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View Outliers PnL Drill-Down: ORGN240517P00000500

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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
2024-04-03	ORGN	ORGN240517P00000500	0.50	21.0	72.000	0.844	0.476	0.1	0.0	-0.010	0.120	0.020	0.05	0.60	2024-05-17	PUT	Long	0.496	0.538	0.222

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	ORGN	0.727	0.160	0.455	0.295	0.215	0.055	1.08	0.826	0.0000	0.47	1.88	21	1y	1.33

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
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$-0.02	-0.40	$-0.32	-0.53	5.28	0.05	0.03	0.60	0.92	-0.02	$-2.00	5.00	42	18.0	137.000	-0.32	2024-05-15
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$-0.02	-0.40	$-0.45	-0.75	16.66	0.05	0.03	0.60	1.05	-0.02	$-2.00	5.00	41	18.0	0.000	-0.45	2024-05-14
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$-0.02	-0.40	$-0.57	-0.95	4.91	0.05	0.03	0.60	1.17	-0.02	$-2.00	5.00	40	10.0	129.000	-0.57	2024-05-13
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.53	-0.88	-0.34	0.05	0.05	0.60	1.13	0.00	$0.00	5.00	39	1.0	129.000	-0.53	2024-05-12
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.54	-0.90	3.41	0.05	0.05	0.60	1.14	0.00	$0.00	5.00	36	1.0	129.000	-0.54	2024-05-09
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.61	-1.02	3.34	0.05	0.05	0.60	1.21	0.00	$0.00	5.00	35	1.0	129.000	-0.61	2024-05-08
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.50	-0.83	2.91	0.05	0.05	0.60	1.10	0.00	$0.00	5.00	34	1.0	129.000	-0.50	2024-05-07
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.53	-0.88	-0.34	0.05	0.05	0.60	1.13	0.00	$0.00	5.00	30	1.0	129.000	-0.53	2024-05-03
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.40	-0.67	2.09	0.05	0.05	0.60	1.00	0.00	$0.00	5.00	29	1.0	129.000	-0.40	2024-05-02
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.12	-0.20	0.94	0.05	0.05	0.60	0.72	0.00	$0.00	5.00	26	1.0	130.000	-0.12	2024-04-29
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.10	-0.17	0.78	0.05	0.05	0.60	0.70	0.00	$0.00	5.00	23	1.0	130.000	-0.10	2024-04-26
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.09	-0.15	0.72	0.05	0.05	0.60	0.69	0.00	$0.00	5.00	22	10.0	130.000	-0.09	2024-04-25
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.15	-0.25	0.84	0.05	0.05	0.60	0.75	0.00	$0.00	5.00	21	10.0	130.000	-0.15	2024-04-24
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.13	-0.22	0.75	0.05	0.05	0.60	0.73	0.00	$0.00	5.00	20	10.0	120.000	-0.13	2024-04-23
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.09	-0.15	0.59	0.05	0.05	0.60	0.69	0.00	$0.00	5.00	19	1.0	120.000	-0.09	2024-04-22
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.09	-0.15	0.53	0.05	0.05	0.60	0.69	0.00	$0.00	5.00	16	1.0	120.000	-0.09	2024-04-19
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$0.02	0.03	0.09	0.05	0.05	0.60	0.58	0.00	$0.00	5.00	15	1.0	119.000	0.02	2024-04-18
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$-0.01	-0.20	$0.03	0.05	0.03	0.05	0.04	0.60	0.57	-0.01	$-1.00	5.00	14	3.0	119.000	0.03	2024-04-17
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$-0.01	-0.20	$0.01	0.02	0.09	0.05	0.04	0.60	0.59	-0.01	$-1.00	5.00	13	3.0	116.000	0.01	2024-04-16
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$0.01	0.02	0.09	0.05	0.05	0.60	0.59	0.00	$0.00	5.00	12	5.0	116.000	0.01	2024-04-15
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.03	0.12	0.05	0.05	0.60	0.62	0.00	$0.00	5.00	9	5.0	116.000	-0.02	2024-04-12
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.08	0.22	0.05	0.05	0.60	0.65	0.00	$0.00	5.00	8	5.0	116.000	-0.05	2024-04-11
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.07	-0.12	0.28	0.05	0.05	0.60	0.67	0.00	$0.00	5.00	7	5.0	111.000	-0.07	2024-04-10
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$-0.02	-0.40	$-0.11	-0.18	0.38	0.05	0.03	0.60	0.71	-0.02	$-2.00	5.00	6	4.0	111.000	-0.11	2024-04-09
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$-0.02	-0.40	$-0.06	-0.10	0.22	0.05	0.03	0.60	0.66	-0.02	$-2.00	5.00	5	4.0	111.000	-0.06	2024-04-08
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.17	-0.28	0.91	0.05	0.05	0.60	0.77	0.00	$0.00	5.00	2	20.0	91.000	-0.17	2024-04-05
ORGN240517P00000500	ORGN	PUT	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05	$0.00	0.00	$-0.05	-0.08	0.53	0.05	0.05	0.60	0.65	0.00	$0.00	5.00	1	6.0	88.000	-0.05	2024-04-04
ORGN240517P00000500	ORGN	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	0.60	0.60	0.00	$0.00	5.00	0	21.0	72.000	-0.00	2024-04-03

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