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View Outliers PnL Drill-Down: SIGA240920P00011900

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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
2024-08-16	SIGA	SIGA240920P00011900	11.90	18.0	86.000	1.436	0.459	0.4	0.9	-0.010	1.780	2.260	2.28	11.37	2024-09-20	PUT	Long	0.433	0.441	0.090

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	SIGA	0.818	0.107	0.395	0.209	0.193	0.032	6.09	0.486	0.0000	4.51	11.97	21	1y	6.98

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
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.30	0.52	$1.96	0.19	2.30	2.50	3.80	10.49	8.53	1.30	$130.00	250.00	34	5.0	92.000	1.96	2024-09-19
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.30	0.52	$2.52	0.24	2.91	2.50	3.80	10.49	7.97	1.30	$130.00	250.00	33	5.0	92.000	2.52	2024-09-18
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.60	0.64	$2.61	0.25	2.00	2.50	4.10	10.49	7.88	1.60	$160.00	250.00	32	2.0	92.000	2.61	2024-09-17
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.60	0.64	$2.50	0.24	1.62	2.50	4.10	10.49	7.99	1.60	$160.00	250.00	31	2.0	92.000	2.50	2024-09-16
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.60	0.64	$2.59	0.25	-0.76	2.50	4.10	10.49	7.90	1.60	$160.00	250.00	29	2.0	92.000	2.59	2024-09-14
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.60	0.64	$2.59	0.25	0.43	2.50	4.10	10.49	7.90	1.60	$160.00	250.00	28	2.0	92.000	2.59	2024-09-13
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.60	0.64	$2.62	0.25	0.46	2.50	4.10	10.49	7.87	1.60	$160.00	250.00	27	2.0	92.000	2.62	2024-09-12
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.80	0.72	$2.98	0.28	0.02	2.50	4.30	10.49	7.51	1.80	$180.00	250.00	26	2.0	118.000	2.98	2024-09-11
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.80	0.72	$2.94	0.28	-0.76	2.50	4.30	10.49	7.55	1.80	$180.00	250.00	25	2.0	119.000	2.94	2024-09-10
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.80	0.72	$2.52	0.24	0.18	2.50	4.30	10.49	7.97	1.80	$180.00	250.00	24	2.0	119.000	2.52	2024-09-09
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.80	0.72	$2.78	0.27	-0.28	2.50	4.30	10.49	7.71	1.80	$180.00	250.00	21	2.0	126.000	2.78	2024-09-06
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.45	0.58	$2.52	0.24	0.16	2.50	3.95	10.49	7.97	1.45	$145.00	250.00	20	3.0	126.000	2.52	2024-09-05
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$1.45	0.58	$2.64	0.25	-0.76	2.50	3.95	10.49	7.85	1.45	$145.00	250.00	19	3.0	150.000	2.64	2024-09-04
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.53	0.21	$1.46	0.14	-0.24	2.50	3.03	10.49	9.03	0.53	$53.00	250.00	15	1.0	149.000	1.46	2024-08-31
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.53	0.21	$1.46	0.14	-0.24	2.50	3.03	10.49	9.03	0.53	$53.00	250.00	14	1.0	149.000	1.46	2024-08-30
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.53	0.21	$1.31	0.12	-0.18	2.50	3.03	10.49	9.18	0.53	$53.00	250.00	13	1.0	149.000	1.31	2024-08-29
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.80	0.32	$1.28	0.12	-0.20	2.50	3.30	10.49	9.21	0.80	$80.00	250.00	12	2.0	149.000	1.28	2024-08-28
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.80	0.32	$1.22	0.12	-1.26	2.50	3.30	10.49	9.27	0.80	$80.00	250.00	11	2.0	149.000	1.22	2024-08-27
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.80	0.32	$1.08	0.10	-0.14	2.50	3.30	10.49	9.41	0.80	$80.00	250.00	10	2.0	149.000	1.08	2024-08-26
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.80	0.32	$1.00	0.10	0.04	2.50	3.30	10.49	9.49	0.80	$80.00	250.00	9	2.0	149.000	1.00	2024-08-25
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.80	0.32	$1.00	0.10	0.02	2.50	3.30	10.49	9.49	0.80	$80.00	250.00	8	2.0	149.000	1.00	2024-08-24
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.80	0.32	$1.00	0.10	0.05	2.50	3.30	10.49	9.49	0.80	$80.00	250.00	7	2.0	149.000	1.00	2024-08-23
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.80	0.32	$1.15	0.11	0.23	2.50	3.30	10.49	9.34	0.80	$80.00	250.00	6	2.0	149.000	1.15	2024-08-22
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.70	0.28	$0.67	0.06	0.40	2.50	3.20	10.49	9.82	0.70	$70.00	250.00	5	10.0	139.000	0.67	2024-08-21
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.90	0.36	$1.64	0.16	-0.27	2.50	3.40	10.49	8.85	0.90	$90.00	250.00	4	24.0	154.000	1.64	2024-08-20
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$-0.10	-0.04	$0.05	0.00	-0.01	2.50	2.40	10.49	10.44	-0.10	$-10.00	250.00	3	112.0	112.000	0.05	2024-08-19
SIGA240920P00011900	SIGA	PUT	Long	11.90	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.02	2.50	2.50	10.49	10.49	0.00	$0.00	250.00	2	50.0	86.000	-0.00	2024-08-18
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.00	0.00	$-0.00	-0.00	-0.00	2.50	2.50	10.49	10.49	0.00	$0.00	250.00	1	50.0	86.000	-0.00	2024-08-17
SIGA240920P00011900	SIGA	PUT	Long	11.90	None	$0.00	0.00	$-0.00	-0.00	0.00	2.50	2.50	10.49	10.49	0.00	$0.00	250.00	0	50.0	86.000	-0.00	2024-08-16

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