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View Outliers PnL Drill-Down: OSCR231215P00007500

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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
2023-11-07	OSCR	OSCR231215P00007500	7.50	10.0	32.000	0.602	0.239	0.0	0.9	-0.010	0.170	1.020	1.00	6.62	2023-12-15	PUT	Long	0.289	0.327	0.159

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	OSCR	0.818	0.135	0.310	0.199	0.245	-0.065	13.50	-0.046	0.0000	7.68	23.28	21	1y	15.75

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
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.80	-0.80	$-1.52	-0.23	0.27	1.00	0.20	6.62	8.14	-0.80	$-80.00	100.00	37	5.0	72.000	-1.52	2023-12-14
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.80	-0.80	$-1.60	-0.24	0.18	1.00	0.20	6.62	8.22	-0.80	$-80.00	100.00	36	5.0	72.000	-1.60	2023-12-13
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.80	-0.80	$-1.30	-0.20	0.38	1.00	0.20	6.62	7.92	-0.80	$-80.00	100.00	35	5.0	0.000	-1.30	2023-12-12
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.91	-0.91	$-1.12	-0.17	0.02	1.00	0.09	6.62	7.74	-0.91	$-91.00	100.00	34	6.0	71.000	-1.12	2023-12-11
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.44	-0.22	0.20	1.00	0.08	6.62	8.06	-0.92	$-92.00	100.00	31	50.0	71.000	-1.44	2023-12-08
OSCR231215P00007500	OSCR	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.92; Exit EQ PnL: -1.48	$-0.92	-0.92	$-1.49	-0.23	0.09	1.00	0.08	6.62	8.11	-0.92	$-92.00	100.00	30	50.0	71.000	-1.49	2023-12-07
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.54	-0.23	0.71	1.00	0.08	6.62	8.16	-0.92	$-92.00	100.00	29	0.0	71.000	-1.54	2023-12-06
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.52	-0.23	0.34	1.00	0.08	6.62	8.14	-0.92	$-92.00	100.00	28	0.0	71.000	-1.52	2023-12-05
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.68	-0.25	0.16	1.00	0.08	6.62	8.30	-0.92	$-92.00	100.00	27	0.0	71.000	-1.68	2023-12-04
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.79	-0.27	0.24	1.00	0.08	6.62	8.41	-0.92	$-92.00	100.00	26	0.0	71.000	-1.79	2023-12-03
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.79	-0.27	0.21	1.00	0.08	6.62	8.41	-0.92	$-92.00	100.00	25	0.0	71.000	-1.79	2023-12-02
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.78	-0.27	0.18	1.00	0.08	6.62	8.40	-0.92	$-92.00	100.00	24	0.0	71.000	-1.78	2023-12-01
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.88	-0.28	0.56	1.00	0.08	6.62	8.50	-0.92	$-92.00	100.00	23	0.0	71.000	-1.88	2023-11-30
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.84	-0.28	0.59	1.00	0.08	6.62	8.46	-0.92	$-92.00	100.00	22	0.0	71.000	-1.84	2023-11-29
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.92	-0.92	$-1.88	-0.28	0.15	1.00	0.08	6.62	8.50	-0.92	$-92.00	100.00	21	0.0	121.000	-1.88	2023-11-28
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.85	-0.85	$-1.70	-0.26	0.08	1.00	0.15	6.62	8.32	-0.85	$-85.00	100.00	20	0.0	121.000	-1.70	2023-11-27
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.85	-0.85	$-1.96	-0.30	-0.02	1.00	0.15	6.62	8.58	-0.85	$-85.00	100.00	17	0.0	0.000	-1.96	2023-11-24
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.85	-0.85	$-1.88	-0.28	-0.48	1.00	0.15	6.62	8.50	-0.85	$-85.00	100.00	16	0.0	0.000	-1.88	2023-11-23
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.77	-0.77	$-1.73	-0.26	-0.04	1.00	0.23	6.62	8.35	-0.77	$-77.00	100.00	15	0.0	53.000	-1.73	2023-11-22
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.77	-0.77	$-1.50	-0.23	-0.05	1.00	0.23	6.62	8.12	-0.77	$-77.00	100.00	14	0.0	51.000	-1.50	2023-11-21
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.84	-0.84	$-1.66	-0.25	-0.04	1.00	0.16	6.62	8.28	-0.84	$-84.00	100.00	13	0.0	48.000	-1.66	2023-11-20
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.56	-0.56	$-0.99	-0.15	-0.05	1.00	0.44	6.62	7.61	-0.56	$-56.00	100.00	12	0.0	67.000	-0.99	2023-11-19
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.56	-0.56	$-0.99	-0.15	-0.06	1.00	0.44	6.62	7.61	-0.56	$-56.00	100.00	10	0.0	67.000	-0.99	2023-11-17
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.45	-0.45	$-0.53	-0.08	-0.05	1.00	0.55	6.62	7.15	-0.45	$-45.00	100.00	9	0.0	67.000	-0.53	2023-11-16
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.45	-0.45	$-0.63	-0.10	-0.05	1.00	0.55	6.62	7.25	-0.45	$-45.00	100.00	8	0.0	67.000	-0.63	2023-11-15
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.15	-0.15	$-0.19	-0.03	0.02	1.00	0.85	6.62	6.81	-0.15	$-15.00	100.00	6	0.0	66.000	-0.19	2023-11-13
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.20	-0.20	$-0.49	-0.07	0.01	1.00	0.80	6.62	7.11	-0.20	$-20.00	100.00	3	0.0	93.000	-0.49	2023-11-10
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.04	-0.04	$-0.13	-0.02	-0.60	1.00	0.96	6.62	6.75	-0.04	$-4.00	100.00	2	0.0	0.000	-0.13	2023-11-09
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$-0.04	-0.04	$-0.13	-0.02	-0.06	1.00	0.96	6.62	6.75	-0.04	$-4.00	100.00	1	0.0	25.000	-0.13	2023-11-08
OSCR231215P00007500	OSCR	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.00	1.00	6.62	6.62	0.00	$0.00	100.00	0	10.0	32.000	-0.00	2023-11-07

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