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View Outliers PnL Drill-Down: SGMO241115P00000500

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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
2024-07-24 SGMO SGMO241115P00000500 0.50 311.0 472.000 1.781 1.047 0.2 0.1 -0.040 0.230 0.160 0.20 0.56 2024-11-15 PUT Long 0.469 0.581 0.400

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 SGMO 0.636 0.205 0.719 0.394 0.346 -0.284 2.82 -1.463 0.0000 0.32 2.87 21 1y 1.97

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
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.59 -2.84 11.22 0.20 0.03 0.56 2.15 -0.17 $-17.00 20.00 113 1.0 1404.000 -1.59 2024-11-14
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.88 -3.36 9.34 0.20 0.03 0.56 2.44 -0.17 $-17.00 20.00 112 1.0 1404.000 -1.88 2024-11-13
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-2.15 -3.84 8.22 0.20 0.03 0.56 2.71 -0.17 $-17.00 20.00 111 1.0 1404.000 -2.15 2024-11-12
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-2.14 -3.82 7.22 0.20 0.03 0.56 2.70 -0.17 $-17.00 20.00 110 1.0 1404.000 -2.14 2024-11-11
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-2.31 -4.12 6.59 0.20 0.03 0.56 2.87 -0.17 $-17.00 20.00 109 1.0 1404.000 -2.31 2024-11-10
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-2.31 -4.12 5.97 0.20 0.03 0.56 2.87 -0.17 $-17.00 20.00 108 1.0 1404.000 -2.31 2024-11-09
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-2.38 -4.25 5.47 0.20 0.03 0.56 2.94 -0.17 $-17.00 20.00 107 1.0 1404.000 -2.38 2024-11-08
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-2.25 -4.02 4.97 0.20 0.03 0.56 2.81 -0.17 $-17.00 20.00 106 1.0 1404.000 -2.25 2024-11-07
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.91 -3.41 4.34 0.20 0.03 0.56 2.47 -0.17 $-17.00 20.00 105 1.0 1404.000 -1.91 2024-11-06
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.60 -2.86 3.72 0.20 0.03 0.56 2.16 -0.17 $-17.00 20.00 104 1.0 1404.000 -1.60 2024-11-05
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.18 -2.11 2.97 0.20 0.03 0.56 1.74 -0.17 $-17.00 20.00 103 1.0 1404.000 -1.18 2024-11-04
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.32 -2.36 2.66 0.20 0.03 0.56 1.88 -0.17 $-17.00 20.00 100 1.0 1404.000 -1.32 2024-11-01
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.14 -2.04 2.28 0.20 0.03 0.56 1.70 -0.17 $-17.00 20.00 99 1.0 1404.000 -1.14 2024-10-31
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.43 -2.55 2.47 0.20 0.03 0.56 1.99 -0.17 $-17.00 20.00 98 1.0 1404.000 -1.43 2024-10-30
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.44 -2.57 2.47 0.20 0.03 0.56 2.00 -0.17 $-17.00 20.00 97 1.0 1404.000 -1.44 2024-10-29
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-1.48 -2.64 2.28 0.20 0.03 0.56 2.04 -0.17 $-17.00 20.00 96 1.0 1404.000 -1.48 2024-10-28
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.94 -1.68 1.59 0.20 0.03 0.56 1.50 -0.17 $-17.00 20.00 95 1.0 1404.000 -0.94 2024-10-27
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.94 -1.68 1.53 0.20 0.03 0.56 1.50 -0.17 $-17.00 20.00 94 1.0 1404.000 -0.94 2024-10-26
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.93 -1.66 1.47 0.20 0.03 0.56 1.49 -0.17 $-17.00 20.00 92 1.0 1404.000 -0.93 2024-10-24
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.98 -1.75 1.34 0.20 0.03 0.56 1.54 -0.17 $-17.00 20.00 91 1.0 1404.000 -0.98 2024-10-23
