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View Outliers PnL Drill-Down: SANA240920P00005000

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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
2024-08-09	SANA	SANA240920P00005000	5.00	40.0	334.000	1.391	0.379	0.5	0.1	0.000	1.090	0.680	1.30	5.38	2024-09-20	PUT	Long	0.393	0.399	0.058

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
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.51	-0.45	$0.29	0.06	0.06	1.13	0.62	4.91	4.62	-0.51	$-51.00	113.00	41	11.0	212.000	0.29	2024-09-19
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.51	-0.45	$0.62	0.13	1.59	1.13	0.62	4.91	4.29	-0.51	$-51.00	113.00	40	11.0	212.000	0.62	2024-09-18
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.48	-0.42	$0.59	0.12	1.02	1.13	0.65	4.91	4.32	-0.48	$-48.00	113.00	39	10.0	212.000	0.59	2024-09-17
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.48	-0.42	$0.55	0.11	-0.41	1.13	0.65	4.91	4.36	-0.48	$-48.00	113.00	38	10.0	212.000	0.55	2024-09-16
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.48	-0.42	$0.44	0.09	5.88	1.13	0.65	4.91	4.47	-0.48	$-48.00	113.00	36	10.0	210.000	0.44	2024-09-14
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.48	-0.42	$0.44	0.09	0.30	1.13	0.65	4.91	4.47	-0.48	$-48.00	113.00	35	10.0	210.000	0.44	2024-09-13
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.60	-0.53	$0.38	0.08	4.58	1.13	0.53	4.91	4.53	-0.60	$-60.00	113.00	34	26.0	232.000	0.38	2024-09-12
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.84	-0.74	$-0.08	-0.02	-0.49	1.13	0.29	4.91	4.99	-0.84	$-84.00	113.00	33	1.0	232.000	-0.08	2024-09-11
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.84	-0.74	$-0.09	-0.02	-0.43	1.13	0.29	4.91	5.00	-0.84	$-84.00	113.00	32	1.0	232.000	-0.09	2024-09-10
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.88	-0.78	$-0.12	-0.02	-0.43	1.13	0.25	4.91	5.03	-0.88	$-88.00	113.00	31	24.0	232.000	-0.12	2024-09-09
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.86	-0.76	$-0.13	-0.03	-0.41	1.13	0.27	4.91	5.04	-0.86	$-86.00	113.00	30	21.0	252.000	-0.13	2024-09-08
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.86	-0.76	$-0.13	-0.03	-0.55	1.13	0.27	4.91	5.04	-0.86	$-86.00	113.00	28	11.0	252.000	-0.13	2024-09-06
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-1.03	-0.91	$-0.50	-0.10	-0.50	1.13	0.10	4.91	5.41	-1.03	$-103.00	113.00	27	15.0	252.000	-0.50	2024-09-05
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-1.03	-0.91	$-0.59	-0.12	-0.39	1.13	0.10	4.91	5.50	-1.03	$-103.00	113.00	26	15.0	252.000	-0.59	2024-09-04
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-1.00	-0.88	$-1.14	-0.23	-0.38	1.13	0.13	4.91	6.05	-1.00	$-100.00	113.00	22	1.0	252.000	-1.14	2024-08-31
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-1.00	-0.88	$-1.14	-0.23	-0.34	1.13	0.13	4.91	6.05	-1.00	$-100.00	113.00	21	1.0	252.000	-1.14	2024-08-30
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-1.00	-0.88	$-1.20	-0.24	0.21	1.13	0.13	4.91	6.11	-1.00	$-100.00	113.00	20	1.0	252.000	-1.20	2024-08-29
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.98	-0.87	$-0.94	-0.19	0.41	1.13	0.15	4.91	5.85	-0.98	$-98.00	113.00	19	10.0	252.000	-0.94	2024-08-28
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.93	-0.82	$-0.76	-0.15	-1.03	1.13	0.20	4.91	5.67	-0.93	$-93.00	113.00	18	20.0	252.000	-0.76	2024-08-27
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.93	-0.82	$-0.93	-0.19	-0.37	1.13	0.20	4.91	5.84	-0.93	$-93.00	113.00	17	20.0	252.000	-0.93	2024-08-26
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.96	-0.85	$-0.93	-0.19	-0.44	1.13	0.17	4.91	5.84	-0.96	$-96.00	113.00	16	49.0	245.000	-0.93	2024-08-25
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.96	-0.85	$-0.93	-0.19	-0.46	1.13	0.17	4.91	5.84	-0.96	$-96.00	113.00	15	49.0	245.000	-0.93	2024-08-24
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.98	-0.87	$-0.93	-0.19	-0.41	1.13	0.15	4.91	5.84	-0.98	$-98.00	113.00	14	48.0	245.000	-0.93	2024-08-23
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.88	-0.78	$-0.80	-0.16	-0.28	1.13	0.25	4.91	5.71	-0.88	$-88.00	113.00	13	3.0	246.000	-0.80	2024-08-22
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.78	-0.69	$-0.39	-0.08	-0.43	1.13	0.35	4.91	5.30	-0.78	$-78.00	113.00	12	284.0	351.000	-0.39	2024-08-21
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.73	-0.65	$-0.10	-0.02	-0.43	1.13	0.40	4.91	5.01	-0.73	$-73.00	113.00	11	1.0	350.000	-0.10	2024-08-20
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.70	-0.62	$-0.13	-0.03	-0.38	1.13	0.43	4.91	5.04	-0.70	$-70.00	113.00	10	70.0	396.000	-0.13	2024-08-19
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.58	-0.51	$-0.08	-0.02	-0.30	1.13	0.55	4.91	4.99	-0.58	$-58.00	113.00	9	3.0	396.000	-0.08	2024-08-18
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.58	-0.51	$-0.08	-0.02	-0.31	1.13	0.55	4.91	4.99	-0.58	$-58.00	113.00	8	3.0	396.000	-0.08	2024-08-17
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.58	-0.51	$-0.08	-0.02	-0.32	1.13	0.55	4.91	4.99	-0.58	$-58.00	113.00	7	3.0	396.000	-0.08	2024-08-16
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.44	-0.39	$-0.08	-0.02	-0.38	1.13	0.69	4.91	4.99	-0.44	$-44.00	113.00	6	38.0	396.000	-0.08	2024-08-15
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.44	-0.39	$0.16	0.03	-0.17	1.13	0.69	4.91	4.75	-0.44	$-44.00	113.00	5	38.0	358.000	0.16	2024-08-14
SANA240920P00005000	SANA	PUT	Long	5.00	None	$-0.38	-0.34	$0.01	0.00	-0.23	1.13	0.75	4.91	4.90	-0.38	$-38.00	113.00	4	6.0	361.000	0.01	2024-08-13
SANA240920P00005000	SANA	PUT	Long	5.00	Exit OP PnL: $-0.25;Exit EQ PnL: -0.04; Position is Long and position continued to lose. Latest OP price is: $0.88 (EQ: $4.95). Initial OP price was: $1.13 (EQ: $4.91). Surpassed Stop Loss Percentage: -0.2212389380530973451327433628 < -0.16.	$-0.36	-0.32	$0.02	0.00	-0.13	1.13	0.77	4.91	4.89	-0.36	$-36.00	113.00	3	28.0	336.000	0.02	2024-08-12
SANA240920P00005000	SANA	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.13	1.13	4.91	4.91	0.00	$0.00	113.00	0	102.0	334.000	-0.00	2024-08-09

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