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View Outliers PnL Drill-Down: QURE240816P00005000

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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
2024-07-09	QURE	QURE240816P00005000	5.00	49.0	50.000	1.152	0.616	1.7	0.0	-0.300	1.950	0.250	0.32	6.67	2024-08-16	PUT	Long	0.228	0.621	0.765
2024-07-10	QURE	QURE240816P00005000	5.00	98.0	74.000	1.672	0.789	6.0	0.0	-0.130	6.110	0.120	0.15	10.97	2024-08-16	PUT	Long	0.621	0.747	0.517

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	QURE	0.909	0.103	0.806	0.299	0.806	0.508	16.46	-19.471	0.0000	3.78	17.40	21	1y	6.58

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
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-0.06	-0.01	1.35	0.32	0.05	6.67	6.73	-0.27	$-27.00	32.00	37	7.0	247.000	-0.06	2024-08-15
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.25	-0.78	$-0.03	-0.00	0.88	0.32	0.07	6.67	6.70	-0.25	$-25.00	32.00	36	2.0	247.000	-0.03	2024-08-14
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.25	-0.78	$-0.37	-0.06	0.82	0.32	0.07	6.67	7.04	-0.25	$-25.00	32.00	35	2.0	247.000	-0.37	2024-08-13
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.25	-0.78	$-0.55	-0.08	0.72	0.32	0.07	6.67	7.22	-0.25	$-25.00	32.00	34	2.0	247.000	-0.55	2024-08-12
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.25	-0.78	$-0.48	-0.07	0.29	0.32	0.07	6.67	7.15	-0.25	$-25.00	32.00	31	2.0	247.000	-0.48	2024-08-09
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.25	-0.78	$-0.56	-0.08	2.40	0.32	0.07	6.67	7.23	-0.25	$-25.00	32.00	30	2.0	247.000	-0.56	2024-08-08
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.25	-0.78	$-0.45	-0.07	0.33	0.32	0.07	6.67	7.12	-0.25	$-25.00	32.00	29	2.0	247.000	-0.45	2024-08-07
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-0.89	-0.13	0.22	0.32	0.05	6.67	7.56	-0.27	$-27.00	32.00	28	1.0	247.000	-0.89	2024-08-06
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.60	-0.24	-0.65	0.32	0.05	6.67	8.27	-0.27	$-27.00	32.00	20	96.0	247.000	-1.60	2024-07-29
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.67	-0.25	0.00	0.32	0.05	6.67	8.34	-0.27	$-27.00	32.00	17	96.0	247.000	-1.67	2024-07-26
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.90	-0.28	0.02	0.32	0.05	6.67	8.57	-0.27	$-27.00	32.00	16	96.0	247.000	-1.90	2024-07-25
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.41	-0.21	0.17	0.32	0.05	6.67	8.08	-0.27	$-27.00	32.00	15	96.0	247.000	-1.41	2024-07-24
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.36	-0.20	-0.14	0.32	0.05	6.67	8.03	-0.27	$-27.00	32.00	14	96.0	247.000	-1.36	2024-07-23
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-0.96	-0.14	-0.25	0.32	0.05	6.67	7.63	-0.27	$-27.00	32.00	13	96.0	247.000	-0.96	2024-07-22
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.07	-0.16	-0.26	0.32	0.05	6.67	7.74	-0.27	$-27.00	32.00	10	96.0	247.000	-1.07	2024-07-19
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.13	-0.17	-0.04	0.32	0.05	6.67	7.80	-0.27	$-27.00	32.00	9	96.0	247.000	-1.13	2024-07-18
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-1.80	-0.27	0.09	0.32	0.05	6.67	8.47	-0.27	$-27.00	32.00	8	96.0	247.000	-1.80	2024-07-17
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-2.54	-0.38	0.21	0.32	0.05	6.67	9.21	-0.27	$-27.00	32.00	7	96.0	247.000	-2.54	2024-07-16
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.27	-0.84	$-2.44	-0.37	-0.09	0.32	0.05	6.67	9.11	-0.27	$-27.00	32.00	6	96.0	168.000	-2.44	2024-07-15
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.17	-0.53	$-2.05	-0.31	0.04	0.32	0.15	6.67	8.72	-0.17	$-17.00	32.00	3	1.0	167.000	-2.05	2024-07-12
QURE240816P00005000	QURE	PUT	Long	5.00	None	$-0.22	-0.69	$-2.24	-0.34	0.14	0.32	0.10	6.67	8.91	-0.22	$-22.00	32.00	2	17.0	153.000	-2.24	2024-07-11
QURE240816P00005000	QURE	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.48	$-0.22	-0.69	$-3.45	-0.52	0.23	0.32	0.10	6.67	10.12	-0.22	$-22.00	32.00	1	111.0	74.000	-3.45	2024-07-10
QURE240816P00005000	QURE	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.32	0.32	6.67	6.67	0.00	$0.00	32.00	0	49.0	50.000	-0.00	2024-07-09

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