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View Outliers PnL Drill-Down: PSNY240816P00001000

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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
2024-06-27	PSNY	PSNY240816P00001000	1.00	10.0	25.000	1.906	0.482	0.0	0.2	0.000	0.140	0.310	0.31	0.83	2024-08-16	PUT	Long	0.477	0.506	0.170

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
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$0.09	0.11	3.28	0.31	0.25	0.83	0.74	-0.06	$-6.00	31.00	49	6.0	884.000	0.09	2024-08-15
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.01	-0.03	$0.07	0.08	0.34	0.31	0.30	0.83	0.76	-0.01	$-1.00	31.00	48	7.0	0.000	0.07	2024-08-14
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$0.05	0.06	0.91	0.31	0.25	0.83	0.78	-0.06	$-6.00	31.00	47	30.0	906.000	0.05	2024-08-13
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$0.03	0.10	$0.10	0.12	1.09	0.31	0.34	0.83	0.73	0.03	$3.00	31.00	46	16.0	921.000	0.10	2024-08-12
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.01	-0.03	$0.16	0.19	5.91	0.31	0.30	0.83	0.67	-0.01	$-1.00	31.00	43	9.0	923.000	0.16	2024-08-09
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$0.06	0.19	$0.14	0.17	2.09	0.31	0.37	0.83	0.69	0.06	$6.00	31.00	42	2.0	923.000	0.14	2024-08-08
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$0.02	0.06	$0.20	0.24	-0.28	0.31	0.33	0.83	0.63	0.02	$2.00	31.00	41	15.0	935.000	0.20	2024-08-07
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$0.04	0.13	$0.16	0.19	0.09	0.31	0.35	0.83	0.67	0.04	$4.00	31.00	40	1.0	935.000	0.16	2024-08-06
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$0.10	0.12	-0.91	0.31	0.25	0.83	0.73	-0.06	$-6.00	31.00	32	2.0	795.000	0.10	2024-07-29
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.05	-0.16	$0.07	0.08	-0.53	0.31	0.26	0.83	0.76	-0.05	$-5.00	31.00	29	5.0	794.000	0.07	2024-07-26
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$0.07	0.08	-0.56	0.31	0.25	0.83	0.76	-0.06	$-6.00	31.00	28	4.0	798.000	0.07	2024-07-25
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$0.09	0.11	-0.84	0.31	0.25	0.83	0.74	-0.06	$-6.00	31.00	27	8.0	799.000	0.09	2024-07-24
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$0.04	0.05	-0.31	0.31	0.25	0.83	0.79	-0.06	$-6.00	31.00	26	13.0	793.000	0.04	2024-07-23
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$-0.01	-0.01	-0.59	0.31	0.25	0.83	0.84	-0.06	$-6.00	31.00	25	29.0	766.000	-0.01	2024-07-22
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$-0.04	-0.05	-0.44	0.31	0.25	0.83	0.87	-0.06	$-6.00	31.00	22	43.0	726.000	-0.04	2024-07-19
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.11	-0.35	$-0.07	-0.08	-0.56	0.31	0.20	0.83	0.90	-0.11	$-11.00	31.00	21	47.0	679.000	-0.07	2024-07-18
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$-0.14	-0.17	-0.28	0.31	0.25	0.83	0.97	-0.06	$-6.00	31.00	20	4.0	677.000	-0.14	2024-07-17
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$-0.14	-0.17	-0.30	0.31	0.25	0.83	0.97	-0.06	$-6.00	31.00	19	30.0	647.000	-0.14	2024-07-16
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.09	-0.29	$-0.11	-0.13	-0.45	0.31	0.22	0.83	0.94	-0.09	$-9.00	31.00	18	226.0	421.000	-0.11	2024-07-15
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.14	-0.45	$-0.18	-0.22	-0.47	0.31	0.17	0.83	1.01	-0.14	$-14.00	31.00	15	162.0	266.000	-0.18	2024-07-12
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$-0.10	-0.12	-0.38	0.31	0.25	0.83	0.93	-0.06	$-6.00	31.00	14	4.0	262.000	-0.10	2024-07-11
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.10	-0.32	$-0.09	-0.11	-0.41	0.31	0.21	0.83	0.92	-0.10	$-10.00	31.00	13	75.0	187.000	-0.09	2024-07-10
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.11	-0.35	$-0.12	-0.14	-0.75	0.31	0.20	0.83	0.95	-0.11	$-11.00	31.00	12	166.0	187.000	-0.12	2024-07-09
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.11	-0.35	$-0.06	-0.07	-0.56	0.31	0.20	0.83	0.89	-0.11	$-11.00	31.00	11	166.0	47.000	-0.06	2024-07-08
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.06	-0.19	$-0.14	-0.17	-0.33	0.31	0.25	0.83	0.97	-0.06	$-6.00	31.00	8	9.0	38.000	-0.14	2024-07-05
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.01	-0.03	$-0.06	-0.07	-0.44	0.31	0.30	0.83	0.89	-0.01	$-1.00	31.00	7	10.0	0.000	-0.06	2024-07-04
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$-0.01	-0.03	$-0.06	-0.07	-0.45	0.31	0.30	0.83	0.89	-0.01	$-1.00	31.00	6	10.0	0.000	-0.06	2024-07-03
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$0.04	0.13	$-0.07	-0.08	-0.42	0.31	0.35	0.83	0.90	0.04	$4.00	31.00	5	1.0	30.000	-0.07	2024-07-02
PSNY240816P00001000	PSNY	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03	$-0.05	-0.16	$-0.09	-0.11	-0.20	0.31	0.26	0.83	0.92	-0.05	$-5.00	31.00	4	7.0	32.000	-0.09	2024-07-01
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.05	-0.14	0.31	0.31	0.83	0.79	0.00	$0.00	31.00	1	10.0	32.000	0.04	2024-06-28
PSNY240816P00001000	PSNY	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.31	0.31	0.83	0.83	0.00	$0.00	31.00	0	10.0	25.000	-0.00	2024-06-27

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