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View Outliers PnL Drill-Down: LU241220P00003500

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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
2024-09-27	LU	LU241220P00003500	3.50	80.0	6.000	0.816	0.927	0.5	0.6	-0.010	0.410	0.500	0.55	3.38	2024-12-20	PUT	Long	0.415	0.449	0.190

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	LU	1.000	0.126	0.818	0.279	0.217	0.075	2.60	0.032	0.0000	2.03	4.91	21	1y	2.68

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
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.97	0.29	4.22	0.55	1.00	3.38	2.41	0.45	$45.00	55.00	83	1.0	74.000	0.97	2024-12-19
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.96	0.28	3.40	0.55	1.00	3.38	2.42	0.45	$45.00	55.00	82	1.0	112.000	0.96	2024-12-18
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.84	0.25	2.34	0.55	1.00	3.38	2.54	0.45	$45.00	55.00	81	1.0	112.000	0.84	2024-12-17
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.78	0.23	1.96	0.55	1.00	3.38	2.60	0.45	$45.00	55.00	80	1.0	112.000	0.78	2024-12-16
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.64	0.19	0.86	0.55	1.00	3.38	2.74	0.45	$45.00	55.00	77	1.0	112.000	0.64	2024-12-13
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.73	0.22	0.78	0.55	1.00	3.38	2.65	0.45	$45.00	55.00	76	1.0	112.000	0.73	2024-12-12
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.75	0.22	0.51	0.55	1.00	3.38	2.63	0.45	$45.00	55.00	75	1.0	112.000	0.75	2024-12-11
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.72	0.21	0.46	0.55	1.00	3.38	2.66	0.45	$45.00	55.00	74	1.0	112.000	0.72	2024-12-10
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.46	0.14	0.89	0.55	1.00	3.38	2.92	0.45	$45.00	55.00	73	1.0	112.000	0.46	2024-12-09
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.82	0.24	1.62	0.55	1.00	3.38	2.56	0.45	$45.00	55.00	72	1.0	112.000	0.82	2024-12-08
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.82	0.24	0.40	0.55	1.00	3.38	2.56	0.45	$45.00	55.00	70	1.0	112.000	0.82	2024-12-06
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.89	0.26	0.51	0.55	1.00	3.38	2.49	0.45	$45.00	55.00	69	1.0	112.000	0.89	2024-12-05
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.88	0.26	1.00	0.55	1.00	3.38	2.50	0.45	$45.00	55.00	68	1.0	112.000	0.88	2024-12-04
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.93	0.28	0.53	0.55	1.00	3.38	2.45	0.45	$45.00	55.00	67	1.0	112.000	0.93	2024-12-03
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$1.00	0.30	0.36	0.55	1.00	3.38	2.38	0.45	$45.00	55.00	66	1.0	112.000	1.00	2024-12-02
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.93	0.28	-0.82	0.55	1.00	3.38	2.45	0.45	$45.00	55.00	65	1.0	0.000	0.93	2024-12-01
LU241220P00003500	LU	PUT	Long	3.50	None	$0.45	0.82	$0.93	0.28	-0.32	0.55	1.00	3.38	2.45	0.45	$45.00	55.00	64	1.0	0.000	0.93	2024-11-30
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$0.87	0.26	0.23	0.55	1.11	3.38	2.51	0.56	$56.00	55.00	62	1.0	113.000	0.87	2024-11-28
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$0.95	0.28	0.82	0.55	1.11	3.38	2.43	0.56	$56.00	55.00	61	1.0	113.000	0.95	2024-11-27
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$1.09	0.32	0.90	0.55	1.11	3.38	2.29	0.56	$56.00	55.00	60	1.0	113.000	1.09	2024-11-26
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$1.05	0.31	0.43	0.55	1.11	3.38	2.33	0.56	$56.00	55.00	59	1.0	113.000	1.05	2024-11-25
