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View Outliers PnL Drill-Down: SANA240216P00002500

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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
2024-01-10	SANA	SANA240216P00002500	2.50	439.0	1093.000	2.125	0.471	4.7	0.0	-0.040	4.730	0.040	0.10	7.18	2024-02-16	PUT	Long	0.461	0.565	0.393

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	SANA	0.909	0.188	0.429	0.262	0.355	0.167	1.91	0.000	0.0000	1.89	11.27	21	1y	3.43

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
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$0.71	0.10	1.34	0.10	0.05	7.18	6.47	-0.05	$-5.00	10.00	30	1.0	1299.000	0.71	2024-02-09
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.02	0.14	1.00	0.10	0.05	7.18	6.16	-0.05	$-5.00	10.00	29	1.0	1299.000	1.02	2024-02-08
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.08	0.15	0.81	0.10	0.05	7.18	6.10	-0.05	$-5.00	10.00	28	1.0	1299.000	1.08	2024-02-07
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$0.89	0.12	0.75	0.10	0.05	7.18	6.29	-0.05	$-5.00	10.00	27	1.0	1299.000	0.89	2024-02-06
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.15	0.16	-1.62	0.10	0.05	7.18	6.03	-0.05	$-5.00	10.00	26	1.0	1299.000	1.15	2024-02-05
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.44	0.20	-1.62	0.10	0.05	7.18	5.74	-0.05	$-5.00	10.00	25	1.0	1299.000	1.44	2024-02-04
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.44	0.20	0.16	0.10	0.05	7.18	5.74	-0.05	$-5.00	10.00	23	1.0	1299.000	1.44	2024-02-02
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.35	0.19	0.12	0.10	0.05	7.18	5.83	-0.05	$-5.00	10.00	22	1.0	1299.000	1.35	2024-02-01
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.69	0.24	-0.06	0.10	0.05	7.18	5.49	-0.05	$-5.00	10.00	21	1.0	1299.000	1.69	2024-01-31
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.53	0.21	-0.06	0.10	0.05	7.18	5.65	-0.05	$-5.00	10.00	20	1.0	1299.000	1.53	2024-01-30
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.20	0.17	-0.03	0.10	0.05	7.18	5.98	-0.05	$-5.00	10.00	19	1.0	1299.000	1.20	2024-01-29
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.71	0.24	-0.22	0.10	0.05	7.18	5.47	-0.05	$-5.00	10.00	18	1.0	1299.000	1.71	2024-01-28
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.71	0.24	-0.28	0.10	0.05	7.18	5.47	-0.05	$-5.00	10.00	17	1.0	1299.000	1.71	2024-01-27
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.71	0.24	-0.31	0.10	0.05	7.18	5.47	-0.05	$-5.00	10.00	16	1.0	1299.000	1.71	2024-01-26
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.83	0.25	-0.41	0.10	0.05	7.18	5.35	-0.05	$-5.00	10.00	15	1.0	1299.000	1.83	2024-01-25
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.86	0.26	-0.44	0.10	0.05	7.18	5.32	-0.05	$-5.00	10.00	14	72.0	1299.000	1.86	2024-01-24
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.84	0.26	-0.47	0.10	0.05	7.18	5.34	-0.05	$-5.00	10.00	13	72.0	1299.000	1.84	2024-01-23
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.79	0.25	-0.48	0.10	0.05	7.18	5.39	-0.05	$-5.00	10.00	12	72.0	1299.000	1.79	2024-01-22
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$2.12	0.30	-0.67	0.10	0.05	7.18	5.06	-0.05	$-5.00	10.00	9	41.0	1299.000	2.12	2024-01-19
SANA240216P00002500	SANA	PUT	Long	2.50	None	$0.00	0.00	$1.53	0.21	-0.53	0.10	0.10	7.18	5.65	0.00	$0.00	10.00	8	4.0	1299.000	1.53	2024-01-18
SANA240216P00002500	SANA	PUT	Long	2.50	None	$-0.05	-0.50	$1.06	0.15	-0.17	0.10	0.05	7.18	6.12	-0.05	$-5.00	10.00	7	194.0	1299.000	1.06	2024-01-17
SANA240216P00002500	SANA	PUT	Long	2.50	None	$0.00	0.00	$1.06	0.15	-0.23	0.10	0.10	7.18	6.12	0.00	$0.00	10.00	6	55.0	1475.000	1.06	2024-01-16
SANA240216P00002500	SANA	PUT	Long	2.50	None	$0.00	0.00	$0.86	0.12	-0.12	0.10	0.10	7.18	6.32	0.00	$0.00	10.00	2	55.0	1426.000	0.86	2024-01-12
SANA240216P00002500	SANA	PUT	Long	2.50	Exit OP PnL: $-0.04;Exit EQ PnL: 0.55; Position is Long and position continued to lose. Latest OP price is: $0.06 (EQ: $6.63). Initial OP price was: $0.10 (EQ: $7.18). Surpassed Stop Loss Percentage: -0.4 < -0.16.	$-0.05	-0.50	$0.55	0.08	-0.08	0.10	0.05	7.18	6.63	-0.05	$-5.00	10.00	1	100.0	1426.000	0.55	2024-01-11
SANA240216P00002500	SANA	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	7.18	7.18	0.00	$0.00	10.00	0	439.0	1093.000	-0.00	2024-01-10

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