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View Outliers PnL Drill-Down: PSNY240419P00002000

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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
2024-02-29	PSNY	PSNY240419P00002000	2.00	32.0	1460.000	1.383	0.473	0.2	0.1	0.000	0.440	0.310	0.37	2.12	2024-04-19	PUT	Long	0.457	0.475	0.137
2024-02-28	PSNY	PSNY240419P00002000	2.00	9.0	1453.000	1.625	0.452	0.1	0.2	-0.010	0.330	0.490	0.67	1.83	2024-04-19	PUT	Long	0.405	0.458	0.228

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	PSNY	0.727	0.179	0.407	0.278	0.208	-0.020	0.90	-0.502	0.0000	0.63	2.50	21	1y	1.24

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
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$0.08	0.12	$0.50	0.27	5.45	0.67	0.75	1.83	1.33	0.08	$8.00	67.00	50	120.0	7169.000	0.50	2024-04-18
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$0.16	0.24	$0.52	0.28	2.36	0.67	0.83	1.83	1.31	0.16	$16.00	67.00	49	515.0	7169.000	0.52	2024-04-17
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$0.16	0.24	$0.53	0.29	2.39	0.67	0.83	1.83	1.30	0.16	$16.00	67.00	48	515.0	7591.000	0.53	2024-04-16
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$0.08	0.12	$0.51	0.28	0.98	0.67	0.75	1.83	1.32	0.08	$8.00	67.00	47	11.0	7595.000	0.51	2024-04-15
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.17	-0.25	$0.37	0.20	0.23	0.67	0.50	1.83	1.46	-0.17	$-17.00	67.00	44	3130.0	7595.000	0.37	2024-04-12
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.17	-0.25	$0.37	0.20	1.83	0.67	0.50	1.83	1.46	-0.17	$-17.00	67.00	43	3130.0	9055.000	0.37	2024-04-11
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.17	-0.25	$0.24	0.13	-0.17	0.67	0.50	1.83	1.59	-0.17	$-17.00	67.00	42	3130.0	5945.000	0.24	2024-04-10
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.24	-0.36	$0.18	0.10	0.23	0.67	0.43	1.83	1.65	-0.24	$-24.00	67.00	41	746.0	5603.000	0.18	2024-04-09
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.37	-0.55	$0.15	0.08	-0.36	0.67	0.30	1.83	1.68	-0.37	$-37.00	67.00	40	14.0	5594.000	0.15	2024-04-08
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$0.27	0.15	-0.80	0.67	0.45	1.83	1.56	-0.22	$-22.00	67.00	37	1.0	5594.000	0.27	2024-04-05
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$0.30	0.16	-0.47	0.67	0.45	1.83	1.53	-0.22	$-22.00	67.00	36	1.0	5594.000	0.30	2024-04-04
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$0.26	0.14	-0.19	0.67	0.45	1.83	1.57	-0.22	$-22.00	67.00	35	1.0	5594.000	0.26	2024-04-03
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.12	-0.18	$0.31	0.17	-0.11	0.67	0.55	1.83	1.52	-0.12	$-12.00	67.00	34	7.0	5597.000	0.31	2024-04-02
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.12	-0.18	$0.27	0.15	-0.55	0.67	0.55	1.83	1.56	-0.12	$-12.00	67.00	33	6.0	5601.000	0.27	2024-04-01
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.24	-0.36	$0.29	0.16	-0.53	0.67	0.43	1.83	1.54	-0.24	$-24.00	67.00	32	4.0	5601.000	0.29	2024-03-31
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.24	-0.36	$0.29	0.16	-0.58	0.67	0.43	1.83	1.54	-0.24	$-24.00	67.00	31	4.0	5601.000	0.29	2024-03-30
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.24	-0.36	$0.29	0.16	-0.61	0.67	0.43	1.83	1.54	-0.24	$-24.00	67.00	30	4.0	5601.000	0.29	2024-03-29
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.24	-0.36	$0.29	0.16	-0.58	0.67	0.43	1.83	1.54	-0.24	$-24.00	67.00	29	4.0	5601.000	0.29	2024-03-28
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.19	-0.28	$0.23	0.13	-0.47	0.67	0.48	1.83	1.60	-0.19	$-19.00	67.00	28	5.0	5596.000	0.23	2024-03-27
