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View Outliers PnL Drill-Down: OIS240920P00005000

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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
2024-07-29	OIS	OIS240920P00005000	5.00	169.0	143.000	0.549	0.232	0.5	0.0	-0.010	0.660	0.190	0.15	5.45	2024-09-20	PUT	Long	0.212	0.247	0.137

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
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.62	0.11	0.65	0.20	0.25	5.55	4.93	0.05	$5.00	20.00	52	1.0	271.000	0.62	2024-09-19
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.73	0.13	0.38	0.20	0.25	5.55	4.82	0.05	$5.00	20.00	51	1.0	271.000	0.73	2024-09-18
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.61	0.11	0.61	0.20	0.25	5.55	4.94	0.05	$5.00	20.00	50	1.0	271.000	0.61	2024-09-17
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.88	0.16	0.91	0.20	0.25	5.55	4.67	0.05	$5.00	20.00	49	1.0	271.000	0.88	2024-09-16
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.97	0.17	0.99	0.20	0.25	5.55	4.58	0.05	$5.00	20.00	47	1.0	271.000	0.97	2024-09-14
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.97	0.17	0.80	0.20	0.25	5.55	4.58	0.05	$5.00	20.00	46	1.0	271.000	0.97	2024-09-13
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$1.07	0.19	0.66	0.20	0.25	5.55	4.48	0.05	$5.00	20.00	45	1.0	271.000	1.07	2024-09-12
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$1.10	0.20	0.73	0.20	0.25	5.55	4.45	0.05	$5.00	20.00	44	1.0	271.000	1.10	2024-09-11
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$1.07	0.19	0.74	0.20	0.25	5.55	4.48	0.05	$5.00	20.00	43	1.0	271.000	1.07	2024-09-10
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.94	0.17	0.47	0.20	0.25	5.55	4.61	0.05	$5.00	20.00	42	1.0	271.000	0.94	2024-09-09
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.90	0.16	0.23	0.20	0.25	5.55	4.65	0.05	$5.00	20.00	41	1.0	272.000	0.90	2024-09-08
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.05	0.25	$0.90	0.16	0.08	0.20	0.25	5.55	4.65	0.05	$5.00	20.00	39	1.0	272.000	0.90	2024-09-06
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.73	0.13	0.16	0.20	0.15	5.55	4.82	-0.05	$-5.00	20.00	38	20.0	272.000	0.73	2024-09-05
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.69	0.12	-0.04	0.20	0.15	5.55	4.86	-0.05	$-5.00	20.00	37	20.0	0.000	0.69	2024-09-04
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.26	0.05	0.23	0.20	0.15	5.55	5.29	-0.05	$-5.00	20.00	33	20.0	272.000	0.26	2024-08-31
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.27	0.05	0.19	0.20	0.15	5.55	5.28	-0.05	$-5.00	20.00	32	20.0	272.000	0.27	2024-08-30
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.24	0.04	0.20	0.20	0.15	5.55	5.31	-0.05	$-5.00	20.00	31	20.0	272.000	0.24	2024-08-29
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.33	0.06	0.02	0.20	0.15	5.55	5.22	-0.05	$-5.00	20.00	30	20.0	272.000	0.33	2024-08-28
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.28	0.05	-0.38	0.20	0.15	5.55	5.27	-0.05	$-5.00	20.00	29	20.0	272.000	0.28	2024-08-27
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.24	0.04	0.16	0.20	0.15	5.55	5.31	-0.05	$-5.00	20.00	28	20.0	272.000	0.24	2024-08-26
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.26	0.05	0.23	0.20	0.15	5.55	5.29	-0.05	$-5.00	20.00	27	20.0	272.000	0.26	2024-08-25
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.26	0.05	0.22	0.20	0.15	5.55	5.29	-0.05	$-5.00	20.00	26	20.0	272.000	0.26	2024-08-24
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.26	0.05	0.21	0.20	0.15	5.55	5.29	-0.05	$-5.00	20.00	25	20.0	272.000	0.26	2024-08-23
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.48	0.09	0.22	0.20	0.15	5.55	5.07	-0.05	$-5.00	20.00	24	20.0	272.000	0.48	2024-08-22
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.40	0.07	0.10	0.20	0.15	5.55	5.15	-0.05	$-5.00	20.00	23	20.0	272.000	0.40	2024-08-21
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.52	0.09	0.09	0.20	0.15	5.55	5.03	-0.05	$-5.00	20.00	22	20.0	272.000	0.52	2024-08-20
OIS240920P00005000	OIS	PUT	Long	5.00	None	$-0.05	-0.25	$0.40	0.07	0.08	0.20	0.15	5.55	5.15	-0.05	$-5.00	20.00	21	20.0	272.000	0.40	2024-08-19
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.48	0.09	0.06	0.20	0.30	5.55	5.07	0.10	$10.00	20.00	20	1.0	272.000	0.48	2024-08-18
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.48	0.09	0.34	0.20	0.30	5.55	5.07	0.10	$10.00	20.00	19	1.0	272.000	0.48	2024-08-17
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.47	0.08	0.17	0.20	0.30	5.55	5.08	0.10	$10.00	20.00	18	1.0	272.000	0.47	2024-08-16
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.49	0.09	0.07	0.20	0.30	5.55	5.06	0.10	$10.00	20.00	17	1.0	272.000	0.49	2024-08-15
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.63	0.11	0.51	0.20	0.30	5.55	4.92	0.10	$10.00	20.00	16	1.0	272.000	0.63	2024-08-14
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.71	0.13	0.28	0.20	0.30	5.55	4.84	0.10	$10.00	20.00	15	1.0	272.000	0.71	2024-08-13
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.66	0.12	0.08	0.20	0.30	5.55	4.89	0.10	$10.00	20.00	14	1.0	272.000	0.66	2024-08-12
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.75	0.14	0.22	0.20	0.30	5.55	4.80	0.10	$10.00	20.00	11	1.0	272.000	0.75	2024-08-09
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.64	0.12	0.14	0.20	0.30	5.55	4.91	0.10	$10.00	20.00	10	1.0	272.000	0.64	2024-08-08
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.61	0.11	0.16	0.20	0.30	5.55	4.94	0.10	$10.00	20.00	9	1.0	272.000	0.61	2024-08-07
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.10	0.50	$0.51	0.09	0.08	0.20	0.30	5.55	5.04	0.10	$10.00	20.00	8	1.0	273.000	0.51	2024-08-06
OIS240920P00005000	OIS	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.17	$0.00	0.00	$-0.17	-0.03	-0.32	0.20	0.20	5.55	5.72	0.00	$0.00	20.00	2	1.0	227.000	-0.17	2024-07-31
OIS240920P00005000	OIS	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	5.55	5.55	0.00	$0.00	20.00	0	119.0	143.000	-0.00	2024-07-29

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