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View Outliers PnL Drill-Down: PLCE241011P00005000

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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
2024-09-11	PLCE	PLCE241011P00005000	5.00	47.0	10.000	1.879	0.685	4.1	0.0	-0.290	4.330	0.210	0.40	9.10	2024-10-11	PUT	Long	0.414	0.758	0.857

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	PLCE	0.909	0.145	0.976	0.394	0.414	0.182	11.25	-0.096	0.0000	4.86	29.12	21	1y	13.31

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
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-3.76	-0.41	4.25	0.40	0.05	9.10	12.86	-0.35	$-35.00	40.00	29	1.0	213.000	-3.76	2024-10-10
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-3.70	-0.41	3.12	0.40	0.05	9.10	12.80	-0.35	$-35.00	40.00	28	1.0	213.000	-3.70	2024-10-09
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-4.44	-0.49	2.18	0.40	0.05	9.10	13.54	-0.35	$-35.00	40.00	26	1.0	213.000	-4.44	2024-10-07
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-5.91	-0.65	-1.38	0.40	0.05	9.10	15.01	-0.35	$-35.00	40.00	25	1.0	0.000	-5.91	2024-10-06
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-5.91	-0.65	1.81	0.40	0.05	9.10	15.01	-0.35	$-35.00	40.00	24	1.0	213.000	-5.91	2024-10-05
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-5.91	-0.65	1.59	0.40	0.05	9.10	15.01	-0.35	$-35.00	40.00	23	1.0	213.000	-5.91	2024-10-04
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-5.14	-0.56	1.28	0.40	0.05	9.10	14.24	-0.35	$-35.00	40.00	22	1.0	213.000	-5.14	2024-10-03
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-5.93	-0.65	1.22	0.40	0.05	9.10	15.03	-0.35	$-35.00	40.00	21	1.0	213.000	-5.93	2024-10-02
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-5.04	-0.55	0.96	0.40	0.05	9.10	14.14	-0.35	$-35.00	40.00	20	1.0	213.000	-5.04	2024-10-01
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-6.38	-0.70	1.03	0.40	0.05	9.10	15.48	-0.35	$-35.00	40.00	19	1.0	213.000	-6.38	2024-09-30
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-7.92	-0.87	-1.38	0.40	0.05	9.10	17.02	-0.35	$-35.00	40.00	18	1.0	213.000	-7.92	2024-09-29
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-7.92	-0.87	0.96	0.40	0.05	9.10	17.02	-0.35	$-35.00	40.00	17	1.0	213.000	-7.92	2024-09-28
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-7.92	-0.87	0.87	0.40	0.05	9.10	17.02	-0.35	$-35.00	40.00	16	1.0	213.000	-7.92	2024-09-27
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-7.28	-0.80	0.72	0.40	0.05	9.10	16.38	-0.35	$-35.00	40.00	15	1.0	213.000	-7.28	2024-09-26
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-7.56	-0.83	0.68	0.40	0.05	9.10	16.66	-0.35	$-35.00	40.00	14	1.0	213.000	-7.56	2024-09-25
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-8.25	-0.91	0.67	0.40	0.05	9.10	17.35	-0.35	$-35.00	40.00	13	1.0	213.000	-8.25	2024-09-24
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-8.48	-0.93	0.62	0.40	0.05	9.10	17.58	-0.35	$-35.00	40.00	12	1.0	213.000	-8.48	2024-09-23
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-6.07	-0.67	-1.38	0.40	0.05	9.10	15.17	-0.35	$-35.00	40.00	11	1.0	0.000	-6.07	2024-09-22
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-6.07	-0.67	0.23	0.40	0.05	9.10	15.17	-0.35	$-35.00	40.00	9	1.0	213.000	-6.07	2024-09-20
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-8.06	-0.89	0.37	0.40	0.05	9.10	17.16	-0.35	$-35.00	40.00	8	113.0	102.000	-8.06	2024-09-19
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-6.04	-0.66	2.32	0.40	0.05	9.10	15.14	-0.35	$-35.00	40.00	7	26.0	102.000	-6.04	2024-09-18
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.35	-0.88	$-7.50	-0.82	2.13	0.40	0.05	9.10	16.60	-0.35	$-35.00	40.00	6	26.0	80.000	-7.50	2024-09-17
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.19	-0.48	$-3.11	-0.34	1.69	0.40	0.21	9.10	12.21	-0.19	$-19.00	40.00	5	28.0	80.000	-3.11	2024-09-16
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.19	-0.48	$-5.42	-0.60	0.46	0.40	0.21	9.10	14.52	-0.19	$-19.00	40.00	3	28.0	80.000	-5.42	2024-09-14
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$-0.19	-0.48	$-5.42	-0.60	0.48	0.40	0.21	9.10	14.52	-0.19	$-19.00	40.00	2	28.0	80.000	-5.42	2024-09-13
PLCE241011P00005000	PLCE	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.32	$-0.19	-0.48	$-2.24	-0.25	1.59	0.40	0.21	9.10	11.34	-0.19	$-19.00	40.00	1	28.0	56.000	-2.24	2024-09-12
PLCE241011P00005000	PLCE	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	9.10	9.10	0.00	$0.00	40.00	0	47.0	10.000	-0.00	2024-09-11

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