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View Outliers PnL Drill-Down: SABR231215P00004000

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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	SABR	SABR231215P00004000	4.00	103.0	4.000	0.676	0.290	0.2	0.1	-0.010	0.410	0.250	0.32	4.14	2023-12-15	PUT	Long	0.325	0.369	0.183

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	SABR	0.909	0.121	0.330	0.178	0.152	-0.135	3.96	-0.181	0.0000	1.90	4.62	21	1y	3.64

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
SABR231215P00004000	SABR	PUT	Long	4.00	None	$-0.30	-0.94	$-0.29	-0.07	0.48	0.32	0.02	4.14	4.43	-0.30	$-30.00	32.00	42	6.0	456.000	-0.29	2023-12-14
SABR231215P00004000	SABR	PUT	Long	4.00	None	$-0.29	-0.91	$-0.17	-0.04	0.07	0.32	0.03	4.14	4.31	-0.29	$-29.00	32.00	41	66.0	476.000	-0.17	2023-12-13
SABR231215P00004000	SABR	PUT	Long	4.00	None	$-0.20	-0.62	$0.14	0.03	0.07	0.32	0.12	4.14	4.00	-0.20	$-20.00	32.00	40	3.0	474.000	0.14	2023-12-12
SABR231215P00004000	SABR	PUT	Long	4.00	None	$-0.21	-0.66	$0.07	0.02	0.10	0.32	0.11	4.14	4.07	-0.21	$-21.00	32.00	39	1.0	474.000	0.07	2023-12-11
SABR231215P00004000	SABR	PUT	Long	4.00	None	$-0.10	-0.31	$0.26	0.06	-0.09	0.32	0.22	4.14	3.88	-0.10	$-10.00	32.00	36	11.0	471.000	0.26	2023-12-08
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.08	0.25	$0.47	0.11	0.03	0.32	0.40	4.14	3.67	0.08	$8.00	32.00	35	20.0	471.000	0.47	2023-12-07
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.08	0.25	$0.63	0.15	0.07	0.32	0.40	4.14	3.51	0.08	$8.00	32.00	34	0.0	491.000	0.63	2023-12-06
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.10	0.31	$0.58	0.14	-0.08	0.32	0.42	4.14	3.56	0.10	$10.00	32.00	33	0.0	471.000	0.58	2023-12-05
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.18	0.56	$0.30	0.07	-0.11	0.32	0.50	4.14	3.84	0.18	$18.00	32.00	32	0.0	471.000	0.30	2023-12-04
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.18	0.56	$0.34	0.08	-0.04	0.32	0.50	4.14	3.80	0.18	$18.00	32.00	31	0.0	471.000	0.34	2023-12-03
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.18	0.56	$0.34	0.08	-0.06	0.32	0.50	4.14	3.80	0.18	$18.00	32.00	30	0.0	471.000	0.34	2023-12-02
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.18	0.56	$0.34	0.08	-0.03	0.32	0.50	4.14	3.80	0.18	$18.00	32.00	29	0.0	471.000	0.34	2023-12-01
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.18	0.56	$0.61	0.15	-0.02	0.32	0.50	4.14	3.53	0.18	$18.00	32.00	28	0.0	451.000	0.61	2023-11-30
SABR231215P00004000	SABR	PUT	Long	4.00	None	$-0.01	-0.03	$0.50	0.12	0.04	0.32	0.31	4.14	3.64	-0.01	$-1.00	32.00	27	0.0	401.000	0.50	2023-11-29
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.08	0.25	$0.49	0.12	-0.13	0.32	0.40	4.14	3.65	0.08	$8.00	32.00	26	0.0	401.000	0.49	2023-11-28
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.08	0.25	$0.55	0.13	0.21	0.32	0.40	4.14	3.59	0.08	$8.00	32.00	25	0.0	401.000	0.55	2023-11-27
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.02	0.06	$0.30	0.07	-0.09	0.32	0.34	4.14	3.84	0.02	$2.00	32.00	22	0.0	0.000	0.30	2023-11-24
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.02	0.06	$0.38	0.09	-0.68	0.32	0.34	4.14	3.76	0.02	$2.00	32.00	21	0.0	0.000	0.38	2023-11-23
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.12	0.38	$0.31	0.07	-0.16	0.32	0.44	4.14	3.83	0.12	$12.00	32.00	20	0.0	389.000	0.31	2023-11-22
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.12	0.38	$0.45	0.11	-0.13	0.32	0.44	4.14	3.69	0.12	$12.00	32.00	19	0.0	386.000	0.45	2023-11-21
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.00	0.00	$0.28	0.07	-0.08	0.32	0.32	4.14	3.86	0.00	$0.00	32.00	18	0.0	376.000	0.28	2023-11-20
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.00	0.00	$0.26	0.06	-0.08	0.32	0.32	4.14	3.88	0.00	$0.00	32.00	17	0.0	240.000	0.26	2023-11-19
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.00	0.00	$0.26	0.06	-0.09	0.32	0.32	4.14	3.88	0.00	$0.00	32.00	15	0.0	240.000	0.26	2023-11-17
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.11	0.34	$0.43	0.10	-0.07	0.32	0.43	4.14	3.71	0.11	$11.00	32.00	14	0.0	220.000	0.43	2023-11-16
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.08	0.25	$0.38	0.09	-0.08	0.32	0.40	4.14	3.76	0.08	$8.00	32.00	13	0.0	220.000	0.38	2023-11-15
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.46	0.11	-0.03	0.32	0.49	4.14	3.68	0.17	$17.00	32.00	12	0.0	220.000	0.46	2023-11-14
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.79	0.19	-0.14	0.32	0.49	4.14	3.35	0.17	$17.00	32.00	11	0.0	220.000	0.79	2023-11-13
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.78	0.19	-0.05	0.32	0.49	4.14	3.36	0.17	$17.00	32.00	8	0.0	220.000	0.78	2023-11-10
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.88	0.21	-0.68	0.32	0.49	4.14	3.26	0.17	$17.00	32.00	7	0.0	0.000	0.88	2023-11-09
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.88	0.21	-0.05	0.32	0.49	4.14	3.26	0.17	$17.00	32.00	6	0.0	220.000	0.88	2023-11-08
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.70	0.17	0.07	0.32	0.49	4.14	3.44	0.17	$17.00	32.00	5	0.0	220.000	0.70	2023-11-07
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.57	0.14	-0.06	0.32	0.49	4.14	3.57	0.17	$17.00	32.00	4	0.0	143.000	0.57	2023-11-06
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.17	0.53	$0.57	0.14	-0.06	0.32	0.49	4.14	3.57	0.17	$17.00	32.00	3	0.0	143.000	0.57	2023-11-05
SABR231215P00004000	SABR	PUT	Long	4.00	Exit OP PnL: $-0.09;Exit EQ PnL: 0.01; Position is Long and position continued to lose. Latest OP price is: $0.23 (EQ: $4.13). Initial OP price was: $0.32 (EQ: $4.14). Surpassed Stop Loss Percentage: -0.28125 < -0.16.	$-0.09	-0.28	$0.01	0.00	-0.04	0.32	0.23	4.14	4.13	-0.09	$-9.00	32.00	1	0.0	106.000	0.01	2023-11-03
SABR231215P00004000	SABR	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.32	0.32	4.14	4.14	0.00	$0.00	32.00	0	103.0	4.000	-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