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View Outliers PnL Drill-Down: PL250117P00005000

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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
2024-12-02 PL PL250117P00005000 5.00 32.0 3.000 1.834 0.265 0.0 0.6 0.000 0.790 1.350 1.56 4.41 2025-01-17 PUT Long 0.440 0.459 0.148

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
PL250117P00005000 PL PUT Long 5.00 None $-0.58 -0.36 $0.47 0.10 -1.11 1.59 1.01 4.51 4.04 -0.58 $-58.00 159.00 18 5.0 263.000 0.47 2024-12-20
PL250117P00005000 PL PUT Long 5.00 None $-0.30 -0.19 $0.62 0.14 -0.88 1.59 1.29 4.51 3.89 -0.30 $-30.00 159.00 17 3.0 262.000 0.62 2024-12-19
PL250117P00005000 PL PUT Long 5.00 None $-0.52 -0.33 $0.64 0.14 -0.94 1.59 1.07 4.51 3.87 -0.52 $-52.00 159.00 16 11.0 262.000 0.64 2024-12-18
PL250117P00005000 PL PUT Long 5.00 None $-0.52 -0.33 $0.31 0.07 -0.76 1.59 1.07 4.51 4.20 -0.52 $-52.00 159.00 15 11.0 255.000 0.31 2024-12-17
PL250117P00005000 PL PUT Long 5.00 None $-0.61 -0.38 $0.19 0.04 -0.91 1.59 0.98 4.51 4.32 -0.61 $-61.00 159.00 14 32.0 270.000 0.19 2024-12-16
PL250117P00005000 PL PUT Long 5.00 None $-0.34 -0.21 $0.50 0.11 -0.71 1.59 1.25 4.51 4.01 -0.34 $-34.00 159.00 11 31.0 270.000 0.50 2024-12-13
PL250117P00005000 PL PUT Long 5.00 None $-0.27 -0.17 $0.61 0.14 -0.77 1.59 1.32 4.51 3.90 -0.27 $-27.00 159.00 10 1.0 270.000 0.61 2024-12-12
PL250117P00005000 PL PUT Long 5.00 None $-0.28 -0.18 $0.56 0.12 -0.77 1.59 1.31 4.51 3.95 -0.28 $-28.00 159.00 9 18.0 275.000 0.56 2024-12-11
PL250117P00005000 PL PUT Long 5.00 None $-0.19 -0.12 $0.64 0.14 -0.80 1.59 1.40 4.51 3.87 -0.19 $-19.00 159.00 8 67.0 325.000 0.64 2024-12-10
PL250117P00005000 PL PUT Long 5.00 None $-0.13 -0.08 $0.46 0.10 -0.28 1.59 1.46 4.51 4.05 -0.13 $-13.00 159.00 7 10.0 326.000 0.46 2024-12-09
PL250117P00005000 PL PUT Long 5.00 None $-0.16 -0.10 $0.35 0.08 -0.54 1.59 1.43 4.51 4.16 -0.16 $-16.00 159.00 6 2.0 324.000 0.35 2024-12-08
PL250117P00005000 PL PUT Long 5.00 None $-0.16 -0.10 $0.35 0.08 -0.42 1.59 1.43 4.51 4.16 -0.16 $-16.00 159.00 4 2.0 324.000 0.35 2024-12-06
PL250117P00005000 PL PUT Long 5.00 None $-0.09 -0.06 $0.41 0.09 -0.49 1.59 1.50 4.51 4.10 -0.09 $-9.00 159.00 3 16.0 307.000 0.41 2024-12-05
PL250117P00005000 PL PUT Long 5.00 None $-0.20 -0.13 $0.35 0.08 -0.44 1.59 1.39 4.51 4.16 -0.20 $-20.00 159.00 2 86.0 255.000 0.35 2024-12-04
PL250117P00005000 PL PUT Long 5.00 None $-0.08 -0.05 $0.11 0.02 -0.10 1.59 1.51 4.51 4.40 -0.08 $-8.00 159.00 1 116.0 201.000 0.11 2024-12-03
PL250117P00005000 PL PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 1.59 1.59 4.51 4.51 0.00 $0.00 159.00 0 44.0 3.000 -0.00 2024-12-02

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