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View Outliers PnL Drill-Down: PM241122P00125000

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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
2024-10-22	PM	PM241122P00125000	125.00	18.0	1.000	0.294	0.113	6.9	0.1	-0.010	8.180	1.360	0.80	131.41	2024-11-22	PUT	Long	0.078	0.126	0.105

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	PM	1.000	0.028	0.129	0.053	0.047	-0.082	126.04	0.222	0.0000	88.60	133.06	21	1y	128.15

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
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.77	-0.96	$0.19	0.00	0.30	0.80	0.03	131.41	131.22	-0.77	$-77.00	80.00	30	71.0	223.000	0.19	2024-11-21
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.77	-0.96	$1.02	0.01	-0.03	0.80	0.03	131.41	130.39	-0.77	$-77.00	80.00	29	71.0	227.000	1.02	2024-11-20
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.73	-0.91	$1.87	0.01	-0.02	0.80	0.07	131.41	129.54	-0.73	$-73.00	80.00	28	9.0	224.000	1.87	2024-11-19
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.71	-0.89	$-0.31	-0.00	0.01	0.80	0.09	131.41	131.72	-0.71	$-71.00	80.00	27	6.0	221.000	-0.31	2024-11-18
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.57	-0.71	$2.82	0.02	0.11	0.80	0.23	131.41	128.59	-0.57	$-57.00	80.00	26	124.0	123.000	2.82	2024-11-17
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.57	-0.71	$2.82	0.02	0.07	0.80	0.23	131.41	128.59	-0.57	$-57.00	80.00	25	124.0	123.000	2.82	2024-11-16
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.55	-0.69	$2.82	0.02	-0.11	0.80	0.25	131.41	128.59	-0.55	$-55.00	80.00	24	122.0	123.000	2.82	2024-11-15
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.35	-0.44	$3.21	0.02	-0.08	0.80	0.45	131.41	128.20	-0.35	$-35.00	80.00	23	86.0	58.000	3.21	2024-11-14
PM241122P00125000	PM	PUT	Long	125.00	None	$0.70	0.88	$6.17	0.05	-0.12	0.80	1.50	131.41	125.24	0.70	$70.00	80.00	22	1.0	58.000	6.17	2024-11-13
PM241122P00125000	PM	PUT	Long	125.00	None	$0.40	0.50	$7.22	0.05	-0.15	0.80	1.20	131.41	124.19	0.40	$40.00	80.00	21	27.0	58.000	7.22	2024-11-12
PM241122P00125000	PM	PUT	Long	125.00	None	$0.60	0.75	$6.42	0.05	-0.12	0.80	1.40	131.41	124.99	0.60	$60.00	80.00	20	26.0	37.000	6.42	2024-11-11
PM241122P00125000	PM	PUT	Long	125.00	None	$0.65	0.81	$5.17	0.04	-0.11	0.80	1.45	131.41	126.24	0.65	$65.00	80.00	19	11.0	43.000	5.17	2024-11-10
PM241122P00125000	PM	PUT	Long	125.00	None	$0.65	0.81	$5.17	0.04	-0.12	0.80	1.45	131.41	126.24	0.65	$65.00	80.00	18	11.0	43.000	5.17	2024-11-09
PM241122P00125000	PM	PUT	Long	125.00	None	$0.65	0.81	$5.52	0.04	-0.13	0.80	1.45	131.41	125.89	0.65	$65.00	80.00	17	11.0	43.000	5.52	2024-11-08
PM241122P00125000	PM	PUT	Long	125.00	None	$1.25	1.56	$7.63	0.06	-0.16	0.80	2.05	131.41	123.78	1.25	$125.00	80.00	16	17.0	28.000	7.63	2024-11-07
PM241122P00125000	PM	PUT	Long	125.00	None	$0.85	1.06	$6.11	0.05	-0.13	0.80	1.65	131.41	125.30	0.85	$85.00	80.00	15	21.0	26.000	6.11	2024-11-06
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.05	-0.06	$-0.85	-0.01	-0.05	0.80	0.75	131.41	132.26	-0.05	$-5.00	80.00	14	10.0	26.000	-0.85	2024-11-05
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.05	-0.06	$1.08	0.01	-0.06	0.80	0.75	131.41	130.33	-0.05	$-5.00	80.00	13	10.0	16.000	1.08	2024-11-04
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.15	-0.19	$0.76	0.01	-0.09	0.80	0.65	131.41	130.65	-0.15	$-15.00	80.00	10	4.0	16.000	0.76	2024-11-01
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.13	-0.16	$-1.30	-0.01	-0.07	0.80	0.67	131.41	132.71	-0.13	$-13.00	80.00	9	10.0	16.000	-1.30	2024-10-31
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.13	-0.16	$-0.71	-0.01	-0.08	0.80	0.67	131.41	132.12	-0.13	$-13.00	80.00	8	10.0	16.000	-0.71	2024-10-30
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.13	-0.16	$-0.16	-0.00	-0.08	0.80	0.67	131.41	131.57	-0.13	$-13.00	80.00	7	10.0	13.000	-0.16	2024-10-29
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.15	-0.19	$0.90	0.01	-0.09	0.80	0.65	131.41	130.51	-0.15	$-15.00	80.00	6	2.0	13.000	0.90	2024-10-28
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.15	-0.19	$1.55	0.01	-0.09	0.80	0.65	131.41	129.86	-0.15	$-15.00	80.00	5	2.0	11.000	1.55	2024-10-27
PM241122P00125000	PM	PUT	Long	125.00	None	$-0.15	-0.19	$1.55	0.01	-0.10	0.80	0.65	131.41	129.86	-0.15	$-15.00	80.00	4	2.0	11.000	1.55	2024-10-26
PM241122P00125000	PM	PUT	Long	125.00	Exit OP PnL: $-0.20;Exit EQ PnL: -0.44; Position is Long and position continued to lose. Latest OP price is: $0.60 (EQ: $131.85). Initial OP price was: $0.80 (EQ: $131.41). Surpassed Stop Loss Percentage: -0.25 < -0.16.	$-0.20	-0.25	$-1.39	-0.01	-0.08	0.80	0.60	131.41	132.80	-0.20	$-20.00	80.00	2	2.0	11.000	-1.39	2024-10-24
PM241122P00125000	PM	PUT	Long	125.00	None	$0.02	0.02	$0.02	0.00	-0.09	0.80	0.82	131.41	131.39	0.02	$2.00	80.00	1	9.0	18.000	0.02	2024-10-23
PM241122P00125000	PM	PUT	Long	125.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	131.41	131.41	0.00	$0.00	80.00	0	18.0	1.000	-0.00	2024-10-22

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