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View Outliers PnL Drill-Down: ROKU231208P00070000

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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
2023-11-02	ROKU	ROKU231208P00070000	70.00	12.0	1.000	0.543	0.328	8.6	0.3	-0.040	9.700	1.400	1.97	78.05	2023-12-08	PUT	Long	0.225	0.357	0.307

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	ROKU	0.818	0.069	0.324	0.151	0.178	-0.062	83.39	-0.204	0.0000	51.67	98.57	21	1y	73.50

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
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-22.63	-0.29	3.09	1.97	0.02	78.05	100.68	-1.95	$-195.00	197.00	35	1.0	56.000	-22.63	2023-12-07
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-24.31	-0.31	1.87	1.97	0.02	78.05	102.36	-1.95	$-195.00	197.00	34	0.0	56.000	-24.31	2023-12-06
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.96	-0.99	$-27.14	-0.35	1.03	1.97	0.01	78.05	105.19	-1.96	$-196.00	197.00	33	0.0	56.000	-27.14	2023-12-05
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-26.43	-0.34	0.61	1.97	0.02	78.05	104.48	-1.95	$-195.00	197.00	32	0.0	56.000	-26.43	2023-12-04
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-25.49	-0.33	0.74	1.97	0.02	78.05	103.54	-1.95	$-195.00	197.00	31	0.0	56.000	-25.49	2023-12-03
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-25.49	-0.33	0.64	1.97	0.02	78.05	103.54	-1.95	$-195.00	197.00	30	0.0	56.000	-25.49	2023-12-02
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-25.49	-0.33	0.57	1.97	0.02	78.05	103.54	-1.95	$-195.00	197.00	29	0.0	56.000	-25.49	2023-12-01
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-26.15	-0.34	0.52	1.97	0.02	78.05	104.20	-1.95	$-195.00	197.00	28	0.0	56.000	-26.15	2023-11-30
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-28.70	-0.37	0.56	1.97	0.02	78.05	106.75	-1.95	$-195.00	197.00	27	0.0	56.000	-28.70	2023-11-29
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-28.82	-0.37	0.47	1.97	0.02	78.05	106.87	-1.95	$-195.00	197.00	26	0.0	56.000	-28.82	2023-11-28
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.95	-0.99	$-25.99	-0.33	0.41	1.97	0.02	78.05	104.04	-1.95	$-195.00	197.00	25	0.0	56.000	-25.99	2023-11-27
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.90	-0.96	$-16.88	-0.22	0.18	1.97	0.07	78.05	94.93	-1.90	$-190.00	197.00	22	0.0	0.000	-16.88	2023-11-24
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.90	-0.96	$-16.73	-0.21	-0.29	1.97	0.07	78.05	94.78	-1.90	$-190.00	197.00	21	0.0	0.000	-16.73	2023-11-23
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.90	-0.96	$-14.79	-0.19	0.05	1.97	0.07	78.05	92.84	-1.90	$-190.00	197.00	20	0.0	56.000	-14.79	2023-11-22
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.90	-0.96	$-15.55	-0.20	0.08	1.97	0.07	78.05	93.60	-1.90	$-190.00	197.00	19	0.0	72.000	-15.55	2023-11-21
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.91	-0.97	$-16.94	-0.22	0.09	1.97	0.06	78.05	94.99	-1.91	$-191.00	197.00	18	0.0	71.000	-16.94	2023-11-20
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.85	-0.94	$-14.92	-0.19	0.08	1.97	0.12	78.05	92.97	-1.85	$-185.00	197.00	17	0.0	71.000	-14.92	2023-11-19
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.85	-0.94	$-14.92	-0.19	0.07	1.97	0.12	78.05	92.97	-1.85	$-185.00	197.00	15	0.0	71.000	-14.92	2023-11-17
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.76	-0.89	$-11.45	-0.15	0.04	1.97	0.21	78.05	89.50	-1.76	$-176.00	197.00	14	0.0	72.000	-11.45	2023-11-16
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.77	-0.90	$-13.05	-0.17	0.05	1.97	0.20	78.05	91.10	-1.77	$-177.00	197.00	13	0.0	69.000	-13.05	2023-11-15
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.72	-0.87	$-10.05	-0.13	0.01	1.97	0.25	78.05	88.10	-1.72	$-172.00	197.00	12	0.0	61.000	-10.05	2023-11-14
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.44	-0.73	$-5.92	-0.08	-0.02	1.97	0.53	78.05	83.97	-1.44	$-144.00	197.00	11	0.0	71.000	-5.92	2023-11-13
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.19	-0.60	$-3.26	-0.04	-0.01	1.97	0.78	78.05	81.31	-1.19	$-119.00	197.00	8	0.0	61.000	-3.26	2023-11-10
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.18	-0.60	$-3.53	-0.05	-0.42	1.97	0.79	78.05	81.58	-1.18	$-118.00	197.00	7	0.0	0.000	-3.53	2023-11-09
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.18	-0.60	$-3.53	-0.05	-0.02	1.97	0.79	78.05	81.58	-1.18	$-118.00	197.00	6	0.0	50.000	-3.53	2023-11-08
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.20	-0.61	$-4.79	-0.06	-0.01	1.97	0.77	78.05	82.84	-1.20	$-120.00	197.00	5	0.0	50.000	-4.79	2023-11-07
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.16	-0.59	$-5.25	-0.07	-0.00	1.97	0.81	78.05	83.30	-1.16	$-116.00	197.00	4	0.0	43.000	-5.25	2023-11-06
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$-1.16	-0.59	$-5.25	-0.07	-0.00	1.97	0.81	78.05	83.30	-1.16	$-116.00	197.00	3	0.0	43.000	-5.25	2023-11-05
ROKU231208P00070000	ROKU	PUT	Long	70.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-1.12; Exit EQ PnL: -6.70	$-1.12	-0.57	$-6.70	-0.09	-0.01	1.97	0.85	78.05	84.75	-1.12	$-112.00	197.00	1	0.0	9.000	-6.70	2023-11-03
ROKU231208P00070000	ROKU	PUT	Long	70.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.97	1.97	78.05	78.05	0.00	$0.00	197.00	0	12.0	1.000	-0.00	2023-11-02

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