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.65 -1.16 0.91 0.20 0.03 0.56 1.21 -0.17 $-17.00 20.00 90 1.0 1403.000 -0.65 2024-10-22
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.35 -0.62 0.28 0.20 0.03 0.56 0.91 -0.17 $-17.00 20.00 89 5.0 1403.000 -0.35 2024-10-21
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.36 -0.64 0.20 0.20 0.03 0.56 0.92 -0.17 $-17.00 20.00 87 5.0 1403.000 -0.36 2024-10-19
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.40 -0.71 0.28 0.20 0.03 0.56 0.96 -0.17 $-17.00 20.00 86 5.0 1403.000 -0.40 2024-10-18
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.44 -0.79 0.28 0.20 0.03 0.56 1.00 -0.17 $-17.00 20.00 84 5.0 1403.000 -0.44 2024-10-16
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.37 -0.66 0.09 0.20 0.03 0.56 0.93 -0.17 $-17.00 20.00 82 5.0 1403.000 -0.37 2024-10-14
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.28 -0.50 -0.19 0.20 0.03 0.56 0.84 -0.17 $-17.00 20.00 79 5.0 1403.000 -0.28 2024-10-11
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.27 -0.48 -0.22 0.20 0.03 0.56 0.83 -0.17 $-17.00 20.00 78 5.0 1403.000 -0.27 2024-10-10
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.23 -0.41 -0.34 0.20 0.03 0.56 0.79 -0.17 $-17.00 20.00 77 5.0 1403.000 -0.23 2024-10-09
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.24 -0.43 -0.34 0.20 0.03 0.56 0.80 -0.17 $-17.00 20.00 75 5.0 1403.000 -0.24 2024-10-07
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.22 -0.39 -1.28 0.20 0.03 0.56 0.78 -0.17 $-17.00 20.00 74 5.0 0.000 -0.22 2024-10-06
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.22 -0.39 -0.41 0.20 0.03 0.56 0.78 -0.17 $-17.00 20.00 73 5.0 1403.000 -0.22 2024-10-05
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.22 -0.39 -0.44 0.20 0.03 0.56 0.78 -0.17 $-17.00 20.00 72 5.0 1403.000 -0.22 2024-10-04
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.23 -0.41 -0.44 0.20 0.03 0.56 0.79 -0.17 $-17.00 20.00 71 5.0 1403.000 -0.23 2024-10-03
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.26 -0.46 -0.41 0.20 0.03 0.56 0.82 -0.17 $-17.00 20.00 70 5.0 1403.000 -0.26 2024-10-02
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.26 -0.46 -0.41 0.20 0.03 0.56 0.82 -0.17 $-17.00 20.00 69 5.0 1403.000 -0.26 2024-10-01
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.31 -0.55 -0.34 0.20 0.03 0.56 0.87 -0.17 $-17.00 20.00 68 5.0 1403.000 -0.31 2024-09-30
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.31 -0.55 -1.28 0.20 0.03 0.56 0.87 -0.17 $-17.00 20.00 67 5.0 1403.000 -0.31 2024-09-29
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.31 -0.55 -0.34 0.20 0.03 0.56 0.87 -0.17 $-17.00 20.00 66 5.0 1408.000 -0.31 2024-09-28
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.31 -0.55 -0.38 0.20 0.03 0.56 0.87 -0.17 $-17.00 20.00 65 5.0 1408.000 -0.31 2024-09-27
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.28 -0.50 -0.44 0.20 0.03 0.56 0.84 -0.17 $-17.00 20.00 64 1.0 1408.000 -0.28 2024-09-26
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.17 -0.85 $-0.30 -0.54 -0.41 0.20 0.03 0.56 0.86 -0.17 $-17.00 20.00 63 1.0 1409.000 -0.30 2024-09-25
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.37 -0.66 -0.31 0.20 0.05 0.56 0.93 -0.15 $-15.00 20.00 62 50.0 1409.000 -0.37 2024-09-24
