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View Outliers PnL Drill-Down: RES240920P00007500

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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
2024-07-25	RES	RES240920P00007500	7.50	20.0	2230.000	0.402	0.274	0.1	0.6	-0.020	0.260	0.770	0.80	6.93	2024-09-20	PUT	Long	0.175	0.257	0.201

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	RES	0.818	0.059	0.217	0.117	0.132	-0.012	5.93	0.121	0.0000	5.64	8.04	21	1y	5.99

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
RES240920P00007500	RES	PUT	Long	7.50	None	$0.34	0.42	$0.38	0.05	1.18	0.80	1.14	6.93	6.55	0.34	$34.00	80.00	56	2.0	903.000	0.38	2024-09-19
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.57	0.08	0.71	0.80	1.13	6.93	6.36	0.33	$33.00	80.00	55	7.0	903.000	0.57	2024-09-18
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.48	0.07	0.77	0.80	1.13	6.93	6.45	0.33	$33.00	80.00	54	7.0	903.000	0.48	2024-09-17
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.88	0.13	0.79	0.80	1.13	6.93	6.05	0.33	$33.00	80.00	53	7.0	903.000	0.88	2024-09-16
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$1.15	0.17	0.54	0.80	1.13	6.93	5.78	0.33	$33.00	80.00	51	7.0	903.000	1.15	2024-09-14
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$1.15	0.17	0.74	0.80	1.13	6.93	5.78	0.33	$33.00	80.00	50	7.0	903.000	1.15	2024-09-13
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$1.20	0.17	2.04	0.80	1.13	6.93	5.73	0.33	$33.00	80.00	49	7.0	903.000	1.20	2024-09-12
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$1.17	0.17	0.44	0.80	1.13	6.93	5.76	0.33	$33.00	80.00	48	7.0	903.000	1.17	2024-09-11
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.94	0.14	0.53	0.80	1.13	6.93	5.99	0.33	$33.00	80.00	47	7.0	903.000	0.94	2024-09-10
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.95	0.14	0.43	0.80	1.13	6.93	5.98	0.33	$33.00	80.00	46	7.0	903.000	0.95	2024-09-09
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.96	0.14	1.00	0.80	1.13	6.93	5.97	0.33	$33.00	80.00	45	7.0	903.000	0.96	2024-09-08
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.96	0.14	0.29	0.80	1.13	6.93	5.97	0.33	$33.00	80.00	43	7.0	903.000	0.96	2024-09-06
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$1.02	0.15	0.38	0.80	1.13	6.93	5.91	0.33	$33.00	80.00	42	7.0	909.000	1.02	2024-09-05
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.93	0.13	0.27	0.80	1.13	6.93	6.00	0.33	$33.00	80.00	41	7.0	0.000	0.93	2024-09-04
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.51	0.07	0.21	0.80	1.13	6.93	6.42	0.33	$33.00	80.00	37	7.0	953.000	0.51	2024-08-31
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.51	0.07	0.30	0.80	1.13	6.93	6.42	0.33	$33.00	80.00	36	7.0	953.000	0.51	2024-08-30
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.53	0.08	0.12	0.80	1.13	6.93	6.40	0.33	$33.00	80.00	35	7.0	953.000	0.53	2024-08-29
RES240920P00007500	RES	PUT	Long	7.50	None	$0.33	0.41	$0.58	0.08	0.26	0.80	1.13	6.93	6.35	0.33	$33.00	80.00	34	7.0	953.000	0.58	2024-08-28
RES240920P00007500	RES	PUT	Long	7.50	None	$0.34	0.42	$0.54	0.08	-0.40	0.80	1.14	6.93	6.39	0.34	$34.00	80.00	33	5.0	958.000	0.54	2024-08-27
