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View Outliers PnL Drill-Down: MO241206P00052000

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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
2024-10-31	MO	MO241206P00052000	52.00	14.0	3.000	0.213	0.100	2.9	0.0	0.000	3.200	0.300	0.46	54.69	2024-12-06	PUT	Long	0.081	0.111	0.078

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	MO	0.727	0.027	0.086	0.053	0.044	-0.042	54.13	0.397	0.0000	39.73	57.74	21	1y	52.48

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
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.51	-0.05	0.31	0.46	0.04	54.44	56.95	-0.42	$-42.00	46.00	35	1.0	97.000	-2.51	2024-12-05
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.01	-0.04	0.23	0.46	0.04	54.44	56.45	-0.42	$-42.00	46.00	34	1.0	97.000	-2.01	2024-12-04
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.46	-0.05	0.20	0.46	0.04	54.44	56.90	-0.42	$-42.00	46.00	33	1.0	97.000	-2.46	2024-12-03
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.72	-0.05	0.17	0.46	0.04	54.44	57.16	-0.42	$-42.00	46.00	32	1.0	97.000	-2.72	2024-12-02
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-3.30	-0.06	0.06	0.46	0.04	54.44	57.74	-0.42	$-42.00	46.00	31	1.0	0.000	-3.30	2024-12-01
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-3.30	-0.06	0.14	0.46	0.04	54.44	57.74	-0.42	$-42.00	46.00	30	1.0	0.000	-3.30	2024-11-30
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-3.21	-0.06	0.35	0.46	0.04	54.44	57.65	-0.42	$-42.00	46.00	28	1.0	97.000	-3.21	2024-11-28
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-3.46	-0.06	0.31	0.46	0.04	54.44	57.90	-0.42	$-42.00	46.00	27	1.0	97.000	-3.46	2024-11-27
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-3.15	-0.06	0.27	0.46	0.04	54.44	57.59	-0.42	$-42.00	46.00	26	1.0	97.000	-3.15	2024-11-26
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.30	-0.04	0.09	0.46	0.04	54.44	56.74	-0.42	$-42.00	46.00	25	1.0	97.000	-2.30	2024-11-25
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.29	-0.04	0.25	0.46	0.04	54.44	56.73	-0.42	$-42.00	46.00	24	1.0	97.000	-2.29	2024-11-24
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.29	-0.04	0.22	0.46	0.04	54.44	56.73	-0.42	$-42.00	46.00	23	1.0	97.000	-2.29	2024-11-23
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-2.30	-0.04	0.21	0.46	0.04	54.44	56.74	-0.42	$-42.00	46.00	22	1.0	97.000	-2.30	2024-11-22
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.42	-0.91	$-1.60	-0.03	0.03	0.46	0.04	54.44	56.04	-0.42	$-42.00	46.00	21	1.0	98.000	-1.60	2024-11-21
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.39	-0.85	$-1.53	-0.03	0.04	0.46	0.07	54.44	55.97	-0.39	$-39.00	46.00	20	20.0	98.000	-1.53	2024-11-20
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.39	-0.85	$-1.42	-0.03	0.07	0.46	0.07	54.44	55.86	-0.39	$-39.00	46.00	19	20.0	97.000	-1.42	2024-11-19
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.38	-0.83	$-1.91	-0.04	0.05	0.46	0.08	54.44	56.35	-0.38	$-38.00	46.00	18	2.0	97.000	-1.91	2024-11-18
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.38	-0.83	$-1.49	-0.03	0.13	0.46	0.08	54.44	55.93	-0.38	$-38.00	46.00	17	2.0	97.000	-1.49	2024-11-17
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.38	-0.83	$-1.49	-0.03	0.12	0.46	0.08	54.44	55.93	-0.38	$-38.00	46.00	16	2.0	97.000	-1.49	2024-11-16
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.38	-0.83	$-1.49	-0.03	0.01	0.46	0.08	54.44	55.93	-0.38	$-38.00	46.00	15	2.0	97.000	-1.49	2024-11-15
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.38	-0.83	$-0.96	-0.02	-0.01	0.46	0.08	54.44	55.40	-0.38	$-38.00	46.00	14	2.0	99.000	-0.96	2024-11-14
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.38	-0.83	$-0.81	-0.01	-0.02	0.46	0.08	54.44	55.25	-0.38	$-38.00	46.00	13	10.0	105.000	-0.81	2024-11-13
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.29	-0.63	$-0.00	-0.00	-0.04	0.46	0.17	54.44	54.44	-0.29	$-29.00	46.00	12	42.0	64.000	-0.00	2024-11-12
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.22	-0.48	$0.50	0.01	-0.04	0.46	0.24	54.44	53.94	-0.22	$-22.00	46.00	11	8.0	16.000	0.50	2024-11-11
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.22	-0.48	$0.39	0.01	-0.03	0.46	0.24	54.44	54.05	-0.22	$-22.00	46.00	10	8.0	16.000	0.39	2024-11-10
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.22	-0.48	$0.39	0.01	-0.04	0.46	0.24	54.44	54.05	-0.22	$-22.00	46.00	9	8.0	16.000	0.39	2024-11-09
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.22	-0.48	$0.25	0.00	0.02	0.46	0.24	54.44	54.19	-0.22	$-22.00	46.00	8	8.0	16.000	0.25	2024-11-08
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.22	-0.48	$0.90	0.02	0.01	0.46	0.24	54.44	53.54	-0.22	$-22.00	46.00	7	8.0	8.000	0.90	2024-11-07
MO241206P00052000	MO	PUT	Long	52.00	None	$-0.26	-0.57	$0.16	0.00	-0.01	0.46	0.20	54.44	54.28	-0.26	$-26.00	46.00	6	6.0	10.000	0.16	2024-11-06
MO241206P00052000	MO	PUT	Long	52.00	None	$0.14	0.30	$0.26	0.00	-0.00	0.46	0.60	54.44	54.18	0.14	$14.00	46.00	5	1.0	10.000	0.26	2024-11-05
MO241206P00052000	MO	PUT	Long	52.00	None	$0.14	0.30	$0.56	0.01	0.02	0.46	0.60	54.44	53.88	0.14	$14.00	46.00	4	1.0	9.000	0.56	2024-11-04
MO241206P00052000	MO	PUT	Long	52.00	Exit OP PnL: $-0.08;Exit EQ PnL: 0.30; Position is Long and position continued to lose. Latest OP price is: $0.38 (EQ: $54.14). Initial OP price was: $0.46 (EQ: $54.44). Surpassed Stop Loss Percentage: -0.1739130434782608695652173913 < -0.16.	$-0.06	-0.13	$0.57	0.01	0.01	0.46	0.40	54.44	53.87	-0.06	$-6.00	46.00	1	3.0	7.000	0.57	2024-11-01
MO241206P00052000	MO	PUT	Long	52.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.46	0.46	54.44	54.44	0.00	$0.00	46.00	0	14.0	3.000	-0.00	2024-10-31

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