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View Outliers PnL Drill-Down: MD241115P00007500

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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
2024-08-06	MD	MD241115P00007500	7.50	10.0	60.000	0.695	0.318	1.4	0.1	-0.010	1.830	0.470	0.65	8.79	2024-11-15	PUT	Long	0.258	0.307	0.177

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	MD	0.727	0.067	0.245	0.127	0.067	-0.178	14.22	-0.030	0.0000	6.77	16.08	21	1y	14.09

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
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-5.77	-0.64	7.23	0.65	0.05	8.97	14.74	-0.60	$-60.00	65.00	100	3.0	63.000	-5.77	2024-11-14
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.25	-0.70	5.95	0.65	0.05	8.97	15.22	-0.60	$-60.00	65.00	99	3.0	63.000	-6.25	2024-11-13
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.53	-0.73	5.15	0.65	0.05	8.97	15.50	-0.60	$-60.00	65.00	98	3.0	63.000	-6.53	2024-11-12
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.99	-0.78	4.66	0.65	0.05	8.97	15.96	-0.60	$-60.00	65.00	97	3.0	63.000	-6.99	2024-11-11
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.79	-0.76	4.13	0.65	0.05	8.97	15.76	-0.60	$-60.00	65.00	96	3.0	63.000	-6.79	2024-11-10
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.79	-0.76	3.77	0.65	0.05	8.97	15.76	-0.60	$-60.00	65.00	95	3.0	63.000	-6.79	2024-11-09
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.78	-0.76	3.48	0.65	0.05	8.97	15.75	-0.60	$-60.00	65.00	94	3.0	63.000	-6.78	2024-11-08
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-7.07	-0.79	3.30	0.65	0.05	8.97	16.04	-0.60	$-60.00	65.00	93	3.0	63.000	-7.07	2024-11-07
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-7.09	-0.79	3.10	0.65	0.05	8.97	16.06	-0.60	$-60.00	65.00	92	3.0	63.000	-7.09	2024-11-06
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.40	-0.71	2.79	0.65	0.05	8.97	15.37	-0.60	$-60.00	65.00	91	3.0	63.000	-6.40	2024-11-05
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.17	-0.69	2.07	0.65	0.05	8.97	15.14	-0.60	$-60.00	65.00	90	3.0	63.000	-6.17	2024-11-04
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-6.24	-0.70	2.26	0.65	0.05	8.97	15.21	-0.60	$-60.00	65.00	87	3.0	63.000	-6.24	2024-11-01
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.34	-0.37	1.61	0.65	0.05	8.97	12.31	-0.60	$-60.00	65.00	86	3.0	63.000	-3.34	2024-10-31
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.68	-0.41	1.61	0.65	0.05	8.97	12.65	-0.60	$-60.00	65.00	85	3.0	63.000	-3.68	2024-10-30
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-4.00	-0.45	2.73	0.65	0.05	8.97	12.97	-0.60	$-60.00	65.00	84	3.0	63.000	-4.00	2024-10-29
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.88	-0.43	0.92	0.65	0.05	8.97	12.85	-0.60	$-60.00	65.00	83	3.0	63.000	-3.88	2024-10-28
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.44	-0.38	1.38	0.65	0.05	8.97	12.41	-0.60	$-60.00	65.00	82	3.0	63.000	-3.44	2024-10-27
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.44	-0.38	1.33	0.65	0.05	8.97	12.41	-0.60	$-60.00	65.00	81	3.0	63.000	-3.44	2024-10-26
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.60	-0.40	1.32	0.65	0.05	8.97	12.57	-0.60	$-60.00	65.00	79	3.0	63.000	-3.60	2024-10-24
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.58	-0.40	1.22	0.65	0.05	8.97	12.55	-0.60	$-60.00	65.00	78	3.0	63.000	-3.58	2024-10-23
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.93	-0.44	1.28	0.65	0.05	8.97	12.90	-0.60	$-60.00	65.00	77	3.0	63.000	-3.93	2024-10-22
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.60	-0.92	$-3.76	-0.42	0.66	0.65	0.05	8.97	12.73	-0.60	$-60.00	65.00	76	3.0	63.000	-3.76	2024-10-21
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.79	-0.42	0.55	0.65	0.24	8.97	12.76	-0.41	$-41.00	65.00	74	5.0	63.000	-3.79	2024-10-19
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.65	-0.41	0.51	0.65	0.24	8.97	12.62	-0.41	$-41.00	65.00	73	5.0	63.000	-3.65	2024-10-18
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.69	-0.41	0.48	0.65	0.24	8.97	12.66	-0.41	$-41.00	65.00	71	5.0	63.000	-3.69	2024-10-16
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.33	-0.37	0.39	0.65	0.24	8.97	12.30	-0.41	$-41.00	65.00	69	5.0	63.000	-3.33	2024-10-14
