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View Outliers PnL Drill-Down: QRTEA240419P00002000

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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
2024-02-28	QRTEA	QRTEA240419P00002000	2.00	109.0	836.000	2.797	0.413	0.0	0.2	-0.020	0.570	0.780	1.15	1.78	2024-04-19	PUT	Long	0.477	0.480	0.057

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	QRTEA	0.909	0.154	0.338	0.210	0.233	0.022	0.35	-0.013	0.0000	0.35	1.48	21	1y	0.52

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
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.45	0.30	11.25	1.15	0.75	1.48	1.03	-0.40	$-40.00	115.00	50	1736.0	1226.000	0.45	2024-04-18
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.50	0.34	7.94	1.15	0.75	1.48	0.98	-0.40	$-40.00	115.00	49	1736.0	1226.000	0.50	2024-04-17
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.47	0.32	7.00	1.15	0.75	1.48	1.01	-0.40	$-40.00	115.00	48	1736.0	1226.000	0.47	2024-04-16
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.46	0.31	6.12	1.15	0.75	1.48	1.02	-0.40	$-40.00	115.00	47	1736.0	1226.000	0.46	2024-04-15
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.47	0.32	4.28	1.15	0.75	1.48	1.01	-0.40	$-40.00	115.00	44	1736.0	1226.000	0.47	2024-04-12
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.48	0.32	3.81	1.15	0.75	1.48	1.00	-0.40	$-40.00	115.00	43	1736.0	1226.000	0.48	2024-04-11
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.47	0.32	0.06	1.15	0.75	1.48	1.01	-0.40	$-40.00	115.00	42	1736.0	1226.000	0.47	2024-04-10
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.45	0.30	-0.38	1.15	0.75	1.48	1.03	-0.40	$-40.00	115.00	41	1736.0	1226.000	0.45	2024-04-09
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.43	0.29	1.25	1.15	0.75	1.48	1.05	-0.40	$-40.00	115.00	40	1736.0	1226.000	0.43	2024-04-08
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.46	0.31	3.48	1.15	0.75	1.48	1.02	-0.40	$-40.00	115.00	37	1736.0	1226.000	0.46	2024-04-05
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.37	0.25	-0.06	1.15	0.75	1.48	1.11	-0.40	$-40.00	115.00	36	1736.0	1226.000	0.37	2024-04-04
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.38	0.26	0.81	1.15	0.75	1.48	1.10	-0.40	$-40.00	115.00	35	1736.0	1284.000	0.38	2024-04-03
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.35	0.24	0.39	1.15	0.75	1.48	1.13	-0.40	$-40.00	115.00	34	1736.0	1379.000	0.35	2024-04-02
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.29	0.20	0.31	1.15	0.75	1.48	1.19	-0.40	$-40.00	115.00	33	1736.0	1379.000	0.29	2024-04-01
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.25	0.17	-1.19	1.15	0.75	1.48	1.23	-0.40	$-40.00	115.00	32	1736.0	1379.000	0.25	2024-03-31
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.25	0.17	-1.19	1.15	0.75	1.48	1.23	-0.40	$-40.00	115.00	31	1736.0	1379.000	0.25	2024-03-30
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.25	0.17	-1.25	1.15	0.75	1.48	1.23	-0.40	$-40.00	115.00	30	1736.0	1379.000	0.25	2024-03-29
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.25	0.17	0.70	1.15	0.75	1.48	1.23	-0.40	$-40.00	115.00	29	1736.0	1379.000	0.25	2024-03-28
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.28	0.19	2.55	1.15	0.75	1.48	1.20	-0.40	$-40.00	115.00	28	1736.0	1379.000	0.28	2024-03-27
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.36	0.24	-0.09	1.15	0.75	1.48	1.12	-0.40	$-40.00	115.00	27	1736.0	1404.000	0.36	2024-03-26
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.35	0.24	-0.06	1.15	0.75	1.48	1.13	-0.40	$-40.00	115.00	26	1736.0	1404.000	0.35	2024-03-25
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.32	0.22	0.62	1.15	0.75	1.48	1.16	-0.40	$-40.00	115.00	23	1736.0	1404.000	0.32	2024-03-22
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.27	0.18	-0.88	1.15	0.75	1.48	1.21	-0.40	$-40.00	115.00	22	1736.0	1404.000	0.27	2024-03-21
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.30	0.20	-0.89	1.15	0.75	1.48	1.18	-0.40	$-40.00	115.00	21	1736.0	1404.000	0.30	2024-03-20
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.37	0.25	-0.44	1.15	0.75	1.48	1.11	-0.40	$-40.00	115.00	20	1736.0	1404.000	0.37	2024-03-19
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.36	0.24	-0.39	1.15	0.75	1.48	1.12	-0.40	$-40.00	115.00	19	1736.0	1607.000	0.36	2024-03-18
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.30	0.20	-1.00	1.15	0.75	1.48	1.18	-0.40	$-40.00	115.00	16	1736.0	1607.000	0.30	2024-03-15
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.29	0.20	-0.11	1.15	0.75	1.48	1.19	-0.40	$-40.00	115.00	15	1736.0	1607.000	0.29	2024-03-14
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.21	0.14	-1.28	1.15	0.75	1.48	1.27	-0.40	$-40.00	115.00	14	1736.0	1607.000	0.21	2024-03-13
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.40	-0.35	$0.19	0.13	-0.74	1.15	0.75	1.48	1.29	-0.40	$-40.00	115.00	13	1736.0	1741.000	0.19	2024-03-12
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.48	-0.42	$0.16	0.11	-1.38	1.15	0.67	1.48	1.32	-0.48	$-48.00	115.00	12	900.0	1741.000	0.16	2024-03-11
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.48	-0.42	$0.12	0.08	-1.36	1.15	0.67	1.48	1.36	-0.48	$-48.00	115.00	9	900.0	841.000	0.12	2024-03-08
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.60	-0.52	$0.22	0.15	-1.50	1.15	0.55	1.48	1.26	-0.60	$-60.00	115.00	8	5.0	841.000	0.22	2024-03-07
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.60	-0.52	$0.27	0.18	-0.55	1.15	0.55	1.48	1.21	-0.60	$-60.00	115.00	7	5.0	841.000	0.27	2024-03-06
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.60	-0.52	$0.25	0.17	-1.22	1.15	0.55	1.48	1.23	-0.60	$-60.00	115.00	6	5.0	841.000	0.25	2024-03-05
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.60	-0.52	$0.17	0.11	-2.31	1.15	0.55	1.48	1.31	-0.60	$-60.00	115.00	5	5.0	0.000	0.17	2024-03-04
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.60	-0.52	$0.07	0.05	-1.27	1.15	0.55	1.48	1.41	-0.60	$-60.00	115.00	4	5.0	841.000	0.07	2024-03-03
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.60	-0.52	$0.07	0.05	-1.27	1.15	0.55	1.48	1.41	-0.60	$-60.00	115.00	3	5.0	841.000	0.07	2024-03-02
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$-0.60	-0.52	$-0.00	-0.00	-1.02	1.15	0.55	1.48	1.48	-0.60	$-60.00	115.00	2	5.0	841.000	-0.00	2024-03-01
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05	$-0.60	-0.52	$0.07	0.05	-1.02	1.15	0.55	1.48	1.41	-0.60	$-60.00	115.00	1	5.0	836.000	0.07	2024-02-29
QRTEA240419P00002000	QRTEA	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.15	1.15	1.48	1.48	0.00	$0.00	115.00	0	109.0	836.000	-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