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View Outliers PnL Drill-Down: OTLY240119P00000500

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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
2023-11-16	OTLY	OTLY240119P00000500	0.50	12.0	282.000	1.406	0.547	0.3	0.0	-0.070	0.300	0.030	0.05	0.76	2024-01-19	PUT	Long	0.394	0.547	0.436

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	OTLY	0.727	0.098	0.279	0.186	0.160	-0.119	0.66	-0.532	0.0000	0.61	1.35	21	1y	0.78

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
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.28	-0.37	6.97	0.05	0.03	0.76	1.04	-0.02	$-2.00	5.00	63	17.0	314.000	-0.28	2024-01-18
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.29	-0.38	7.09	0.05	0.03	0.76	1.05	-0.02	$-2.00	5.00	62	17.0	314.000	-0.29	2024-01-17
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.30	-0.39	4.59	0.05	0.03	0.76	1.06	-0.02	$-2.00	5.00	61	17.0	314.000	-0.30	2024-01-16
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.34	-0.45	2.97	0.05	0.03	0.76	1.10	-0.02	$-2.00	5.00	57	17.0	314.000	-0.34	2024-01-12
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.41	-0.54	2.91	0.05	0.03	0.76	1.17	-0.02	$-2.00	5.00	56	17.0	314.000	-0.41	2024-01-11
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.48	-0.63	2.84	0.05	0.03	0.76	1.24	-0.02	$-2.00	5.00	55	17.0	314.000	-0.48	2024-01-10
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.48	-0.63	2.66	0.05	0.03	0.76	1.24	-0.02	$-2.00	5.00	54	17.0	314.000	-0.48	2024-01-09
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.49	-0.64	2.72	0.05	0.03	0.76	1.25	-0.02	$-2.00	5.00	53	17.0	314.000	-0.49	2024-01-08
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.42	-0.55	2.34	0.05	0.03	0.76	1.18	-0.02	$-2.00	5.00	52	17.0	314.000	-0.42	2024-01-07
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.42	-0.55	1.97	0.05	0.03	0.76	1.18	-0.02	$-2.00	5.00	50	17.0	314.000	-0.42	2024-01-05
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$-0.02	-0.40	$-0.42	-0.55	-0.91	0.05	0.03	0.76	1.18	-0.02	$-2.00	5.00	49	17.0	314.000	-0.42	2024-01-04
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.42	-0.55	1.84	0.05	0.05	0.76	1.18	0.00	$0.00	5.00	48	15.0	314.000	-0.42	2024-01-03
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.47	-0.62	1.84	0.05	0.05	0.76	1.23	0.00	$0.00	5.00	47	15.0	314.000	-0.47	2024-01-02
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.42	-0.55	1.66	0.05	0.05	0.76	1.18	0.00	$0.00	5.00	46	15.0	314.000	-0.42	2024-01-01
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.42	-0.55	1.53	0.05	0.05	0.76	1.18	0.00	$0.00	5.00	44	15.0	314.000	-0.42	2023-12-30
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.42	-0.55	1.34	0.05	0.05	0.76	1.18	0.00	$0.00	5.00	43	15.0	314.000	-0.42	2023-12-29
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.48	-0.63	1.47	0.05	0.05	0.76	1.24	0.00	$0.00	5.00	42	15.0	314.000	-0.48	2023-12-28
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.54	-0.71	1.44	0.05	0.05	0.76	1.30	0.00	$0.00	5.00	41	15.0	314.000	-0.54	2023-12-27
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.56	-0.74	1.41	0.05	0.05	0.76	1.32	0.00	$0.00	5.00	40	15.0	314.000	-0.56	2023-12-26
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.48	-0.63	1.22	0.05	0.05	0.76	1.24	0.00	$0.00	5.00	39	15.0	314.000	-0.48	2023-12-25
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.48	-0.63	1.16	0.05	0.05	0.76	1.24	0.00	$0.00	5.00	37	15.0	314.000	-0.48	2023-12-23
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.48	-0.63	1.09	0.05	0.05	0.76	1.24	0.00	$0.00	5.00	36	15.0	314.000	-0.48	2023-12-22
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.55	-0.72	1.16	0.05	0.05	0.76	1.31	0.00	$0.00	5.00	35	15.0	314.000	-0.55	2023-12-21
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.48	-0.63	1.03	0.05	0.05	0.76	1.24	0.00	$0.00	5.00	34	15.0	314.000	-0.48	2023-12-20
