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View Outliers PnL Drill-Down: LX241115P00002500

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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
2024-10-01	LX	LX241115P00002500	2.50	285.0	1056.000	1.078	0.354	1.0	0.0	-0.020	1.050	0.090	0.10	3.45	2024-11-15	PUT	Long	0.277	0.361	0.268

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	LX	1.000	0.069	0.469	0.173	0.270	0.009	6.09	0.082	0.0000	1.56	6.09	21	1y	3.32

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
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.05	-0.50	$0.28	0.08	1.42	0.10	0.05	3.45	3.17	-0.05	$-5.00	10.00	44	68.0	2495.000	0.28	2024-11-14
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.05	-0.50	$0.33	0.10	0.86	0.10	0.05	3.45	3.12	-0.05	$-5.00	10.00	43	68.0	2495.000	0.33	2024-11-13
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$0.25	0.07	1.52	0.10	0.02	3.45	3.20	-0.08	$-8.00	10.00	42	13.0	2495.000	0.25	2024-11-12
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.15	-0.04	1.08	0.10	0.02	3.45	3.60	-0.08	$-8.00	10.00	41	13.0	2495.000	-0.15	2024-11-11
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.16	-0.05	0.89	0.10	0.02	3.45	3.61	-0.08	$-8.00	10.00	40	13.0	2495.000	-0.16	2024-11-10
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.16	-0.05	0.77	0.10	0.02	3.45	3.61	-0.08	$-8.00	10.00	39	13.0	2495.000	-0.16	2024-11-09
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.14	-0.04	0.61	0.10	0.02	3.45	3.59	-0.08	$-8.00	10.00	38	13.0	2495.000	-0.14	2024-11-08
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.46	-0.13	0.80	0.10	0.02	3.45	3.91	-0.08	$-8.00	10.00	37	13.0	2495.000	-0.46	2024-11-07
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.14	-0.04	0.44	0.10	0.02	3.45	3.59	-0.08	$-8.00	10.00	36	13.0	2495.000	-0.14	2024-11-06
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.13	-0.04	0.36	0.10	0.02	3.45	3.58	-0.08	$-8.00	10.00	35	13.0	2495.000	-0.13	2024-11-05
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.08	-0.80	$-0.22	-0.06	0.36	0.10	0.02	3.45	3.67	-0.08	$-8.00	10.00	34	13.0	2505.000	-0.22	2024-11-04
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.04	-0.40	$0.25	0.07	0.08	0.10	0.06	3.45	3.20	-0.04	$-4.00	10.00	31	3.0	2505.000	0.25	2024-11-01
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.04	-0.40	$0.28	0.08	0.19	0.10	0.06	3.45	3.17	-0.04	$-4.00	10.00	30	3.0	2505.000	0.28	2024-10-31
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.05	-0.50	$0.26	0.08	0.17	0.10	0.05	3.45	3.19	-0.05	$-5.00	10.00	29	1002.0	1545.000	0.26	2024-10-30
LX241115P00002500	LX	PUT	Long	2.50	None	$0.03	0.30	$0.20	0.06	0.22	0.10	0.13	3.45	3.25	0.03	$3.00	10.00	28	1.0	1545.000	0.20	2024-10-29
LX241115P00002500	LX	PUT	Long	2.50	None	$0.03	0.30	$0.14	0.04	0.20	0.10	0.13	3.45	3.31	0.03	$3.00	10.00	27	1.0	1546.000	0.14	2024-10-28