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.36 -0.64 -0.34 0.20 0.05 0.56 0.92 -0.15 $-15.00 20.00 61 24.0 1454.000 -0.36 2024-09-23
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.40 -0.71 -1.28 0.20 0.05 0.56 0.96 -0.15 $-15.00 20.00 60 24.0 0.000 -0.40 2024-09-22
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.40 -0.71 -0.31 0.20 0.05 0.56 0.96 -0.15 $-15.00 20.00 58 24.0 1430.000 -0.40 2024-09-20
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.34 -0.61 0.31 0.20 0.05 0.56 0.90 -0.15 $-15.00 20.00 57 36.0 1393.000 -0.34 2024-09-19
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.28 -0.50 -0.53 0.20 0.05 0.56 0.84 -0.15 $-15.00 20.00 56 20.0 1368.000 -0.28 2024-09-18
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.28 -0.50 -0.16 0.20 0.05 0.56 0.84 -0.15 $-15.00 20.00 55 14.0 1376.000 -0.28 2024-09-17
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.14 -0.70 $-0.28 -0.50 0.16 0.20 0.06 0.56 0.84 -0.14 $-14.00 20.00 54 4.0 1370.000 -0.28 2024-09-16
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.14 -0.70 $-0.29 -0.52 0.16 0.20 0.06 0.56 0.85 -0.14 $-14.00 20.00 52 18.0 1354.000 -0.29 2024-09-14
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.14 -0.70 $-0.29 -0.52 0.12 0.20 0.06 0.56 0.85 -0.14 $-14.00 20.00 51 18.0 1354.000 -0.29 2024-09-13
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.25 -0.45 0.03 0.20 0.05 0.56 0.81 -0.15 $-15.00 20.00 50 11.0 1354.000 -0.25 2024-09-12
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.28 -0.50 0.08 0.20 0.05 0.56 0.84 -0.15 $-15.00 20.00 49 11.0 1343.000 -0.28 2024-09-11
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.30 -0.54 0.09 0.20 0.05 0.56 0.86 -0.15 $-15.00 20.00 48 5.0 1338.000 -0.30 2024-09-10
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.14 -0.70 $-0.32 -0.57 0.11 0.20 0.06 0.56 0.88 -0.14 $-14.00 20.00 47 7.0 1335.000 -0.32 2024-09-09
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.13 -0.65 $-0.16 -0.29 -0.19 0.20 0.07 0.56 0.72 -0.13 $-13.00 20.00 46 1.0 1335.000 -0.16 2024-09-08
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.13 -0.65 $-0.16 -0.29 -0.22 0.20 0.07 0.56 0.72 -0.13 $-13.00 20.00 44 1.0 1335.000 -0.16 2024-09-06
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.13 -0.65 $-0.19 -0.34 -0.17 0.20 0.07 0.56 0.75 -0.13 $-13.00 20.00 43 1.0 1334.000 -0.19 2024-09-05
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.13 -0.65 $-0.24 -0.43 -0.09 0.20 0.07 0.56 0.80 -0.13 $-13.00 20.00 42 31.0 1304.000 -0.24 2024-09-04
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.29 -0.52 -0.34 0.20 0.10 0.56 0.85 -0.10 $-10.00 20.00 38 5.0 1304.000 -0.29 2024-08-31
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.29 -0.52 -0.06 0.20 0.10 0.56 0.85 -0.10 $-10.00 20.00 37 5.0 1304.000 -0.29 2024-08-30
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.27 -0.48 -0.11 0.20 0.10 0.56 0.83 -0.10 $-10.00 20.00 36 5.0 1299.000 -0.27 2024-08-29
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.23 -0.41 -0.19 0.20 0.10 0.56 0.79 -0.10 $-10.00 20.00 35 5.0 1299.000 -0.23 2024-08-28
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.27 -0.48 -1.28 0.20 0.10 0.56 0.83 -0.10 $-10.00 20.00 34 21.0 1295.000 -0.27 2024-08-27
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.25 -0.45 -0.44 0.20 0.10 0.56 0.81 -0.10 $-10.00 20.00 33 21.0 1295.000 -0.25 2024-08-26
