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View Outliers PnL Drill-Down: SAVE240614P00004500

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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
2024-05-13	SAVE	SAVE240614P00004500	4.50	80.0	3.000	1.223	0.323	0.1	0.2	0.000	0.520	0.610	0.67	4.39	2024-06-14	PUT	Long	0.350	0.382	0.155

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	SAVE	1.000	0.126	2.515	0.535	2.515	1.300	0.69	-0.083	0.0000	0.13	16.84	21	1y	2.39

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
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.38	0.57	$0.90	0.21	0.53	0.67	1.05	4.39	3.49	0.38	$38.00	67.00	31	4.0	70.000	0.90	2024-06-13
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.28	0.42	$0.85	0.19	2.34	0.67	0.95	4.39	3.54	0.28	$28.00	67.00	30	23.0	71.000	0.85	2024-06-12
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.48	0.72	$0.95	0.22	2.04	0.67	1.15	4.39	3.44	0.48	$48.00	67.00	29	1.0	71.000	0.95	2024-06-11
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.36	0.54	$0.87	0.20	0.73	0.67	1.03	4.39	3.52	0.36	$36.00	67.00	28	4.0	73.000	0.87	2024-06-10
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.33	0.49	$0.89	0.20	0.50	0.67	1.00	4.39	3.50	0.33	$33.00	67.00	27	27.0	71.000	0.89	2024-06-09
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.33	0.49	$0.88	0.20	1.75	0.67	1.00	4.39	3.51	0.33	$33.00	67.00	25	27.0	71.000	0.88	2024-06-07
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.11	0.16	$0.77	0.18	-0.04	0.67	0.78	4.39	3.62	0.11	$11.00	67.00	24	1.0	71.000	0.77	2024-06-06
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.11	0.16	$0.43	0.10	-0.17	0.67	0.78	4.39	3.96	0.11	$11.00	67.00	23	1.0	72.000	0.43	2024-06-05
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.19	0.28	$0.58	0.13	0.46	0.67	0.86	4.39	3.81	0.19	$19.00	67.00	22	1.0	71.000	0.58	2024-06-04
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.12	0.18	$0.69	0.16	0.42	0.67	0.79	4.39	3.70	0.12	$12.00	67.00	21	36.0	71.000	0.69	2024-06-03
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.12	0.18	$0.73	0.17	0.15	0.67	0.79	4.39	3.66	0.12	$12.00	67.00	18	36.0	74.000	0.73	2024-05-31
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.18	0.27	$0.70	0.16	-0.33	0.67	0.85	4.39	3.69	0.18	$18.00	67.00	17	1.0	74.000	0.70	2024-05-30
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.18	0.27	$0.72	0.16	-0.16	0.67	0.85	4.39	3.67	0.18	$18.00	67.00	16	1.0	74.000	0.72	2024-05-29
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.18	0.27	$0.67	0.15	-0.07	0.67	0.85	4.39	3.72	0.18	$18.00	67.00	15	1.0	75.000	0.67	2024-05-28
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.25	0.37	$0.66	0.15	-0.07	0.67	0.92	4.39	3.73	0.25	$25.00	67.00	14	1.0	75.000	0.66	2024-05-27
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.37	0.55	$0.66	0.15	-0.06	0.67	1.04	4.39	3.73	0.37	$37.00	67.00	11	23.0	75.000	0.66	2024-05-24
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.37	0.55	$0.79	0.18	-0.09	0.67	1.04	4.39	3.60	0.37	$37.00	67.00	10	23.0	77.000	0.79	2024-05-23
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.29	0.43	$0.66	0.15	0.24	0.67	0.96	4.39	3.73	0.29	$29.00	67.00	9	21.0	88.000	0.66	2024-05-22
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.20	0.30	$0.61	0.14	0.21	0.67	0.87	4.39	3.78	0.20	$20.00	67.00	8	1.0	88.000	0.61	2024-05-21
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.31	0.46	$0.54	0.12	-1.22	0.67	0.98	4.39	3.85	0.31	$31.00	67.00	7	7.0	0.000	0.54	2024-05-20
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.31	0.46	$0.59	0.13	0.14	0.67	0.98	4.39	3.80	0.31	$31.00	67.00	6	7.0	87.000	0.59	2024-05-19
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.31	0.46	$0.59	0.13	0.11	0.67	0.98	4.39	3.80	0.31	$31.00	67.00	5	7.0	87.000	0.59	2024-05-18
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.31	0.46	$0.60	0.14	0.04	0.67	0.98	4.39	3.79	0.31	$31.00	67.00	4	7.0	87.000	0.60	2024-05-17
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.24	0.36	$0.33	0.08	0.25	0.67	0.91	4.39	4.06	0.24	$24.00	67.00	2	63.0	111.000	0.33	2024-05-15
SAVE240614P00004500	SAVE	PUT	Long	4.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.14	$0.03	0.04	$-0.09	-0.02	0.70	0.67	0.70	4.39	4.48	0.03	$3.00	67.00	1	52.0	72.000	-0.09	2024-05-14
SAVE240614P00004500	SAVE	PUT	Long	4.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.67	0.67	4.39	4.39	0.00	$0.00	67.00	0	80.0	3.000	-0.00	2024-05-13

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