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.15	-0.35	0.32	0.65	0.24	8.97	12.12	-0.41	$-41.00	65.00	66	5.0	63.000	-3.15	2024-10-11
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.03	-0.34	0.29	0.65	0.24	8.97	12.00	-0.41	$-41.00	65.00	65	5.0	63.000	-3.03	2024-10-10
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.88	-0.32	0.26	0.65	0.24	8.97	11.85	-0.41	$-41.00	65.00	64	5.0	63.000	-2.88	2024-10-09
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.97	-0.33	0.25	0.65	0.24	8.97	11.94	-0.41	$-41.00	65.00	62	5.0	63.000	-2.97	2024-10-07
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.16	-0.35	0.27	0.65	0.24	8.97	12.13	-0.41	$-41.00	65.00	61	5.0	63.000	-3.16	2024-10-06
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.16	-0.35	0.25	0.65	0.24	8.97	12.13	-0.41	$-41.00	65.00	60	5.0	63.000	-3.16	2024-10-05
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.16	-0.35	0.23	0.65	0.24	8.97	12.13	-0.41	$-41.00	65.00	59	5.0	63.000	-3.16	2024-10-04
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.93	-0.33	0.20	0.65	0.24	8.97	11.90	-0.41	$-41.00	65.00	58	5.0	63.000	-2.93	2024-10-03
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.11	-0.35	0.21	0.65	0.24	8.97	12.08	-0.41	$-41.00	65.00	57	5.0	63.000	-3.11	2024-10-02
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-3.03	-0.34	0.19	0.65	0.24	8.97	12.00	-0.41	$-41.00	65.00	56	5.0	63.000	-3.03	2024-10-01
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.63	-0.29	0.13	0.65	0.24	8.97	11.60	-0.41	$-41.00	65.00	55	5.0	63.000	-2.63	2024-09-30
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.29	-0.26	0.09	0.65	0.24	8.97	11.26	-0.41	$-41.00	65.00	54	5.0	63.000	-2.29	2024-09-29
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.29	-0.26	0.07	0.65	0.24	8.97	11.26	-0.41	$-41.00	65.00	53	5.0	63.000	-2.29	2024-09-28
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.29	-0.26	0.06	0.65	0.24	8.97	11.26	-0.41	$-41.00	65.00	52	5.0	63.000	-2.29	2024-09-27
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.39	-0.27	0.07	0.65	0.24	8.97	11.36	-0.41	$-41.00	65.00	51	5.0	63.000	-2.39	2024-09-26
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.54	-0.17	-0.05	0.65	0.24	8.97	10.51	-0.41	$-41.00	65.00	50	5.0	63.000	-1.54	2024-09-25
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.64	-0.18	-0.04	0.65	0.24	8.97	10.61	-0.41	$-41.00	65.00	49	5.0	63.000	-1.64	2024-09-24
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.51	-0.17	-0.06	0.65	0.24	8.97	10.48	-0.41	$-41.00	65.00	48	5.0	63.000	-1.51	2024-09-23
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.59	-0.18	-0.05	0.65	0.24	8.97	10.56	-0.41	$-41.00	65.00	47	5.0	63.000	-1.59	2024-09-22
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.59	-0.18	-0.07	0.65	0.24	8.97	10.56	-0.41	$-41.00	65.00	45	5.0	63.000	-1.59	2024-09-20
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.90	-0.21	-0.04	0.65	0.24	8.97	10.87	-0.41	$-41.00	65.00	44	5.0	63.000	-1.90	2024-09-19
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.88	-0.21	-0.05	0.65	0.24	8.97	10.85	-0.41	$-41.00	65.00	43	5.0	63.000	-1.88	2024-09-18
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.60	-0.18	-0.09	0.65	0.24	8.97	10.57	-0.41	$-41.00	65.00	42	5.0	63.000	-1.60	2024-09-17
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.79	-0.20	-0.07	0.65	0.24	8.97	10.76	-0.41	$-41.00	65.00	41	5.0	63.000	-1.79	2024-09-16
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.96	-0.22	-0.06	0.65	0.24	8.97	10.93	-0.41	$-41.00	65.00	39	5.0	63.000	-1.96	2024-09-14
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.96	-0.22	-0.06	0.65	0.24	8.97	10.93	-0.41	$-41.00	65.00	38	5.0	63.000	-1.96	2024-09-13
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.81	-0.20	-0.09	0.65	0.24	8.97	10.78	-0.41	$-41.00	65.00	37	5.0	63.000	-1.81	2024-09-12
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.64	-0.18	-0.11	0.65	0.24	8.97	10.61	-0.41	$-41.00	65.00	36	5.0	63.000	-1.64	2024-09-11
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.57	-0.18	-0.12	0.65	0.24	8.97	10.54	-0.41	$-41.00	65.00	35	5.0	63.000	-1.57	2024-09-10
