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View Outliers PnL Drill-Down: REAL241220P00003500

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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
2024-11-05	REAL	REAL241220P00003500	3.50	10.0	12.000	0.793	0.328	0.3	0.1	-0.010	0.460	0.280	0.80	3.66	2024-12-20	PUT	Long	0.405	0.445	0.200

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
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.16	-1.41	5.58	0.80	0.08	3.66	8.82	-0.72	$-72.00	80.00	44	25.0	53.000	-5.16	2024-12-19
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-4.90	-1.34	4.33	0.80	0.08	3.66	8.56	-0.72	$-72.00	80.00	43	25.0	53.000	-4.90	2024-12-18
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.85	-1.60	4.02	0.80	0.08	3.66	9.51	-0.72	$-72.00	80.00	42	25.0	53.000	-5.85	2024-12-17
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.59	-1.53	3.40	0.80	0.08	3.66	9.25	-0.72	$-72.00	80.00	41	25.0	53.000	-5.59	2024-12-16
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.13	-1.40	2.40	0.80	0.08	3.66	8.79	-0.72	$-72.00	80.00	38	25.0	53.000	-5.13	2024-12-13
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.20	-1.42	2.24	0.80	0.08	3.66	8.86	-0.72	$-72.00	80.00	37	25.0	53.000	-5.20	2024-12-12
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.67	-1.55	2.21	0.80	0.08	3.66	9.33	-0.72	$-72.00	80.00	36	25.0	53.000	-5.67	2024-12-11
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.40	-1.48	1.99	0.80	0.08	3.66	9.06	-0.72	$-72.00	80.00	35	25.0	53.000	-5.40	2024-12-10
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-5.30	-1.45	1.86	0.80	0.08	3.66	8.96	-0.72	$-72.00	80.00	34	25.0	53.000	-5.30	2024-12-09
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.78	-0.76	3.23	0.80	0.08	3.66	6.44	-0.72	$-72.00	80.00	33	25.0	53.000	-2.78	2024-12-08
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.78	-0.76	2.80	0.80	0.08	3.66	6.44	-0.72	$-72.00	80.00	31	25.0	53.000	-2.78	2024-12-06
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.46	-0.67	2.54	0.80	0.08	3.66	6.12	-0.72	$-72.00	80.00	30	25.0	53.000	-2.46	2024-12-05
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.49	-0.68	2.36	0.80	0.08	3.66	6.15	-0.72	$-72.00	80.00	29	25.0	53.000	-2.49	2024-12-04
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.24	-0.61	2.25	0.80	0.08	3.66	5.90	-0.72	$-72.00	80.00	28	25.0	53.000	-2.24	2024-12-03
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.38	-0.65	2.23	0.80	0.08	3.66	6.04	-0.72	$-72.00	80.00	27	25.0	53.000	-2.38	2024-12-02
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.22	-0.61	-0.29	0.80	0.08	3.66	5.88	-0.72	$-72.00	80.00	26	25.0	0.000	-2.22	2024-12-01
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.22	-0.61	0.47	0.80	0.08	3.66	5.88	-0.72	$-72.00	80.00	25	25.0	53.000	-2.22	2024-11-30
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-2.10	-0.57	1.90	0.80	0.08	3.66	5.76	-0.72	$-72.00	80.00	23	25.0	53.000	-2.10	2024-11-28
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-1.69	-0.46	1.60	0.80	0.08	3.66	5.35	-0.72	$-72.00	80.00	22	25.0	53.000	-1.69	2024-11-27
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-1.63	-0.45	1.52	0.80	0.08	3.66	5.29	-0.72	$-72.00	80.00	21	25.0	53.000	-1.63	2024-11-26
