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View Outliers PnL Drill-Down: QBTS241220P00001000

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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
2024-11-07	QBTS	QBTS241220P00001000	1.00	36.0	474.000	1.422	0.443	0.5	0.0	-0.020	0.530	0.060	0.06	1.46	2024-12-20	PUT	Long	0.409	0.481	0.292

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	QBTS	0.909	0.139	0.714	0.317	0.714	0.291	8.40	-9.445	0.0000	0.69	8.40	21	1y	1.30

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
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-4.91	-3.36	11.83	0.08	0.05	1.46	6.37	-0.03	$-3.00	8.00	42	200.0	1498.000	-4.91	2024-12-19
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-7.47	-5.12	10.70	0.08	0.05	1.46	8.93	-0.03	$-3.00	8.00	41	200.0	1394.000	-7.47	2024-12-18
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-6.91	-4.73	8.83	0.08	0.05	1.46	8.37	-0.03	$-3.00	8.00	40	12.0	1394.000	-6.91	2024-12-17
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-5.76	-3.95	7.33	0.08	0.05	1.46	7.22	-0.03	$-3.00	8.00	39	12.0	1382.000	-5.76	2024-12-16
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.06	-0.75	$-3.53	-2.42	4.58	0.08	0.02	1.46	4.99	-0.06	$-6.00	8.00	36	7.0	1382.000	-3.53	2024-12-13
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-2.45	-1.68	3.58	0.08	0.01	1.46	3.91	-0.07	$-7.00	8.00	35	4.0	1382.000	-2.45	2024-12-12
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-2.66	-1.82	3.45	0.08	0.01	1.46	4.12	-0.07	$-7.00	8.00	34	4.0	1382.000	-2.66	2024-12-11
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-3.22	-2.21	3.52	0.08	0.01	1.46	4.68	-0.07	$-7.00	8.00	33	4.0	1381.000	-3.22	2024-12-10
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-3.19	-2.18	3.33	0.08	0.01	1.46	4.65	-0.07	$-7.00	8.00	32	100.0	1381.000	-3.19	2024-12-09
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-3.60	-2.47	3.45	0.08	0.01	1.46	5.06	-0.07	$-7.00	8.00	31	2.0	1381.000	-3.60	2024-12-08
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-3.60	-2.47	2.95	0.08	0.01	1.46	5.06	-0.07	$-7.00	8.00	29	2.0	1381.000	-3.60	2024-12-06
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-2.32	-1.59	2.27	0.08	0.01	1.46	3.78	-0.07	$-7.00	8.00	28	8.0	1387.000	-2.32	2024-12-05
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.06	-0.75	$-1.52	-1.04	1.70	0.08	0.02	1.46	2.98	-0.06	$-6.00	8.00	27	5.0	1382.000	-1.52	2024-12-04
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-1.53	-1.05	1.64	0.08	0.01	1.46	2.99	-0.07	$-7.00	8.00	26	1.0	1381.000	-1.53	2024-12-03
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-1.30	-0.89	1.39	0.08	0.01	1.46	2.76	-0.07	$-7.00	8.00	25	11.0	1381.000	-1.30	2024-12-02
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-1.56	-1.07	-0.92	0.08	0.01	1.46	3.02	-0.07	$-7.00	8.00	24	11.0	0.000	-1.56	2024-12-01
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-1.56	-1.07	1.42	0.08	0.01	1.46	3.02	-0.07	$-7.00	8.00	23	11.0	0.000	-1.56	2024-11-30
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-1.28	-0.88	1.20	0.08	0.01	1.46	2.74	-0.07	$-7.00	8.00	21	11.0	1381.000	-1.28	2024-11-28
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-1.42	-0.97	1.14	0.08	0.01	1.46	2.88	-0.07	$-7.00	8.00	20	15.0	1381.000	-1.42	2024-11-27
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.07	-0.88	$-1.24	-0.85	1.02	0.08	0.01	1.46	2.70	-0.07	$-7.00	8.00	19	15.0	1366.000	-1.24	2024-11-26
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-1.44	-0.99	1.08	0.08	0.05	1.46	2.90	-0.03	$-3.00	8.00	18	2.0	1365.000	-1.44	2024-11-25
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.06	-0.75	$-1.47	-1.01	1.08	0.08	0.02	1.46	2.93	-0.06	$-6.00	8.00	17	105.0	1375.000	-1.47	2024-11-24
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.06	-0.75	$-1.47	-1.01	0.98	0.08	0.02	1.46	2.93	-0.06	$-6.00	8.00	16	105.0	1375.000	-1.47	2024-11-23
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.06	-0.75	$-1.46	-1.00	0.95	0.08	0.02	1.46	2.92	-0.06	$-6.00	8.00	15	105.0	1375.000	-1.46	2024-11-22
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-0.51	-0.35	0.27	0.08	0.05	1.46	1.97	-0.03	$-3.00	8.00	14	43.0	1355.000	-0.51	2024-11-21
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.04	-0.50	$-0.21	-0.14	-0.05	0.08	0.04	1.46	1.67	-0.04	$-4.00	8.00	13	16.0	1339.000	-0.21	2024-11-20
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.04	-0.50	$-0.03	-0.02	-0.23	0.08	0.04	1.46	1.49	-0.04	$-4.00	8.00	12	33.0	1307.000	-0.03	2024-11-19
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$0.02	0.01	-0.36	0.08	0.05	1.46	1.44	-0.03	$-3.00	8.00	11	181.0	741.000	0.02	2024-11-18
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$0.00	0.00	$-0.18	-0.12	0.47	0.08	0.08	1.46	1.64	0.00	$0.00	8.00	10	32.0	728.000	-0.18	2024-11-17
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$0.00	0.00	$-0.18	-0.12	0.44	0.08	0.08	1.46	1.64	0.00	$0.00	8.00	9	32.0	728.000	-0.18	2024-11-16
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$0.00	0.00	$-0.18	-0.12	0.39	0.08	0.08	1.46	1.64	0.00	$0.00	8.00	8	32.0	728.000	-0.18	2024-11-15
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-0.41	-0.28	0.34	0.08	0.05	1.46	1.87	-0.03	$-3.00	8.00	7	51.0	728.000	-0.41	2024-11-14
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.02	-0.25	$-0.32	-0.22	0.23	0.08	0.06	1.46	1.78	-0.02	$-2.00	8.00	6	102.0	676.000	-0.32	2024-11-13
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.02	-0.25	$-0.07	-0.05	0.19	0.08	0.06	1.46	1.53	-0.02	$-2.00	8.00	5	20.0	646.000	-0.07	2024-11-12
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-0.17	-0.12	0.28	0.08	0.05	1.46	1.63	-0.03	$-3.00	8.00	4	11.0	651.000	-0.17	2024-11-11
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-0.14	-0.10	0.23	0.08	0.05	1.46	1.60	-0.03	$-3.00	8.00	3	57.0	633.000	-0.14	2024-11-10
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$-0.03	-0.38	$-0.14	-0.10	0.20	0.08	0.05	1.46	1.60	-0.03	$-3.00	8.00	2	57.0	633.000	-0.14	2024-11-09
QBTS241220P00001000	QBTS	PUT	Long	1.00	None	$0.00	0.00	$-0.10	-0.07	0.14	0.08	0.08	1.46	1.56	0.00	$0.00	8.00	1	5.0	633.000	-0.10	2024-11-08
QBTS241220P00001000	QBTS	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.08	0.08	1.46	1.46	0.00	$0.00	8.00	0	66.0	474.000	-0.00	2024-11-07

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