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View Outliers PnL Drill-Down: SG240621P00031000

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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
2024-05-10	SG	SG240621P00031000	31.00	127.0	1.000	0.612	0.414	1.9	1.2	-0.030	2.650	1.900	2.36	31.61	2024-06-21	PUT	Long	0.428	0.514	0.342
2024-05-12	SG	SG240621P00031000	31.00	132.0	103.000	0.016	0.413	1.8	1.2	-0.030	0.690	0.000	2.31	31.56	2024-06-21	PUT	Long	0.422	0.508	0.340

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	SG	0.909	0.145	0.370	0.220	0.253	0.085	35.88	-0.194	0.0000	10.15	43.97	21	1y	37.61

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
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.81	-0.78	$0.22	0.01	0.51	2.31	0.50	31.56	31.34	-1.81	$-181.00	231.00	37	36.0	354.000	0.22	2024-06-18
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.21	-0.52	$1.55	0.05	0.49	2.31	1.10	31.56	30.01	-1.21	$-121.00	231.00	36	172.0	348.000	1.55	2024-06-17
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.63	-0.71	$0.01	0.00	0.48	2.31	0.68	31.56	31.55	-1.63	$-163.00	231.00	33	53.0	403.000	0.01	2024-06-14
SG240621P00031000	SG	PUT	Long	31.00	None	$-2.04	-0.88	$-2.13	-0.07	0.54	2.31	0.27	31.56	33.69	-2.04	$-204.00	231.00	32	28.0	421.000	-2.13	2024-06-13
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.96	-0.85	$-2.35	-0.07	0.59	2.31	0.35	31.56	33.91	-1.96	$-196.00	231.00	31	23.0	406.000	-2.35	2024-06-12
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.79	-0.77	$-2.10	-0.07	0.65	2.31	0.52	31.56	33.66	-1.79	$-179.00	231.00	30	17.0	407.000	-2.10	2024-06-11
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.69	-0.73	$-1.05	-0.03	0.59	2.31	0.62	31.56	32.61	-1.69	$-169.00	231.00	29	19.0	390.000	-1.05	2024-06-10
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.36	-0.59	$-0.75	-0.02	0.65	2.31	0.95	31.56	32.31	-1.36	$-136.00	231.00	28	91.0	402.000	-0.75	2024-06-09
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.36	-0.59	$-0.76	-0.02	0.59	2.31	0.95	31.56	32.32	-1.36	$-136.00	231.00	26	91.0	402.000	-0.76	2024-06-07
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.71	-0.74	$-2.91	-0.09	0.66	2.31	0.60	31.56	34.47	-1.71	$-171.00	231.00	25	38.0	371.000	-2.91	2024-06-06
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.78	-0.77	$-3.40	-0.11	0.65	2.31	0.53	31.56	34.96	-1.78	$-178.00	231.00	24	63.0	354.000	-3.40	2024-06-05
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.27	-0.12	$0.56	0.02	0.61	2.31	2.04	31.56	31.00	-0.27	$-27.00	231.00	23	82.0	402.000	0.56	2024-06-04
SG240621P00031000	SG	PUT	Long	31.00	None	$0.29	0.13	$0.74	0.02	0.59	2.31	2.60	31.56	30.82	0.29	$29.00	231.00	22	27.0	377.000	0.74	2024-06-03
SG240621P00031000	SG	PUT	Long	31.00	None	$0.29	0.13	$0.82	0.03	0.58	2.31	2.60	31.56	30.74	0.29	$29.00	231.00	19	13.0	377.000	0.82	2024-05-31
SG240621P00031000	SG	PUT	Long	31.00	None	$0.29	0.13	$1.94	0.06	0.60	2.31	2.60	31.56	29.62	0.29	$29.00	231.00	18	13.0	370.000	1.94	2024-05-30
SG240621P00031000	SG	PUT	Long	31.00	None	$0.31	0.13	$2.11	0.07	0.56	2.31	2.62	31.56	29.45	0.31	$31.00	231.00	17	91.0	385.000	2.11	2024-05-29
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.46	-0.20	$0.52	0.02	0.58	2.31	1.85	31.56	31.04	-0.46	$-46.00	231.00	16	271.0	235.000	0.52	2024-05-28
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.96	-0.42	$-0.96	-0.03	0.54	2.31	1.35	31.56	32.52	-0.96	$-96.00	231.00	15	3.0	235.000	-0.96	2024-05-27
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.96	-0.42	$-0.97	-0.03	0.54	2.31	1.35	31.56	32.53	-0.96	$-96.00	231.00	12	3.0	235.000	-0.97	2024-05-24
SG240621P00031000	SG	PUT	Long	31.00	None	$0.02	0.01	$0.63	0.02	0.57	2.31	2.33	31.56	30.93	0.02	$2.00	231.00	11	140.0	302.000	0.63	2024-05-23
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.91	-0.39	$-0.27	-0.01	0.52	2.31	1.40	31.56	31.83	-0.91	$-91.00	231.00	10	10.0	292.000	-0.27	2024-05-22
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.31	-0.13	$-0.35	-0.01	0.56	2.31	2.00	31.56	31.91	-0.31	$-31.00	231.00	9	47.0	260.000	-0.35	2024-05-21
SG240621P00031000	SG	PUT	Long	31.00	None	$-1.17	-0.51	$-2.27	-0.07	0.05	2.31	1.14	31.56	33.83	-1.17	$-117.00	231.00	8	90.0	0.000	-2.27	2024-05-20
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.41	-0.18	$-0.19	-0.01	0.53	2.31	1.90	31.56	31.75	-0.41	$-41.00	231.00	7	3.0	195.000	-0.19	2024-05-19
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.41	-0.18	$-0.19	-0.01	0.52	2.31	1.90	31.56	31.75	-0.41	$-41.00	231.00	6	3.0	195.000	-0.19	2024-05-18
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.41	-0.18	$-0.17	-0.01	0.51	2.31	1.90	31.56	31.73	-0.41	$-41.00	231.00	5	3.0	195.000	-0.17	2024-05-17
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.41	-0.18	$-0.35	-0.01	0.55	2.31	1.90	31.56	31.91	-0.41	$-41.00	231.00	3	66.0	125.000	-0.35	2024-05-15
SG240621P00031000	SG	PUT	Long	31.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.26; Exit EQ PnL: -1.34	$-0.31	-0.13	$-0.40	-0.01	0.56	2.31	2.00	31.56	31.96	-0.31	$-31.00	231.00	2	30.0	106.000	-0.40	2024-05-14
SG240621P00031000	SG	PUT	Long	31.00	None	$-0.26	-0.11	$-0.80	-0.03	0.58	2.31	2.05	31.56	32.36	-0.26	$-26.00	231.00	1	42.0	103.000	-0.80	2024-05-13
SG240621P00031000	SG	PUT	Long	31.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.31	2.31	31.56	31.56	0.00	$0.00	231.00	0	132.0	103.000	-0.00	2024-05-12

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