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View Outliers PnL Drill-Down: PENN240705P00017000

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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
2024-05-31 PENN PENN240705P00017000 17.00 20.0 1.000 0.766 0.273 0.9 0.3 -0.010 1.780 1.210 1.12 17.50 2024-07-05 PUT Long 0.232 0.297 0.197

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 PENN 0.909 0.077 0.263 0.150 0.139 -0.002 19.16 -0.077 0.0000 14.63 26.60 21 1y 19.85

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
PENN240705P00017000 PENN PUT Long 17.00 None $-1.11 -0.99 $-1.24 -0.07 0.12 1.12 0.01 17.50 18.74 -1.11 $-111.00 112.00 34 15.0 331.000 -1.24 2024-07-04
PENN240705P00017000 PENN PUT Long 17.00 None $-1.11 -0.99 $-1.24 -0.07 -0.05 1.12 0.01 17.50 18.74 -1.11 $-111.00 112.00 33 15.0 331.000 -1.24 2024-07-03
PENN240705P00017000 PENN PUT Long 17.00 None $-1.11 -0.99 $-1.31 -0.07 -0.27 1.12 0.01 17.50 18.81 -1.11 $-111.00 112.00 32 15.0 317.000 -1.31 2024-07-02
PENN240705P00017000 PENN PUT Long 17.00 None $-1.10 -0.98 $-1.28 -0.07 -0.24 1.12 0.02 17.50 18.78 -1.10 $-110.00 112.00 31 27.0 328.000 -1.28 2024-07-01
PENN240705P00017000 PENN PUT Long 17.00 None $-1.08 -0.96 $-1.85 -0.11 -0.22 1.12 0.04 17.50 19.35 -1.08 $-108.00 112.00 28 43.0 289.000 -1.85 2024-06-28
PENN240705P00017000 PENN PUT Long 17.00 None $-0.99 -0.88 $-1.39 -0.08 -0.24 1.12 0.13 17.50 18.89 -0.99 $-99.00 112.00 27 104.0 289.000 -1.39 2024-06-27
PENN240705P00017000 PENN PUT Long 17.00 None $-0.96 -0.86 $-0.85 -0.05 -0.27 1.12 0.16 17.50 18.35 -0.96 $-96.00 112.00 25 61.0 194.000 -0.85 2024-06-25
PENN240705P00017000 PENN PUT Long 17.00 None $-1.06 -0.95 $-1.84 -0.11 0.30 1.12 0.06 17.50 19.34 -1.06 $-106.00 112.00 24 2.0 195.000 -1.84 2024-06-24
PENN240705P00017000 PENN PUT Long 17.00 None $-0.82 -0.73 $-0.73 -0.04 -0.01 1.12 0.30 17.50 18.23 -0.82 $-82.00 112.00 18 29.0 191.000 -0.73 2024-06-18
PENN240705P00017000 PENN PUT Long 17.00 None $-0.80 -0.71 $-1.02 -0.06 -0.16 1.12 0.32 17.50 18.52 -0.80 $-80.00 112.00 17 7.0 189.000 -1.02 2024-06-17
PENN240705P00017000 PENN PUT Long 17.00 None $-0.38 -0.34 $0.10 0.01 -0.26 1.12 0.74 17.50 17.40 -0.38 $-38.00 112.00 14 167.0 33.000 0.10 2024-06-14
PENN240705P00017000 PENN PUT Long 17.00 None $-0.85 -0.76 $-1.55 -0.09 -0.18 1.12 0.27 17.50 19.05 -0.85 $-85.00 112.00 13 3.0 36.000 -1.55 2024-06-13
PENN240705P00017000 PENN PUT Long 17.00 None $-0.69 -0.62 $-1.05 -0.06 -0.26 1.12 0.43 17.50 18.55 -0.69 $-69.00 112.00 12 6.0 37.000 -1.05 2024-06-12
PENN240705P00017000 PENN PUT Long 17.00 None $-0.28 -0.25 $0.17 0.01 -0.16 1.12 0.84 17.50 17.33 -0.28 $-28.00 112.00 11 1.0 37.000 0.17 2024-06-11
PENN240705P00017000 PENN PUT Long 17.00 None $-0.28 -0.25 $0.25 0.01 -0.25 1.12 0.84 17.50 17.25 -0.28 $-28.00 112.00 10 1.0 36.000 0.25 2024-06-10
PENN240705P00017000 PENN PUT Long 17.00 None $-0.09 -0.08 $0.34 0.02 -0.22 1.12 1.03 17.50 17.16 -0.09 $-9.00 112.00 9 20.0 16.000 0.34 2024-06-09
PENN240705P00017000 PENN PUT Long 17.00 None $-0.09 -0.08 $0.34 0.02 -0.21 1.12 1.03 17.50 17.16 -0.09 $-9.00 112.00 7 20.0 16.000 0.34 2024-06-07
PENN240705P00017000 PENN PUT Long 17.00 None $0.13 0.12 $0.22 0.01 -0.22 1.12 1.25 17.50 17.28 0.13 $13.00 112.00 6 6.0 16.000 0.22 2024-06-06
PENN240705P00017000 PENN PUT Long 17.00 None $0.18 0.16 $1.15 0.07 -0.14 1.12 1.30 17.50 16.35 0.18 $18.00 112.00 5 4.0 16.000 1.15 2024-06-05
PENN240705P00017000 PENN PUT Long 17.00 None $0.18 0.16 $1.04 0.06 -0.17 1.12 1.30 17.50 16.46 0.18 $18.00 112.00 4 4.0 13.000 1.04 2024-06-04
PENN240705P00017000 PENN PUT Long 17.00 Exit OP PnL: $-0.21;Exit EQ PnL: 0.17; Position is Long and position continued to lose. Latest OP price is: $0.91 (EQ: $17.33). Initial OP price was: $1.12 (EQ: $17.50). Surpassed Stop Loss Percentage: -0.1875 < -0.16. $-0.12 -0.11 $0.17 0.01 -0.25 1.12 1.00 17.50 17.33 -0.12 $-12.00 112.00 3 12.0 14.000 0.17 2024-06-03
PENN240705P00017000 PENN PUT Long 17.00 None $0.00 0.00 $-0.00 -0.00 -0.74 1.12 1.12 17.50 17.50 0.00 $0.00 112.00 2 20.0 14.000 -0.00 2024-06-02
PENN240705P00017000 PENN PUT Long 17.00 None $0.00 0.00 $-0.00 -0.00 0.00 1.12 1.12 17.50 17.50 0.00 $0.00 112.00 0 20.0 1.000 -0.00 2024-05-31

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