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View Outliers PnL Drill-Down: MARK240419P00001000

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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
2024-01-30	MARK	MARK240419P00001000	1.00	184.0	50.000	3.055	1.600	0.4	0.2	-1.000	0.650	0.400	0.50	1.25	2024-04-19	PUT	Long	0.873	1.579	2.676

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	MARK	1.000	0.222	1.708	0.526	0.310	-0.028	0.10	-6.621	0.0000	0.09	1.25	21	1y	0.11

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
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.09	0.87	-3.06	0.50	0.40	1.25	0.16	-0.10	$-10.00	50.00	79	2.0	90.000	1.09	2024-04-18
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.10	0.88	-3.06	0.50	0.40	1.25	0.15	-0.10	$-10.00	50.00	78	2.0	90.000	1.10	2024-04-17
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.11	0.89	-3.06	0.50	0.40	1.25	0.14	-0.10	$-10.00	50.00	77	2.0	90.000	1.11	2024-04-16
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.09	0.87	-3.06	0.50	0.40	1.25	0.16	-0.10	$-10.00	50.00	76	2.0	90.000	1.09	2024-04-15
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.08	0.86	-3.06	0.50	0.40	1.25	0.17	-0.10	$-10.00	50.00	73	2.0	90.000	1.08	2024-04-12
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.08	0.86	-3.06	0.50	0.40	1.25	0.17	-0.10	$-10.00	50.00	72	2.0	90.000	1.08	2024-04-11
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.07	0.86	-3.06	0.50	0.40	1.25	0.18	-0.10	$-10.00	50.00	71	2.0	90.000	1.07	2024-04-10
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.06	0.85	-3.06	0.50	0.40	1.25	0.19	-0.10	$-10.00	50.00	70	2.0	90.000	1.06	2024-04-09
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.07	0.86	-3.06	0.50	0.40	1.25	0.18	-0.10	$-10.00	50.00	69	2.0	90.000	1.07	2024-04-08
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.08	0.86	-3.06	0.50	0.40	1.25	0.17	-0.10	$-10.00	50.00	66	2.0	92.000	1.08	2024-04-05
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.06	0.85	-3.06	0.50	0.40	1.25	0.19	-0.10	$-10.00	50.00	65	1.0	92.000	1.06	2024-04-04
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.05	0.84	-3.06	0.50	0.40	1.25	0.20	-0.10	$-10.00	50.00	64	1.0	92.000	1.05	2024-04-03
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	63	1.0	92.000	1.04	2024-04-02
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.02	0.82	-3.06	0.50	0.40	1.25	0.23	-0.10	$-10.00	50.00	62	1.0	92.000	1.02	2024-04-01
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	61	1.0	92.000	1.04	2024-03-31
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	60	1.0	92.000	1.04	2024-03-30
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	59	1.0	92.000	1.04	2024-03-29
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	58	1.0	92.000	1.04	2024-03-28
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.03	0.82	-3.06	0.50	0.40	1.25	0.22	-0.10	$-10.00	50.00	57	1.0	92.000	1.03	2024-03-27
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	56	1.0	92.000	1.04	2024-03-26
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	55	1.0	92.000	1.04	2024-03-25
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.01	0.81	-3.06	0.50	0.40	1.25	0.24	-0.10	$-10.00	50.00	52	1.0	92.000	1.01	2024-03-22
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.00	0.80	-3.06	0.50	0.40	1.25	0.25	-0.10	$-10.00	50.00	51	1.0	92.000	1.00	2024-03-21
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.99	0.79	-3.06	0.50	0.40	1.25	0.26	-0.10	$-10.00	50.00	50	1.0	92.000	0.99	2024-03-20
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.97	0.78	-3.06	0.50	0.40	1.25	0.28	-0.10	$-10.00	50.00	49	1.0	92.000	0.97	2024-03-19
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.96	0.77	-3.06	0.50	0.40	1.25	0.29	-0.10	$-10.00	50.00	48	1.0	92.000	0.96	2024-03-18
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.95	0.76	-3.06	0.50	0.40	1.25	0.30	-0.10	$-10.00	50.00	45	1.0	92.000	0.95	2024-03-15
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.95	0.76	-3.06	0.50	0.40	1.25	0.30	-0.10	$-10.00	50.00	44	1.0	92.000	0.95	2024-03-14
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.93	0.74	-3.06	0.50	0.40	1.25	0.32	-0.10	$-10.00	50.00	43	1.0	92.000	0.93	2024-03-13
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.91	0.73	-3.06	0.50	0.40	1.25	0.34	-0.10	$-10.00	50.00	42	1.0	92.000	0.91	2024-03-12
