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View Outliers PnL Drill-Down: LZ240419P00010000

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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
2024-02-23	LZ	LZ240419P00010000	10.00	12.0	216.000	0.432	0.218	1.4	0.0	-0.010	1.540	0.170	0.20	11.31	2024-04-19	PUT	Long	0.165	0.215	0.143

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	LZ	0.909	0.072	0.312	0.143	0.081	-0.115	8.17	0.021	0.0000	5.57	13.59	21	1y	7.57

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
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-0.57	-0.05	2.30	0.20	0.12	11.24	11.81	-0.08	$-8.00	20.00	55	5.0	233.000	-0.57	2024-04-18
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-0.77	-0.07	1.92	0.20	0.12	11.24	12.01	-0.08	$-8.00	20.00	54	5.0	233.000	-0.77	2024-04-17
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-0.97	-0.09	1.71	0.20	0.12	11.24	12.21	-0.08	$-8.00	20.00	53	5.0	233.000	-0.97	2024-04-16
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.18	-0.10	1.58	0.20	0.12	11.24	12.42	-0.08	$-8.00	20.00	52	5.0	233.000	-1.18	2024-04-15
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.45	-0.13	1.26	0.20	0.12	11.24	12.69	-0.08	$-8.00	20.00	49	5.0	233.000	-1.45	2024-04-12
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.72	-0.15	1.24	0.20	0.12	11.24	12.96	-0.08	$-8.00	20.00	48	5.0	233.000	-1.72	2024-04-11
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.38	-0.12	0.08	0.20	0.12	11.24	12.62	-0.08	$-8.00	20.00	47	5.0	233.000	-1.38	2024-04-10
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.87	-0.17	0.58	0.20	0.12	11.24	13.11	-0.08	$-8.00	20.00	46	5.0	233.000	-1.87	2024-04-09
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.98	-0.18	0.56	0.20	0.12	11.24	13.22	-0.08	$-8.00	20.00	45	5.0	233.000	-1.98	2024-04-08
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.87	-0.17	-0.17	0.20	0.12	11.24	13.11	-0.08	$-8.00	20.00	42	5.0	233.000	-1.87	2024-04-05
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.91	-0.17	0.42	0.20	0.12	11.24	13.15	-0.08	$-8.00	20.00	41	5.0	233.000	-1.91	2024-04-04
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.84	-0.16	0.58	0.20	0.12	11.24	13.08	-0.08	$-8.00	20.00	40	5.0	233.000	-1.84	2024-04-03
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-2.14	-0.19	0.84	0.20	0.12	11.24	13.38	-0.08	$-8.00	20.00	39	5.0	233.000	-2.14	2024-04-02
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-2.17	-0.19	0.85	0.20	0.12	11.24	13.41	-0.08	$-8.00	20.00	38	5.0	233.000	-2.17	2024-04-01
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-2.10	-0.19	-0.17	0.20	0.12	11.24	13.34	-0.08	$-8.00	20.00	37	5.0	233.000	-2.10	2024-03-31
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-2.10	-0.19	0.74	0.20	0.12	11.24	13.34	-0.08	$-8.00	20.00	36	5.0	233.000	-2.10	2024-03-30
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-2.10	-0.19	0.72	0.20	0.12	11.24	13.34	-0.08	$-8.00	20.00	35	5.0	233.000	-2.10	2024-03-29
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-2.10	-0.19	0.69	0.20	0.12	11.24	13.34	-0.08	$-8.00	20.00	34	5.0	233.000	-2.10	2024-03-28
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-2.03	-0.18	0.65	0.20	0.12	11.24	13.27	-0.08	$-8.00	20.00	33	5.0	233.000	-2.03	2024-03-27
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.77	-0.16	0.59	0.20	0.12	11.24	13.01	-0.08	$-8.00	20.00	32	5.0	233.000	-1.77	2024-03-26
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.73	-0.15	0.56	0.20	0.12	11.24	12.97	-0.08	$-8.00	20.00	31	5.0	233.000	-1.73	2024-03-25
