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View Outliers PnL Drill-Down: SENS241018P00000500

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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
2024-09-11	SENS	SENS241018P00000500	0.50	5.0	201.000	0.938	0.285	0.0	0.1	-0.010	0.010	0.120	0.17	0.39	2024-10-18	PUT	Long	0.286	0.320	0.151
2024-09-17	SENS	SENS241018P00000500	0.50	7.0	201.000	0.938	0.310	0.0	0.0	-0.010	0.030	0.070	0.10	0.46	2024-10-18	PUT	Long	0.322	0.346	0.136

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	SENS	0.818	0.119	0.334	0.191	0.334	0.140	0.42	-2.697	0.0000	0.25	0.73	21	1y	0.33

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
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.04	0.10	4.00	0.17	0.15	0.39	0.35	-0.02	$-2.00	17.00	35	1.0	179.000	0.04	2024-10-16
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.03	0.08	3.00	0.17	0.15	0.39	0.36	-0.02	$-2.00	17.00	33	1.0	180.000	0.03	2024-10-14
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.01	0.06	$0.03	0.08	2.00	0.17	0.18	0.39	0.36	0.01	$1.00	17.00	30	4.0	180.000	0.03	2024-10-11
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.01	0.06	$0.06	0.15	0.38	0.17	0.18	0.39	0.33	0.01	$1.00	17.00	29	4.0	230.000	0.06	2024-10-10
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.01	0.06	$0.05	0.13	1.00	0.17	0.18	0.39	0.34	0.01	$1.00	17.00	28	4.0	230.000	0.05	2024-10-09
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.05	0.13	0.75	0.17	0.15	0.39	0.34	-0.02	$-2.00	17.00	26	2.0	228.000	0.05	2024-10-07
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.01	-0.06	$0.05	0.13	-1.50	0.17	0.16	0.39	0.34	-0.01	$-1.00	17.00	25	4.0	0.000	0.05	2024-10-06
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.01	-0.06	$0.05	0.13	0.69	0.17	0.16	0.39	0.34	-0.01	$-1.00	17.00	24	4.0	224.000	0.05	2024-10-05
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.01	-0.06	$0.05	0.13	0.62	0.17	0.16	0.39	0.34	-0.01	$-1.00	17.00	23	4.0	224.000	0.05	2024-10-04
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.03	0.18	$0.06	0.15	1.31	0.17	0.20	0.39	0.33	0.03	$3.00	17.00	22	1.0	223.000	0.06	2024-10-03
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.03	0.18	$0.05	0.13	0.25	0.17	0.20	0.39	0.34	0.03	$3.00	17.00	21	5.0	221.000	0.05	2024-10-02
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.05	0.13	1.19	0.17	0.15	0.39	0.34	-0.02	$-2.00	17.00	20	9.0	228.000	0.05	2024-10-01
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.01	-0.06	$0.04	0.10	0.56	0.17	0.16	0.39	0.35	-0.01	$-1.00	17.00	19	10.0	218.000	0.04	2024-09-30
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.04	0.10	-1.50	0.17	0.15	0.39	0.35	-0.02	$-2.00	17.00	18	12.0	218.000	0.04	2024-09-29
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.04	0.10	0.44	0.17	0.15	0.39	0.35	-0.02	$-2.00	17.00	17	12.0	218.000	0.04	2024-09-28
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.04	0.10	0.38	0.17	0.15	0.39	0.35	-0.02	$-2.00	17.00	16	12.0	218.000	0.04	2024-09-27
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.04	0.10	0.31	0.17	0.15	0.39	0.35	-0.02	$-2.00	17.00	15	12.0	221.000	0.04	2024-09-26
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.03	0.08	0.56	0.17	0.15	0.39	0.36	-0.02	$-2.00	17.00	14	1.0	221.000	0.03	2024-09-25
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.04	0.10	1.00	0.17	0.15	0.39	0.35	-0.02	$-2.00	17.00	13	1.0	221.000	0.04	2024-09-24
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.04	0.10	0.94	0.17	0.15	0.39	0.35	-0.02	$-2.00	17.00	12	1.0	221.000	0.04	2024-09-23
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.05	-0.29	$0.03	0.08	-1.50	0.17	0.12	0.39	0.36	-0.05	$-5.00	17.00	11	2.0	0.000	0.03	2024-09-22
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.05	-0.29	$0.03	0.08	-0.38	0.17	0.12	0.39	0.36	-0.05	$-5.00	17.00	9	2.0	219.000	0.03	2024-09-20
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$0.02	0.05	-0.25	0.17	0.15	0.39	0.37	-0.02	$-2.00	17.00	8	1.0	218.000	0.02	2024-09-19
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.02	-0.12	$-0.02	-0.05	0.38	0.17	0.15	0.39	0.41	-0.02	$-2.00	17.00	7	1.0	218.000	-0.02	2024-09-18
SENS241018P00000500	SENS	PUT	Long	0.50	None	$-0.12	-0.71	$-0.06	-0.15	-0.69	0.17	0.05	0.39	0.45	-0.12	$-12.00	17.00	6	14.0	201.000	-0.06	2024-09-17
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.03	-0.38	0.17	0.17	0.39	0.40	0.00	$0.00	17.00	5	5.0	201.000	-0.01	2024-09-16
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.05	4.12	0.17	0.17	0.39	0.41	0.00	$0.00	17.00	3	5.0	201.000	-0.02	2024-09-14
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.00	0.00	$-0.02	-0.05	-0.28	0.17	0.17	0.39	0.41	0.00	$0.00	17.00	2	5.0	201.000	-0.02	2024-09-13
SENS241018P00000500	SENS	PUT	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.02	$0.00	0.00	$-0.02	-0.05	-0.31	0.17	0.17	0.39	0.41	0.00	$0.00	17.00	1	5.0	201.000	-0.02	2024-09-12
SENS241018P00000500	SENS	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.17	0.17	0.39	0.39	0.00	$0.00	17.00	0	5.0	201.000	-0.00	2024-09-11

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