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View Outliers PnL Drill-Down: MAXN240119P00005000

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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
2023-12-14	MAXN	MAXN240119P00005000	5.00	4.0	1123.000	1.059	0.448	0.8	0.1	-0.010	1.030	0.330	0.48	5.68	2024-01-19	PUT	Long	0.420	0.481	0.240

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	MAXN	1.000	0.248	1.330	0.523	0.383	-0.234	6.15	-0.246	0.0000	5.20	755.00	21	1y	8.56

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
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.12	-0.25	$1.02	0.18	0.22	0.48	0.36	5.68	4.66	-0.12	$-12.00	48.00	35	14.0	1357.000	1.02	2024-01-18
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$0.16	0.33	$1.00	0.18	0.96	0.48	0.64	5.68	4.68	0.16	$16.00	48.00	34	667.0	1451.000	1.00	2024-01-17
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.32	-0.67	$0.35	0.06	0.52	0.48	0.16	5.68	5.33	-0.32	$-32.00	48.00	33	5.0	1445.000	0.35	2024-01-16
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.36	-0.75	$0.18	0.03	-0.04	0.48	0.12	5.68	5.50	-0.36	$-36.00	48.00	29	1.0	1444.000	0.18	2024-01-12
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.28	-0.58	$0.29	0.05	0.06	0.48	0.20	5.68	5.39	-0.28	$-28.00	48.00	28	10.0	1434.000	0.29	2024-01-11
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.33	-0.69	$0.05	0.01	0.13	0.48	0.15	5.68	5.63	-0.33	$-33.00	48.00	27	6.0	1430.000	0.05	2024-01-10
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.28	-0.58	$0.06	0.01	0.07	0.48	0.20	5.68	5.62	-0.28	$-28.00	48.00	26	43.0	1406.000	0.06	2024-01-09
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.33	-0.69	$-0.04	-0.01	0.14	0.48	0.15	5.68	5.72	-0.33	$-33.00	48.00	25	119.0	1360.000	-0.04	2024-01-08
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.30	-0.62	$-0.25	-0.04	0.10	0.48	0.18	5.68	5.93	-0.30	$-30.00	48.00	22	2.0	1360.000	-0.25	2024-01-05
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.23	-0.48	$-0.41	-0.07	-0.81	0.48	0.25	5.68	6.09	-0.23	$-23.00	48.00	21	1.0	1360.000	-0.41	2024-01-04
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.24	-0.50	$-0.74	-0.13	-0.81	0.48	0.24	5.68	6.42	-0.24	$-24.00	48.00	20	5.0	1360.000	-0.74	2024-01-03
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.28	-0.58	$-1.12	-0.20	-0.56	0.48	0.20	5.68	6.80	-0.28	$-28.00	48.00	19	46.0	0.000	-1.12	2024-01-02
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.38	-0.79	$-1.49	-0.26	0.39	0.48	0.10	5.68	7.17	-0.38	$-38.00	48.00	18	3.0	1367.000	-1.49	2024-01-01
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.38	-0.79	$-1.49	-0.26	0.31	0.48	0.10	5.68	7.17	-0.38	$-38.00	48.00	16	3.0	1367.000	-1.49	2023-12-30
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.38	-0.79	$-1.49	-0.26	0.25	0.48	0.10	5.68	7.17	-0.38	$-38.00	48.00	15	3.0	1367.000	-1.49	2023-12-29
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.38	-0.79	$-1.79	-0.32	0.42	0.48	0.10	5.68	7.47	-0.38	$-38.00	48.00	14	11.0	1367.000	-1.79	2023-12-28
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.33	-0.69	$-1.63	-0.29	0.31	0.48	0.15	5.68	7.31	-0.33	$-33.00	48.00	13	5.0	1367.000	-1.63	2023-12-27
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.33	-0.69	$-1.87	-0.33	0.36	0.48	0.15	5.68	7.55	-0.33	$-33.00	48.00	12	14.0	1353.000	-1.87	2023-12-26
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.28	-0.58	$-1.21	-0.21	0.32	0.48	0.20	5.68	6.89	-0.28	$-28.00	48.00	11	18.0	1346.000	-1.21	2023-12-25
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.28	-0.58	$-1.21	-0.21	0.26	0.48	0.20	5.68	6.89	-0.28	$-28.00	48.00	9	18.0	1346.000	-1.21	2023-12-23
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.28	-0.58	$-1.21	-0.21	0.25	0.48	0.20	5.68	6.89	-0.28	$-28.00	48.00	8	13.0	1346.000	-1.21	2023-12-22
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.15	-0.31	$-0.96	-0.17	0.25	0.48	0.33	5.68	6.64	-0.15	$-15.00	48.00	7	53.0	1326.000	-0.96	2023-12-21
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.09	-0.19	$-0.24	-0.04	0.13	0.48	0.39	5.68	5.92	-0.09	$-9.00	48.00	6	64.0	1060.000	-0.24	2023-12-20
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$-0.09	-0.19	$-0.68	-0.12	0.10	0.48	0.39	5.68	6.36	-0.09	$-9.00	48.00	5	64.0	1104.000	-0.68	2023-12-19
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$0.02	0.04	$0.14	0.02	0.09	0.48	0.50	5.68	5.54	0.02	$2.00	48.00	4	65.0	1071.000	0.14	2023-12-18
MAXN240119P00005000	MAXN	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.14; Exit EQ PnL: -0.46	$-0.14	-0.29	$-0.46	-0.08	0.06	0.48	0.34	5.68	6.14	-0.14	$-14.00	48.00	2	77.0	1123.000	-0.46	2023-12-16
MAXN240119P00005000	MAXN	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.48	0.48	5.68	5.68	0.00	$0.00	48.00	0	4.0	1123.000	-0.00	2023-12-14

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