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View Outliers PnL Drill-Down: MMM240830P00115000

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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
2024-07-26	MMM	MMM240830P00115000	115.00	23.0	1.000	0.324	0.230	13.3	0.5	-0.030	14.220	1.360	0.79	127.12	2024-08-30	PUT	Long	0.102	0.230	0.230

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	MMM	0.909	0.040	0.218	0.081	0.049	-0.047	128.03	-0.214	0.0000	76.30	139.44	21	1y	130.20

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
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.78	-0.99	$-5.79	-0.05	0.51	0.79	0.01	127.12	132.91	-0.78	$-78.00	79.00	34	1.0	231.000	-5.79	2024-08-29
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.78	-0.99	$-4.49	-0.04	0.32	0.79	0.01	127.12	131.61	-0.78	$-78.00	79.00	33	1.0	230.000	-4.49	2024-08-28
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.77	-0.97	$-4.53	-0.04	-0.07	0.79	0.02	127.12	131.65	-0.77	$-77.00	79.00	32	2.0	230.000	-4.53	2024-08-27
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.77	-0.97	$-4.73	-0.04	0.32	0.79	0.02	127.12	131.85	-0.77	$-77.00	79.00	31	2.0	232.000	-4.73	2024-08-26
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.77	-0.97	$-3.43	-0.03	0.18	0.79	0.02	127.12	130.55	-0.77	$-77.00	79.00	30	3.0	231.000	-3.43	2024-08-25
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.77	-0.97	$-3.43	-0.03	0.20	0.79	0.02	127.12	130.55	-0.77	$-77.00	79.00	29	3.0	231.000	-3.43	2024-08-24
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.77	-0.97	$-3.42	-0.03	0.16	0.79	0.02	127.12	130.54	-0.77	$-77.00	79.00	28	3.0	231.000	-3.42	2024-08-23
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.47	-0.59	$-1.53	-0.01	0.17	0.79	0.32	127.12	128.65	-0.47	$-47.00	79.00	27	8.0	223.000	-1.53	2024-08-22
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.69	-0.87	$-2.11	-0.02	0.05	0.79	0.10	127.12	129.23	-0.69	$-69.00	79.00	26	8.0	231.000	-2.11	2024-08-21
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.75	-0.95	$-0.56	-0.00	0.18	0.79	0.04	127.12	127.68	-0.75	$-75.00	79.00	25	8.0	223.000	-0.56	2024-08-20
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.70	-0.89	$0.05	0.00	0.14	0.79	0.09	127.12	127.07	-0.70	$-70.00	79.00	24	16.0	209.000	0.05	2024-08-19
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.70	-0.89	$0.07	0.00	0.08	0.79	0.09	127.12	127.05	-0.70	$-70.00	79.00	23	16.0	209.000	0.07	2024-08-18
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.70	-0.89	$0.07	0.00	0.06	0.79	0.09	127.12	127.05	-0.70	$-70.00	79.00	22	16.0	209.000	0.07	2024-08-17
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.70	-0.89	$0.07	0.00	-0.01	0.79	0.09	127.12	127.05	-0.70	$-70.00	79.00	21	16.0	209.000	0.07	2024-08-16
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.70	-0.89	$-0.06	-0.00	-0.04	0.79	0.09	127.12	127.18	-0.70	$-70.00	79.00	20	16.0	219.000	-0.06	2024-08-15
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.60	-0.76	$1.03	0.01	0.06	0.79	0.19	127.12	126.09	-0.60	$-60.00	79.00	19	1.0	218.000	1.03	2024-08-14
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.48	-0.61	$1.79	0.01	-0.03	0.79	0.31	127.12	125.33	-0.48	$-48.00	79.00	18	3.0	218.000	1.79	2024-08-13
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.37	-0.47	$3.76	0.03	0.00	0.79	0.42	127.12	123.36	-0.37	$-37.00	79.00	17	9.0	222.000	3.76	2024-08-12
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.36	-0.46	$2.95	0.02	0.12	0.79	0.43	127.12	124.17	-0.36	$-36.00	79.00	14	8.0	230.000	2.95	2024-08-09
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.40	-0.51	$1.99	0.02	0.05	0.79	0.39	127.12	125.13	-0.40	$-40.00	79.00	13	26.0	205.000	1.99	2024-08-08
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.03	-0.04	$4.29	0.03	0.05	0.79	0.76	127.12	122.83	-0.03	$-3.00	79.00	12	1.0	205.000	4.29	2024-08-07
MMM240830P00115000	MMM	PUT	Long	115.00	None	$-0.03	-0.04	$2.25	0.02	0.00	0.79	0.76	127.12	124.87	-0.03	$-3.00	79.00	11	1.0	206.000	2.25	2024-08-06
MMM240830P00115000	MMM	PUT	Long	115.00	Exit OP PnL: $-0.44;Exit EQ PnL: -0.43; Position is Long and position continued to lose. Latest OP price is: $0.35 (EQ: $127.55). Initial OP price was: $0.79 (EQ: $127.12). Surpassed Stop Loss Percentage: -0.5569620253164556962025316456 < -0.16.	$-0.44	-0.56	$-0.43	-0.00	-0.26	0.79	0.35	127.12	127.55	-0.44	$-44.00	79.00	5	7.0	23.000	-0.43	2024-07-31
MMM240830P00115000	MMM	PUT	Long	115.00	None	$0.00	0.00	$1.18	0.01	0.02	0.79	0.79	127.12	125.94	0.00	$0.00	79.00	3	23.0	13.000	1.18	2024-07-29
MMM240830P00115000	MMM	PUT	Long	115.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.79	0.79	127.12	127.12	0.00	$0.00	79.00	0	23.0	1.000	-0.00	2024-07-26

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