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View Outliers PnL Drill-Down: REAL241018P00003000

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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
2024-09-17	REAL	REAL241018P00003000	3.00	10.0	9.000	0.852	0.373	0.3	0.1	0.000	0.390	0.190	0.30	3.19	2024-10-18	PUT	Long	0.393	0.417	0.145

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
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.29	-0.97	$-0.17	-0.05	0.32	0.30	0.01	3.20	3.37	-0.29	$-29.00	30.00	29	3.0	85.000	-0.17	2024-10-16
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.12	-0.04	-0.02	0.30	0.19	3.20	3.32	-0.11	$-11.00	30.00	27	25.0	85.000	-0.12	2024-10-14
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.18	-0.06	0.28	0.30	0.19	3.20	3.38	-0.11	$-11.00	30.00	24	25.0	85.000	-0.18	2024-10-11
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.11	-0.03	-0.05	0.30	0.19	3.20	3.31	-0.11	$-11.00	30.00	23	25.0	85.000	-0.11	2024-10-10
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.19	-0.06	0.00	0.30	0.19	3.20	3.39	-0.11	$-11.00	30.00	22	25.0	85.000	-0.19	2024-10-09
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.03	-0.01	-0.13	0.30	0.19	3.20	3.23	-0.11	$-11.00	30.00	20	25.0	85.000	-0.03	2024-10-07
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.03	-0.01	-0.74	0.30	0.19	3.20	3.23	-0.11	$-11.00	30.00	19	25.0	0.000	-0.03	2024-10-06
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.03	-0.01	-0.18	0.30	0.19	3.20	3.23	-0.11	$-11.00	30.00	18	25.0	85.000	-0.03	2024-10-05
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.11	-0.37	$-0.03	-0.01	-0.21	0.30	0.19	3.20	3.23	-0.11	$-11.00	30.00	17	25.0	85.000	-0.03	2024-10-04
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.15	-0.50	$0.19	0.06	-0.04	0.30	0.15	3.20	3.01	-0.15	$-15.00	30.00	16	4.0	87.000	0.19	2024-10-03
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.15	-0.50	$0.21	0.07	-0.10	0.30	0.15	3.20	2.99	-0.15	$-15.00	30.00	15	4.0	84.000	0.21	2024-10-02
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.18	-0.60	$0.28	0.09	-0.07	0.30	0.12	3.20	2.92	-0.18	$-18.00	30.00	14	14.0	84.000	0.28	2024-10-01
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.18	-0.60	$0.06	0.02	-0.19	0.30	0.12	3.20	3.14	-0.18	$-18.00	30.00	13	14.0	84.000	0.06	2024-09-30
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.18	-0.60	$-0.05	-0.02	-0.74	0.30	0.12	3.20	3.25	-0.18	$-18.00	30.00	12	14.0	84.000	-0.05	2024-09-29
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.18	-0.60	$-0.05	-0.02	-0.00	0.30	0.12	3.20	3.25	-0.18	$-18.00	30.00	11	14.0	82.000	-0.05	2024-09-28
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.18	-0.60	$-0.05	-0.02	-0.03	0.30	0.12	3.20	3.25	-0.18	$-18.00	30.00	10	14.0	82.000	-0.05	2024-09-27
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.15	-0.50	$0.08	0.02	-0.03	0.30	0.15	3.20	3.12	-0.15	$-15.00	30.00	9	6.0	76.000	0.08	2024-09-26
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.08	-0.27	$0.11	0.03	-0.08	0.30	0.22	3.20	3.09	-0.08	$-8.00	30.00	8	42.0	34.000	0.11	2024-09-25
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.10	-0.33	$-0.02	-0.01	-0.03	0.30	0.20	3.20	3.22	-0.10	$-10.00	30.00	7	15.0	34.000	-0.02	2024-09-24
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.10	-0.33	$-0.01	-0.00	-0.14	0.30	0.20	3.20	3.21	-0.10	$-10.00	30.00	6	15.0	19.000	-0.01	2024-09-23
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.14	-0.47	$-0.04	-0.01	-0.74	0.30	0.16	3.20	3.24	-0.14	$-14.00	30.00	5	4.0	0.000	-0.04	2024-09-22
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.14	-0.47	$-0.04	-0.01	-0.14	0.30	0.16	3.20	3.24	-0.14	$-14.00	30.00	3	4.0	17.000	-0.04	2024-09-20
REAL241018P00003000	REAL	PUT	Long	3.00	None	$-0.15	-0.50	$-0.06	-0.02	0.01	0.30	0.15	3.20	3.26	-0.15	$-15.00	30.00	2	8.0	17.000	-0.06	2024-09-19
REAL241018P00003000	REAL	PUT	Long	3.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.07; Exit EQ PnL: -0.14	$-0.15	-0.50	$-0.01	-0.00	-0.27	0.30	0.15	3.20	3.21	-0.15	$-15.00	30.00	1	8.0	12.000	-0.01	2024-09-18
REAL241018P00003000	REAL	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	3.20	3.20	0.00	$0.00	30.00	0	10.0	9.000	-0.00	2024-09-17

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