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View Outliers PnL Drill-Down: PBI231215P00003000

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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
2023-11-02 PBI PBI231215P00003000 3.00 15.000 0.586 0.361 1.0 0.0 -0.020 1.010 0.010 0.20 3.98 2023-12-15 PUT Long 0.307 0.384 0.255

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
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.46 -0.12 2.85 0.20 0.20 3.98 4.44 0.00 $0.00 20.00 42 0.000 -0.46 2023-12-14
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.34 -0.09 2.10 0.20 0.20 3.98 4.32 0.00 $0.00 20.00 41 0.000 -0.34 2023-12-13
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.11 -0.03 1.48 0.20 0.20 3.98 4.09 0.00 $0.00 20.00 40 0.000 -0.11 2023-12-12
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.15 -0.04 1.51 0.20 0.20 3.98 4.13 0.00 $0.00 20.00 39 0.000 -0.15 2023-12-11
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.21 -0.05 0.94 0.20 0.20 3.98 4.19 0.00 $0.00 20.00 36 0.000 -0.21 2023-12-08
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.22 -0.06 0.94 0.20 0.20 3.98 4.20 0.00 $0.00 20.00 35 0.000 -0.22 2023-12-07
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.18 -0.05 0.76 0.20 0.20 3.98 4.16 0.00 $0.00 20.00 34 0.0 0.000 -0.18 2023-12-06
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.18 -0.05 0.70 0.20 0.20 3.98 4.16 0.00 $0.00 20.00 33 0.0 0.000 -0.18 2023-12-05
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.32 -0.08 0.73 0.20 0.20 3.98 4.30 0.00 $0.00 20.00 32 0.0 0.000 -0.32 2023-12-04
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.32 -0.08 0.70 0.20 0.20 3.98 4.30 0.00 $0.00 20.00 31 0.0 0.000 -0.32 2023-12-03
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.32 -0.08 0.63 0.20 0.20 3.98 4.30 0.00 $0.00 20.00 30 0.0 0.000 -0.32 2023-12-02
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.31 -0.08 0.59 0.20 0.20 3.98 4.29 0.00 $0.00 20.00 29 0.0 0.000 -0.31 2023-12-01
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.05 -0.01 0.40 0.20 0.20 3.98 4.03 0.00 $0.00 20.00 28 0.0 0.000 -0.05 2023-11-30
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.15 -0.04 0.46 0.20 0.20 3.98 4.13 0.00 $0.00 20.00 27 0.0 0.000 -0.15 2023-11-29
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.05 -0.01 0.35 0.20 0.20 3.98 4.03 0.00 $0.00 20.00 26 0.0 0.000 -0.05 2023-11-28
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.03 0.01 0.30 0.20 0.20 3.98 3.95 0.00 $0.00 20.00 25 0.0 0.000 0.03 2023-11-27
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.04 0.01 0.23 0.20 0.20 3.98 3.94 0.00 $0.00 20.00 22 0.0 0.000 0.04 2023-11-24
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.04 0.01 -0.34 0.20 0.20 3.98 3.94 0.00 $0.00 20.00 21 0.0 0.000 0.04 2023-11-23
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.06 0.02 0.16 0.20 0.20 3.98 3.92 0.00 $0.00 20.00 20 0.0 15.000 0.06 2023-11-22
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.10 0.03 0.15 0.20 0.20 3.98 3.88 0.00 $0.00 20.00 19 0.0 15.000 0.10 2023-11-21
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.00 -0.00 0.88 0.20 0.20 3.98 3.98 0.00 $0.00 20.00 18 0.0 15.000 -0.00 2023-11-20
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.06 0.02 0.27 0.20 0.20 3.98 3.92 0.00 $0.00 20.00 17 0.0 15.000 0.06 2023-11-19
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.06 0.02 0.26 0.20 0.20 3.98 3.92 0.00 $0.00 20.00 15 0.0 15.000 0.06 2023-11-17
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.07 0.02 0.09 0.20 0.20 3.98 3.91 0.00 $0.00 20.00 14 0.0 15.000 0.07 2023-11-16
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.02 -0.01 0.27 0.20 0.20 3.98 4.00 0.00 $0.00 20.00 13 0.0 15.000 -0.02 2023-11-15
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.15 -0.04 1.21 0.20 0.20 3.98 4.13 0.00 $0.00 20.00 12 0.0 15.000 -0.15 2023-11-14
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.07 0.02 0.06 0.20 0.20 3.98 3.91 0.00 $0.00 20.00 11 0.0 15.000 0.07 2023-11-13
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.05 -0.01 0.10 0.20 0.20 3.98 4.03 0.00 $0.00 20.00 8 0.0 15.000 -0.05 2023-11-10
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.01 0.00 -0.34 0.20 0.20 3.98 3.97 0.00 $0.00 20.00 7 0.0 0.000 0.01 2023-11-09
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.01 0.00 0.06 0.20 0.20 3.98 3.97 0.00 $0.00 20.00 6 0.0 15.000 0.01 2023-11-08
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.08 -0.02 0.08 0.20 0.20 3.98 4.06 0.00 $0.00 20.00 5 0.0 15.000 -0.08 2023-11-07
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.01 0.00 0.02 0.20 0.20 3.98 3.97 0.00 $0.00 20.00 4 0.0 15.000 0.01 2023-11-06
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $0.01 0.00 0.02 0.20 0.20 3.98 3.97 0.00 $0.00 20.00 3 0.0 15.000 0.01 2023-11-05
PBI231215P00003000 PBI PUT Long 3.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.13 $0.00 0.00 $-0.13 -0.03 0.05 0.20 0.20 3.98 4.11 0.00 $0.00 20.00 1 0.0 15.000 -0.13 2023-11-03
PBI231215P00003000 PBI PUT Long 3.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.20 0.20 3.98 3.98 0.00 $0.00 20.00 0 15.000 -0.00 2023-11-02

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