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View Outliers PnL Drill-Down: PBI240816P00005000

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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
2024-07-01	PBI	PBI240816P00005000	5.00	79.0	10.000	0.623	0.329	1.0	0.0	-0.010	1.090	0.110	0.18	5.96	2024-08-16	PUT	Long	0.319	0.356	0.173

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
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.16	-0.89	$-1.26	-0.21	2.32	0.18	0.02	5.96	7.22	-0.16	$-16.00	18.00	45	323.0	2699.000	-1.26	2024-08-15
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.16	-0.89	$-1.13	-0.19	1.69	0.18	0.02	5.96	7.09	-0.16	$-16.00	18.00	44	323.0	2699.000	-1.13	2024-08-14
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.16	-0.89	$-1.27	-0.21	2.67	0.18	0.02	5.96	7.23	-0.16	$-16.00	18.00	43	323.0	2699.000	-1.27	2024-08-13
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.16	-0.89	$-0.96	-0.16	1.06	0.18	0.02	5.96	6.92	-0.16	$-16.00	18.00	42	323.0	2699.000	-0.96	2024-08-12
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.16	-0.89	$-0.33	-0.06	0.41	0.18	0.02	5.96	6.29	-0.16	$-16.00	18.00	39	323.0	2386.000	-0.33	2024-08-09
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$0.28	0.05	0.49	0.18	0.15	5.96	5.68	-0.03	$-3.00	18.00	38	73.0	0.000	0.28	2024-08-08
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$0.31	0.05	0.49	0.18	0.15	5.96	5.65	-0.03	$-3.00	18.00	37	73.0	2371.000	0.31	2024-08-07
PBI240816P00005000	PBI	PUT	Long	5.00	None	$0.02	0.11	$0.10	0.02	0.60	0.18	0.20	5.96	5.86	0.02	$2.00	18.00	36	66.0	2371.000	0.10	2024-08-06
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.08	-0.44	$-0.98	-0.16	0.61	0.18	0.10	5.96	6.94	-0.08	$-8.00	18.00	28	10.0	2088.000	-0.98	2024-07-29
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.08	-0.44	$-0.79	-0.13	0.46	0.18	0.10	5.96	6.75	-0.08	$-8.00	18.00	25	10.0	2078.000	-0.79	2024-07-26
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.13	-0.72	$-0.70	-0.12	0.32	0.18	0.05	5.96	6.66	-0.13	$-13.00	18.00	24	230.0	1848.000	-0.70	2024-07-25
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.10	-0.56	$-0.63	-0.11	0.28	0.18	0.08	5.96	6.59	-0.10	$-10.00	18.00	23	10.0	1838.000	-0.63	2024-07-24
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.11	-0.61	$-0.78	-0.13	0.47	0.18	0.07	5.96	6.74	-0.11	$-11.00	18.00	22	300.0	1538.000	-0.78	2024-07-23
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.13	-0.72	$-0.85	-0.14	0.39	0.18	0.05	5.96	6.81	-0.13	$-13.00	18.00	21	700.0	840.000	-0.85	2024-07-22
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.11	-0.61	$-0.84	-0.14	0.34	0.18	0.07	5.96	6.80	-0.11	$-11.00	18.00	18	1.0	839.000	-0.84	2024-07-19
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.13	-0.72	$-0.91	-0.15	0.34	0.18	0.05	5.96	6.87	-0.13	$-13.00	18.00	17	485.0	838.000	-0.91	2024-07-18
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.13	-0.72	$-1.13	-0.19	0.31	0.18	0.05	5.96	7.09	-0.13	$-13.00	18.00	16	485.0	387.000	-1.13	2024-07-17
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$-1.12	-0.19	0.44	0.18	0.15	5.96	7.08	-0.03	$-3.00	18.00	15	1.0	387.000	-1.12	2024-07-16
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.10	-0.56	$-0.96	-0.16	0.38	0.18	0.08	5.96	6.92	-0.10	$-10.00	18.00	14	1.0	387.000	-0.96	2024-07-15
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.06	-0.33	$-0.76	-0.13	0.39	0.18	0.12	5.96	6.72	-0.06	$-6.00	18.00	11	301.0	88.000	-0.76	2024-07-12
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$-0.64	-0.11	0.29	0.18	0.15	5.96	6.60	-0.03	$-3.00	18.00	10	6.0	88.000	-0.64	2024-07-11
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$-0.19	-0.03	0.14	0.18	0.15	5.96	6.15	-0.03	$-3.00	18.00	9	2.0	87.000	-0.19	2024-07-10
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.07	-0.39	$-0.41	-0.07	0.14	0.18	0.11	5.96	6.37	-0.07	$-7.00	18.00	8	1.0	87.000	-0.41	2024-07-09
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.07	-0.39	$-0.48	-0.08	0.35	0.18	0.11	5.96	6.44	-0.07	$-7.00	18.00	7	1.0	86.000	-0.48	2024-07-08
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$-0.40	-0.07	0.11	0.18	0.15	5.96	6.36	-0.03	$-3.00	18.00	4	2.0	86.000	-0.40	2024-07-05
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$-0.30	-0.05	0.12	0.18	0.15	5.96	6.26	-0.03	$-3.00	18.00	3	2.0	0.000	-0.30	2024-07-04
PBI240816P00005000	PBI	PUT	Long	5.00	None	$-0.03	-0.17	$-0.30	-0.05	0.11	0.18	0.15	5.96	6.26	-0.03	$-3.00	18.00	2	2.0	0.000	-0.30	2024-07-03
PBI240816P00005000	PBI	PUT	Long	5.00	Exit OP PnL: $-0.03;Exit EQ PnL: -0.07; Position is Long and position continued to lose. Latest OP price is: $0.15 (EQ: $6.03). Initial OP price was: $0.18 (EQ: $5.96). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16.	$-0.03	-0.17	$-0.29	-0.05	0.10	0.18	0.15	5.96	6.25	-0.03	$-3.00	18.00	1	13.0	75.000	-0.29	2024-07-02
PBI240816P00005000	PBI	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.18	0.18	5.96	5.96	0.00	$0.00	18.00	0	79.0	10.000	-0.00	2024-07-01

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