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View Outliers PnL Drill-Down: MCRB241220P00000500

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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
2024-11-19 MCRB MCRB241220P00000500 0.50 20.0 680.000 1.313 0.312 0.2 0.0 -0.010 0.210 0.020 0.05 0.69 2024-12-20 PUT Long 0.435 0.471 0.189
2024-11-20 MCRB MCRB241220P00000500 0.50 34.0 700.000 1.656 0.355 0.3 0.0 -0.010 0.330 0.020 0.05 0.81 2024-12-20 PUT Long 0.471 0.501 0.183

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 MCRB 0.818 0.148 0.626 0.331 0.354 0.140 0.88 -0.900 0.0000 0.55 1.56 21 1y 0.73

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
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.23 -0.33 6.19 0.05 0.05 0.69 0.92 0.00 $0.00 5.00 30 2.0 703.000 -0.23 2024-12-19
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.17 -0.25 4.44 0.05 0.05 0.69 0.86 0.00 $0.00 5.00 29 2.0 703.000 -0.17 2024-12-18
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.19 -0.28 3.69 0.05 0.05 0.69 0.88 0.00 $0.00 5.00 28 2.0 703.000 -0.19 2024-12-17
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.20 -0.29 3.31 0.05 0.05 0.69 0.89 0.00 $0.00 5.00 27 2.0 703.000 -0.20 2024-12-16
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.19 -0.28 2.25 0.05 0.05 0.69 0.88 0.00 $0.00 5.00 24 2.0 702.000 -0.19 2024-12-13
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.17 -0.25 1.94 0.05 0.05 0.69 0.86 0.00 $0.00 5.00 23 2.0 702.000 -0.17 2024-12-12
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.21 -0.30 6.00 0.05 0.05 0.69 0.90 0.00 $0.00 5.00 22 2.0 702.000 -0.21 2024-12-11
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.24 -0.35 1.94 0.05 0.05 0.69 0.93 0.00 $0.00 5.00 21 2.0 702.000 -0.24 2024-12-10
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.17 -0.25 1.50 0.05 0.05 0.69 0.86 0.00 $0.00 5.00 20 2.0 702.000 -0.17 2024-12-09
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.13 -0.19 1.38 0.05 0.05 0.69 0.82 0.00 $0.00 5.00 19 2.0 702.000 -0.13 2024-12-08
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.13 -0.19 1.12 0.05 0.05 0.69 0.82 0.00 $0.00 5.00 17 2.0 702.000 -0.13 2024-12-06
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.12 -0.17 1.00 0.05 0.05 0.69 0.81 0.00 $0.00 5.00 16 2.0 702.000 -0.12 2024-12-05
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.13 -0.19 0.94 0.05 0.05 0.69 0.82 0.00 $0.00 5.00 15 2.0 702.000 -0.13 2024-12-04
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.19 -0.28 1.06 0.05 0.05 0.69 0.88 0.00 $0.00 5.00 14 2.0 702.000 -0.19 2024-12-03
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.24 -0.35 1.12 0.05 0.05 0.69 0.93 0.00 $0.00 5.00 13 2.0 701.000 -0.24 2024-12-02
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.29 -0.42 1.12 0.05 0.05 0.69 0.98 0.00 $0.00 5.00 11 10.0 0.000 -0.29 2024-11-30
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.23 -0.33 0.94 0.05 0.05 0.69 0.92 0.00 $0.00 5.00 9 10.0 701.000 -0.23 2024-11-28
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.21 -0.30 -0.81 0.05 0.05 0.69 0.90 0.00 $0.00 5.00 8 10.0 701.000 -0.21 2024-11-27
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.19 -0.28 0.69 0.05 0.05 0.69 0.88 0.00 $0.00 5.00 7 10.0 701.000 -0.19 2024-11-26
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.20 -0.29 0.66 0.05 0.05 0.69 0.89 0.00 $0.00 5.00 6 10.0 701.000 -0.20 2024-11-25
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.08 -0.12 0.38 0.05 0.05 0.69 0.77 0.00 $0.00 5.00 5 10.0 701.000 -0.08 2024-11-24
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.08 -0.12 0.31 0.05 0.05 0.69 0.77 0.00 $0.00 5.00 4 10.0 701.000 -0.08 2024-11-23
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.08 -0.12 0.28 0.05 0.05 0.69 0.77 0.00 $0.00 5.00 3 10.0 701.000 -0.08 2024-11-22
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.04 -0.06 0.16 0.05 0.05 0.69 0.73 0.00 $0.00 5.00 2 10.0 700.000 -0.04 2024-11-21
MCRB241220P00000500 MCRB PUT Long 0.50 None $0.00 0.00 $-0.12 -0.17 0.34 0.05 0.05 0.69 0.81 0.00 $0.00 5.00 1 34.0 700.000 -0.12 2024-11-20
MCRB241220P00000500 MCRB PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 0.05 0.05 0.69 0.69 0.00 $0.00 5.00 0 20.0 680.000 -0.00 2024-11-19

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