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View Outliers PnL Drill-Down: SHCR240517P00001000

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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
2024-04-02	SHCR	SHCR240517P00001000	1.00	11.0	60.000	4.281	0.457	0.0	0.4	0.000	0.240	0.600	0.40	0.64	2024-05-17	PUT	Long	0.465	0.491	0.159

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	SHCR	0.727	0.016	0.588	0.190	0.017	-0.007	1.43	-0.289	0.0000	0.55	1.43	18	1y	1.41

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
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.12	-0.19	-0.53	0.40	0.30	0.64	0.76	-0.10	$-10.00	40.00	43	1.0	61.000	-0.12	2024-05-15
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.11	-0.17	-1.22	0.40	0.30	0.64	0.75	-0.10	$-10.00	40.00	42	1.0	61.000	-0.11	2024-05-14
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.07	-0.11	6.16	0.40	0.30	0.64	0.71	-0.10	$-10.00	40.00	41	1.0	61.000	-0.07	2024-05-13
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.13	-0.20	-1.09	0.40	0.30	0.64	0.77	-0.10	$-10.00	40.00	40	1.0	61.000	-0.13	2024-05-12
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.04	-0.06	2.03	0.40	0.30	0.64	0.68	-0.10	$-10.00	40.00	37	1.0	61.000	-0.04	2024-05-09
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.05	-0.08	-0.97	0.40	0.30	0.64	0.69	-0.10	$-10.00	40.00	36	1.0	61.000	-0.05	2024-05-08
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.09	-0.14	1.84	0.40	0.30	0.64	0.73	-0.10	$-10.00	40.00	35	1.0	61.000	-0.09	2024-05-07
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.10	-0.16	-1.78	0.40	0.30	0.64	0.74	-0.10	$-10.00	40.00	31	1.0	61.000	-0.10	2024-05-03
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.10	-0.16	0.22	0.40	0.30	0.64	0.74	-0.10	$-10.00	40.00	30	1.0	61.000	-0.10	2024-05-02
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.12	-0.19	-1.97	0.40	0.30	0.64	0.76	-0.10	$-10.00	40.00	27	1.0	61.000	-0.12	2024-04-29
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.17	-0.27	-2.42	0.40	0.30	0.64	0.81	-0.10	$-10.00	40.00	24	1.0	61.000	-0.17	2024-04-26
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.10	-0.16	-2.72	0.40	0.30	0.64	0.74	-0.10	$-10.00	40.00	23	1.0	61.000	-0.10	2024-04-25
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.13	-0.20	-2.47	0.40	0.30	0.64	0.77	-0.10	$-10.00	40.00	22	1.0	61.000	-0.13	2024-04-24
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.09	-0.14	-2.94	0.40	0.30	0.64	0.73	-0.10	$-10.00	40.00	21	1.0	61.000	-0.09	2024-04-23
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.06	-0.09	-2.19	0.40	0.30	0.64	0.70	-0.10	$-10.00	40.00	20	1.0	61.000	-0.06	2024-04-22
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.01	-0.02	-3.34	0.40	0.30	0.64	0.65	-0.10	$-10.00	40.00	17	1.0	61.000	-0.01	2024-04-19
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$0.01	0.02	-0.09	0.40	0.30	0.64	0.63	-0.10	$-10.00	40.00	16	1.0	61.000	0.01	2024-04-18
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.02	-0.03	-2.34	0.40	0.30	0.64	0.66	-0.10	$-10.00	40.00	15	1.0	61.000	-0.02	2024-04-17
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.03	-0.05	-2.62	0.40	0.30	0.64	0.67	-0.10	$-10.00	40.00	14	1.0	61.000	-0.03	2024-04-16
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.07	-0.11	-2.00	0.40	0.30	0.64	0.71	-0.10	$-10.00	40.00	13	1.0	61.000	-0.07	2024-04-15
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.10	-0.16	-3.03	0.40	0.30	0.64	0.74	-0.10	$-10.00	40.00	10	1.0	61.000	-0.10	2024-04-12
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.14	-0.22	-3.34	0.40	0.30	0.64	0.78	-0.10	$-10.00	40.00	9	1.0	61.000	-0.14	2024-04-11
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.09	-0.14	-0.97	0.40	0.30	0.64	0.73	-0.10	$-10.00	40.00	8	1.0	61.000	-0.09	2024-04-10
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$-0.10	-0.25	$-0.10	-0.16	-0.72	0.40	0.30	0.64	0.74	-0.10	$-10.00	40.00	7	1.0	60.000	-0.10	2024-04-09
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$0.00	0.00	$-0.16	-0.25	-3.22	0.40	0.40	0.64	0.80	0.00	$0.00	40.00	6	1.0	60.000	-0.16	2024-04-08
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$0.00	0.00	$-0.04	-0.06	-3.12	0.40	0.40	0.64	0.68	0.00	$0.00	40.00	3	1.0	60.000	-0.04	2024-04-05
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$0.00	0.00	$-0.04	-0.06	-3.59	0.40	0.40	0.64	0.68	0.00	$0.00	40.00	2	1.0	60.000	-0.04	2024-04-04
SHCR240517P00001000	SHCR	PUT	Long	1.00	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	-0.03	-3.50	0.40	0.40	0.64	0.66	0.00	$0.00	40.00	1	1.0	60.000	-0.02	2024-04-03
SHCR240517P00001000	SHCR	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	0.64	0.64	0.00	$0.00	40.00	0	11.0	60.000	-0.00	2024-04-02

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