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View Outliers PnL Drill-Down: PBI231117P00003000

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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
2023-10-02	PBI	PBI231117P00003000	3.00	74.0	0.000	0.125	0.268	0.5	0.0	-0.010	0.500	0.000	0.15	3.49	2023-11-17	PUT	Long	0.243	0.285	0.156

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	PBI	0.727	0.078	0.261	0.139	0.118	-0.017	7.67	-0.118	0.0000	3.74	8.20	21	1y	7.38

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
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.42	-0.12	3.56	0.15	0.03	3.49	3.91	-0.12	$-12.00	15.00	45	0.0	260.000	-0.42	2023-11-16
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.51	-0.15	2.62	0.15	0.03	3.49	4.00	-0.12	$-12.00	15.00	44	0.0	260.000	-0.51	2023-11-15
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.64	-0.18	2.31	0.15	0.03	3.49	4.13	-0.12	$-12.00	15.00	43	0.0	260.000	-0.64	2023-11-14
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.42	-0.12	1.53	0.15	0.03	3.49	3.91	-0.12	$-12.00	15.00	42	0.0	261.000	-0.42	2023-11-13
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.54	-0.15	1.66	0.15	0.03	3.49	4.03	-0.12	$-12.00	15.00	39	0.0	261.000	-0.54	2023-11-10
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.48	-0.14	0.38	0.15	0.03	3.49	3.97	-0.12	$-12.00	15.00	38	0.0	0.000	-0.48	2023-11-09
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.48	-0.14	0.38	0.15	0.03	3.49	3.97	-0.12	$-12.00	15.00	37	0.0	261.000	-0.48	2023-11-08
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.12	-0.80	$-0.57	-0.16	1.22	0.15	0.03	3.49	4.06	-0.12	$-12.00	15.00	36	0.0	261.000	-0.57	2023-11-07
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.48	-0.14	1.03	0.15	0.06	3.49	3.97	-0.09	$-9.00	15.00	35	0.0	261.000	-0.48	2023-11-06
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.48	-0.14	1.03	0.15	0.06	3.49	3.97	-0.09	$-9.00	15.00	34	0.0	261.000	-0.48	2023-11-05
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.62	-0.18	1.16	0.15	0.06	3.49	4.11	-0.09	$-9.00	15.00	32	0.0	262.000	-0.62	2023-11-03
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.11	-0.73	$-0.49	-0.14	0.86	0.15	0.04	3.49	3.98	-0.11	$-11.00	15.00	31	0.0	241.000	-0.49	2023-11-02
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.01	-0.07	$0.32	0.09	0.73	0.15	0.14	3.49	3.17	-0.01	$-1.00	15.00	30	0.0	234.000	0.32	2023-11-01
PBI231117P00003000	PBI	PUT	Long	3.00	None	$0.00	0.00	$0.26	0.07	0.70	0.15	0.15	3.49	3.23	0.00	$0.00	15.00	29	0.0	234.000	0.26	2023-10-31
PBI231117P00003000	PBI	PUT	Long	3.00	None	$0.00	0.00	$0.35	0.10	0.75	0.15	0.15	3.49	3.14	0.00	$0.00	15.00	28	0.0	232.000	0.35	2023-10-30
PBI231117P00003000	PBI	PUT	Long	3.00	None	$0.05	0.33	$0.43	0.12	0.69	0.15	0.20	3.49	3.06	0.05	$5.00	15.00	25	0.0	232.000	0.43	2023-10-27
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.03	-0.20	$0.27	0.08	0.00	0.15	0.12	3.49	3.22	-0.03	$-3.00	15.00	24	0.0	232.000	0.27	2023-10-26
PBI231117P00003000	PBI	PUT	Long	3.00	None	$0.00	0.00	$0.29	0.08	0.54	0.15	0.15	3.49	3.20	0.00	$0.00	15.00	23	0.0	221.000	0.29	2023-10-25
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.05	-0.33	$0.23	0.07	0.59	0.15	0.10	3.49	3.26	-0.05	$-5.00	15.00	22	0.0	221.000	0.23	2023-10-24
PBI231117P00003000	PBI	PUT	Long	3.00	Exit OP PnL: $-0.05;Exit EQ PnL: 0.19; Position is Long and position continued to lose. Latest OP price is: $0.10 (EQ: $3.30). Initial OP price was: $0.15 (EQ: $3.49). Surpassed Stop Loss Percentage: -0.3333333333333333333333333333 < -0.3.	$-0.05	-0.33	$0.19	0.05	0.54	0.15	0.10	3.49	3.30	-0.05	$-5.00	15.00	21	0.0	218.000	0.19	2023-10-23
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$0.01	0.00	0.63	0.15	0.06	3.49	3.48	-0.09	$-9.00	15.00	17	0.0	118.000	0.01	2023-10-19
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.11	-0.03	0.60	0.15	0.06	3.49	3.60	-0.09	$-9.00	15.00	16	0.0	118.000	-0.11	2023-10-18
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.28	-0.08	0.59	0.15	0.06	3.49	3.77	-0.09	$-9.00	15.00	15	0.0	118.000	-0.28	2023-10-17
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.13	-0.04	0.60	0.15	0.06	3.49	3.62	-0.09	$-9.00	15.00	14	0.0	118.000	-0.13	2023-10-16
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.13	-0.04	0.66	0.15	0.06	3.49	3.62	-0.09	$-9.00	15.00	11	0.0	118.000	-0.13	2023-10-13
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.09	-0.60	$-0.28	-0.08	0.63	0.15	0.06	3.49	3.77	-0.09	$-9.00	15.00	9	0.0	118.000	-0.28	2023-10-11
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.06	-0.40	$-0.16	-0.05	0.62	0.15	0.09	3.49	3.65	-0.06	$-6.00	15.00	6	0.0	117.000	-0.16	2023-10-08
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.06	-0.40	$-0.16	-0.05	0.61	0.15	0.09	3.49	3.65	-0.06	$-6.00	15.00	4	0.0	117.000	-0.16	2023-10-06
PBI231117P00003000	PBI	PUT	Long	3.00	None	$-0.07	-0.47	$-0.24	-0.07	0.64	0.15	0.08	3.49	3.73	-0.07	$-7.00	15.00	3	0.0	77.000	-0.24	2023-10-05
PBI231117P00003000	PBI	PUT	Long	3.00	None	$0.00	0.00	$0.03	0.01	0.55	0.15	0.15	3.49	3.46	0.00	$0.00	15.00	2	0.0	77.000	0.03	2023-10-04
PBI231117P00003000	PBI	PUT	Long	3.00	None	$0.00	0.00	$0.03	0.01	0.54	0.15	0.15	3.49	3.46	0.00	$0.00	15.00	1	0.0	77.000	0.03	2023-10-03
PBI231117P00003000	PBI	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	3.49	3.49	0.00	$0.00	15.00	0	74.0	0.000	-0.00	2023-10-02

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