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.59	-0.18	-0.12	0.65	0.24	8.97	10.56	-0.41	$-41.00	65.00	34	5.0	63.000	-1.59	2024-09-09
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.57	-0.18	-0.13	0.65	0.24	8.97	10.54	-0.41	$-41.00	65.00	33	5.0	63.000	-1.57	2024-09-08
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.57	-0.18	-0.14	0.65	0.24	8.97	10.54	-0.41	$-41.00	65.00	31	5.0	63.000	-1.57	2024-09-06
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.77	-0.20	-0.12	0.65	0.24	8.97	10.74	-0.41	$-41.00	65.00	30	5.0	63.000	-1.77	2024-09-05
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.57	-0.18	-0.15	0.65	0.24	8.97	10.54	-0.41	$-41.00	65.00	29	5.0	63.000	-1.57	2024-09-04
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.89	-0.21	-0.17	0.65	0.24	8.97	10.86	-0.41	$-41.00	65.00	25	5.0	63.000	-1.89	2024-08-31
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.88	-0.21	-0.18	0.65	0.24	8.97	10.85	-0.41	$-41.00	65.00	24	5.0	63.000	-1.88	2024-08-30
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.06	-0.23	0.32	0.65	0.24	8.97	11.03	-0.41	$-41.00	65.00	23	5.0	63.000	-2.06	2024-08-29
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.07	-0.23	-0.16	0.65	0.24	8.97	11.04	-0.41	$-41.00	65.00	22	5.0	63.000	-2.07	2024-08-28
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.05	-0.23	-0.48	0.65	0.24	8.97	11.02	-0.41	$-41.00	65.00	21	5.0	63.000	-2.05	2024-08-27
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.27	-0.25	-0.15	0.65	0.24	8.97	11.24	-0.41	$-41.00	65.00	20	5.0	63.000	-2.27	2024-08-26
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.34	-0.26	-0.11	0.65	0.24	8.97	11.31	-0.41	$-41.00	65.00	19	5.0	63.000	-2.34	2024-08-25
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.34	-0.26	-0.11	0.65	0.24	8.97	11.31	-0.41	$-41.00	65.00	18	5.0	63.000	-2.34	2024-08-24
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.34	-0.26	-0.12	0.65	0.24	8.97	11.31	-0.41	$-41.00	65.00	17	10.0	63.000	-2.34	2024-08-23
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-2.05	-0.23	-0.15	0.65	0.24	8.97	11.02	-0.41	$-41.00	65.00	16	10.0	63.000	-2.05	2024-08-22
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.90	-0.21	-0.16	0.65	0.24	8.97	10.87	-0.41	$-41.00	65.00	15	5.0	63.000	-1.90	2024-08-21
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.79	-0.20	-0.14	0.65	0.24	8.97	10.76	-0.41	$-41.00	65.00	14	5.0	63.000	-1.79	2024-08-20
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.81	-0.20	0.39	0.65	0.24	8.97	10.78	-0.41	$-41.00	65.00	13	5.0	63.000	-1.81	2024-08-19
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.44	-0.16	-0.11	0.65	0.24	8.97	10.41	-0.41	$-41.00	65.00	12	5.0	63.000	-1.44	2024-08-18
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.44	-0.16	-0.11	0.65	0.24	8.97	10.41	-0.41	$-41.00	65.00	11	5.0	63.000	-1.44	2024-08-17
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.46	-0.16	0.33	0.65	0.24	8.97	10.43	-0.41	$-41.00	65.00	10	5.0	63.000	-1.46	2024-08-16
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.34	-0.15	-0.13	0.65	0.24	8.97	10.31	-0.41	$-41.00	65.00	9	10.0	63.000	-1.34	2024-08-15
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-0.96	-0.11	0.39	0.65	0.24	8.97	9.93	-0.41	$-41.00	65.00	8	5.0	63.000	-0.96	2024-08-14
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.13	-0.13	-0.09	0.65	0.24	8.97	10.10	-0.41	$-41.00	65.00	7	5.0	63.000	-1.13	2024-08-13
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.16	-0.13	-0.09	0.65	0.24	8.97	10.13	-0.41	$-41.00	65.00	6	5.0	63.000	-1.16	2024-08-12
MD241115P00007500	MD	PUT	Long	7.50	None	$-0.41	-0.63	$-1.05	-0.12	-0.09	0.65	0.24	8.97	10.02	-0.41	$-41.00	65.00	3	5.0	60.000	-1.05	2024-08-09
MD241115P00007500	MD	PUT	Long	7.50	None	$0.00	0.00	$-0.86	-0.10	0.14	0.65	0.65	8.97	9.83	0.00	$0.00	65.00	2	10.0	60.000	-0.86	2024-08-08
MD241115P00007500	MD	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.39	$0.00	0.00	$-0.66	-0.07	0.11	0.65	0.65	8.97	9.63	0.00	$0.00	65.00	1	10.0	60.000	-0.66	2024-08-07
MD241115P00007500	MD	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	8.97	8.97	0.00	$0.00	65.00	0	10.0	60.000	-0.00	2024-08-06

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