RES240920P00007500	RES	PUT	Long	7.50	None	$0.34	0.42	$0.48	0.07	0.51	0.80	1.14	6.93	6.45	0.34	$34.00	80.00	32	5.0	1054.000	0.48	2024-08-26
RES240920P00007500	RES	PUT	Long	7.50	None	$0.46	0.58	$0.45	0.06	1.30	0.80	1.26	6.93	6.48	0.46	$46.00	80.00	31	2.0	1054.000	0.45	2024-08-25
RES240920P00007500	RES	PUT	Long	7.50	None	$0.46	0.58	$0.45	0.06	1.27	0.80	1.26	6.93	6.48	0.46	$46.00	80.00	30	2.0	1054.000	0.45	2024-08-24
RES240920P00007500	RES	PUT	Long	7.50	None	$0.46	0.58	$0.44	0.06	-0.00	0.80	1.26	6.93	6.49	0.46	$46.00	80.00	29	2.0	1054.000	0.44	2024-08-23
RES240920P00007500	RES	PUT	Long	7.50	None	$0.46	0.58	$0.69	0.10	0.22	0.80	1.26	6.93	6.24	0.46	$46.00	80.00	28	2.0	1052.000	0.69	2024-08-22
RES240920P00007500	RES	PUT	Long	7.50	None	$0.38	0.48	$0.73	0.11	1.39	0.80	1.18	6.93	6.20	0.38	$38.00	80.00	27	1528.0	1389.000	0.73	2024-08-21
RES240920P00007500	RES	PUT	Long	7.50	None	$0.38	0.48	$0.74	0.11	0.40	0.80	1.18	6.93	6.19	0.38	$38.00	80.00	26	1528.0	1493.000	0.74	2024-08-20
RES240920P00007500	RES	PUT	Long	7.50	None	$0.38	0.48	$0.57	0.08	0.64	0.80	1.18	6.93	6.36	0.38	$38.00	80.00	25	1528.0	1493.000	0.57	2024-08-19
RES240920P00007500	RES	PUT	Long	7.50	None	$0.38	0.48	$0.62	0.09	0.08	0.80	1.18	6.93	6.31	0.38	$38.00	80.00	24	1528.0	1550.000	0.62	2024-08-18
RES240920P00007500	RES	PUT	Long	7.50	None	$0.38	0.48	$0.62	0.09	0.08	0.80	1.18	6.93	6.31	0.38	$38.00	80.00	23	1528.0	1550.000	0.62	2024-08-17
RES240920P00007500	RES	PUT	Long	7.50	None	$0.38	0.48	$0.61	0.09	0.26	0.80	1.18	6.93	6.32	0.38	$38.00	80.00	22	1528.0	1550.000	0.61	2024-08-16
RES240920P00007500	RES	PUT	Long	7.50	None	$0.25	0.31	$0.65	0.09	0.11	0.80	1.05	6.93	6.28	0.25	$25.00	80.00	21	1.0	2212.000	0.65	2024-08-15
RES240920P00007500	RES	PUT	Long	7.50	None	$0.25	0.31	$0.62	0.09	0.11	0.80	1.05	6.93	6.31	0.25	$25.00	80.00	20	1.0	2212.000	0.62	2024-08-14
RES240920P00007500	RES	PUT	Long	7.50	None	$0.25	0.31	$0.59	0.09	0.10	0.80	1.05	6.93	6.34	0.25	$25.00	80.00	19	1.0	2212.000	0.59	2024-08-13
RES240920P00007500	RES	PUT	Long	7.50	None	$0.25	0.31	$0.53	0.08	0.09	0.80	1.05	6.93	6.40	0.25	$25.00	80.00	18	1.0	2212.000	0.53	2024-08-12
RES240920P00007500	RES	PUT	Long	7.50	None	$0.25	0.31	$0.62	0.09	0.12	0.80	1.05	6.93	6.31	0.25	$25.00	80.00	15	1.0	2212.000	0.62	2024-08-09
RES240920P00007500	RES	PUT	Long	7.50	None	$0.25	0.31	$0.53	0.08	0.32	0.80	1.05	6.93	6.40	0.25	$25.00	80.00	14	1.0	2212.000	0.53	2024-08-08
RES240920P00007500	RES	PUT	Long	7.50	None	$0.25	0.31	$0.41	0.06	0.23	0.80	1.05	6.93	6.52	0.25	$25.00	80.00	13	19.0	2212.000	0.41	2024-08-07
RES240920P00007500	RES	PUT	Long	7.50	None	$0.00	0.00	$0.42	0.06	0.18	0.80	0.80	6.93	6.51	0.00	$0.00	80.00	12	20.0	2212.000	0.42	2024-08-06
RES240920P00007500	RES	PUT	Long	7.50	None	$0.00	0.00	$-0.09	-0.01	0.02	0.80	0.80	6.93	7.02	0.00	$0.00	80.00	4	20.0	2212.000	-0.09	2024-07-29
RES240920P00007500	RES	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.21	$0.00	0.00	$-0.03	-0.00	0.16	0.80	0.80	6.93	6.96	0.00	$0.00	80.00	1	20.0	2212.000	-0.03	2024-07-26
RES240920P00007500	RES	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	6.93	6.93	0.00	$0.00	80.00	0	20.0	2230.000	-0.00	2024-07-25

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