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$1.03	0.30	1.08	0.55	1.11	3.38	2.35	0.56	$56.00	55.00	58	1.0	113.000	1.03	2024-11-24
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$1.03	0.30	1.01	0.55	1.11	3.38	2.35	0.56	$56.00	55.00	57	1.0	113.000	1.03	2024-11-23
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$1.04	0.31	0.83	0.55	1.11	3.38	2.34	0.56	$56.00	55.00	56	1.0	113.000	1.04	2024-11-22
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$1.04	0.31	0.43	0.55	1.11	3.38	2.34	0.56	$56.00	55.00	55	1.0	113.000	1.04	2024-11-21
LU241220P00003500	LU	PUT	Long	3.50	None	$0.56	1.02	$0.98	0.29	0.40	0.55	1.11	3.38	2.40	0.56	$56.00	55.00	54	1.0	113.000	0.98	2024-11-20
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.98	0.29	0.53	0.55	0.90	3.38	2.40	0.35	$35.00	55.00	53	1.0	113.000	0.98	2024-11-19
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$1.09	0.32	0.39	0.55	0.90	3.38	2.29	0.35	$35.00	55.00	52	1.0	131.000	1.09	2024-11-18
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$1.07	0.32	0.75	0.55	0.90	3.38	2.31	0.35	$35.00	55.00	51	1.0	131.000	1.07	2024-11-17
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$1.07	0.32	0.72	0.55	0.90	3.38	2.31	0.35	$35.00	55.00	50	1.0	131.000	1.07	2024-11-16
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$1.07	0.32	0.16	0.55	0.90	3.38	2.31	0.35	$35.00	55.00	49	1.0	131.000	1.07	2024-11-15
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$1.04	0.31	0.28	0.55	0.90	3.38	2.34	0.35	$35.00	55.00	48	1.0	0.000	1.04	2024-11-14
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.97	0.29	0.54	0.55	0.90	3.38	2.41	0.35	$35.00	55.00	47	1.0	131.000	0.97	2024-11-13
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.64	$0.94	0.28	0.21	0.55	0.90	3.38	2.44	0.35	$35.00	55.00	46	1.0	131.000	0.94	2024-11-12
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.85	0.25	0.27	0.55	0.90	3.38	2.53	0.35	$35.00	55.00	45	1.0	131.000	0.85	2024-11-11
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.79	0.23	0.32	0.55	0.90	3.38	2.59	0.35	$35.00	55.00	44	1.0	131.000	0.79	2024-11-10
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.79	0.23	0.31	0.55	0.90	3.38	2.59	0.35	$35.00	55.00	43	1.0	131.000	0.79	2024-11-09
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.64	$0.80	0.24	0.27	0.55	0.90	3.38	2.58	0.35	$35.00	55.00	42	1.0	131.000	0.80	2024-11-08
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.57	0.17	1.01	0.55	0.90	3.38	2.81	0.35	$35.00	55.00	41	1.0	131.000	0.57	2024-11-07
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.64	$0.73	0.22	0.61	0.55	0.90	3.38	2.65	0.35	$35.00	55.00	40	1.0	131.000	0.73	2024-11-06
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.76	0.22	0.24	0.55	0.90	3.38	2.62	0.35	$35.00	55.00	39	1.0	131.000	0.76	2024-11-05
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.82	0.24	0.42	0.55	0.90	3.38	2.56	0.35	$35.00	55.00	38	1.0	131.000	0.82	2024-11-04
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.64	$0.77	0.23	0.33	0.55	0.90	3.38	2.61	0.35	$35.00	55.00	35	1.0	131.000	0.77	2024-11-01
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.71	0.21	0.50	0.55	0.90	3.38	2.67	0.35	$35.00	55.00	34	1.0	131.000	0.71	2024-10-31
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.64	$0.80	0.24	0.25	0.55	0.90	3.38	2.58	0.35	$35.00	55.00	33	1.0	131.000	0.80	2024-10-30
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.73	0.22	0.25	0.55	0.90	3.38	2.65	0.35	$35.00	55.00	32	1.0	131.000	0.73	2024-10-29
