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View Outliers PnL Drill-Down: PLBY250117P00002500

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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
2024-10-31	PLBY	PLBY250117P00002500	2.50	2.0	448.000	2.359	0.710	0.0	1.2	-0.160	0.240	1.400	1.52	1.32	2025-01-17	PUT	Long	0.517	0.623	0.413

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	PLBY	0.818	0.111	0.564	0.271	0.323	-0.241	1.88	-1.262	0.0000	0.52	1.88	21	1y	0.99

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
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.62	-0.45	$-0.48	-0.41	-0.62	1.37	0.75	1.17	1.65	-0.62	$-62.00	137.00	50	1.0	431.000	-0.48	2024-12-20
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.62	-0.45	$-0.50	-0.43	-0.74	1.37	0.75	1.17	1.67	-0.62	$-62.00	137.00	49	1.0	431.000	-0.50	2024-12-19
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.62	-0.45	$-0.55	-0.47	-0.39	1.37	0.75	1.17	1.72	-0.62	$-62.00	137.00	48	1.0	432.000	-0.55	2024-12-18
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.62	-0.45	$-0.71	-0.61	-0.31	1.37	0.75	1.17	1.88	-0.62	$-62.00	137.00	47	1.0	431.000	-0.71	2024-12-17
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.55	-0.40	$-0.64	-0.55	-0.33	1.37	0.82	1.17	1.81	-0.55	$-55.00	137.00	46	1.0	432.000	-0.64	2024-12-16
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.43	-0.31	$-0.24	-0.21	0.09	1.37	0.94	1.17	1.41	-0.43	$-43.00	137.00	43	2.0	432.000	-0.24	2024-12-13
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.43	-0.31	$-0.40	-0.34	-0.72	1.37	0.94	1.17	1.57	-0.43	$-43.00	137.00	42	2.0	432.000	-0.40	2024-12-12
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.43	-0.31	$-0.42	-0.36	-0.56	1.37	0.94	1.17	1.59	-0.43	$-43.00	137.00	41	2.0	432.000	-0.42	2024-12-11
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.43	-0.31	$-0.45	-0.38	-0.41	1.37	0.94	1.17	1.62	-0.43	$-43.00	137.00	40	2.0	432.000	-0.45	2024-12-10
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.37	-0.27	$-0.53	-0.45	-0.36	1.37	1.00	1.17	1.70	-0.37	$-37.00	137.00	39	1.0	432.000	-0.53	2024-12-09
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.32	-0.23	$-0.36	-0.31	0.08	1.37	1.05	1.17	1.53	-0.32	$-32.00	137.00	38	10.0	442.000	-0.36	2024-12-08
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.32	-0.23	$-0.36	-0.31	-0.28	1.37	1.05	1.17	1.53	-0.32	$-32.00	137.00	36	10.0	442.000	-0.36	2024-12-06
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.27	-0.20	$-0.32	-0.27	-0.17	1.37	1.10	1.17	1.49	-0.27	$-27.00	137.00	35	1.0	442.000	-0.32	2024-12-05
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.27	-0.20	$-0.31	-0.26	-0.24	1.37	1.10	1.17	1.48	-0.27	$-27.00	137.00	34	1.0	442.000	-0.31	2024-12-04
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.21	-0.15	$-0.23	-0.20	-0.36	1.37	1.16	1.17	1.40	-0.21	$-21.00	137.00	33	20.0	442.000	-0.23	2024-12-03
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.17	-0.12	$-0.26	-0.22	-0.20	1.37	1.20	1.17	1.43	-0.17	$-17.00	137.00	32	2.0	442.000	-0.26	2024-12-02
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.17	-0.12	$-0.21	-0.18	-1.72	1.37	1.20	1.17	1.38	-0.17	$-17.00	137.00	31	2.0	0.000	-0.21	2024-12-01
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.17	-0.12	$-0.21	-0.18	0.14	1.37	1.20	1.17	1.38	-0.17	$-17.00	137.00	30	2.0	0.000	-0.21	2024-11-30
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.07	-0.05	$-0.12	-0.10	-0.34	1.37	1.30	1.17	1.29	-0.07	$-7.00	137.00	28	2.0	444.000	-0.12	2024-11-28
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$-0.07	-0.06	0.83	1.37	1.40	1.17	1.24	0.03	$3.00	137.00	27	7.0	444.000	-0.07	2024-11-27
