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View Outliers PnL Drill-Down: OUT240419P00014000

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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
2024-02-22	OUT	OUT240419P00014000	14.00	21.0	0.000	0.644	0.256	1.0	0.2	-0.010	1.730	0.900	0.64	14.74	2024-04-19	PUT	Long	0.190	0.256	0.186

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	OUT	0.818	0.053	0.189	0.097	0.053	-0.026	18.36	-0.236	0.0000	12.43	19.36	21	1y	18.31

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
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-0.12	-0.01	0.80	0.64	0.05	14.74	14.86	-0.59	$-59.00	64.00	56	1.0	28.000	-0.12	2024-04-18
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-0.12	-0.01	0.02	0.64	0.05	14.74	14.86	-0.59	$-59.00	64.00	55	1.0	28.000	-0.12	2024-04-17
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-0.39	-0.03	0.04	0.64	0.05	14.74	15.13	-0.59	$-59.00	64.00	54	1.0	28.000	-0.39	2024-04-16
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-0.49	-0.03	0.01	0.64	0.05	14.74	15.23	-0.59	$-59.00	64.00	53	1.0	28.000	-0.49	2024-04-15
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-0.89	-0.06	-0.01	0.64	0.05	14.74	15.63	-0.59	$-59.00	64.00	50	1.0	28.000	-0.89	2024-04-12
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.26	-0.09	0.42	0.64	0.05	14.74	16.00	-0.59	$-59.00	64.00	49	1.0	28.000	-1.26	2024-04-11
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.12	-0.08	0.18	0.64	0.05	14.74	15.86	-0.59	$-59.00	64.00	48	1.0	28.000	-1.12	2024-04-10
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.66	-0.11	0.05	0.64	0.05	14.74	16.40	-0.59	$-59.00	64.00	47	1.0	28.000	-1.66	2024-04-09
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.63	-0.11	0.02	0.64	0.05	14.74	16.37	-0.59	$-59.00	64.00	46	1.0	28.000	-1.63	2024-04-08
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.51	-0.10	0.97	0.64	0.05	14.74	16.25	-0.59	$-59.00	64.00	43	1.0	28.000	-1.51	2024-04-05
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.59	-0.11	-0.01	0.64	0.05	14.74	16.33	-0.59	$-59.00	64.00	42	1.0	28.000	-1.59	2024-04-04
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.64	-0.11	-0.02	0.64	0.05	14.74	16.38	-0.59	$-59.00	64.00	41	1.0	28.000	-1.64	2024-04-03
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.44	-0.10	-0.02	0.64	0.05	14.74	16.18	-0.59	$-59.00	64.00	40	1.0	28.000	-1.44	2024-04-02
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.70	-0.12	0.45	0.64	0.05	14.74	16.44	-0.59	$-59.00	64.00	39	1.0	28.000	-1.70	2024-04-01
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-2.05	-0.14	0.78	0.64	0.05	14.74	16.79	-0.59	$-59.00	64.00	38	1.0	28.000	-2.05	2024-03-31
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-2.05	-0.14	0.72	0.64	0.05	14.74	16.79	-0.59	$-59.00	64.00	37	1.0	28.000	-2.05	2024-03-30
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-2.05	-0.14	0.69	0.64	0.05	14.74	16.79	-0.59	$-59.00	64.00	36	1.0	28.000	-2.05	2024-03-29
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-2.05	-0.14	0.66	0.64	0.05	14.74	16.79	-0.59	$-59.00	64.00	35	1.0	28.000	-2.05	2024-03-28
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-2.02	-0.14	0.74	0.64	0.05	14.74	16.76	-0.59	$-59.00	64.00	34	1.0	28.000	-2.02	2024-03-27
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.56	-0.11	0.14	0.64	0.05	14.74	16.30	-0.59	$-59.00	64.00	33	1.0	28.000	-1.56	2024-03-26
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.59	-0.92	$-1.61	-0.11	0.16	0.64	0.05	14.74	16.35	-0.59	$-59.00	64.00	32	1.0	27.000	-1.61	2024-03-25
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.54	-0.84	$-1.20	-0.08	0.06	0.64	0.10	14.74	15.94	-0.54	$-54.00	64.00	29	1.0	27.000	-1.20	2024-03-22
