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View Outliers PnL Drill-Down: MLCO241115P00005000

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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
2024-09-26 MLCO MLCO241115P00005000 5.00 2.0 3.000 0.742 0.273 2.6 0.0 -0.010 2.630 0.030 0.10 7.57 2024-11-15 PUT Long 0.251 0.293 0.159

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 MLCO 0.818 0.108 0.218 0.143 0.120 -0.005 6.34 -0.087 0.0000 5.05 9.23 21 1y 6.70

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
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $1.39 0.18 1.57 0.10 0.10 7.57 6.18 0.00 $0.00 10.00 49 2.0 5.000 1.39 2024-11-14
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $1.42 0.19 1.13 0.10 0.10 7.57 6.15 0.00 $0.00 10.00 48 2.0 5.000 1.42 2024-11-13
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $1.28 0.17 0.99 0.10 0.10 7.57 6.29 0.00 $0.00 10.00 47 2.0 5.000 1.28 2024-11-12
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.82 0.11 1.13 0.10 0.10 7.57 6.75 0.00 $0.00 10.00 46 2.0 5.000 0.82 2024-11-11
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.74 0.10 1.02 0.10 0.10 7.57 6.83 0.00 $0.00 10.00 45 2.0 5.000 0.74 2024-11-10
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.74 0.10 0.88 0.10 0.10 7.57 6.83 0.00 $0.00 10.00 44 2.0 5.000 0.74 2024-11-09
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.73 0.10 0.79 0.10 0.10 7.57 6.84 0.00 $0.00 10.00 43 2.0 5.000 0.73 2024-11-08
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.45 0.06 0.84 0.10 0.10 7.57 7.12 0.00 $0.00 10.00 42 2.0 5.000 0.45 2024-11-07
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.80 0.11 0.59 0.10 0.10 7.57 6.77 0.00 $0.00 10.00 41 2.0 5.000 0.80 2024-11-06
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.83 0.11 0.52 0.10 0.10 7.57 6.74 0.00 $0.00 10.00 40 2.0 5.000 0.83 2024-11-05
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $1.00 0.13 0.39 0.10 0.10 7.57 6.57 0.00 $0.00 10.00 39 2.0 5.000 1.00 2024-11-04
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.85 0.11 0.33 0.10 0.10 7.57 6.72 0.00 $0.00 10.00 36 2.0 5.000 0.85 2024-11-01
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.85 0.11 0.30 0.10 0.10 7.57 6.72 0.00 $0.00 10.00 35 2.0 5.000 0.85 2024-10-31
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.72 0.10 0.31 0.10 0.10 7.57 6.85 0.00 $0.00 10.00 34 2.0 5.000 0.72 2024-10-30
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.62 0.08 0.34 0.10 0.10 7.57 6.95 0.00 $0.00 10.00 33 2.0 5.000 0.62 2024-10-29
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.58 0.08 0.30 0.10 0.10 7.57 6.99 0.00 $0.00 10.00 32 2.0 5.000 0.58 2024-10-28
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.84 0.11 0.19 0.10 0.10 7.57 6.73 0.00 $0.00 10.00 31 2.0 5.000 0.84 2024-10-27
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.84 0.11 0.16 0.10 0.10 7.57 6.73 0.00 $0.00 10.00 30 2.0 5.000 0.84 2024-10-26
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.89 0.12 0.13 0.10 0.10 7.57 6.68 0.00 $0.00 10.00 28 2.0 5.000 0.89 2024-10-24
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.91 0.12 0.09 0.10 0.10 7.57 6.66 0.00 $0.00 10.00 27 2.0 5.000 0.91 2024-10-23
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.67 0.09 0.50 0.10 0.10 7.57 6.90 0.00 $0.00 10.00 26 2.0 5.000 0.67 2024-10-22
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.62 0.08 0.13 0.10 0.10 7.57 6.95 0.00 $0.00 10.00 25 2.0 5.000 0.62 2024-10-21
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.44 0.06 0.02 0.10 0.10 7.57 7.13 0.00 $0.00 10.00 23 2.0 5.000 0.44 2024-10-19
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.35 0.05 0.04 0.10 0.10 7.57 7.22 0.00 $0.00 10.00 22 2.0 5.000 0.35 2024-10-18
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $0.08 0.01 0.06 0.10 0.10 7.57 7.49 0.00 $0.00 10.00 20 2.0 5.000 0.08 2024-10-16
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.14 -0.02 1.25 0.10 0.10 7.57 7.71 0.00 $0.00 10.00 18 2.0 5.000 -0.14 2024-10-14
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.32 -0.04 0.99 0.10 0.10 7.57 7.89 0.00 $0.00 10.00 15 2.0 5.000 -0.32 2024-10-11
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.28 -0.04 0.96 0.10 0.10 7.57 7.85 0.00 $0.00 10.00 14 2.0 5.000 -0.28 2024-10-10
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.34 -0.04 0.95 0.10 0.10 7.57 7.91 0.00 $0.00 10.00 13 2.0 5.000 -0.34 2024-10-09
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.91 -0.12 1.03 0.10 0.10 7.57 8.48 0.00 $0.00 10.00 11 2.0 5.000 -0.91 2024-10-07
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.60 -0.08 -0.24 0.10 0.10 7.57 8.17 0.00 $0.00 10.00 10 2.0 0.000 -0.60 2024-10-06
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.60 -0.08 0.93 0.10 0.10 7.57 8.17 0.00 $0.00 10.00 9 2.0 5.000 -0.60 2024-10-05
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.60 -0.08 0.91 0.10 0.10 7.57 8.17 0.00 $0.00 10.00 8 2.0 5.000 -0.60 2024-10-04
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.42 -0.06 0.47 0.10 0.10 7.57 7.99 0.00 $0.00 10.00 7 2.0 5.000 -0.42 2024-10-03
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.49 -0.06 0.93 0.10 0.10 7.57 8.06 0.00 $0.00 10.00 6 2.0 5.000 -0.49 2024-10-02
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.60 -0.08 0.85 0.10 0.10 7.57 8.17 0.00 $0.00 10.00 5 2.0 5.000 -0.60 2024-10-01
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.22 -0.03 0.44 0.10 0.10 7.57 7.79 0.00 $0.00 10.00 4 2.0 5.000 -0.22 2024-09-30
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.13 -0.02 -0.49 0.10 0.10 7.57 7.70 0.00 $0.00 10.00 3 2.0 5.000 -0.13 2024-09-29
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.13 -0.02 0.12 0.10 0.10 7.57 7.70 0.00 $0.00 10.00 2 2.0 5.000 -0.13 2024-09-28
MLCO241115P00005000 MLCO PUT Long 5.00 None $0.00 0.00 $-0.13 -0.02 0.11 0.10 0.10 7.57 7.70 0.00 $0.00 10.00 1 2.0 5.000 -0.13 2024-09-27
MLCO241115P00005000 MLCO PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 0.10 0.10 7.57 7.57 0.00 $0.00 10.00 0 2.0 3.000 -0.00 2024-09-26

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