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View Outliers PnL Drill-Down: NAPA241115P00005000

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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
2024-10-07 NAPA NAPA241115P00005000 5.00 104.0 72.000 1.188 0.736 6.0 0.0 -0.570 5.990 0.020 0.05 10.94 2024-11-15 PUT Long 0.181 0.738 1.027

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 NAPA 1.000 0.007 0.734 0.140 0.007 -0.002 11.09 0.138 0.0000 5.40 11.09 21 1y 10.99

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
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.11 -0.01 4.19 0.05 0.05 10.94 11.05 0.00 $0.00 5.00 38 1.0 175.000 -0.11 2024-11-14
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.07 -0.01 3.19 0.05 0.05 10.94 11.01 0.00 $0.00 5.00 37 1.0 175.000 -0.07 2024-11-13
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.04 -0.00 2.56 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 36 1.0 175.000 -0.04 2024-11-12
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.04 -0.00 2.19 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 35 1.0 175.000 -0.04 2024-11-11
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.09 -0.01 1.91 0.05 0.05 10.94 11.03 0.00 $0.00 5.00 34 1.0 175.000 -0.09 2024-11-10
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.09 -0.01 1.69 0.05 0.05 10.94 11.03 0.00 $0.00 5.00 33 1.0 175.000 -0.09 2024-11-09
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.09 -0.01 1.50 0.05 0.05 10.94 11.03 0.00 $0.00 5.00 32 1.0 175.000 -0.09 2024-11-08
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.07 -0.01 1.34 0.05 0.05 10.94 11.01 0.00 $0.00 5.00 31 1.0 175.000 -0.07 2024-11-07
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.05 -0.00 1.19 0.05 0.05 10.94 10.99 0.00 $0.00 5.00 30 1.0 175.000 -0.05 2024-11-06
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.08 -0.01 1.09 0.05 0.05 10.94 11.02 0.00 $0.00 5.00 29 1.0 175.000 -0.08 2024-11-05
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.04 -0.00 1.00 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 28 1.0 175.000 -0.04 2024-11-04
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.03 -0.00 0.75 0.05 0.05 10.94 10.97 0.00 $0.00 5.00 25 1.0 175.000 -0.03 2024-11-01
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.04 -0.00 0.69 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 24 1.0 175.000 -0.04 2024-10-31
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.04 -0.00 0.64 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 23 1.0 175.000 -0.04 2024-10-30
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.03 -0.00 0.64 0.05 0.05 10.94 10.97 0.00 $0.00 5.00 22 1.0 175.000 -0.03 2024-10-29
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.02 -0.00 0.53 0.05 0.05 10.94 10.96 0.00 $0.00 5.00 21 1.0 175.000 -0.02 2024-10-28
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.01 -0.00 0.50 0.05 0.05 10.94 10.95 0.00 $0.00 5.00 20 1.0 175.000 -0.01 2024-10-27
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.01 -0.00 0.45 0.05 0.05 10.94 10.95 0.00 $0.00 5.00 19 1.0 175.000 -0.01 2024-10-26
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.02 -0.00 0.42 0.05 0.05 10.94 10.96 0.00 $0.00 5.00 17 1.0 175.000 -0.02 2024-10-24
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.04 -0.00 0.34 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 16 1.0 175.000 -0.04 2024-10-23
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.04 -0.00 0.34 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 15 1.0 175.000 -0.04 2024-10-22
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.03 -0.00 0.30 0.05 0.05 10.94 10.97 0.00 $0.00 5.00 14 1.0 175.000 -0.03 2024-10-21
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.04 -0.00 0.23 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 12 1.0 175.000 -0.04 2024-10-19
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.03 -0.00 0.22 0.05 0.05 10.94 10.97 0.00 $0.00 5.00 11 1.0 175.000 -0.03 2024-10-18
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.04 -0.00 0.17 0.05 0.05 10.94 10.98 0.00 $0.00 5.00 9 1.0 175.000 -0.04 2024-10-16
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.03 -0.00 0.12 0.05 0.05 10.94 10.97 0.00 $0.00 5.00 7 1.0 175.000 -0.03 2024-10-14
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $0.01 0.00 0.06 0.05 0.05 10.94 10.93 0.00 $0.00 5.00 4 1.0 175.000 0.01 2024-10-11
NAPA241115P00005000 NAPA PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $-0.02 -0.00 0.05 0.05 0.05 10.94 10.96 0.00 $0.00 5.00 3 1.0 175.000 -0.02 2024-10-10
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.00 -0.00 0.03 0.05 0.05 10.94 10.94 0.00 $0.00 5.00 2 1.0 175.000 -0.00 2024-10-09
NAPA241115P00005000 NAPA PUT Long 5.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.05 0.05 10.94 10.94 0.00 $0.00 5.00 0 104.0 72.000 -0.00 2024-10-07

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