LZ240419P00010000	LZ	PUT	Long	10.00	None	$-0.08	-0.40	$-1.91	-0.17	0.20	0.20	0.12	11.24	13.15	-0.08	$-8.00	20.00	28	5.0	228.000	-1.91	2024-03-22
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.97	-0.18	0.26	0.20	0.20	11.24	13.21	0.00	$0.00	20.00	27	12.0	228.000	-1.97	2024-03-21
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-2.21	-0.20	0.55	0.20	0.20	11.24	13.45	0.00	$0.00	20.00	26	12.0	228.000	-2.21	2024-03-20
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.98	-0.18	0.50	0.20	0.20	11.24	13.22	0.00	$0.00	20.00	25	12.0	0.000	-1.98	2024-03-19
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.77	-0.16	0.46	0.20	0.20	11.24	13.01	0.00	$0.00	20.00	24	12.0	228.000	-1.77	2024-03-18
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.80	-0.16	0.42	0.20	0.20	11.24	13.04	0.00	$0.00	20.00	21	12.0	228.000	-1.80	2024-03-15
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-2.07	-0.18	0.59	0.20	0.20	11.24	13.31	0.00	$0.00	20.00	20	12.0	228.000	-2.07	2024-03-14
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-2.33	-0.21	0.49	0.20	0.20	11.24	13.57	0.00	$0.00	20.00	19	12.0	228.000	-2.33	2024-03-13
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-2.35	-0.21	0.47	0.20	0.20	11.24	13.59	0.00	$0.00	20.00	18	12.0	228.000	-2.35	2024-03-12
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-2.27	-0.20	0.44	0.20	0.20	11.24	13.51	0.00	$0.00	20.00	17	12.0	228.000	-2.27	2024-03-11
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-2.14	-0.19	0.52	0.20	0.20	11.24	13.38	0.00	$0.00	20.00	14	12.0	228.000	-2.14	2024-03-08
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-2.20	-0.20	0.40	0.20	0.20	11.24	13.44	0.00	$0.00	20.00	13	12.0	228.000	-2.20	2024-03-07
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.95	-0.17	0.35	0.20	0.20	11.24	13.19	0.00	$0.00	20.00	12	12.0	228.000	-1.95	2024-03-06
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.51	-0.13	0.18	0.20	0.20	11.24	12.75	0.00	$0.00	20.00	11	12.0	228.000	-1.51	2024-03-05
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.72	-0.15	-0.17	0.20	0.20	11.24	12.96	0.00	$0.00	20.00	10	12.0	0.000	-1.72	2024-03-04
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.40	-0.12	0.09	0.20	0.20	11.24	12.64	0.00	$0.00	20.00	9	12.0	228.000	-1.40	2024-03-03
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.40	-0.12	0.09	0.20	0.20	11.24	12.64	0.00	$0.00	20.00	8	12.0	228.000	-1.40	2024-03-02
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.42	-0.13	-0.30	0.20	0.20	11.24	12.66	0.00	$0.00	20.00	7	12.0	228.000	-1.42	2024-03-01
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-1.16	-0.10	0.37	0.20	0.20	11.24	12.40	0.00	$0.00	20.00	6	12.0	228.000	-1.16	2024-02-29
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-0.46	-0.04	0.01	0.20	0.20	11.24	11.70	0.00	$0.00	20.00	5	12.0	228.000	-0.46	2024-02-28
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-0.38	-0.03	-0.01	0.20	0.20	11.24	11.62	0.00	$0.00	20.00	4	12.0	228.000	-0.38	2024-02-27
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-0.24	-0.02	-0.04	0.20	0.20	11.24	11.48	0.00	$0.00	20.00	3	12.0	228.000	-0.24	2024-02-26
LZ240419P00010000	LZ	PUT	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	-0.03	0.20	0.20	11.24	11.24	0.00	$0.00	20.00	2	12.0	216.000	-0.00	2024-02-25
LZ240419P00010000	LZ	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	11.24	11.24	0.00	$0.00	20.00	0	12.0	216.000	-0.00	2024-02-23

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