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View Outliers PnL Drill-Down: SKIN240920P00001500

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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
2024-08-12	SKIN	SKIN240920P00001500	1.50	2.0	3.000	0.953	0.401	0.0	0.2	0.000	0.080	0.280	0.30	1.29	2024-09-20	PUT	Long	0.385	0.415	0.152

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	SKIN	0.727	0.156	0.387	0.252	0.161	-0.101	1.61	-0.252	0.0000	1.12	4.53	21	1y	1.69

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
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.24	-0.19	1.03	0.30	0.10	1.29	1.53	-0.20	$-20.00	30.00	38	13.0	1624.000	-0.24	2024-09-19
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.22	-0.17	0.52	0.30	0.10	1.29	1.51	-0.20	$-20.00	30.00	37	13.0	1624.000	-0.22	2024-09-18
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.35	-0.27	0.67	0.30	0.10	1.29	1.64	-0.20	$-20.00	30.00	36	13.0	1624.000	-0.35	2024-09-17
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.20	-0.16	0.42	0.30	0.10	1.29	1.49	-0.20	$-20.00	30.00	35	13.0	1637.000	-0.20	2024-09-16
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.17	-0.57	$-0.21	-0.16	0.36	0.30	0.13	1.29	1.50	-0.17	$-17.00	30.00	33	13.0	1624.000	-0.21	2024-09-14
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.17	-0.57	$-0.21	-0.16	0.17	0.30	0.13	1.29	1.50	-0.17	$-17.00	30.00	32	13.0	1624.000	-0.21	2024-09-13
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.17	-0.13	0.17	0.30	0.10	1.29	1.46	-0.20	$-20.00	30.00	31	1.0	1625.000	-0.17	2024-09-12
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.11	-0.37	$-0.14	-0.11	0.20	0.30	0.19	1.29	1.43	-0.11	$-11.00	30.00	30	1.0	1624.000	-0.14	2024-09-11
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.10	-0.33	$-0.20	-0.16	0.45	0.30	0.20	1.29	1.49	-0.10	$-10.00	30.00	29	1.0	1624.000	-0.20	2024-09-10
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.10	-0.33	$-0.06	-0.05	0.11	0.30	0.20	1.29	1.35	-0.10	$-10.00	30.00	28	1.0	1623.000	-0.06	2024-09-09
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.15	-0.50	$-0.12	-0.09	-0.02	0.30	0.15	1.29	1.41	-0.15	$-15.00	30.00	27	9.0	1618.000	-0.12	2024-09-08
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.15	-0.50	$-0.12	-0.09	-0.11	0.30	0.15	1.29	1.41	-0.15	$-15.00	30.00	25	9.0	1618.000	-0.12	2024-09-06
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.40	-0.31	-0.03	0.30	0.05	1.29	1.69	-0.25	$-25.00	30.00	24	8.0	1618.000	-0.40	2024-09-05
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.67	-0.52	0.42	0.30	0.05	1.29	1.96	-0.25	$-25.00	30.00	23	8.0	1610.000	-0.67	2024-09-04
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.50	-0.39	0.05	0.30	0.05	1.29	1.79	-0.25	$-25.00	30.00	19	66.0	1601.000	-0.50	2024-08-31
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.50	-0.39	0.00	0.30	0.05	1.29	1.79	-0.25	$-25.00	30.00	18	66.0	1601.000	-0.50	2024-08-30
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.25	-0.83	$-0.53	-0.41	0.22	0.30	0.05	1.29	1.82	-0.25	$-25.00	30.00	17	66.0	1544.000	-0.53	2024-08-29
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.48	-0.37	0.12	0.30	0.10	1.29	1.77	-0.20	$-20.00	30.00	16	59.0	1544.000	-0.48	2024-08-28
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.45	-0.35	-0.70	0.30	0.10	1.29	1.74	-0.20	$-20.00	30.00	15	59.0	1544.000	-0.45	2024-08-27
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.45	-0.35	0.03	0.30	0.10	1.29	1.74	-0.20	$-20.00	30.00	14	59.0	1544.000	-0.45	2024-08-26
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.44	-0.34	0.16	0.30	0.10	1.29	1.73	-0.20	$-20.00	30.00	13	59.0	1513.000	-0.44	2024-08-25
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.44	-0.34	0.14	0.30	0.10	1.29	1.73	-0.20	$-20.00	30.00	12	59.0	1513.000	-0.44	2024-08-24
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.20	-0.67	$-0.44	-0.34	0.12	0.30	0.10	1.29	1.73	-0.20	$-20.00	30.00	11	59.0	1513.000	-0.44	2024-08-23
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.19	-0.63	$-0.22	-0.17	-0.05	0.30	0.11	1.29	1.51	-0.19	$-19.00	30.00	10	22.0	1505.000	-0.22	2024-08-22
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.15	-0.50	$-0.30	-0.23	-0.17	0.30	0.15	1.29	1.59	-0.15	$-15.00	30.00	9	1.0	1502.000	-0.30	2024-08-21
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.17	-0.57	$-0.18	-0.14	-0.04	0.30	0.13	1.29	1.47	-0.17	$-17.00	30.00	8	9.0	1502.000	-0.18	2024-08-20
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$-0.17	-0.57	$-0.25	-0.19	0.97	0.30	0.13	1.29	1.54	-0.17	$-17.00	30.00	7	9.0	1502.000	-0.25	2024-08-19
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$0.05	0.17	$-0.12	-0.09	0.04	0.30	0.35	1.29	1.41	0.05	$5.00	30.00	6	1500.0	1502.000	-0.12	2024-08-18
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$0.05	0.17	$-0.12	-0.09	0.03	0.30	0.35	1.29	1.41	0.05	$5.00	30.00	5	1500.0	1502.000	-0.12	2024-08-17
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$0.05	0.17	$-0.12	-0.09	0.02	0.30	0.35	1.29	1.41	0.05	$5.00	30.00	4	1500.0	1502.000	-0.12	2024-08-16
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$0.05	0.17	$-0.11	-0.09	-0.02	0.30	0.35	1.29	1.40	0.05	$5.00	30.00	3	1500.0	1502.000	-0.11	2024-08-15
SKIN240920P00001500	SKIN	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$-0.05	-0.17	$-0.00	-0.00	0.03	0.30	0.25	1.29	1.29	-0.05	$-5.00	30.00	2	666.0	3.000	-0.00	2024-08-14
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$0.00	0.00	$0.03	0.02	2.73	0.30	0.30	1.29	1.26	0.00	$0.00	30.00	1	2.0	3.000	0.03	2024-08-13
SKIN240920P00001500	SKIN	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	1.29	1.29	0.00	$0.00	30.00	0	2.0	3.000	-0.00	2024-08-12

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