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View Outliers PnL Drill-Down: PL241220P00002500

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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
2024-11-13	PL	PL241220P00002500	2.50	72.0	1442.000	0.898	0.215	0.5	0.0	0.000	0.610	0.100	0.15	3.00	2024-12-20	PUT	Long	0.484	0.501	0.143

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	PL	0.909	0.121	0.409	0.202	0.225	0.041	4.20	-0.637	0.0000	1.69	4.51	21	1y	2.46

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
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.14	-0.93	$-0.89	-0.30	3.05	0.15	0.01	3.00	3.89	-0.14	$-14.00	15.00	36	1.0	4044.000	-0.89	2024-12-19
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.11	-0.73	$-0.87	-0.29	2.30	0.15	0.04	3.00	3.87	-0.11	$-11.00	15.00	35	8.0	4044.000	-0.87	2024-12-18
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.14	-0.93	$-1.20	-0.40	2.23	0.15	0.01	3.00	4.20	-0.14	$-14.00	15.00	34	3.0	4044.000	-1.20	2024-12-17
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-1.32	-0.44	2.02	0.15	0.05	3.00	4.32	-0.10	$-10.00	15.00	33	43.0	4044.000	-1.32	2024-12-16
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.12	-0.80	$-1.01	-0.34	1.17	0.15	0.03	3.00	4.01	-0.12	$-12.00	15.00	30	10.0	4044.000	-1.01	2024-12-13
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.12	-0.80	$-0.90	-0.30	0.98	0.15	0.03	3.00	3.90	-0.12	$-12.00	15.00	29	3.0	4044.000	-0.90	2024-12-12
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.12	-0.80	$-0.95	-0.32	0.92	0.15	0.03	3.00	3.95	-0.12	$-12.00	15.00	28	136.0	4023.000	-0.95	2024-12-11
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.12	-0.80	$-0.87	-0.29	0.76	0.15	0.03	3.00	3.87	-0.12	$-12.00	15.00	27	395.0	3904.000	-0.87	2024-12-10
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.06	-0.40	$-1.05	-0.35	1.36	0.15	0.09	3.00	4.05	-0.06	$-6.00	15.00	26	2105.0	2572.000	-1.05	2024-12-09
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-1.16	-0.39	0.89	0.15	0.05	3.00	4.16	-0.10	$-10.00	15.00	25	240.0	2415.000	-1.16	2024-12-08
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-1.16	-0.39	0.70	0.15	0.05	3.00	4.16	-0.10	$-10.00	15.00	23	215.0	2415.000	-1.16	2024-12-06
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-1.10	-0.37	1.09	0.15	0.05	3.00	4.10	-0.10	$-10.00	15.00	22	201.0	2408.000	-1.10	2024-12-05
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.05	-0.33	$-1.16	-0.39	1.08	0.15	0.10	3.00	4.16	-0.05	$-5.00	15.00	21	124.0	2390.000	-1.16	2024-12-04
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.09	-0.60	$-1.40	-0.47	1.16	0.15	0.06	3.00	4.40	-0.09	$-9.00	15.00	20	1178.0	1994.000	-1.40	2024-12-03
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.05	-0.33	$-1.51	-0.50	1.16	0.15	0.10	3.00	4.51	-0.05	$-5.00	15.00	19	1079.0	1472.000	-1.51	2024-12-02
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.11	-0.73	$-0.93	-0.31	-0.39	0.15	0.04	3.00	3.93	-0.11	$-11.00	15.00	18	3.0	0.000	-0.93	2024-12-01
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.11	-0.73	$-0.93	-0.31	0.34	0.15	0.04	3.00	3.93	-0.11	$-11.00	15.00	17	3.0	1472.000	-0.93	2024-11-30
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-0.82	-0.27	0.47	0.15	0.05	3.00	3.82	-0.10	$-10.00	15.00	15	4.0	1472.000	-0.82	2024-11-28
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-0.82	-0.27	0.41	0.15	0.05	3.00	3.82	-0.10	$-10.00	15.00	14	26.0	1472.000	-0.82	2024-11-27
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-0.67	-0.22	0.30	0.15	0.05	3.00	3.67	-0.10	$-10.00	15.00	13	16.0	1473.000	-0.67	2024-11-26
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.05	-0.33	$-0.78	-0.26	0.34	0.15	0.10	3.00	3.78	-0.05	$-5.00	15.00	12	68.0	1451.000	-0.78	2024-11-25
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.07	-0.47	$-0.51	-0.17	0.34	0.15	0.08	3.00	3.51	-0.07	$-7.00	15.00	11	45.0	1446.000	-0.51	2024-11-24
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.07	-0.47	$-0.51	-0.17	0.30	0.15	0.08	3.00	3.51	-0.07	$-7.00	15.00	10	45.0	1446.000	-0.51	2024-11-23
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.09	-0.60	$-0.51	-0.17	0.26	0.15	0.06	3.00	3.51	-0.09	$-9.00	15.00	9	43.0	1446.000	-0.51	2024-11-22
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.10	-0.67	$-0.31	-0.10	0.12	0.15	0.05	3.00	3.31	-0.10	$-10.00	15.00	8	67.0	1449.000	-0.31	2024-11-21
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.04	-0.27	$-0.14	-0.05	0.21	0.15	0.11	3.00	3.14	-0.04	$-4.00	15.00	7	2.0	1449.000	-0.14	2024-11-20
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.03	-0.20	$-0.18	-0.06	0.24	0.15	0.12	3.00	3.18	-0.03	$-3.00	15.00	6	41.0	1454.000	-0.18	2024-11-19
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.01	-0.07	$-0.05	-0.02	0.20	0.15	0.14	3.00	3.05	-0.01	$-1.00	15.00	5	22.0	1453.000	-0.05	2024-11-18
PL241220P00002500	PL	PUT	Long	2.50	None	$0.02	0.13	$0.07	0.02	0.10	0.15	0.17	3.00	2.93	0.02	$2.00	15.00	4	3.0	1454.000	0.07	2024-11-17
PL241220P00002500	PL	PUT	Long	2.50	None	$0.02	0.13	$0.07	0.02	0.09	0.15	0.17	3.00	2.93	0.02	$2.00	15.00	3	3.0	1454.000	0.07	2024-11-16
PL241220P00002500	PL	PUT	Long	2.50	None	$0.02	0.13	$0.07	0.02	0.05	0.15	0.17	3.00	2.93	0.02	$2.00	15.00	2	3.0	1454.000	0.07	2024-11-15
PL241220P00002500	PL	PUT	Long	2.50	None	$-0.04	-0.27	$0.01	0.00	0.09	0.15	0.11	3.00	2.99	-0.04	$-4.00	15.00	1	62.0	1479.000	0.01	2024-11-14
PL241220P00002500	PL	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	3.00	3.00	0.00	$0.00	15.00	0	72.0	1442.000	-0.00	2024-11-13

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