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View Outliers PnL Drill-Down: MTTR240517P00002000

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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
2024-03-28	MTTR	MTTR240517P00002000	2.00	257.0	7.000	0.820	0.343	0.3	0.0	-0.010	0.390	0.120	0.13	2.26	2024-05-17	PUT	Long	0.318	0.353	0.159
2024-03-29	MTTR	MTTR240517P00002000	2.00	257.0	7.000	0.828	0.338	0.3	0.0	-0.010	0.380	0.110	0.13	2.26	2024-05-17	PUT	Long	0.316	0.352	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	MTTR	1.000	0.048	1.045	0.202	0.048	-0.050	4.92	-1.262	0.0000	1.74	4.96	21	1y	4.68

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
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.11	-0.85	$-2.22	-0.98	4.43	0.13	0.02	2.26	4.48	-0.11	$-11.00	13.00	48	20.0	731.000	-2.22	2024-05-15
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.11	-0.85	$-2.19	-0.97	3.68	0.13	0.02	2.26	4.45	-0.11	$-11.00	13.00	47	20.0	731.000	-2.19	2024-05-14
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.11	-0.85	$-2.20	-0.97	3.18	0.13	0.02	2.26	4.46	-0.11	$-11.00	13.00	46	20.0	731.000	-2.20	2024-05-13
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.11	-0.85	$-2.16	-0.96	-0.32	0.13	0.02	2.26	4.42	-0.11	$-11.00	13.00	45	20.0	731.000	-2.16	2024-05-12
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.11	-0.85	$-2.18	-0.96	2.37	0.13	0.02	2.26	4.44	-0.11	$-11.00	13.00	43	2.0	731.000	-2.18	2024-05-10
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.11	-0.85	$-2.23	-0.99	2.18	0.13	0.02	2.26	4.49	-0.11	$-11.00	13.00	42	2.0	731.000	-2.23	2024-05-09
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.11	-0.85	$-2.17	-0.96	1.99	0.13	0.02	2.26	4.43	-0.11	$-11.00	13.00	41	2.0	731.000	-2.17	2024-05-08
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.23	-0.99	1.93	0.13	0.05	2.26	4.49	-0.08	$-8.00	13.00	40	20.0	731.000	-2.23	2024-05-07
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.33	-1.03	-0.32	0.13	0.05	2.26	4.59	-0.08	$-8.00	13.00	36	20.0	731.000	-2.33	2024-05-03
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.25	-1.00	1.52	0.13	0.05	2.26	4.51	-0.08	$-8.00	13.00	35	20.0	731.000	-2.25	2024-05-02
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.48	-1.10	1.37	0.13	0.05	2.26	4.74	-0.08	$-8.00	13.00	32	7.0	731.000	-2.48	2024-04-29
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.46	-1.09	1.21	0.13	0.05	2.26	4.72	-0.08	$-8.00	13.00	29	7.0	731.000	-2.46	2024-04-26
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.42	-1.07	1.15	0.13	0.05	2.26	4.68	-0.08	$-8.00	13.00	28	7.0	731.000	-2.42	2024-04-25
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.38	-1.05	-0.32	0.13	0.05	2.26	4.64	-0.08	$-8.00	13.00	27	7.0	731.000	-2.38	2024-04-24
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.34	-1.04	1.02	0.13	0.05	2.26	4.60	-0.08	$-8.00	13.00	26	7.0	731.000	-2.34	2024-04-23
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$-0.08	-0.62	$-2.54	-1.12	1.06	0.13	0.05	2.26	4.80	-0.08	$-8.00	13.00	25	395.0	399.000	-2.54	2024-04-22
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.17	1.31	$0.52	0.23	-0.04	0.13	0.30	2.26	1.74	0.17	$17.00	13.00	22	27.0	373.000	0.52	2024-04-19
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.12	0.92	$0.51	0.23	-0.02	0.13	0.25	2.26	1.75	0.12	$12.00	13.00	21	31.0	352.000	0.51	2024-04-18
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.17	1.31	$0.48	0.21	-0.05	0.13	0.30	2.26	1.78	0.17	$17.00	13.00	20	129.0	229.000	0.48	2024-04-17
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.15	1.15	$0.46	0.20	-0.13	0.13	0.28	2.26	1.80	0.15	$15.00	13.00	19	9.0	229.000	0.46	2024-04-16
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.12	0.92	$0.41	0.18	-0.11	0.13	0.25	2.26	1.85	0.12	$12.00	13.00	18	10.0	227.000	0.41	2024-04-15
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.08	0.62	$0.33	0.15	-0.16	0.13	0.21	2.26	1.93	0.08	$8.00	13.00	15	29.0	221.000	0.33	2024-04-12
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.03	0.23	$0.21	0.09	-0.05	0.13	0.16	2.26	2.05	0.03	$3.00	13.00	14	22.0	200.000	0.21	2024-04-11
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.07	0.54	$0.36	0.16	-0.04	0.13	0.20	2.26	1.90	0.07	$7.00	13.00	13	61.0	185.000	0.36	2024-04-10
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.02	0.15	$0.25	0.11	-0.13	0.13	0.15	2.26	2.01	0.02	$2.00	13.00	12	2.0	185.000	0.25	2024-04-09
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.03	0.23	$0.17	0.08	-0.11	0.13	0.16	2.26	2.09	0.03	$3.00	13.00	11	4.0	183.000	0.17	2024-04-08
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.04	0.31	$0.22	0.10	-0.12	0.13	0.17	2.26	2.04	0.04	$4.00	13.00	8	5.0	178.000	0.22	2024-04-05
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.02	0.15	$0.20	0.09	-0.09	0.13	0.15	2.26	2.06	0.02	$2.00	13.00	7	4.0	178.000	0.20	2024-04-04
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.04	0.31	$0.22	0.10	-0.13	0.13	0.17	2.26	2.04	0.04	$4.00	13.00	6	23.0	177.000	0.22	2024-04-03
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.07	0.54	$0.21	0.09	-0.12	0.13	0.20	2.26	2.05	0.07	$7.00	13.00	5	2.0	176.000	0.21	2024-04-02
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.02	0.15	$0.08	0.04	-0.05	0.13	0.15	2.26	2.18	0.02	$2.00	13.00	4	13.0	163.000	0.08	2024-04-01
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.04	0.13	0.13	2.26	2.26	0.00	$0.00	13.00	3	257.0	7.000	-0.00	2024-03-31
MTTR240517P00002000	MTTR	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.02	0.13	0.13	2.26	2.26	0.00	$0.00	13.00	2	257.0	7.000	-0.00	2024-03-30
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.01	0.13	0.13	2.26	2.26	0.00	$0.00	13.00	1	257.0	7.000	-0.00	2024-03-29
MTTR240517P00002000	MTTR	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.13	0.13	2.26	2.26	0.00	$0.00	13.00	0	257.0	7.000	-0.00	2024-03-28

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