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View Outliers PnL Drill-Down: QRTEA240621P00001000

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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
2024-05-13	QRTEA	QRTEA240621P00001000	1.00	100.0	119.000	1.484	0.368	0.0	0.2	-0.010	0.080	0.250	0.23	0.83	2024-06-21	PUT	Long	0.424	0.459	0.186

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
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.07	0.30	$0.17	0.20	2.83	0.23	0.30	0.83	0.66	0.07	$7.00	23.00	36	50.0	131.000	0.17	2024-06-18
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.07	0.30	$0.14	0.17	3.95	0.23	0.30	0.83	0.69	0.07	$7.00	23.00	35	6.0	131.000	0.14	2024-06-17
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.07	0.30	$0.17	0.20	3.70	0.23	0.30	0.83	0.66	0.07	$7.00	23.00	32	6.0	131.000	0.17	2024-06-14
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.07	0.30	$0.15	0.18	2.45	0.23	0.30	0.83	0.68	0.07	$7.00	23.00	31	6.0	131.000	0.15	2024-06-13
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.07	0.30	$0.12	0.14	0.89	0.23	0.30	0.83	0.71	0.07	$7.00	23.00	30	6.0	125.000	0.12	2024-06-12
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.14	0.17	2.14	0.23	0.35	0.83	0.69	0.12	$12.00	23.00	29	10.0	125.000	0.14	2024-06-11
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.12	0.14	1.30	0.23	0.35	0.83	0.71	0.12	$12.00	23.00	28	10.0	125.000	0.12	2024-06-10
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.10	0.12	1.52	0.23	0.35	0.83	0.73	0.12	$12.00	23.00	27	10.0	125.000	0.10	2024-06-09
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.10	0.12	1.20	0.23	0.35	0.83	0.73	0.12	$12.00	23.00	25	10.0	125.000	0.10	2024-06-07
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.09	0.11	1.24	0.23	0.35	0.83	0.74	0.12	$12.00	23.00	24	10.0	125.000	0.09	2024-06-06
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.12	0.14	-0.23	0.23	0.35	0.83	0.71	0.12	$12.00	23.00	23	10.0	125.000	0.12	2024-06-05
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.10	0.12	2.89	0.23	0.35	0.83	0.73	0.12	$12.00	23.00	22	10.0	125.000	0.10	2024-06-04
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.10	0.12	0.08	0.23	0.35	0.83	0.73	0.12	$12.00	23.00	21	10.0	125.000	0.10	2024-06-03
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.10	0.12	1.42	0.23	0.35	0.83	0.73	0.12	$12.00	23.00	18	10.0	125.000	0.10	2024-05-31
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.12	0.14	0.08	0.23	0.35	0.83	0.71	0.12	$12.00	23.00	17	10.0	125.000	0.12	2024-05-30
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.09	0.11	2.05	0.23	0.35	0.83	0.74	0.12	$12.00	23.00	16	10.0	125.000	0.09	2024-05-29
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.12	0.52	$0.11	0.13	-0.23	0.23	0.35	0.83	0.72	0.12	$12.00	23.00	15	10.0	120.000	0.11	2024-05-28
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$-0.01	-0.04	$0.10	0.12	-0.86	0.23	0.22	0.83	0.73	-0.01	$-1.00	23.00	14	1.0	119.000	0.10	2024-05-27
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	Underlying has moved in favorable position (0.1325301204819277108433734940) however, position is suffering from IV crush;Exit OP PnL: $-0.01;Exit EQ PnL: 0.11	$-0.01	-0.04	$0.10	0.12	-0.86	0.23	0.22	0.83	0.73	-0.01	$-1.00	23.00	11	1.0	119.000	0.10	2024-05-24
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.18	0.22	3.14	0.23	0.29	0.83	0.65	0.06	$6.00	23.00	10	20.0	119.000	0.18	2024-05-23
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.16	0.19	0.56	0.23	0.29	0.83	0.67	0.06	$6.00	23.00	9	20.0	139.000	0.16	2024-05-22
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.13	0.16	-0.26	0.23	0.29	0.83	0.70	0.06	$6.00	23.00	8	20.0	139.000	0.13	2024-05-21
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.08	0.10	-1.48	0.23	0.29	0.83	0.75	0.06	$6.00	23.00	7	20.0	0.000	0.08	2024-05-20
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.09	0.11	0.39	0.23	0.29	0.83	0.74	0.06	$6.00	23.00	6	20.0	139.000	0.09	2024-05-19
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.09	0.11	0.36	0.23	0.29	0.83	0.74	0.06	$6.00	23.00	5	20.0	139.000	0.09	2024-05-18
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.09	0.11	0.05	0.23	0.29	0.83	0.74	0.06	$6.00	23.00	4	20.0	139.000	0.09	2024-05-17
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.08	0.10	-0.23	0.23	0.29	0.83	0.75	0.06	$6.00	23.00	2	20.0	139.000	0.08	2024-05-15
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.06	0.26	$0.04	0.05	-0.20	0.23	0.29	0.83	0.79	0.06	$6.00	23.00	1	20.0	119.000	0.04	2024-05-14
QRTEA240621P00001000	QRTEA	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.23	0.23	0.83	0.83	0.00	$0.00	23.00	0	100.0	119.000	-0.00	2024-05-13

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