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View Outliers PnL Drill-Down: SEDG240119P00095000

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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
2023-12-14	SEDG	SEDG240119P00095000	95.00	300.0	795.000	0.701	0.266	3.7	2.0	-0.010	8.250	6.570	7.80	96.32	2024-01-19	PUT	Long	0.415	0.446	0.166

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	SEDG	0.727	0.169	0.413	0.256	0.352	-0.061	14.37	0.012	0.0000	10.47	102.24	21	1y	15.52

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
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$17.30	2.22	$27.05	0.28	1.80	7.80	25.10	96.32	69.27	17.30	$1730.00	780.00	35	420.0	164.000	27.05	2024-01-18
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$18.95	2.43	$28.10	0.29	1.38	7.80	26.75	96.32	68.22	18.95	$1895.00	780.00	34	2187.0	399.000	28.10	2024-01-17
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$14.24	1.83	$22.76	0.24	1.03	7.80	22.04	96.32	73.56	14.24	$1424.00	780.00	33	1.0	873.000	22.76	2024-01-16
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$12.65	1.62	$22.08	0.23	0.22	7.80	20.45	96.32	74.24	12.65	$1265.00	780.00	29	2.0	874.000	22.08	2024-01-12
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$8.65	1.11	$18.70	0.19	-0.70	7.80	16.45	96.32	77.62	8.65	$865.00	780.00	28	15.0	895.000	18.70	2024-01-11
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$9.45	1.21	$15.31	0.16	0.30	7.80	17.25	96.32	81.01	9.45	$945.00	780.00	27	10.0	895.000	15.31	2024-01-10
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$9.45	1.21	$19.10	0.20	0.08	7.80	17.25	96.32	77.22	9.45	$945.00	780.00	26	10.0	897.000	19.10	2024-01-09
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$8.35	1.07	$17.78	0.18	0.10	7.80	16.15	96.32	78.54	8.35	$835.00	780.00	25	3.0	898.000	17.78	2024-01-08
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$7.84	1.01	$16.74	0.17	0.06	7.80	15.64	96.32	79.58	7.84	$784.00	780.00	24	7.0	903.000	16.74	2024-01-07
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$7.84	1.01	$16.74	0.17	-0.02	7.80	15.64	96.32	79.58	7.84	$784.00	780.00	22	7.0	903.000	16.74	2024-01-05
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$4.45	0.57	$13.52	0.14	-0.70	7.80	12.25	96.32	82.80	4.45	$445.00	780.00	21	1.0	903.000	13.52	2024-01-04
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$3.00	0.38	$9.88	0.10	-0.70	7.80	10.80	96.32	86.44	3.00	$300.00	780.00	20	7.0	903.000	9.88	2024-01-03
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-2.35	-0.30	$4.62	0.05	-0.70	7.80	5.45	96.32	91.70	-2.35	$-235.00	780.00	19	4.0	0.000	4.62	2024-01-02
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-1.28	-0.16	$2.72	0.03	0.02	7.80	6.52	96.32	93.60	-1.28	$-128.00	780.00	18	2.0	906.000	2.72	2024-01-01
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-1.28	-0.16	$2.72	0.03	-0.02	7.80	6.52	96.32	93.60	-1.28	$-128.00	780.00	16	2.0	906.000	2.72	2023-12-30
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-1.28	-0.16	$2.72	0.03	-0.05	7.80	6.52	96.32	93.60	-1.28	$-128.00	780.00	15	2.0	906.000	2.72	2023-12-29
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-1.65	-0.21	$-0.41	-0.00	-0.00	7.80	6.15	96.32	96.73	-1.65	$-165.00	780.00	14	132.0	935.000	-0.41	2023-12-28
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-0.97	-0.12	$-0.11	-0.00	0.00	7.80	6.83	96.32	96.43	-0.97	$-97.00	780.00	13	1.0	935.000	-0.11	2023-12-27
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-0.97	-0.12	$-0.64	-0.01	-0.00	7.80	6.83	96.32	96.96	-0.97	$-97.00	780.00	12	1.0	934.000	-0.64	2023-12-26
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-0.40	-0.05	$0.29	0.00	0.05	7.80	7.40	96.32	96.03	-0.40	$-40.00	780.00	11	6.0	930.000	0.29	2023-12-25
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-0.40	-0.05	$0.29	0.00	0.03	7.80	7.40	96.32	96.03	-0.40	$-40.00	780.00	9	6.0	930.000	0.29	2023-12-23
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-0.40	-0.05	$0.29	0.00	0.03	7.80	7.40	96.32	96.03	-0.40	$-40.00	780.00	8	6.0	930.000	0.29	2023-12-22
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-0.04	-0.01	$-0.76	-0.01	0.07	7.80	7.76	96.32	97.08	-0.04	$-4.00	780.00	7	10.0	929.000	-0.76	2023-12-21
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-2.05	-0.26	$-3.06	-0.03	0.01	7.80	5.75	96.32	99.38	-2.05	$-205.00	780.00	6	8.0	933.000	-3.06	2023-12-20
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$-2.10	-0.27	$-5.92	-0.06	0.03	7.80	5.70	96.32	102.24	-2.10	$-210.00	780.00	5	344.0	810.000	-5.92	2023-12-19
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$1.20	0.15	$2.84	0.03	0.02	7.80	9.00	96.32	93.48	1.20	$120.00	780.00	4	115.0	795.000	2.84	2023-12-18
SEDG240119P00095000	SEDG	PUT	Long	95.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.80	0.10	$-0.80	-0.01	0.05	7.80	8.60	96.32	97.12	0.80	$80.00	780.00	2	74.0	800.000	-0.80	2023-12-16
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$0.80	0.10	$-0.80	-0.01	0.05	7.80	8.60	96.32	97.12	0.80	$80.00	780.00	1	74.0	800.000	-0.80	2023-12-15
SEDG240119P00095000	SEDG	PUT	Long	95.00	None	$0.00	0.00	$-0.00	-0.00	0.00	7.80	7.80	96.32	96.32	0.00	$0.00	780.00	0	300.0	795.000	-0.00	2023-12-14

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