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.54	-0.84	$-1.57	-0.11	-0.07	0.64	0.10	14.74	16.31	-0.54	$-54.00	64.00	28	1.0	27.000	-1.57	2024-03-21
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.54	-0.84	$-1.41	-0.10	-0.10	0.64	0.10	14.74	16.15	-0.54	$-54.00	64.00	27	1.0	27.000	-1.41	2024-03-20
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.54	-0.84	$-0.96	-0.07	-0.12	0.64	0.10	14.74	15.70	-0.54	$-54.00	64.00	26	1.0	27.000	-0.96	2024-03-19
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.54	-0.84	$-1.06	-0.07	0.04	0.64	0.10	14.74	15.80	-0.54	$-54.00	64.00	25	1.0	26.000	-1.06	2024-03-18
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.51	-0.80	$-1.12	-0.08	0.18	0.64	0.13	14.74	15.86	-0.51	$-51.00	64.00	22	7.0	26.000	-1.12	2024-03-15
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.51	-0.80	$-1.34	-0.09	0.43	0.64	0.13	14.74	16.08	-0.51	$-51.00	64.00	21	7.0	26.000	-1.34	2024-03-14
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.51	-0.80	$-1.46	-0.10	-0.13	0.64	0.13	14.74	16.20	-0.51	$-51.00	64.00	20	7.0	26.000	-1.46	2024-03-13
OUT240419P00014000	OUT	PUT	Long	14.00	None	$-0.51	-0.80	$-1.57	-0.11	0.09	0.64	0.13	14.74	16.31	-0.51	$-51.00	64.00	19	7.0	26.000	-1.57	2024-03-12
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-1.32	-0.09	-0.09	0.64	0.70	14.74	16.06	0.06	$6.00	64.00	18	1.0	26.000	-1.32	2024-03-11
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-1.25	-0.08	-0.11	0.64	0.70	14.74	15.99	0.06	$6.00	64.00	15	1.0	26.000	-1.25	2024-03-08
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-1.36	-0.09	0.04	0.64	0.70	14.74	16.10	0.06	$6.00	64.00	14	1.0	26.000	-1.36	2024-03-07
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-0.66	-0.04	-0.14	0.64	0.70	14.74	15.40	0.06	$6.00	64.00	13	1.0	26.000	-0.66	2024-03-06
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-0.45	-0.03	-0.17	0.64	0.70	14.74	15.19	0.06	$6.00	64.00	12	1.0	26.000	-0.45	2024-03-05
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-0.62	-0.04	-0.50	0.64	0.70	14.74	15.36	0.06	$6.00	64.00	11	1.0	0.000	-0.62	2024-03-04
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-0.04	-0.00	-0.14	0.64	0.70	14.74	14.78	0.06	$6.00	64.00	10	1.0	26.000	-0.04	2024-03-03
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-0.04	-0.00	-0.14	0.64	0.70	14.74	14.78	0.06	$6.00	64.00	9	1.0	26.000	-0.04	2024-03-02
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$-0.11	-0.01	-0.14	0.64	0.70	14.74	14.85	0.06	$6.00	64.00	8	1.0	26.000	-0.11	2024-03-01
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.06	0.09	$0.38	0.03	-0.15	0.64	0.70	14.74	14.36	0.06	$6.00	64.00	7	1.0	25.000	0.38	2024-02-29
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.01	0.02	$0.42	0.03	0.28	0.64	0.65	14.74	14.32	0.01	$1.00	64.00	6	2.0	25.000	0.42	2024-02-28
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.01	0.02	$0.06	0.00	-0.13	0.64	0.65	14.74	14.68	0.01	$1.00	64.00	5	2.0	25.000	0.06	2024-02-27
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.01	0.02	$-0.02	-0.00	-0.09	0.64	0.65	14.74	14.76	0.01	$1.00	64.00	4	2.0	25.000	-0.02	2024-02-26
OUT240419P00014000	OUT	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.11	0.17	$0.20	0.01	-0.08	0.64	0.75	14.74	14.54	0.11	$11.00	64.00	3	28.0	21.000	0.20	2024-02-25
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.11	0.17	$0.20	0.01	-0.10	0.64	0.75	14.74	14.54	0.11	$11.00	64.00	1	28.0	21.000	0.20	2024-02-23
OUT240419P00014000	OUT	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.64	0.64	14.74	14.74	0.00	$0.00	64.00	0	21.0	0.000	-0.00	2024-02-22

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