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.51	-0.67	1.03	0.05	0.05	0.76	1.27	0.00	$0.00	5.00	33	15.0	314.000	-0.51	2023-12-19
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.45	-0.59	0.94	0.05	0.05	0.76	1.21	0.00	$0.00	5.00	32	15.0	314.000	-0.45	2023-12-18
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.46	-0.61	0.84	0.05	0.05	0.76	1.22	0.00	$0.00	5.00	30	15.0	314.000	-0.46	2023-12-16
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.46	-0.61	1.34	0.05	0.05	0.76	1.22	0.00	$0.00	5.00	29	15.0	314.000	-0.46	2023-12-15
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.61	-0.80	1.50	0.05	0.05	0.76	1.37	0.00	$0.00	5.00	28	15.0	314.000	-0.61	2023-12-14
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.43	-0.57	0.72	0.05	0.05	0.76	1.19	0.00	$0.00	5.00	27	15.0	314.000	-0.43	2023-12-13
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.35	-0.46	1.09	0.05	0.05	0.76	1.11	0.00	$0.00	5.00	26	15.0	314.000	-0.35	2023-12-12
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.38	-0.50	1.12	0.05	0.05	0.76	1.14	0.00	$0.00	5.00	25	15.0	314.000	-0.38	2023-12-11
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.35	-0.46	0.50	0.05	0.05	0.76	1.11	0.00	$0.00	5.00	22	15.0	314.000	-0.35	2023-12-08
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.38	-0.50	0.53	0.05	0.05	0.76	1.14	0.00	$0.00	5.00	21	15.0	314.000	-0.38	2023-12-07
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.45	-0.59	0.56	0.05	0.05	0.76	1.21	0.00	$0.00	5.00	20	0.0	314.000	-0.45	2023-12-06
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.45	-0.59	0.53	0.05	0.05	0.76	1.21	0.00	$0.00	5.00	19	0.0	314.000	-0.45	2023-12-05
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.29	-0.38	0.34	0.05	0.05	0.76	1.05	0.00	$0.00	5.00	18	0.0	314.000	-0.29	2023-12-04
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.27	-0.36	0.72	0.05	0.05	0.76	1.03	0.00	$0.00	5.00	17	0.0	314.000	-0.27	2023-12-03
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.27	-0.36	0.72	0.05	0.05	0.76	1.03	0.00	$0.00	5.00	16	0.0	314.000	-0.27	2023-12-02
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.27	-0.36	0.69	0.05	0.05	0.76	1.03	0.00	$0.00	5.00	15	0.0	314.000	-0.27	2023-12-01
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.15	-0.20	0.47	0.05	0.05	0.76	0.91	0.00	$0.00	5.00	14	0.0	314.000	-0.15	2023-11-30
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.24	-0.32	0.62	0.05	0.05	0.76	1.00	0.00	$0.00	5.00	13	0.0	314.000	-0.24	2023-11-29
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.09	-0.12	0.34	0.05	0.05	0.76	0.85	0.00	$0.00	5.00	12	0.0	314.000	-0.09	2023-11-28
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.03	-0.04	0.22	0.05	0.05	0.76	0.79	0.00	$0.00	5.00	11	0.0	314.000	-0.03	2023-11-27
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	-0.28	0.05	0.05	0.76	0.76	0.00	$0.00	5.00	8	0.0	0.000	-0.00	2023-11-24
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.02	0.40	$0.06	0.08	-1.16	0.05	0.07	0.76	0.70	0.02	$2.00	5.00	7	0.0	0.000	0.06	2023-11-23
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.07	-0.05	0.05	0.05	0.76	0.71	0.00	$0.00	5.00	6	0.0	303.000	0.05	2023-11-22
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.07	0.25	0.05	0.05	0.76	0.71	0.00	$0.00	5.00	5	0.0	296.000	0.05	2023-11-21
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.03	0.09	0.05	0.05	0.76	0.78	0.00	$0.00	5.00	4	0.0	293.000	-0.02	2023-11-20
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.06	-0.08	0.16	0.05	0.05	0.76	0.82	0.00	$0.00	5.00	3	0.0	292.000	-0.06	2023-11-19
OTLY240119P00000500	OTLY	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	$-0.06	-0.08	0.14	0.05	0.05	0.76	0.82	0.00	$0.00	5.00	1	0.0	292.000	-0.06	2023-11-17
OTLY240119P00000500	OTLY	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	0.76	0.76	0.00	$0.00	5.00	0	0.0	282.000	-0.00	2023-11-16

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