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View Outliers PnL Drill-Down: ORGN241115P00001500

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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
2024-08-16	ORGN	ORGN241115P00001500	1.50	6.0	7.000	1.086	0.792	0.2	0.2	-0.020	0.250	0.310	0.36	1.43	2024-11-15	PUT	Long	0.475	0.543	0.300

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
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.01	-0.03	$0.18	0.13	2.41	0.36	0.35	1.43	1.25	-0.01	$-1.00	36.00	90	11.0	1001.000	0.18	2024-11-14
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.09	-0.25	$0.20	0.14	2.04	0.36	0.27	1.43	1.23	-0.09	$-9.00	36.00	89	158.0	1001.000	0.20	2024-11-13
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.09	-0.25	$0.18	0.13	0.79	0.36	0.27	1.43	1.25	-0.09	$-9.00	36.00	88	158.0	867.000	0.18	2024-11-12
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.14	0.10	0.16	0.36	0.22	1.43	1.29	-0.14	$-14.00	36.00	87	15.0	867.000	0.14	2024-11-11
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.13	0.09	0.23	0.36	0.22	1.43	1.30	-0.14	$-14.00	36.00	86	15.0	867.000	0.13	2024-11-10
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.13	0.09	0.10	0.36	0.22	1.43	1.30	-0.14	$-14.00	36.00	85	15.0	867.000	0.13	2024-11-09
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.13	0.09	-0.02	0.36	0.22	1.43	1.30	-0.14	$-14.00	36.00	84	15.0	867.000	0.13	2024-11-08
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.15	0.10	0.85	0.36	0.22	1.43	1.28	-0.14	$-14.00	36.00	83	15.0	867.000	0.15	2024-11-07
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.17	0.12	-0.24	0.36	0.22	1.43	1.26	-0.14	$-14.00	36.00	82	15.0	867.000	0.17	2024-11-06
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.14	0.10	0.44	0.36	0.22	1.43	1.29	-0.14	$-14.00	36.00	81	15.0	867.000	0.14	2024-11-05
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$0.13	0.09	-0.18	0.36	0.20	1.43	1.30	-0.16	$-16.00	36.00	80	10.0	855.000	0.13	2024-11-04
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.06	0.04	-0.01	0.36	0.22	1.43	1.37	-0.14	$-14.00	36.00	77	14.0	855.000	0.06	2024-11-01
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.04	0.03	0.06	0.36	0.22	1.43	1.39	-0.14	$-14.00	36.00	76	14.0	855.000	0.04	2024-10-31
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$0.04	0.03	0.02	0.36	0.20	1.43	1.39	-0.16	$-16.00	36.00	75	8.0	856.000	0.04	2024-10-30
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.21	-0.58	$0.05	0.03	-0.48	0.36	0.15	1.43	1.38	-0.21	$-21.00	36.00	74	22.0	854.000	0.05	2024-10-29
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.21	-0.58	$-0.00	-0.00	-0.24	0.36	0.15	1.43	1.43	-0.21	$-21.00	36.00	73	4.0	852.000	-0.00	2024-10-28
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$-0.01	-0.01	-0.04	0.36	0.22	1.43	1.44	-0.14	$-14.00	36.00	72	11.0	852.000	-0.01	2024-10-27
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$-0.01	-0.01	-0.07	0.36	0.22	1.43	1.44	-0.14	$-14.00	36.00	71	11.0	852.000	-0.01	2024-10-26
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.03	0.02	0.12	0.36	0.22	1.43	1.40	-0.14	$-14.00	36.00	69	11.0	852.000	0.03	2024-10-24
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.03	0.02	0.07	0.36	0.22	1.43	1.40	-0.14	$-14.00	36.00	68	11.0	852.000	0.03	2024-10-23
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$0.03	0.02	-0.10	0.36	0.22	1.43	1.40	-0.14	$-14.00	36.00	67	11.0	856.000	0.03	2024-10-22
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$0.01	0.01	-0.41	0.36	0.20	1.43	1.42	-0.16	$-16.00	36.00	66	500.0	356.000	0.01	2024-10-21
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.00	-0.00	-0.40	0.36	0.25	1.43	1.43	-0.11	$-11.00	36.00	64	41.0	356.000	-0.00	2024-10-19
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.08	-0.06	-0.16	0.36	0.25	1.43	1.51	-0.11	$-11.00	36.00	63	41.0	356.000	-0.08	2024-10-18