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.03	-0.30	$0.33	0.10	0.14	0.10	0.07	3.45	3.12	-0.03	$-3.00	10.00	26	5.0	1541.000	0.33	2024-10-27
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.03	-0.30	$0.33	0.10	0.12	0.10	0.07	3.45	3.12	-0.03	$-3.00	10.00	25	5.0	1541.000	0.33	2024-10-26
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.05	-0.50	$0.30	0.09	0.12	0.10	0.05	3.45	3.15	-0.05	$-5.00	10.00	23	11.0	1541.000	0.30	2024-10-24
LX241115P00002500	LX	PUT	Long	2.50	None	$0.00	0.00	$0.25	0.07	-0.02	0.10	0.10	3.45	3.20	0.00	$0.00	10.00	22	10.0	1540.000	0.25	2024-10-23
LX241115P00002500	LX	PUT	Long	2.50	None	$-0.05	-0.50	$0.12	0.03	0.08	0.10	0.05	3.45	3.33	-0.05	$-5.00	10.00	21	103.0	1437.000	0.12	2024-10-22
LX241115P00002500	LX	PUT	Long	2.50	None	$0.01	0.10	$0.30	0.09	0.13	0.10	0.11	3.45	3.15	0.01	$1.00	10.00	20	28.0	1430.000	0.30	2024-10-21
LX241115P00002500	LX	PUT	Long	2.50	None	$0.02	0.20	$0.50	0.14	-0.09	0.10	0.12	3.45	2.95	0.02	$2.00	10.00	18	30.0	1400.000	0.50	2024-10-19
LX241115P00002500	LX	PUT	Long	2.50	None	$0.10	1.00	$0.40	0.12	-0.02	0.10	0.20	3.45	3.05	0.10	$10.00	10.00	17	9.0	1400.000	0.40	2024-10-18
LX241115P00002500	LX	PUT	Long	2.50	None	$0.10	1.00	$0.51	0.15	-0.05	0.10	0.20	3.45	2.94	0.10	$10.00	10.00	15	31.0	1382.000	0.51	2024-10-16
LX241115P00002500	LX	PUT	Long	2.50	None	$0.02	0.20	$-0.23	-0.07	0.44	0.10	0.12	3.45	3.68	0.02	$2.00	10.00	13	6.0	1376.000	-0.23	2024-10-14
LX241115P00002500	LX	PUT	Long	2.50	None	$0.09	0.90	$0.10	0.03	0.27	0.10	0.19	3.45	3.35	0.09	$9.00	10.00	10	147.0	1233.000	0.10	2024-10-11
LX241115P00002500	LX	PUT	Long	2.50	None	$0.20	2.00	$0.35	0.10	0.24	0.10	0.30	3.45	3.10	0.20	$20.00	10.00	9	1.0	1233.000	0.35	2024-10-10
LX241115P00002500	LX	PUT	Long	2.50	None	$0.20	2.00	$0.28	0.08	0.28	0.10	0.30	3.45	3.17	0.20	$20.00	10.00	8	1.0	1233.000	0.28	2024-10-09
LX241115P00002500	LX	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.15	1.50	$-0.24	-0.07	0.48	0.10	0.25	3.45	3.69	0.15	$15.00	10.00	6	99.0	1070.000	-0.24	2024-10-07
LX241115P00002500	LX	PUT	Long	2.50	None	$0.06	0.60	$-0.19	-0.06	-0.83	0.10	0.16	3.45	3.64	0.06	$6.00	10.00	5	71.0	0.000	-0.19	2024-10-06
LX241115P00002500	LX	PUT	Long	2.50	None	$0.06	0.60	$-0.19	-0.06	0.33	0.10	0.16	3.45	3.64	0.06	$6.00	10.00	4	71.0	1110.000	-0.19	2024-10-05
LX241115P00002500	LX	PUT	Long	2.50	None	$0.10	1.00	$-0.19	-0.06	0.31	0.10	0.20	3.45	3.64	0.10	$10.00	10.00	3	70.0	1110.000	-0.19	2024-10-04
LX241115P00002500	LX	PUT	Long	2.50	None	$0.10	1.00	$0.05	0.01	0.41	0.10	0.20	3.45	3.40	0.10	$10.00	10.00	2	129.0	1114.000	0.05	2024-10-03
LX241115P00002500	LX	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.56	$0.15	1.50	$0.15	0.04	0.33	0.10	0.25	3.45	3.30	0.15	$15.00	10.00	1	228.0	1026.000	0.15	2024-10-02
LX241115P00002500	LX	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	3.45	3.45	0.00	$0.00	10.00	0	285.0	1056.000	-0.00	2024-10-01

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