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View Outliers PnL Drill-Down: OPI240621P00002500

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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
2024-05-02	OPI	OPI240621P00002500	2.50	13.0	1181.000	0.816	0.427	0.2	0.1	-0.020	0.300	0.230	0.25	2.56	2024-06-21	PUT	Long	0.374	0.455	0.280
2024-05-14	OPI	OPI240621P00002500	2.50	23.0	1179.000	0.836	0.449	0.3	0.1	0.000	0.350	0.160	0.35	2.68	2024-06-21	PUT	Long	0.482	0.496	0.117

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	OPI	0.818	0.112	0.514	0.253	0.448	0.192	1.22	-0.130	0.0000	1.12	7.49	21	1y	1.61

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
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.00	0.00	$0.26	0.10	0.43	0.25	0.25	2.56	2.30	0.00	$0.00	25.00	47	5.0	1222.000	0.26	2024-06-18
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.27	0.11	0.75	0.25	0.30	2.56	2.29	0.05	$5.00	25.00	46	2.0	1222.000	0.27	2024-06-17
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.19	0.76	$0.32	0.12	0.36	0.25	0.44	2.56	2.24	0.19	$19.00	25.00	43	1.0	1222.000	0.32	2024-06-14
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.19	0.76	$0.41	0.16	0.81	0.25	0.44	2.56	2.15	0.19	$19.00	25.00	42	1.0	1222.000	0.41	2024-06-13
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.37	0.14	0.12	0.25	0.30	2.56	2.19	0.05	$5.00	25.00	41	4.0	1222.000	0.37	2024-06-12
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.29	0.11	1.46	0.25	0.30	2.56	2.27	0.05	$5.00	25.00	40	4.0	1222.000	0.29	2024-06-11
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.16	0.64	$0.33	0.13	-0.11	0.25	0.41	2.56	2.23	0.16	$16.00	25.00	39	5.0	1222.000	0.33	2024-06-10
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.11	0.44	$0.39	0.15	0.03	0.25	0.36	2.56	2.17	0.11	$11.00	25.00	36	1.0	1221.000	0.39	2024-06-07
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.36	0.14	0.14	0.25	0.35	2.56	2.20	0.10	$10.00	25.00	35	1.0	1221.000	0.36	2024-06-06
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.33	0.13	0.51	0.25	0.35	2.56	2.23	0.10	$10.00	25.00	34	1.0	1221.000	0.33	2024-06-05
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.32	0.12	-0.04	0.25	0.35	2.56	2.24	0.10	$10.00	25.00	33	1.0	1221.000	0.32	2024-06-04
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.27	0.11	-0.28	0.25	0.35	2.56	2.29	0.10	$10.00	25.00	32	1.0	1220.000	0.27	2024-06-03
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.19	0.76	$0.27	0.11	0.17	0.25	0.44	2.56	2.29	0.19	$19.00	25.00	29	5.0	0.000	0.27	2024-05-31
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.19	0.76	$0.32	0.12	-0.00	0.25	0.44	2.56	2.24	0.19	$19.00	25.00	28	5.0	1220.000	0.32	2024-05-30
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.19	0.76	$0.51	0.20	1.33	0.25	0.44	2.56	2.05	0.19	$19.00	25.00	27	5.0	1220.000	0.51	2024-05-29
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.19	0.76	$0.38	0.15	0.27	0.25	0.44	2.56	2.18	0.19	$19.00	25.00	26	5.0	1220.000	0.38	2024-05-28
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.33	0.13	0.58	0.25	0.30	2.56	2.23	0.05	$5.00	25.00	25	48.0	1220.000	0.33	2024-05-27
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.33	0.13	-0.24	0.25	0.30	2.56	2.23	0.05	$5.00	25.00	22	48.0	1220.000	0.33	2024-05-24
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.28	0.11	0.68	0.25	0.30	2.56	2.28	0.05	$5.00	25.00	21	48.0	1220.000	0.28	2024-05-23
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.27	0.11	0.01	0.25	0.30	2.56	2.29	0.05	$5.00	25.00	20	48.0	1220.000	0.27	2024-05-22
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.23	0.09	0.45	0.25	0.30	2.56	2.33	0.05	$5.00	25.00	19	48.0	1220.000	0.23	2024-05-21
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.05	0.20	$0.25	0.10	-0.82	0.25	0.30	2.56	2.31	0.05	$5.00	25.00	18	48.0	0.000	0.25	2024-05-20
OPI240621P00002500	OPI	PUT	Long	2.50	None	$-0.05	-0.20	$0.37	0.14	0.04	0.25	0.20	2.56	2.19	-0.05	$-5.00	25.00	17	1.0	1178.000	0.37	2024-05-19
OPI240621P00002500	OPI	PUT	Long	2.50	None	$-0.05	-0.20	$0.37	0.14	0.03	0.25	0.20	2.56	2.19	-0.05	$-5.00	25.00	16	1.0	1178.000	0.37	2024-05-18
OPI240621P00002500	OPI	PUT	Long	2.50	None	$-0.05	-0.20	$0.37	0.14	0.66	0.25	0.20	2.56	2.19	-0.05	$-5.00	25.00	15	1.0	1178.000	0.37	2024-05-17
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.01	0.04	$0.22	0.09	0.18	0.25	0.26	2.56	2.34	0.01	$1.00	25.00	13	10.0	1179.000	0.22	2024-05-15
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.01	0.04	$-0.02	-0.01	0.06	0.25	0.26	2.56	2.58	0.01	$1.00	25.00	12	10.0	1179.000	-0.02	2024-05-14
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.25	0.10	-0.05	0.25	0.35	2.56	2.31	0.10	$10.00	25.00	11	23.0	1179.000	0.25	2024-05-13
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.37	0.14	-0.82	0.25	0.35	2.56	2.19	0.10	$10.00	25.00	10	23.0	1179.000	0.37	2024-05-12
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.28	0.11	0.01	0.25	0.35	2.56	2.28	0.10	$10.00	25.00	7	1.0	1179.000	0.28	2024-05-09
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.10	0.40	$0.25	0.10	0.06	0.25	0.35	2.56	2.31	0.10	$10.00	25.00	6	103.0	1179.000	0.25	2024-05-08
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.00	0.00	$0.07	0.03	0.02	0.25	0.25	2.56	2.49	0.00	$0.00	25.00	5	2.0	1181.000	0.07	2024-05-07
OPI240621P00002500	OPI	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.08	$0.00	0.00	$-0.08	-0.03	0.78	0.25	0.25	2.56	2.64	0.00	$0.00	25.00	1	13.0	1181.000	-0.08	2024-05-03
OPI240621P00002500	OPI	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.25	0.25	2.56	2.56	0.00	$0.00	25.00	0	13.0	1181.000	-0.00	2024-05-02

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