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.05	-0.03	-0.13	0.36	0.25	1.43	1.48	-0.11	$-11.00	36.00	61	41.0	356.000	-0.05	2024-10-16
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.01	-0.01	0.02	0.36	0.25	1.43	1.44	-0.11	$-11.00	36.00	59	13.0	322.000	-0.01	2024-10-14
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$0.01	0.01	0.06	0.36	0.25	1.43	1.42	-0.11	$-11.00	36.00	56	1.0	322.000	0.01	2024-10-11
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.02	-0.01	-0.29	0.36	0.25	1.43	1.45	-0.11	$-11.00	36.00	55	1.0	321.000	-0.02	2024-10-10
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.14	-0.39	$-0.03	-0.02	-0.14	0.36	0.22	1.43	1.46	-0.14	$-14.00	36.00	54	30.0	295.000	-0.03	2024-10-09
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.02	-0.01	-0.06	0.36	0.20	1.43	1.45	-0.16	$-16.00	36.00	52	16.0	295.000	-0.02	2024-10-07
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.05	-0.03	-1.09	0.36	0.20	1.43	1.48	-0.16	$-16.00	36.00	51	16.0	0.000	-0.05	2024-10-06
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.05	-0.03	-0.14	0.36	0.20	1.43	1.48	-0.16	$-16.00	36.00	50	16.0	295.000	-0.05	2024-10-05
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.05	-0.03	-0.02	0.36	0.20	1.43	1.48	-0.16	$-16.00	36.00	49	16.0	295.000	-0.05	2024-10-04
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.03	-0.02	-0.09	0.36	0.20	1.43	1.46	-0.16	$-16.00	36.00	48	16.0	295.000	-0.03	2024-10-03
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.04	-0.03	0.06	0.36	0.20	1.43	1.47	-0.16	$-16.00	36.00	47	16.0	295.000	-0.04	2024-10-02
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.04	-0.03	-0.09	0.36	0.20	1.43	1.47	-0.16	$-16.00	36.00	46	16.0	279.000	-0.04	2024-10-01
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.18	-0.50	$-0.11	-0.08	0.05	0.36	0.18	1.43	1.54	-0.18	$-18.00	36.00	45	1.0	278.000	-0.11	2024-09-30
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.20	-0.56	$-0.19	-0.13	-1.02	0.36	0.16	1.43	1.62	-0.20	$-20.00	36.00	44	1.0	278.000	-0.19	2024-09-29
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.20	-0.56	$-0.19	-0.13	-0.19	0.36	0.16	1.43	1.62	-0.20	$-20.00	36.00	43	1.0	278.000	-0.19	2024-09-28
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.20	-0.56	$-0.19	-0.13	-0.08	0.36	0.16	1.43	1.62	-0.20	$-20.00	36.00	42	1.0	278.000	-0.19	2024-09-27
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.20	-0.56	$-0.12	-0.08	-0.09	0.36	0.16	1.43	1.55	-0.20	$-20.00	36.00	41	1.0	278.000	-0.12	2024-09-26
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.20	-0.56	$-0.10	-0.07	0.09	0.36	0.16	1.43	1.53	-0.20	$-20.00	36.00	40	1.0	278.000	-0.10	2024-09-25
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.20	-0.56	$-0.21	-0.15	-0.08	0.36	0.16	1.43	1.64	-0.20	$-20.00	36.00	39	1.0	279.000	-0.21	2024-09-24
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.18	-0.50	$-0.19	-0.13	-0.01	0.36	0.18	1.43	1.62	-0.18	$-18.00	36.00	38	1.0	279.000	-0.19	2024-09-23
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.18	-0.50	$-0.40	-0.28	-0.96	0.36	0.18	1.43	1.83	-0.18	$-18.00	36.00	37	1.0	0.000	-0.40	2024-09-22
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.18	-0.50	$-0.40	-0.28	0.02	0.36	0.18	1.43	1.83	-0.18	$-18.00	36.00	35	1.0	278.000	-0.40	2024-09-20
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.18	-0.50	$-0.45	-0.31	0.16	0.36	0.18	1.43	1.88	-0.18	$-18.00	36.00	34	4.0	278.000	-0.45	2024-09-19
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.18	-0.50	$-0.22	-0.15	-0.02	0.36	0.18	1.43	1.65	-0.18	$-18.00	36.00	33	4.0	276.000	-0.22	2024-09-18
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.16	-0.44	$-0.20	-0.14	0.06	0.36	0.20	1.43	1.63	-0.16	$-16.00	36.00	32	1.0	276.000	-0.20	2024-09-17
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.13	-0.09	-0.16	0.36	0.25	1.43	1.56	-0.11	$-11.00	36.00	31	1.0	276.000	-0.13	2024-09-16
