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View Outliers PnL Drill-Down: PCT241018P00007000

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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
2024-09-12	PCT	PCT241018P00007000	7.00	36.0	9.000	1.195	0.505	1.1	0.1	-0.010	1.660	0.630	0.77	8.00	2024-10-18	PUT	Long	0.494	0.522	0.183

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	PCT	0.727	0.130	0.468	0.251	0.166	-0.162	11.68	0.000	0.0000	2.40	14.30	21	1y	12.48

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
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.72	-0.94	$-2.30	-0.29	1.18	0.77	0.05	8.00	10.30	-0.72	$-72.00	77.00	34	2.0	4376.000	-2.30	2024-10-16
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.72	-0.94	$-1.37	-0.17	1.11	0.77	0.05	8.00	9.37	-0.72	$-72.00	77.00	32	2.0	4376.000	-1.37	2024-10-14
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.72	-0.94	$-1.40	-0.18	0.32	0.77	0.05	8.00	9.40	-0.72	$-72.00	77.00	29	2.0	4376.000	-1.40	2024-10-11
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.72	-0.94	$-1.09	-0.14	-0.00	0.77	0.05	8.00	9.09	-0.72	$-72.00	77.00	28	2.0	4376.000	-1.09	2024-10-10
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.72	-0.94	$-1.14	-0.14	-0.04	0.77	0.05	8.00	9.14	-0.72	$-72.00	77.00	27	2.0	4378.000	-1.14	2024-10-09
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.07	-0.13	-0.06	0.77	0.15	8.00	9.07	-0.62	$-62.00	77.00	25	20.0	4396.000	-1.07	2024-10-07
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.26	-0.16	-0.67	0.77	0.15	8.00	9.26	-0.62	$-62.00	77.00	24	20.0	0.000	-1.26	2024-10-06
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.26	-0.16	0.00	0.77	0.15	8.00	9.26	-0.62	$-62.00	77.00	23	20.0	4396.000	-1.26	2024-10-05
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.26	-0.16	-0.04	0.77	0.15	8.00	9.26	-0.62	$-62.00	77.00	22	20.0	4396.000	-1.26	2024-10-04
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.01	-0.13	-0.14	0.77	0.15	8.00	9.01	-0.62	$-62.00	77.00	21	20.0	4396.000	-1.01	2024-10-03
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.08	-0.14	-0.08	0.77	0.15	8.00	9.08	-0.62	$-62.00	77.00	20	20.0	4396.000	-1.08	2024-10-02
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.67	-0.87	$-0.81	-0.10	-0.19	0.77	0.10	8.00	8.81	-0.67	$-67.00	77.00	19	300.0	4396.000	-0.81	2024-10-01
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.67	-0.87	$-1.50	-0.19	-0.10	0.77	0.10	8.00	9.50	-0.67	$-67.00	77.00	18	300.0	4424.000	-1.50	2024-09-30
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.60	-0.20	-0.67	0.77	0.15	8.00	9.60	-0.62	$-62.00	77.00	17	301.0	4424.000	-1.60	2024-09-29
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.60	-0.20	0.00	0.77	0.15	8.00	9.60	-0.62	$-62.00	77.00	16	301.0	4132.000	-1.60	2024-09-28
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.60	-0.20	-0.02	0.77	0.15	8.00	9.60	-0.62	$-62.00	77.00	15	301.0	4132.000	-1.60	2024-09-27
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.66	-0.86	$-1.46	-0.18	-0.14	0.77	0.11	8.00	9.46	-0.66	$-66.00	77.00	14	4037.0	4132.000	-1.46	2024-09-26
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.66	-0.86	$-1.70	-0.21	-0.05	0.77	0.11	8.00	9.70	-0.66	$-66.00	77.00	13	4037.0	116.000	-1.70	2024-09-25
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-2.17	-0.27	0.03	0.77	0.15	8.00	10.17	-0.62	$-62.00	77.00	12	4.0	120.000	-2.17	2024-09-24
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.62	-0.81	$-1.27	-0.16	-0.09	0.77	0.15	8.00	9.27	-0.62	$-62.00	77.00	11	9.0	129.000	-1.27	2024-09-23
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.57	-0.74	$-1.26	-0.16	-0.92	0.77	0.20	8.00	9.26	-0.57	$-57.00	77.00	10	60.0	0.000	-1.26	2024-09-22
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.57	-0.74	$-1.26	-0.16	-0.15	0.77	0.20	8.00	9.26	-0.57	$-57.00	77.00	8	60.0	98.000	-1.26	2024-09-20
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.55	-0.71	$-1.28	-0.16	-0.16	0.77	0.22	8.00	9.28	-0.55	$-55.00	77.00	7	50.0	55.000	-1.28	2024-09-19
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.37	-0.48	$-0.15	-0.02	-0.13	0.77	0.40	8.00	8.15	-0.37	$-37.00	77.00	6	6.0	54.000	-0.15	2024-09-18
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.44	-0.57	$-0.76	-0.10	-0.10	0.77	0.33	8.00	8.76	-0.44	$-44.00	77.00	5	9.0	45.000	-0.76	2024-09-17
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.37	-0.48	$-0.90	-0.11	-0.04	0.77	0.40	8.00	8.90	-0.37	$-37.00	77.00	4	16.0	34.000	-0.90	2024-09-16
PCT241018P00007000	PCT	PUT	Long	7.00	None	$-0.37	-0.48	$-0.82	-0.10	-0.08	0.77	0.40	8.00	8.82	-0.37	$-37.00	77.00	2	59.0	40.000	-0.82	2024-09-14
PCT241018P00007000	PCT	PUT	Long	7.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.86	$-0.37	-0.48	$-0.82	-0.10	-0.11	0.77	0.40	8.00	8.82	-0.37	$-37.00	77.00	1	59.0	40.000	-0.82	2024-09-13
PCT241018P00007000	PCT	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.77	0.77	8.00	8.00	0.00	$0.00	77.00	0	36.0	9.000	-0.00	2024-09-12

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