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View Outliers PnL Drill-Down: SGH241220P00020000

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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
2024-10-23 SGH SGH241220P00020000 20.00 20.0 229.000 0.031 0.337 1.5 0.5 0.000 0.970 0.000 1.95 20.85 2024-12-20 PUT Long 0.356 0.356 -0.001

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 SGH 0.818 0.087 0.302 0.166 0.105 -0.030 19.61 -0.045 0.0000 15.03 29.35 21 1y 16.27

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
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.01 -0.26 0.09 1.95 1.95 15.60 19.61 0.00 $0.00 195.00 55 20.0 229.000 -4.01 2024-12-17
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.27 -0.27 0.09 1.95 1.95 15.60 19.87 0.00 $0.00 195.00 54 20.0 229.000 -4.27 2024-12-16
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.18 -0.27 0.03 1.95 1.95 15.60 19.78 0.00 $0.00 195.00 51 20.0 229.000 -4.18 2024-12-13
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.97 -0.32 0.03 1.95 1.95 15.60 20.57 0.00 $0.00 195.00 50 20.0 229.000 -4.97 2024-12-12
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.46 -0.29 0.03 1.95 1.95 15.60 20.06 0.00 $0.00 195.00 49 20.0 229.000 -4.46 2024-12-11
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-5.22 -0.33 0.03 1.95 1.95 15.60 20.82 0.00 $0.00 195.00 48 20.0 229.000 -5.22 2024-12-10
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.27 -0.27 0.03 1.95 1.95 15.60 19.87 0.00 $0.00 195.00 47 20.0 229.000 -4.27 2024-12-09
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.27 -0.27 0.03 1.95 1.95 15.60 19.87 0.00 $0.00 195.00 46 20.0 229.000 -4.27 2024-12-08
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-3.86 -0.25 0.03 1.95 1.95 15.60 19.46 0.00 $0.00 195.00 44 20.0 229.000 -3.86 2024-12-06
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-4.06 -0.26 0.03 1.95 1.95 15.60 19.66 0.00 $0.00 195.00 43 20.0 229.000 -4.06 2024-12-05
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-3.88 -0.25 0.03 1.95 1.95 15.60 19.48 0.00 $0.00 195.00 42 20.0 229.000 -3.88 2024-12-04
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-3.29 -0.21 0.03 1.95 1.95 15.60 18.89 0.00 $0.00 195.00 41 20.0 229.000 -3.29 2024-12-03
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.54 -0.16 0.03 1.95 1.95 15.60 18.14 0.00 $0.00 195.00 40 20.0 229.000 -2.54 2024-12-02
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.54 -0.16 0.03 1.95 1.95 15.60 18.14 0.00 $0.00 195.00 39 20.0 229.000 -2.54 2024-12-01
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.54 -0.16 0.03 1.95 1.95 15.60 18.14 0.00 $0.00 195.00 38 20.0 229.000 -2.54 2024-11-30
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.39 -0.15 0.03 1.95 1.95 15.60 17.99 0.00 $0.00 195.00 36 20.0 229.000 -2.39 2024-11-28
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.54 -0.16 0.03 1.95 1.95 15.60 18.14 0.00 $0.00 195.00 35 20.0 229.000 -2.54 2024-11-27
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.48 -0.16 0.03 1.95 1.95 15.60 18.08 0.00 $0.00 195.00 34 20.0 229.000 -2.48 2024-11-26
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.05 -0.13 0.03 1.95 1.95 15.60 17.65 0.00 $0.00 195.00 33 20.0 229.000 -2.05 2024-11-25
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.05 -0.13 0.03 1.95 1.95 15.60 17.65 0.00 $0.00 195.00 32 20.0 229.000 -2.05 2024-11-24
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.05 -0.13 0.03 1.95 1.95 15.60 17.65 0.00 $0.00 195.00 31 20.0 229.000 -2.05 2024-11-23
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.81 -0.12 0.00 1.95 1.95 15.60 17.41 0.00 $0.00 195.00 30 20.0 229.000 -1.81 2024-11-22