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.12	-0.08	-0.09	0.36	0.25	1.43	1.55	-0.11	$-11.00	36.00	29	1.0	276.000	-0.12	2024-09-14
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.12	-0.08	0.00	0.36	0.25	1.43	1.55	-0.11	$-11.00	36.00	28	1.0	276.000	-0.12	2024-09-13
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.12	-0.08	-0.21	0.36	0.25	1.43	1.55	-0.11	$-11.00	36.00	27	1.0	275.000	-0.12	2024-09-12
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.01	-0.03	$-0.07	-0.05	-0.09	0.36	0.35	1.43	1.50	-0.01	$-1.00	36.00	26	200.0	275.000	-0.07	2024-09-11
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.01	-0.03	$0.05	0.03	0.09	0.36	0.35	1.43	1.38	-0.01	$-1.00	36.00	25	200.0	75.000	0.05	2024-09-10
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.01	-0.03	$0.05	0.03	-0.23	0.36	0.35	1.43	1.38	-0.01	$-1.00	36.00	24	48.0	75.000	0.05	2024-09-09
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.01	-0.03	$0.01	0.01	-0.06	0.36	0.35	1.43	1.42	-0.01	$-1.00	36.00	23	48.0	75.000	0.01	2024-09-08
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.01	-0.03	$0.01	0.01	-0.07	0.36	0.35	1.43	1.42	-0.01	$-1.00	36.00	21	48.0	75.000	0.01	2024-09-06
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.04	-0.11	$0.07	0.05	0.01	0.36	0.32	1.43	1.36	-0.04	$-4.00	36.00	20	6.0	79.000	0.07	2024-09-05
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.00	-0.00	-0.07	0.36	0.25	1.43	1.43	-0.11	$-11.00	36.00	19	4.0	79.000	-0.00	2024-09-04
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.15	-0.10	0.05	0.36	0.25	1.43	1.58	-0.11	$-11.00	36.00	15	4.0	76.000	-0.15	2024-08-31
ORGN241115P00001500	ORGN	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.11	-0.31	$-0.15	-0.10	0.12	0.36	0.25	1.43	1.58	-0.11	$-11.00	36.00	14	4.0	76.000	-0.15	2024-08-30
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.06	-0.17	$-0.06	-0.04	0.08	0.36	0.30	1.43	1.49	-0.06	$-6.00	36.00	13	1.0	75.000	-0.06	2024-08-29
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.06	-0.17	$0.10	0.07	-0.21	0.36	0.30	1.43	1.33	-0.06	$-6.00	36.00	12	11.0	75.000	0.10	2024-08-28
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.07	-0.19	$0.03	0.02	-1.09	0.36	0.29	1.43	1.40	-0.07	$-7.00	36.00	11	4.0	75.000	0.03	2024-08-27
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.07	-0.19	$-0.01	-0.01	-0.11	0.36	0.29	1.43	1.44	-0.07	$-7.00	36.00	10	4.0	75.000	-0.01	2024-08-26
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.07	-0.19	$-0.12	-0.08	0.05	0.36	0.29	1.43	1.55	-0.07	$-7.00	36.00	9	4.0	71.000	-0.12	2024-08-25
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.07	-0.19	$-0.12	-0.08	0.04	0.36	0.29	1.43	1.55	-0.07	$-7.00	36.00	8	4.0	71.000	-0.12	2024-08-24
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.07	-0.19	$-0.12	-0.08	0.03	0.36	0.29	1.43	1.55	-0.07	$-7.00	36.00	7	4.0	71.000	-0.12	2024-08-23
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.06	-0.17	$-0.00	-0.00	-0.06	0.36	0.30	1.43	1.43	-0.06	$-6.00	36.00	6	4.0	71.000	-0.00	2024-08-22
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.06	-0.17	$-0.09	-0.06	0.07	0.36	0.30	1.43	1.52	-0.06	$-6.00	36.00	5	4.0	73.000	-0.09	2024-08-21
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.06	-0.17	$-0.15	-0.10	0.05	0.36	0.30	1.43	1.58	-0.06	$-6.00	36.00	4	60.0	32.000	-0.15	2024-08-20
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$-0.11	-0.31	$-0.17	-0.12	0.16	0.36	0.25	1.43	1.60	-0.11	$-11.00	36.00	3	78.0	12.000	-0.17	2024-08-19
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.01	0.36	0.36	1.43	1.43	0.00	$0.00	36.00	2	6.0	7.000	-0.00	2024-08-18
ORGN241115P00001500	ORGN	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.36	0.36	1.43	1.43	0.00	$0.00	36.00	1	6.0	7.000	-0.00	2024-08-17
ORGN241115P00001500	ORGN	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.36	0.36	1.43	1.43	0.00	$0.00	36.00	0	6.0	7.000	-0.00	2024-08-16

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