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.30	-0.45	$0.23	0.13	-0.65	0.67	0.37	1.83	1.60	-0.30	$-30.00	67.00	27	3.0	5598.000	0.23	2024-03-26
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$0.17	0.09	-0.64	0.67	0.45	1.83	1.66	-0.22	$-22.00	67.00	26	53.0	5587.000	0.17	2024-03-25
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.13	-0.19	$0.21	0.11	-0.69	0.67	0.54	1.83	1.62	-0.13	$-13.00	67.00	23	3.0	5590.000	0.21	2024-03-22
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.18	-0.27	$0.20	0.11	-0.59	0.67	0.49	1.83	1.63	-0.18	$-18.00	67.00	22	8.0	5590.000	0.20	2024-03-21
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.18	-0.27	$0.22	0.12	-0.57	0.67	0.49	1.83	1.61	-0.18	$-18.00	67.00	21	8.0	5589.000	0.22	2024-03-20
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.15	-0.22	$0.31	0.17	-0.45	0.67	0.52	1.83	1.52	-0.15	$-15.00	67.00	20	1.0	5589.000	0.31	2024-03-19
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.16	-0.24	$0.28	0.15	-0.53	0.67	0.51	1.83	1.55	-0.16	$-16.00	67.00	19	46.0	5595.000	0.28	2024-03-18
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.15	-0.22	$0.20	0.11	-0.41	0.67	0.52	1.83	1.63	-0.15	$-15.00	67.00	16	2518.0	3088.000	0.20	2024-03-15
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.19	-0.28	$0.27	0.15	-0.64	0.67	0.48	1.83	1.56	-0.19	$-19.00	67.00	15	4.0	3088.000	0.27	2024-03-14
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.09	-0.13	$0.16	0.09	-0.50	0.67	0.58	1.83	1.67	-0.09	$-9.00	67.00	14	2220.0	1467.000	0.16	2024-03-13
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.17	-0.25	$0.16	0.09	-0.37	0.67	0.50	1.83	1.67	-0.17	$-17.00	67.00	13	7.0	1460.000	0.16	2024-03-12
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.23	-0.34	$0.17	0.09	-0.41	0.67	0.44	1.83	1.66	-0.23	$-23.00	67.00	12	4.0	1460.000	0.17	2024-03-11
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.16	-0.24	$0.11	0.06	-0.24	0.67	0.51	1.83	1.72	-0.16	$-16.00	67.00	9	3.0	1460.000	0.11	2024-03-08
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$0.09	0.05	-0.38	0.67	0.45	1.83	1.74	-0.22	$-22.00	67.00	8	10.0	1460.000	0.09	2024-03-07
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.21	-0.31	$0.05	0.03	-0.15	0.67	0.46	1.83	1.78	-0.21	$-21.00	67.00	7	2.0	1460.000	0.05	2024-03-06
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.19	-0.28	$0.11	0.06	-0.69	0.67	0.48	1.83	1.72	-0.19	$-19.00	67.00	6	10.0	1486.000	0.11	2024-03-05
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.19	-0.28	$0.06	0.03	-1.64	0.67	0.48	1.83	1.77	-0.19	$-19.00	67.00	5	10.0	0.000	0.06	2024-03-04
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$-0.13	-0.07	-0.41	0.67	0.45	1.83	1.96	-0.22	$-22.00	67.00	4	14.0	1486.000	-0.13	2024-03-03
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$-0.13	-0.07	-0.41	0.67	0.45	1.83	1.96	-0.22	$-22.00	67.00	3	14.0	1486.000	-0.13	2024-03-02
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$-0.22	-0.33	$-0.16	-0.09	-0.38	0.67	0.45	1.83	1.99	-0.22	$-22.00	67.00	2	14.0	1486.000	-0.16	2024-03-01
PSNY240419P00002000	PSNY	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.22	$-0.30	-0.45	$-0.25	-0.14	-0.24	0.67	0.37	1.83	2.08	-0.30	$-30.00	67.00	1	34.0	1460.000	-0.25	2024-02-29
PSNY240419P00002000	PSNY	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.67	0.67	1.83	1.83	0.00	$0.00	67.00	0	9.0	1453.000	-0.00	2024-02-28

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