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.35 -0.09 0.00 1.95 1.95 15.60 16.95 0.00 $0.00 195.00 29 20.0 229.000 -1.35 2024-11-21
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.51 -0.10 0.00 1.95 1.95 15.60 17.11 0.00 $0.00 195.00 28 20.0 229.000 -1.51 2024-11-20
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.51 -0.10 0.00 1.95 1.95 15.60 17.11 0.00 $0.00 195.00 27 20.0 229.000 -1.51 2024-11-19
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-0.82 -0.05 0.00 1.95 1.95 15.60 16.42 0.00 $0.00 195.00 26 20.0 229.000 -0.82 2024-11-18
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-0.82 -0.05 0.00 1.95 1.95 15.60 16.42 0.00 $0.00 195.00 24 20.0 229.000 -0.82 2024-11-16
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.54 -0.10 0.00 1.95 1.95 15.60 17.14 0.00 $0.00 195.00 23 20.0 229.000 -1.54 2024-11-15
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.51 -0.10 0.00 1.95 1.95 15.60 17.11 0.00 $0.00 195.00 22 20.0 229.000 -1.51 2024-11-14
SGH241220P00020000 SGH PUT Long 20.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-1.71 -0.11 0.00 1.95 1.95 15.60 17.31 0.00 $0.00 195.00 21 20.0 229.000 -1.71 2024-11-13
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.54 -0.10 0.00 1.95 1.95 15.60 17.14 0.00 $0.00 195.00 20 20.0 229.000 -1.54 2024-11-12
SGH241220P00020000 SGH PUT Long 20.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-1.90 -0.12 0.00 1.95 1.95 15.60 17.50 0.00 $0.00 195.00 19 20.0 229.000 -1.90 2024-11-11
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.90 -0.12 0.00 1.95 1.95 15.60 17.50 0.00 $0.00 195.00 18 20.0 229.000 -1.90 2024-11-10
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.90 -0.12 0.00 1.95 1.95 15.60 17.50 0.00 $0.00 195.00 17 20.0 229.000 -1.90 2024-11-09
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-2.34 -0.15 0.00 1.95 1.95 15.60 17.94 0.00 $0.00 195.00 16 20.0 229.000 -2.34 2024-11-08
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.87 -0.12 0.00 1.95 1.95 15.60 17.47 0.00 $0.00 195.00 15 20.0 229.000 -1.87 2024-11-07
SGH241220P00020000 SGH PUT Long 20.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.91 -0.06 0.00 1.95 1.95 15.60 16.51 0.00 $0.00 195.00 14 20.0 229.000 -0.91 2024-11-06
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-1.11 -0.07 0.00 1.95 1.95 15.60 16.71 0.00 $0.00 195.00 13 20.0 229.000 -1.11 2024-11-05
SGH241220P00020000 SGH PUT Long 20.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.37 -0.02 0.00 1.95 1.95 15.60 15.97 0.00 $0.00 195.00 12 20.0 229.000 -0.37 2024-11-04
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $0.54 0.03 0.00 1.95 1.95 15.60 15.06 0.00 $0.00 195.00 9 20.0 229.000 0.54 2024-11-01
SGH241220P00020000 SGH PUT Long 20.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.02 -0.00 0.00 1.95 1.95 15.60 15.62 0.00 $0.00 195.00 8 20.0 229.000 -0.02 2024-10-31
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-0.33 -0.02 0.00 1.95 1.95 15.60 15.93 0.00 $0.00 195.00 7 20.0 229.000 -0.33 2024-10-30
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-0.33 -0.02 0.00 1.95 1.95 15.60 15.93 0.00 $0.00 195.00 6 20.0 229.000 -0.33 2024-10-29
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $0.29 0.02 0.00 1.95 1.95 15.60 15.31 0.00 $0.00 195.00 5 20.0 229.000 0.29 2024-10-28
SGH241220P00020000 SGH PUT Long 20.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.29 0.02 0.00 1.95 1.95 15.60 15.31 0.00 $0.00 195.00 4 20.0 229.000 0.29 2024-10-27
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $0.57 0.04 0.00 1.95 1.95 15.60 15.03 0.00 $0.00 195.00 1 20.0 229.000 0.57 2024-10-24
SGH241220P00020000 SGH PUT Long 20.00 None $0.00 0.00 $-0.00 -0.00 0.00 1.95 1.95 15.60 15.60 0.00 $0.00 195.00 0 20.0 229.000 -0.00 2024-10-23

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