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$-0.04	-0.03	-0.33	1.37	1.40	1.17	1.21	0.03	$3.00	137.00	26	7.0	444.000	-0.04	2024-11-26
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$-0.07	-0.06	-0.34	1.37	1.40	1.17	1.24	0.03	$3.00	137.00	25	7.0	444.000	-0.07	2024-11-25
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$-0.05	-0.04	-0.06	1.37	1.40	1.17	1.22	0.03	$3.00	137.00	24	7.0	451.000	-0.05	2024-11-24
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$-0.05	-0.04	-0.09	1.37	1.40	1.17	1.22	0.03	$3.00	137.00	23	7.0	451.000	-0.05	2024-11-23
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$-0.05	-0.04	-0.11	1.37	1.40	1.17	1.22	0.03	$3.00	137.00	22	7.0	451.000	-0.05	2024-11-22
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.07	0.05	$0.02	0.02	0.03	1.37	1.44	1.17	1.15	0.07	$7.00	137.00	21	1.0	451.000	0.02	2024-11-21
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.07	0.05	$0.04	0.03	-0.11	1.37	1.44	1.17	1.13	0.07	$7.00	137.00	20	1.0	452.000	0.04	2024-11-20
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.04	0.03	0.08	1.37	1.50	1.17	1.13	0.13	$13.00	137.00	19	1.0	452.000	0.04	2024-11-19
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.06	0.05	-0.06	1.37	1.50	1.17	1.11	0.13	$13.00	137.00	18	1.0	452.000	0.06	2024-11-18
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.01	0.01	-0.14	1.37	1.50	1.17	1.16	0.13	$13.00	137.00	17	1.0	452.000	0.01	2024-11-17
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.01	0.01	-0.16	1.37	1.50	1.17	1.16	0.13	$13.00	137.00	16	1.0	452.000	0.01	2024-11-16
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.01	0.01	-0.19	1.37	1.50	1.17	1.16	0.13	$13.00	137.00	15	1.0	452.000	0.01	2024-11-15
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.06	0.05	-0.12	1.37	1.50	1.17	1.11	0.13	$13.00	137.00	14	1.0	452.000	0.06	2024-11-14
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.22	0.19	0.02	1.37	1.50	1.17	0.95	0.13	$13.00	137.00	13	1.0	452.000	0.22	2024-11-13
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.09	0.08	0.05	1.37	1.50	1.17	1.08	0.13	$13.00	137.00	12	1.0	452.000	0.09	2024-11-12
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.27	0.23	-0.19	1.37	1.50	1.17	0.90	0.13	$13.00	137.00	11	1.0	452.000	0.27	2024-11-11
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.04	0.03	-0.06	1.37	1.50	1.17	1.13	0.13	$13.00	137.00	10	1.0	452.000	0.04	2024-11-10
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.04	0.03	-0.06	1.37	1.50	1.17	1.13	0.13	$13.00	137.00	9	1.0	452.000	0.04	2024-11-09
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.08	0.07	-0.33	1.37	1.50	1.17	1.09	0.13	$13.00	137.00	8	1.0	452.000	0.08	2024-11-08
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.13	0.09	$0.07	0.06	0.08	1.37	1.50	1.17	1.10	0.13	$13.00	137.00	7	1.0	451.000	0.07	2024-11-07
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$0.04	0.03	-0.11	1.37	1.40	1.17	1.13	0.03	$3.00	137.00	6	2.0	451.000	0.04	2024-11-06
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.03	0.02	$-0.04	-0.03	-0.06	1.37	1.40	1.17	1.21	0.03	$3.00	137.00	5	2.0	451.000	-0.04	2024-11-05
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$-0.02	-0.01	$-0.07	-0.06	-0.55	1.37	1.35	1.17	1.24	-0.02	$-2.00	137.00	4	5.0	451.000	-0.07	2024-11-04
PLBY250117P00002500	PLBY	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.11	$-0.02	-0.01	$-0.14	-0.12	-0.24	1.37	1.35	1.17	1.31	-0.02	$-2.00	137.00	1	5.0	451.000	-0.14	2024-11-01
PLBY250117P00002500	PLBY	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.37	1.37	1.17	1.17	0.00	$0.00	137.00	0	4.0	448.000	-0.00	2024-10-31

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