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View Outliers PnL Drill-Down: OPTT250117P00000500

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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
2024-11-26	OPTT	OPTT250117P00000500	0.50	14.0	3.000	4.375	0.716	0.0	0.2	-0.110	0.120	0.320	0.30	0.29	2025-01-17	PUT	Long	0.535	0.718	0.606

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	OPTT	0.909	0.130	1.035	0.371	1.035	0.896	0.29	-4.974	0.0000	0.13	0.70	21	1y	0.15

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
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.05	-0.17	-0.94	0.30	0.25	0.29	0.34	-0.05	$-5.00	30.00	24	4.0	1009.000	-0.05	2024-12-20
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.08	-0.27	$-0.03	-0.10	-1.94	0.30	0.22	0.29	0.32	-0.08	$-8.00	30.00	23	9.0	1009.000	-0.03	2024-12-19
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.04	-0.14	-1.81	0.30	0.25	0.29	0.33	-0.05	$-5.00	30.00	22	71.0	1009.000	-0.04	2024-12-18
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.00	-0.00	-1.69	0.30	0.25	0.29	0.29	-0.05	$-5.00	30.00	21	71.0	1067.000	-0.00	2024-12-17
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.05	-0.17	-1.72	0.30	0.25	0.29	0.34	-0.05	$-5.00	30.00	20	81.0	1003.000	-0.05	2024-12-16
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.04	-0.14	-1.88	0.30	0.25	0.29	0.33	-0.05	$-5.00	30.00	17	2.0	1004.000	-0.04	2024-12-13
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.04	-0.13	$-0.00	-0.00	-1.88	0.30	0.26	0.29	0.29	-0.04	$-4.00	30.00	16	13.0	1008.000	-0.00	2024-12-12
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.10	-0.33	$-0.01	-0.03	-0.53	0.30	0.20	0.29	0.30	-0.10	$-10.00	30.00	15	4.0	1008.000	-0.01	2024-12-11
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.01	-0.03	-1.25	0.30	0.25	0.29	0.30	-0.05	$-5.00	30.00	14	29.0	1000.000	-0.01	2024-12-10
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.10	-0.33	$-0.03	-0.10	-2.19	0.30	0.20	0.29	0.32	-0.10	$-10.00	30.00	13	2.0	1002.000	-0.03	2024-12-09
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.05	-0.17	-1.94	0.30	0.25	0.29	0.34	-0.05	$-5.00	30.00	12	1.0	1003.000	-0.05	2024-12-08
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.05	-0.17	-2.03	0.30	0.25	0.29	0.34	-0.05	$-5.00	30.00	10	1.0	1003.000	-0.05	2024-12-06
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.07	-0.23	$-0.08	-0.28	-1.81	0.30	0.23	0.29	0.37	-0.07	$-7.00	30.00	9	5.0	1002.000	-0.08	2024-12-05
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.10	-0.33	$-0.12	-0.41	-1.47	0.30	0.20	0.29	0.41	-0.10	$-10.00	30.00	8	240.0	810.000	-0.12	2024-12-04
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.07	-0.24	-1.38	0.30	0.25	0.29	0.36	-0.05	$-5.00	30.00	7	386.0	969.000	-0.07	2024-12-03
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.40	-1.38	-0.39	0.30	0.25	0.29	0.69	-0.05	$-5.00	30.00	6	879.0	55.000	-0.40	2024-12-02
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.05	-0.17	$-0.21	-0.72	-0.69	0.30	0.25	0.29	0.50	-0.05	$-5.00	30.00	4	22.0	0.000	-0.21	2024-11-30
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$-0.02	-0.07	$-0.08	-0.28	-3.38	0.30	0.28	0.29	0.37	-0.02	$-2.00	30.00	2	38.0	17.000	-0.08	2024-11-28
OPTT250117P00000500	OPTT	PUT	Long	0.50	None	$0.00	0.00	$-0.08	-0.28	-2.47	0.30	0.30	0.29	0.37	0.00	$0.00	30.00	1	14.0	17.000	-0.08	2024-11-27
OPTT250117P00000500	OPTT	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	0.29	0.29	0.00	$0.00	30.00	0	14.0	3.000	-0.00	2024-11-26

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