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.94	0.75	-3.06	0.50	0.40	1.25	0.31	-0.10	$-10.00	50.00	41	1.0	92.000	0.94	2024-03-11
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.95	0.76	-3.06	0.50	0.40	1.25	0.30	-0.10	$-10.00	50.00	38	1.0	92.000	0.95	2024-03-08
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.96	0.77	-3.06	0.50	0.40	1.25	0.29	-0.10	$-10.00	50.00	37	1.0	92.000	0.96	2024-03-07
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.95	0.76	-3.06	0.50	0.40	1.25	0.30	-0.10	$-10.00	50.00	36	1.0	92.000	0.95	2024-03-06
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.95	0.76	-3.06	0.50	0.40	1.25	0.30	-0.10	$-10.00	50.00	35	1.0	92.000	0.95	2024-03-05
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.90	0.72	-3.06	0.50	0.40	1.25	0.35	-0.10	$-10.00	50.00	34	1.0	0.000	0.90	2024-03-04
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.91	0.73	-3.06	0.50	0.40	1.25	0.34	-0.10	$-10.00	50.00	33	1.0	92.000	0.91	2024-03-03
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.91	0.73	-3.06	0.50	0.40	1.25	0.34	-0.10	$-10.00	50.00	32	1.0	92.000	0.91	2024-03-02
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.91	0.73	-3.06	0.50	0.40	1.25	0.34	-0.10	$-10.00	50.00	31	1.0	92.000	0.91	2024-03-01
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$0.87	0.70	-3.06	0.50	0.40	1.25	0.38	-0.10	$-10.00	50.00	30	1.0	92.000	0.87	2024-02-29
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.03	0.82	-3.06	0.50	0.40	1.25	0.22	-0.10	$-10.00	50.00	29	1.0	92.000	1.03	2024-02-28
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.02	0.82	-3.06	0.50	0.40	1.25	0.23	-0.10	$-10.00	50.00	28	1.0	92.000	1.02	2024-02-27
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	27	1.0	92.000	1.04	2024-02-26
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.03	0.82	-3.06	0.50	0.40	1.25	0.22	-0.10	$-10.00	50.00	26	1.0	192.000	1.03	2024-02-25
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.03	0.82	-3.06	0.50	0.40	1.25	0.22	-0.10	$-10.00	50.00	24	1.0	192.000	1.03	2024-02-23
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.04	0.83	-3.06	0.50	0.40	1.25	0.21	-0.10	$-10.00	50.00	23	1.0	192.000	1.04	2024-02-22
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.05	0.84	2.57	0.50	0.40	1.25	0.20	-0.10	$-10.00	50.00	22	1.0	192.000	1.05	2024-02-21
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.02	0.82	0.01	0.50	0.40	1.25	0.23	-0.10	$-10.00	50.00	21	1.0	192.000	1.02	2024-02-20
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.10	-0.20	$1.00	0.80	-3.06	0.50	0.40	1.25	0.25	-0.10	$-10.00	50.00	20	1.0	192.000	1.00	2024-02-19
MARK240419P00001000	MARK	PUT	Long	1.00	None	$0.05	0.10	$0.76	0.61	-1.15	0.50	0.55	1.25	0.49	0.05	$5.00	50.00	10	1.0	196.000	0.76	2024-02-09
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.05	-0.10	$0.70	0.56	-1.24	0.50	0.45	1.25	0.55	-0.05	$-5.00	50.00	9	3.0	196.000	0.70	2024-02-08
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.05	-0.10	$0.68	0.54	-1.12	0.50	0.45	1.25	0.57	-0.05	$-5.00	50.00	8	3.0	196.000	0.68	2024-02-07
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.05	-0.10	$0.61	0.49	-0.79	0.50	0.45	1.25	0.64	-0.05	$-5.00	50.00	7	3.0	193.000	0.61	2024-02-06
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.05	-0.10	$0.61	0.49	-3.06	0.50	0.45	1.25	0.64	-0.05	$-5.00	50.00	6	1.0	193.000	0.61	2024-02-05
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.05	-0.10	$0.65	0.52	-3.06	0.50	0.45	1.25	0.60	-0.05	$-5.00	50.00	5	1.0	193.000	0.65	2024-02-04
MARK240419P00001000	MARK	PUT	Long	1.00	None	$-0.05	-0.10	$0.65	0.52	-1.06	0.50	0.45	1.25	0.60	-0.05	$-5.00	50.00	3	1.0	194.000	0.65	2024-02-02
MARK240419P00001000	MARK	PUT	Long	1.00	None	$0.13	0.26	$0.74	0.59	-1.34	0.50	0.63	1.25	0.51	0.13	$13.00	50.00	2	18.0	199.000	0.74	2024-02-01
MARK240419P00001000	MARK	PUT	Long	1.00	Underlying has moved in favorable position (0.456) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 0.57	$-0.05	-0.10	$0.61	0.49	-0.87	0.50	0.45	1.25	0.64	-0.05	$-5.00	50.00	1	30.0	217.000	0.61	2024-01-31
MARK240419P00001000	MARK	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	1.25	1.25	0.00	$0.00	50.00	0	184.0	50.000	-0.00	2024-01-30

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