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View Outliers PnL Drill-Down: PAYO240920P00006000

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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
2024-08-07	PAYO	PAYO240920P00006000	6.00	36.0	1.000	0.449	0.244	0.5	0.0	-0.030	0.650	0.150	0.15	6.47	2024-09-20	PUT	Long	0.126	0.247	0.232

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	PAYO	0.727	0.036	0.268	0.121	0.102	-0.104	10.27	0.112	0.0000	4.27	11.05	21	1y	9.32

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
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-1.11	-0.17	3.47	0.15	0.11	6.47	7.58	-0.04	$-4.00	15.00	43	28.0	41.000	-1.11	2024-09-19
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.95	-0.15	2.57	0.15	0.11	6.47	7.42	-0.04	$-4.00	15.00	42	28.0	41.000	-0.95	2024-09-18
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.98	-0.15	2.18	0.15	0.11	6.47	7.45	-0.04	$-4.00	15.00	41	28.0	41.000	-0.98	2024-09-17
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.92	-0.14	1.84	0.15	0.11	6.47	7.39	-0.04	$-4.00	15.00	40	28.0	41.000	-0.92	2024-09-16
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.91	-0.14	1.62	0.15	0.11	6.47	7.38	-0.04	$-4.00	15.00	38	28.0	41.000	-0.91	2024-09-14
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.91	-0.14	1.32	0.15	0.11	6.47	7.38	-0.04	$-4.00	15.00	37	28.0	41.000	-0.91	2024-09-13
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-1.01	-0.16	1.28	0.15	0.11	6.47	7.48	-0.04	$-4.00	15.00	36	28.0	41.000	-1.01	2024-09-12
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.75	-0.12	1.03	0.15	0.11	6.47	7.22	-0.04	$-4.00	15.00	35	28.0	41.000	-0.75	2024-09-11
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.65	-0.10	0.10	0.15	0.11	6.47	7.12	-0.04	$-4.00	15.00	34	28.0	41.000	-0.65	2024-09-10
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.67	-0.10	0.85	0.15	0.11	6.47	7.14	-0.04	$-4.00	15.00	33	28.0	41.000	-0.67	2024-09-09
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.55	-0.09	0.78	0.15	0.11	6.47	7.02	-0.04	$-4.00	15.00	32	28.0	41.000	-0.55	2024-09-08
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.55	-0.09	0.64	0.15	0.11	6.47	7.02	-0.04	$-4.00	15.00	30	28.0	41.000	-0.55	2024-09-06
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.59	-0.09	0.62	0.15	0.11	6.47	7.06	-0.04	$-4.00	15.00	29	28.0	41.000	-0.59	2024-09-05
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.61	-0.09	0.59	0.15	0.11	6.47	7.08	-0.04	$-4.00	15.00	28	28.0	41.000	-0.61	2024-09-04
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.96	-0.15	0.02	0.15	0.11	6.47	7.43	-0.04	$-4.00	15.00	24	28.0	41.000	-0.96	2024-08-31
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.96	-0.15	-0.01	0.15	0.11	6.47	7.43	-0.04	$-4.00	15.00	23	28.0	41.000	-0.96	2024-08-30
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.92	-0.14	-0.03	0.15	0.11	6.47	7.39	-0.04	$-4.00	15.00	22	28.0	41.000	-0.92	2024-08-29
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.63	-0.10	-0.03	0.15	0.11	6.47	7.10	-0.04	$-4.00	15.00	21	28.0	41.000	-0.63	2024-08-28
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.66	-0.10	-0.32	0.15	0.11	6.47	7.13	-0.04	$-4.00	15.00	20	28.0	41.000	-0.66	2024-08-27
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.66	-0.10	0.39	0.15	0.11	6.47	7.13	-0.04	$-4.00	15.00	19	28.0	0.000	-0.66	2024-08-26
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.56	-0.09	0.54	0.15	0.11	6.47	7.03	-0.04	$-4.00	15.00	18	28.0	41.000	-0.56	2024-08-25
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.56	-0.09	0.52	0.15	0.11	6.47	7.03	-0.04	$-4.00	15.00	17	28.0	41.000	-0.56	2024-08-24
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.56	-0.09	0.50	0.15	0.11	6.47	7.03	-0.04	$-4.00	15.00	16	28.0	41.000	-0.56	2024-08-23
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.49	-0.08	0.13	0.15	0.11	6.47	6.96	-0.04	$-4.00	15.00	15	28.0	41.000	-0.49	2024-08-22
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.49	-0.08	-0.45	0.15	0.11	6.47	6.96	-0.04	$-4.00	15.00	14	28.0	41.000	-0.49	2024-08-21
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.48	-0.07	-0.04	0.15	0.11	6.47	6.95	-0.04	$-4.00	15.00	13	28.0	41.000	-0.48	2024-08-20
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.67	-0.10	0.02	0.15	0.11	6.47	7.14	-0.04	$-4.00	15.00	12	28.0	41.000	-0.67	2024-08-19
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.67	-0.10	-0.10	0.15	0.11	6.47	7.14	-0.04	$-4.00	15.00	11	28.0	41.000	-0.67	2024-08-18
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.67	-0.10	-0.11	0.15	0.11	6.47	7.14	-0.04	$-4.00	15.00	10	28.0	41.000	-0.67	2024-08-17
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.67	-0.10	0.08	0.15	0.11	6.47	7.14	-0.04	$-4.00	15.00	9	28.0	41.000	-0.67	2024-08-16
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.53	-0.08	0.03	0.15	0.11	6.47	7.00	-0.04	$-4.00	15.00	8	28.0	41.000	-0.53	2024-08-15
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.39	-0.06	0.06	0.15	0.11	6.47	6.86	-0.04	$-4.00	15.00	7	28.0	41.000	-0.39	2024-08-14
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$-0.04	-0.27	$-0.63	-0.10	0.12	0.15	0.11	6.47	7.10	-0.04	$-4.00	15.00	6	28.0	41.000	-0.63	2024-08-13
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$0.00	0.00	$-0.45	-0.07	-0.02	0.15	0.15	6.47	6.92	0.00	$0.00	15.00	5	11.0	36.000	-0.45	2024-08-12
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$0.05	0.33	$-0.26	-0.04	-0.02	0.15	0.20	6.47	6.73	0.05	$5.00	15.00	2	1.0	36.000	-0.26	2024-08-09
PAYO240920P00006000	PAYO	PUT	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.22	$0.05	0.33	$-0.24	-0.04	0.10	0.15	0.20	6.47	6.71	0.05	$5.00	15.00	1	1.0	36.000	-0.24	2024-08-08
PAYO240920P00006000	PAYO	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	6.47	6.47	0.00	$0.00	15.00	0	36.0	1.000	-0.00	2024-08-07

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