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View Outliers PnL Drill-Down: REAL240419P00002500

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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
2024-03-01	REAL	REAL240419P00002500	2.50	9.0	0.000	2.438	0.459	0.2	0.1	-0.090	0.830	0.750	0.60	2.56	2024-04-19	PUT	Long	0.281	0.464	0.436

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	REAL	1.000	0.130	0.545	0.235	0.357	0.132	9.51	-0.307	0.0000	1.58	9.51	21	1y	3.36

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
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.58	-0.23	5.16	0.60	0.04	2.57	3.15	-0.56	$-56.00	60.00	48	10.0	65.000	-0.58	2024-04-18
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.59	-0.23	3.78	0.60	0.04	2.57	3.16	-0.56	$-56.00	60.00	47	10.0	65.000	-0.59	2024-04-17
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.63	-0.25	-0.62	0.60	0.04	2.57	3.20	-0.56	$-56.00	60.00	46	10.0	65.000	-0.63	2024-04-16
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.54	-0.21	-0.94	0.60	0.04	2.57	3.11	-0.56	$-56.00	60.00	45	10.0	65.000	-0.54	2024-04-15
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.68	-0.26	1.17	0.60	0.04	2.57	3.25	-0.56	$-56.00	60.00	42	10.0	65.000	-0.68	2024-04-12
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.89	-0.35	1.58	0.60	0.04	2.57	3.46	-0.56	$-56.00	60.00	41	10.0	65.000	-0.89	2024-04-11
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.85	-0.33	1.33	0.60	0.04	2.57	3.42	-0.56	$-56.00	60.00	40	10.0	65.000	-0.85	2024-04-10
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.00	-0.39	1.03	0.60	0.04	2.57	3.57	-0.56	$-56.00	60.00	39	10.0	65.000	-1.00	2024-04-09
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.02	-0.40	0.61	0.60	0.04	2.57	3.59	-0.56	$-56.00	60.00	38	10.0	65.000	-1.02	2024-04-08
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.98	-0.38	-1.24	0.60	0.04	2.57	3.55	-0.56	$-56.00	60.00	35	10.0	65.000	-0.98	2024-04-05
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.94	-0.37	-1.30	0.60	0.04	2.57	3.51	-0.56	$-56.00	60.00	34	10.0	65.000	-0.94	2024-04-04
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.03	-0.40	-1.27	0.60	0.04	2.57	3.60	-0.56	$-56.00	60.00	33	10.0	65.000	-1.03	2024-04-03
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.02	-0.40	0.05	0.60	0.04	2.57	3.59	-0.56	$-56.00	60.00	32	10.0	65.000	-1.02	2024-04-02
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.32	-0.51	-1.94	0.60	0.04	2.57	3.89	-0.56	$-56.00	60.00	31	10.0	65.000	-1.32	2024-04-01
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.34	-0.52	0.81	0.60	0.04	2.57	3.91	-0.56	$-56.00	60.00	30	10.0	65.000	-1.34	2024-03-31
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.34	-0.52	0.66	0.60	0.04	2.57	3.91	-0.56	$-56.00	60.00	29	10.0	65.000	-1.34	2024-03-30
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.34	-0.52	0.58	0.60	0.04	2.57	3.91	-0.56	$-56.00	60.00	28	10.0	65.000	-1.34	2024-03-29
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.34	-0.52	0.52	0.60	0.04	2.57	3.91	-0.56	$-56.00	60.00	27	10.0	65.000	-1.34	2024-03-28
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.27	-0.49	0.41	0.60	0.04	2.57	3.84	-0.56	$-56.00	60.00	26	10.0	65.000	-1.27	2024-03-27
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.09	-0.42	-1.45	0.60	0.04	2.57	3.66	-0.56	$-56.00	60.00	25	10.0	65.000	-1.09	2024-03-26
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.93	-0.36	-1.55	0.60	0.04	2.57	3.50	-0.56	$-56.00	60.00	24	10.0	65.000	-0.93	2024-03-25
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-0.98	-0.38	-0.91	0.60	0.04	2.57	3.55	-0.56	$-56.00	60.00	21	10.0	65.000	-0.98	2024-03-22
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.56	-0.93	$-1.08	-0.42	-0.02	0.60	0.04	2.57	3.65	-0.56	$-56.00	60.00	20	10.0	69.000	-1.08	2024-03-21
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-1.01	-0.39	-1.58	0.60	0.10	2.57	3.58	-0.50	$-50.00	60.00	19	1.0	68.000	-1.01	2024-03-20
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-0.85	-0.33	-1.52	0.60	0.10	2.57	3.42	-0.50	$-50.00	60.00	18	15.0	68.000	-0.85	2024-03-19
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-0.54	-0.21	-1.59	0.60	0.10	2.57	3.11	-0.50	$-50.00	60.00	17	15.0	68.000	-0.54	2024-03-18
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-0.59	-0.23	-1.60	0.60	0.10	2.57	3.16	-0.50	$-50.00	60.00	14	15.0	68.000	-0.59	2024-03-15
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.55	-0.92	$-0.56	-0.22	-1.63	0.60	0.05	2.57	3.13	-0.55	$-55.00	60.00	13	20.0	68.000	-0.56	2024-03-14
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.55	-0.92	$-0.68	-0.26	-1.56	0.60	0.05	2.57	3.25	-0.55	$-55.00	60.00	12	20.0	80.000	-0.68	2024-03-13
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.55	-0.92	$-0.79	-0.31	-1.52	0.60	0.05	2.57	3.36	-0.55	$-55.00	60.00	11	2.0	82.000	-0.79	2024-03-12
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-0.81	-0.32	-1.42	0.60	0.10	2.57	3.38	-0.50	$-50.00	60.00	10	30.0	79.000	-0.81	2024-03-11
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-1.09	-0.42	-1.53	0.60	0.10	2.57	3.66	-0.50	$-50.00	60.00	7	17.0	79.000	-1.09	2024-03-08
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-1.33	-0.52	-1.32	0.60	0.10	2.57	3.90	-0.50	$-50.00	60.00	6	17.0	71.000	-1.33	2024-03-07
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-1.09	-0.42	-1.34	0.60	0.10	2.57	3.66	-0.50	$-50.00	60.00	5	30.0	66.000	-1.09	2024-03-06
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.50	-0.83	$-1.11	-0.43	-1.44	0.60	0.10	2.57	3.68	-0.50	$-50.00	60.00	4	2.0	64.000	-1.11	2024-03-05
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.40	-0.67	$-0.63	-0.25	-2.19	0.60	0.20	2.57	3.20	-0.40	$-40.00	60.00	3	54.0	0.000	-0.63	2024-03-04
REAL240419P00002500	REAL	PUT	Long	2.50	None	$-0.30	-0.50	$-0.19	-0.07	-1.27	0.60	0.30	2.57	2.76	-0.30	$-30.00	60.00	2	42.0	0.000	-0.19	2024-03-03
REAL240419P00002500	REAL	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.30; Exit EQ PnL: -0.19	$-0.30	-0.50	$-0.19	-0.07	-1.27	0.60	0.30	2.57	2.76	-0.30	$-30.00	60.00	1	42.0	0.000	-0.19	2024-03-02
REAL240419P00002500	REAL	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	2.57	2.57	0.00	$0.00	60.00	0	9.0	0.000	-0.00	2024-03-01

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