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-1.67	-0.46	0.88	0.80	0.08	3.66	5.33	-0.72	$-72.00	80.00	20	25.0	53.000	-1.67	2024-11-25
REAL241220P00003500	REAL	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.72	-0.90	$-1.08	-0.30	0.11	0.80	0.08	3.66	4.74	-0.72	$-72.00	80.00	19	25.0	53.000	-1.08	2024-11-24
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-1.08	-0.30	0.08	0.80	0.08	3.66	4.74	-0.72	$-72.00	80.00	18	25.0	53.000	-1.08	2024-11-23
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-1.08	-0.30	0.07	0.80	0.08	3.66	4.74	-0.72	$-72.00	80.00	17	25.0	53.000	-1.08	2024-11-22
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-0.82	-0.22	-0.06	0.80	0.08	3.66	4.48	-0.72	$-72.00	80.00	16	25.0	53.000	-0.82	2024-11-21
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.72	-0.90	$-0.77	-0.21	0.01	0.80	0.08	3.66	4.43	-0.72	$-72.00	80.00	15	25.0	53.000	-0.77	2024-11-20
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.65	-0.81	$-0.66	-0.18	0.04	0.80	0.15	3.66	4.32	-0.65	$-65.00	80.00	14	1.0	53.000	-0.66	2024-11-19
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.65	-0.81	$-0.35	-0.10	-0.16	0.80	0.15	3.66	4.01	-0.65	$-65.00	80.00	13	1.0	53.000	-0.35	2024-11-18
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.65	-0.81	$-0.33	-0.09	-0.04	0.80	0.15	3.66	3.99	-0.65	$-65.00	80.00	12	1.0	53.000	-0.33	2024-11-17
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.65	-0.81	$-0.33	-0.09	-0.04	0.80	0.15	3.66	3.99	-0.65	$-65.00	80.00	11	1.0	53.000	-0.33	2024-11-16
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.65	-0.81	$-0.33	-0.09	-0.20	0.80	0.15	3.66	3.99	-0.65	$-65.00	80.00	10	1.0	53.000	-0.33	2024-11-15
REAL241220P00003500	REAL	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.67	-0.84	$-0.33	-0.09	-0.14	0.80	0.13	3.66	3.99	-0.67	$-67.00	80.00	9	2.0	48.000	-0.33	2024-11-14
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.67	-0.84	$-0.48	-0.13	-0.13	0.80	0.13	3.66	4.14	-0.67	$-67.00	80.00	8	3.0	46.000	-0.48	2024-11-13
REAL241220P00003500	REAL	PUT	Long	3.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.60	-0.75	$-0.12	-0.03	-0.06	0.80	0.20	3.66	3.78	-0.60	$-60.00	80.00	7	1.0	45.000	-0.12	2024-11-12
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.60	-0.75	$-0.10	-0.03	-0.03	0.80	0.20	3.66	3.76	-0.60	$-60.00	80.00	6	8.0	37.000	-0.10	2024-11-11
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.60	-0.75	$-0.10	-0.03	-0.14	0.80	0.20	3.66	3.76	-0.60	$-60.00	80.00	5	25.0	12.000	-0.10	2024-11-10
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.60	-0.75	$-0.10	-0.03	-0.15	0.80	0.20	3.66	3.76	-0.60	$-60.00	80.00	4	25.0	12.000	-0.10	2024-11-09
REAL241220P00003500	REAL	PUT	Long	3.50	None	$-0.60	-0.75	$-0.01	-0.00	-0.12	0.80	0.20	3.66	3.67	-0.60	$-60.00	80.00	3	25.0	12.000	-0.01	2024-11-08
REAL241220P00003500	REAL	PUT	Long	3.50	None	$0.00	0.00	$-0.08	-0.02	-0.03	0.80	0.80	3.66	3.74	0.00	$0.00	80.00	2	10.0	12.000	-0.08	2024-11-07
REAL241220P00003500	REAL	PUT	Long	3.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.17	$0.00	0.00	$-0.11	-0.03	-0.27	0.80	0.80	3.66	3.77	0.00	$0.00	80.00	1	10.0	12.000	-0.11	2024-11-06
REAL241220P00003500	REAL	PUT	Long	3.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	3.66	3.66	0.00	$0.00	80.00	0	10.0	12.000	-0.00	2024-11-05

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