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.65	0.19	0.49	0.55	0.90	3.38	2.73	0.35	$35.00	55.00	31	1.0	131.000	0.65	2024-10-28
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.64	$0.61	0.18	0.29	0.55	0.90	3.38	2.77	0.35	$35.00	55.00	30	1.0	132.000	0.61	2024-10-27
LU241220P00003500	LU	PUT	Long	3.50	None	$0.35	0.64	$0.61	0.18	0.29	0.55	0.90	3.38	2.77	0.35	$35.00	55.00	29	1.0	132.000	0.61	2024-10-26
LU241220P00003500	LU	PUT	Long	3.50	None	$-0.10	-0.18	$0.56	0.17	0.29	0.55	0.45	3.38	2.82	-0.10	$-10.00	55.00	27	50.0	132.000	0.56	2024-10-24
LU241220P00003500	LU	PUT	Long	3.50	None	$-0.10	-0.18	$0.48	0.14	0.04	0.55	0.45	3.38	2.90	-0.10	$-10.00	55.00	26	50.0	132.000	0.48	2024-10-23
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.10	-0.18	$0.33	0.10	0.39	0.55	0.45	3.38	3.05	-0.10	$-10.00	55.00	25	50.0	132.000	0.33	2024-10-22
LU241220P00003500	LU	PUT	Long	3.50	None	$-0.10	-0.18	$0.35	0.10	0.24	0.55	0.45	3.38	3.03	-0.10	$-10.00	55.00	24	50.0	132.000	0.35	2024-10-21
LU241220P00003500	LU	PUT	Long	3.50	None	$0.25	0.45	$0.22	0.07	0.07	0.55	0.80	3.38	3.16	0.25	$25.00	55.00	22	56.0	83.000	0.22	2024-10-19
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.21	0.06	0.03	0.55	0.55	3.38	3.17	0.00	$0.00	55.00	21	1.0	83.000	0.21	2024-10-18
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.16	0.05	0.02	0.55	0.55	3.38	3.22	0.00	$0.00	55.00	19	1.0	83.000	0.16	2024-10-16
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.07	-0.02	0.20	0.55	0.55	3.38	3.45	0.00	$0.00	55.00	17	1.0	83.000	-0.07	2024-10-14
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	-0.22	0.55	0.55	3.38	3.38	0.00	$0.00	55.00	14	1.0	83.000	-0.00	2024-10-11
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.02	-0.01	0.17	0.55	0.55	3.38	3.40	0.00	$0.00	55.00	13	1.0	83.000	-0.02	2024-10-10
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.01	-0.00	0.41	0.55	0.55	3.38	3.39	0.00	$0.00	55.00	12	1.0	83.000	-0.01	2024-10-09
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.59	-0.17	0.88	0.55	0.55	3.38	3.97	0.00	$0.00	55.00	10	1.0	83.000	-0.59	2024-10-07
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.65	-0.19	0.46	0.55	0.55	3.38	4.03	0.00	$0.00	55.00	8	1.0	83.000	-0.65	2024-10-05
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.65	-0.19	0.18	0.55	0.55	3.38	4.03	0.00	$0.00	55.00	7	1.0	83.000	-0.65	2024-10-04
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.57	-0.17	0.14	0.55	0.55	3.38	3.95	0.00	$0.00	55.00	6	1.0	83.000	-0.57	2024-10-03
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.77	-0.23	0.22	0.55	0.55	3.38	4.15	0.00	$0.00	55.00	5	1.0	83.000	-0.77	2024-10-02
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.29	-0.09	0.02	0.55	0.55	3.38	3.67	0.00	$0.00	55.00	4	1.0	83.000	-0.29	2024-10-01
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.11	-0.03	0.09	0.55	0.55	3.38	3.49	0.00	$0.00	55.00	3	1.0	84.000	-0.11	2024-09-30
LU241220P00003500	LU	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	-0.14	0.55	0.55	3.38	3.38	0.00	$0.00	55.00	2	81.0	6.000	-0.00	2024-09-29
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.00	-0.00	-0.15	0.55	0.55	3.38	3.38	0.00	$0.00	55.00	1	81.0	6.000	-0.00	2024-09-28
LU241220P00003500	LU	PUT	Long	3.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	3.38	3.38	0.00	$0.00	55.00	0	80.0	6.000	-0.00	2024-09-27

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