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View Outliers PnL Drill-Down: SHOP240906P00065000

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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
2024-08-07	SHOP	SHOP240906P00065000	65.00	24.0	25.000	0.441	0.254	1.6	1.8	-0.010	2.850	2.990	3.50	64.70	2024-09-06	PUT	Long	0.209	0.268	0.178

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	SHOP	0.636	0.066	0.242	0.139	0.094	-0.128	119.49	0.019	0.0000	52.26	119.49	21	1y	87.01

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
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.50	-0.99	$-6.22	-0.10	0.13	3.53	0.03	63.89	70.11	-3.50	$-350.00	353.00	29	75.0	272.000	-6.22	2024-09-05
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.41	-0.97	$-6.33	-0.10	0.12	3.53	0.12	63.89	70.22	-3.41	$-341.00	353.00	28	42.0	251.000	-6.33	2024-09-04
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.50	-0.99	$-10.18	-0.16	0.08	3.53	0.03	63.89	74.07	-3.50	$-350.00	353.00	24	10.0	256.000	-10.18	2024-08-31
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.50	-0.99	$-10.16	-0.16	0.00	3.53	0.03	63.89	74.05	-3.50	$-350.00	353.00	23	10.0	256.000	-10.16	2024-08-30
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.48	-0.99	$-9.38	-0.15	0.05	3.53	0.05	63.89	73.27	-3.48	$-348.00	353.00	22	16.0	258.000	-9.38	2024-08-29
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.39	-0.96	$-8.65	-0.14	-0.01	3.53	0.14	63.89	72.54	-3.39	$-339.00	353.00	21	145.0	165.000	-8.65	2024-08-28
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-9.80	-0.15	-0.31	3.53	0.16	63.89	73.69	-3.37	$-337.00	353.00	20	32.0	167.000	-9.80	2024-08-27
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-11.06	-0.17	0.00	3.53	0.16	63.89	74.95	-3.37	$-337.00	353.00	19	32.0	167.000	-11.06	2024-08-26
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-12.25	-0.19	0.08	3.53	0.16	63.89	76.14	-3.37	$-337.00	353.00	18	32.0	167.000	-12.25	2024-08-25
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-12.25	-0.19	0.06	3.53	0.16	63.89	76.14	-3.37	$-337.00	353.00	17	32.0	167.000	-12.25	2024-08-24
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-12.24	-0.19	0.04	3.53	0.16	63.89	76.13	-3.37	$-337.00	353.00	16	32.0	167.000	-12.24	2024-08-23
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-10.43	-0.16	-0.03	3.53	0.16	63.89	74.32	-3.37	$-337.00	353.00	15	32.0	167.000	-10.43	2024-08-22
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-12.25	-0.19	0.06	3.53	0.16	63.89	76.14	-3.37	$-337.00	353.00	14	32.0	167.000	-12.25	2024-08-21
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.37	-0.95	$-10.97	-0.17	-0.02	3.53	0.16	63.89	74.86	-3.37	$-337.00	353.00	13	32.0	138.000	-10.97	2024-08-20
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.40	-0.96	$-11.26	-0.18	-0.03	3.53	0.13	63.89	75.15	-3.40	$-340.00	353.00	12	8.0	130.000	-11.26	2024-08-19
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.33	-0.94	$-10.66	-0.17	-0.04	3.53	0.20	63.89	74.55	-3.33	$-333.00	353.00	11	25.0	130.000	-10.66	2024-08-18
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.33	-0.94	$-10.66	-0.17	-0.05	3.53	0.20	63.89	74.55	-3.33	$-333.00	353.00	10	25.0	130.000	-10.66	2024-08-17
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.33	-0.94	$-10.69	-0.17	-0.06	3.53	0.20	63.89	74.58	-3.33	$-333.00	353.00	9	25.0	130.000	-10.69	2024-08-16
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.33	-0.94	$-10.97	-0.17	-0.04	3.53	0.20	63.89	74.86	-3.33	$-333.00	353.00	8	25.0	121.000	-10.97	2024-08-15
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-3.02	-0.86	$-7.71	-0.12	-0.06	3.53	0.51	63.89	71.60	-3.02	$-302.00	353.00	7	8.0	0.000	-7.71	2024-08-14
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-2.74	-0.78	$-6.01	-0.09	-0.07	3.53	0.79	63.89	69.90	-2.74	$-274.00	353.00	6	39.0	95.000	-6.01	2024-08-13
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-2.10	-0.59	$-4.42	-0.07	-0.05	3.53	1.43	63.89	68.31	-2.10	$-210.00	353.00	5	8.0	86.000	-4.42	2024-08-12
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$-2.09	-0.59	$-5.41	-0.08	-0.04	3.53	1.44	63.89	69.30	-2.09	$-209.00	353.00	2	58.0	51.000	-5.41	2024-08-09
SHOP240906P00065000	SHOP	PUT	Long	65.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.22; Exit EQ PnL: -2.54	$-1.89	-0.54	$-4.66	-0.07	0.00	3.53	1.64	63.89	68.55	-1.89	$-189.00	353.00	1	21.0	34.000	-4.66	2024-08-08
SHOP240906P00065000	SHOP	PUT	Long	65.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.53	3.53	63.89	63.89	0.00	$0.00	353.00	0	25.0	25.000	-0.00	2024-08-07

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