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View Outliers PnL Drill-Down: OI240920P00011000

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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
2024-07-31	OI	OI240920P00011000	11.00	5.0	42.000	0.520	0.207	2.4	0.0	-0.010	2.550	0.120	0.24	13.37	2024-09-20	PUT	Long	0.158	0.213	0.151

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-2.15	-0.19	2.92	0.65	0.10	11.28	13.43	-0.55	$-55.00	65.00	44	20.0	567.000	-2.15	2024-09-19
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-1.71	-0.15	0.61	0.65	0.10	11.28	12.99	-0.55	$-55.00	65.00	43	20.0	567.000	-1.71	2024-09-18
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-1.64	-0.15	0.44	0.65	0.10	11.28	12.92	-0.55	$-55.00	65.00	42	20.0	567.000	-1.64	2024-09-17
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-1.64	-0.15	0.35	0.65	0.10	11.28	12.92	-0.55	$-55.00	65.00	41	20.0	567.000	-1.64	2024-09-16
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-1.42	-0.13	0.21	0.65	0.10	11.28	12.70	-0.55	$-55.00	65.00	39	20.0	567.000	-1.42	2024-09-14
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-1.42	-0.13	0.11	0.65	0.10	11.28	12.70	-0.55	$-55.00	65.00	38	20.0	567.000	-1.42	2024-09-13
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-0.65	-0.06	0.30	0.65	0.10	11.28	11.93	-0.55	$-55.00	65.00	37	20.0	567.000	-0.65	2024-09-12
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.55	-0.85	$-0.64	-0.06	0.04	0.65	0.10	11.28	11.92	-0.55	$-55.00	65.00	36	20.0	567.000	-0.64	2024-09-11
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.60	-0.92	$-0.76	-0.07	0.05	0.65	0.05	11.28	12.04	-0.60	$-60.00	65.00	35	1.0	567.000	-0.76	2024-09-10
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.60	-0.92	$-0.90	-0.08	0.02	0.65	0.05	11.28	12.18	-0.60	$-60.00	65.00	34	1.0	567.000	-0.90	2024-09-09
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.60	-0.92	$-1.19	-0.11	0.03	0.65	0.05	11.28	12.47	-0.60	$-60.00	65.00	33	1.0	567.000	-1.19	2024-09-08
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.60	-0.92	$-1.20	-0.11	0.04	0.65	0.05	11.28	12.48	-0.60	$-60.00	65.00	31	1.0	567.000	-1.20	2024-09-06
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.60	-0.92	$-1.05	-0.09	0.03	0.65	0.05	11.28	12.33	-0.60	$-60.00	65.00	30	1.0	567.000	-1.05	2024-09-05
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.60	-0.92	$-1.18	-0.10	0.04	0.65	0.05	11.28	12.46	-0.60	$-60.00	65.00	29	1.0	567.000	-1.18	2024-09-04
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.41	-0.12	0.05	0.65	0.16	11.28	12.69	-0.49	$-49.00	65.00	25	2.0	567.000	-1.41	2024-08-31
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.41	-0.12	0.02	0.65	0.16	11.28	12.69	-0.49	$-49.00	65.00	24	2.0	567.000	-1.41	2024-08-30
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.51	-0.13	0.03	0.65	0.16	11.28	12.79	-0.49	$-49.00	65.00	23	2.0	567.000	-1.51	2024-08-29
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.58	-0.14	0.03	0.65	0.16	11.28	12.86	-0.49	$-49.00	65.00	22	2.0	567.000	-1.58	2024-08-28
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.70	-0.15	-0.37	0.65	0.16	11.28	12.98	-0.49	$-49.00	65.00	21	2.0	567.000	-1.70	2024-08-27
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.74	-0.15	0.04	0.65	0.16	11.28	13.02	-0.49	$-49.00	65.00	20	2.0	567.000	-1.74	2024-08-26
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.50	-0.13	-0.01	0.65	0.16	11.28	12.78	-0.49	$-49.00	65.00	19	2.0	567.000	-1.50	2024-08-25
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.50	-0.13	-0.02	0.65	0.16	11.28	12.78	-0.49	$-49.00	65.00	18	2.0	567.000	-1.50	2024-08-24
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.52	-0.13	-0.02	0.65	0.16	11.28	12.80	-0.49	$-49.00	65.00	17	2.0	567.000	-1.52	2024-08-23
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-1.04	-0.09	-0.05	0.65	0.16	11.28	12.32	-0.49	$-49.00	65.00	16	2.0	567.000	-1.04	2024-08-22
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-0.93	-0.08	-0.03	0.65	0.16	11.28	12.21	-0.49	$-49.00	65.00	15	2.0	567.000	-0.93	2024-08-21
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.49	-0.75	$-0.71	-0.06	-0.08	0.65	0.16	11.28	11.99	-0.49	$-49.00	65.00	14	2.0	565.000	-0.71	2024-08-20
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.52	-0.80	$-0.99	-0.09	-0.08	0.65	0.13	11.28	12.27	-0.52	$-52.00	65.00	13	1.0	565.000	-0.99	2024-08-19
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.50	-0.77	$-0.97	-0.09	-0.04	0.65	0.15	11.28	12.25	-0.50	$-50.00	65.00	12	26.0	559.000	-0.97	2024-08-18
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.50	-0.77	$-0.97	-0.09	-0.05	0.65	0.15	11.28	12.25	-0.50	$-50.00	65.00	11	26.0	559.000	-0.97	2024-08-17
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.45	-0.69	$-0.98	-0.09	-0.06	0.65	0.20	11.28	12.26	-0.45	$-45.00	65.00	10	20.0	559.000	-0.98	2024-08-16
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.25	-0.38	$-0.98	-0.09	-0.06	0.65	0.40	11.28	12.26	-0.25	$-25.00	65.00	9	27.0	559.000	-0.98	2024-08-15
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.25	-0.38	$-0.28	-0.02	-0.05	0.65	0.40	11.28	11.56	-0.25	$-25.00	65.00	8	27.0	548.000	-0.28	2024-08-14
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.15	-0.23	$-0.55	-0.05	-0.03	0.65	0.50	11.28	11.83	-0.15	$-15.00	65.00	7	1.0	548.000	-0.55	2024-08-13
OI240920P00011000	OI	PUT	Long	11.00	None	$-0.30	-0.46	$-0.10	-0.01	-0.04	0.65	0.35	11.28	11.38	-0.30	$-30.00	65.00	6	496.0	61.000	-0.10	2024-08-12
OI240920P00011000	OI	PUT	Long	11.00	None	$0.00	0.00	$-0.36	-0.03	-0.03	0.65	0.65	11.28	11.64	0.00	$0.00	65.00	3	16.0	61.000	-0.36	2024-08-09
OI240920P00011000	OI	PUT	Long	11.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.06	0.01	-0.00	0.65	0.65	11.28	11.22	0.00	$0.00	65.00	2	16.0	61.000	0.06	2024-08-08
OI240920P00011000	OI	PUT	Long	11.00	None	$0.00	0.00	$0.35	0.03	0.04	0.65	0.65	11.28	10.93	0.00	$0.00	65.00	1	16.0	61.000	0.35	2024-08-07
OI240920P00011000	OI	PUT	Long	11.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	11.28	11.28	0.00	$0.00	65.00	0	16.0	57.000	-0.00	2024-08-06

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