.30	-0.32	$-1.53	-0.02	-0.04	4.00	2.70	89.72	91.25	-1.30	$-130.00	400.00	3	87.0	374.000	-1.53	2024-10-26
LRN241220P00085000	LRN	PUT	Long	85.00	Exit OP PnL: $-0.90;Exit EQ PnL: -1.21; Position is Long and position continued to lose. Latest OP price is: $3.10 (EQ: $90.93). Initial OP price was: $4.00 (EQ: $89.72). Surpassed Stop Loss Percentage: -0.225 < -0.16.	$-1.25	-0.31	$-2.61	-0.03	-0.03	4.00	2.75	89.72	92.33	-1.25	$-125.00	400.00	1	174.0	236.000	-2.61	2024-10-24
LRN241220P00085000	LRN	PUT	Long	85.00	None	$0.00	0.00	$-0.00	-0.00	0.00	4.00	4.00	89.72	89.72	0.00	$0.00	400.00	0	105.0	162.000	-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