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.30 -0.54 -0.09 0.20 0.10 0.56 0.86 -0.10 $-10.00 20.00 32 21.0 1295.000 -0.30 2024-08-25
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.30 -0.54 -0.11 0.20 0.10 0.56 0.86 -0.10 $-10.00 20.00 31 21.0 1295.000 -0.30 2024-08-24
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.30 -0.54 -0.12 0.20 0.10 0.56 0.86 -0.10 $-10.00 20.00 30 21.0 1295.000 -0.30 2024-08-23
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.30 -0.54 -0.12 0.20 0.10 0.56 0.86 -0.10 $-10.00 20.00 29 21.0 1295.000 -0.30 2024-08-22
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.32 -0.57 -0.72 0.20 0.10 0.56 0.88 -0.10 $-10.00 20.00 28 21.0 1295.000 -0.32 2024-08-21
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.26 -0.46 -0.22 0.20 0.10 0.56 0.82 -0.10 $-10.00 20.00 27 20.0 1275.000 -0.26 2024-08-20
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.30 -0.54 -0.42 0.20 0.05 0.56 0.86 -0.15 $-15.00 20.00 26 1.0 1275.000 -0.30 2024-08-19
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.32 -0.57 -0.12 0.20 0.05 0.56 0.88 -0.15 $-15.00 20.00 25 1.0 1275.000 -0.32 2024-08-18
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.32 -0.57 -0.14 0.20 0.05 0.56 0.88 -0.15 $-15.00 20.00 24 1.0 1275.000 -0.32 2024-08-17
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.32 -0.57 -0.16 0.20 0.05 0.56 0.88 -0.15 $-15.00 20.00 23 1.0 1275.000 -0.32 2024-08-16
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.33 -0.59 -0.16 0.20 0.05 0.56 0.89 -0.15 $-15.00 20.00 22 1.0 1275.000 -0.33 2024-08-15
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.35 -0.62 -0.12 0.20 0.05 0.56 0.91 -0.15 $-15.00 20.00 21 1.0 1275.000 -0.35 2024-08-14
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.42 -0.75 -0.06 0.20 0.05 0.56 0.98 -0.15 $-15.00 20.00 20 1.0 1275.000 -0.42 2024-08-13
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.54 -0.96 0.06 0.20 0.05 0.56 1.10 -0.15 $-15.00 20.00 19 1.0 1275.000 -0.54 2024-08-12
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.15 -0.75 $-0.46 -0.82 -0.03 0.20 0.05 0.56 1.02 -0.15 $-15.00 20.00 16 232.0 1274.000 -0.46 2024-08-09
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.07 -0.35 $-0.36 -0.64 0.08 0.20 0.13 0.56 0.92 -0.07 $-7.00 20.00 15 232.0 1274.000 -0.36 2024-08-08
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.07 -0.35 $-0.30 -0.54 0.22 0.20 0.13 0.56 0.86 -0.07 $-7.00 20.00 14 232.0 1099.000 -0.30 2024-08-07
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.10 -0.50 $-0.43 -0.77 0.38 0.20 0.10 0.56 0.99 -0.10 $-10.00 20.00 13 457.0 759.000 -0.43 2024-08-06
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.09 -0.45 $-0.40 -0.71 -1.28 0.20 0.11 0.56 0.96 -0.09 $-9.00 20.00 5 5.0 656.000 -0.40 2024-07-29
SGMO241115P00000500 SGMO PUT Long 0.50 None $-0.07 -0.35 $-0.30 -0.54 0.12 0.20 0.13 0.56 0.86 -0.07 $-7.00 20.00 2 30.0 626.000 -0.30 2024-07-26
SGMO241115P00000500 SGMO PUT Long 0.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05 $-0.05 -0.25 $-0.11 -0.20 0.03 0.20 0.15 0.56 0.67 -0.05 $-5.00 20.00 1 15.0 616.000 -0.11 2024-07-25
SGMO241115P00000500 SGMO PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.20 0.20 0.56 0.56 0.00 $0.00 20.00 0 311.0 472.000 -0.00 2024-07-24

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