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View Outliers PnL Drill-Down: SKX240621P00067500

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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
2024-04-26 SKX SKX240621P00067500 67.50 28.0 34.000 0.216 0.224 3.1 1.8 -0.010 3.040 1.750 1.95 68.25 2024-06-21 PUT Long 0.154 0.189 0.112

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 SKX 0.636 0.057 0.131 0.087 0.089 -0.002 68.29 0.068 0.0000 56.17 74.50 21 1y 61.78

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
SKX240621P00067500 SKX PUT Long 67.50 None $-3.05 -0.95 $-7.74 -0.12 0.34 3.20 0.15 65.41 73.15 -3.05 $-305.00 320.00 53 2.0 444.000 -7.74 2024-06-18
SKX240621P00067500 SKX PUT Long 67.50 None $-3.05 -0.95 $-7.44 -0.11 0.26 3.20 0.15 65.41 72.85 -3.05 $-305.00 320.00 52 2.0 444.000 -7.44 2024-06-17
SKX240621P00067500 SKX PUT Long 67.50 None $-3.05 -0.95 $-6.75 -0.10 0.16 3.20 0.15 65.41 72.16 -3.05 $-305.00 320.00 49 2.0 444.000 -6.75 2024-06-14
SKX240621P00067500 SKX PUT Long 67.50 None $-3.05 -0.95 $-8.35 -0.13 0.26 3.20 0.15 65.41 73.76 -3.05 $-305.00 320.00 48 2.0 444.000 -8.35 2024-06-13
SKX240621P00067500 SKX PUT Long 67.50 None $-3.05 -0.95 $-9.09 -0.14 0.23 3.20 0.15 65.41 74.50 -3.05 $-305.00 320.00 47 2.0 444.000 -9.09 2024-06-12
SKX240621P00067500 SKX PUT Long 67.50 None $-3.12 -0.98 $-8.41 -0.13 0.18 3.20 0.08 65.41 73.82 -3.12 $-312.00 320.00 46 8.0 444.000 -8.41 2024-06-11
SKX240621P00067500 SKX PUT Long 67.50 None $-3.12 -0.98 $-8.49 -0.13 0.11 3.20 0.08 65.41 73.90 -3.12 $-312.00 320.00 45 8.0 447.000 -8.49 2024-06-10
SKX240621P00067500 SKX PUT Long 67.50 None $-3.07 -0.96 $-7.46 -0.11 0.10 3.20 0.13 65.41 72.87 -3.07 $-307.00 320.00 44 7.0 448.000 -7.46 2024-06-09
SKX240621P00067500 SKX PUT Long 67.50 None $-3.07 -0.96 $-7.45 -0.11 0.06 3.20 0.13 65.41 72.86 -3.07 $-307.00 320.00 42 7.0 448.000 -7.45 2024-06-07
SKX240621P00067500 SKX PUT Long 67.50 None $-2.99 -0.93 $-5.64 -0.09 0.02 3.20 0.21 65.41 71.05 -2.99 $-299.00 320.00 41 3.0 445.000 -5.64 2024-06-06
SKX240621P00067500 SKX PUT Long 67.50 None $-2.86 -0.89 $-5.39 -0.08 0.03 3.20 0.34 65.41 70.80 -2.86 $-286.00 320.00 40 1.0 445.000 -5.39 2024-06-05
SKX240621P00067500 SKX PUT Long 67.50 None $-2.70 -0.84 $-4.15 -0.06 0.03 3.20 0.50 65.41 69.56 -2.70 $-270.00 320.00 39 1.0 446.000 -4.15 2024-06-04
SKX240621P00067500 SKX PUT Long 67.50 None $-2.65 -0.83 $-5.02 -0.08 0.04 3.20 0.55 65.41 70.43 -2.65 $-265.00 320.00 38 35.0 414.000 -5.02 2024-06-03
SKX240621P00067500 SKX PUT Long 67.50 None $-2.75 -0.86 $-6.02 -0.09 0.04 3.20 0.45 65.41 71.43 -2.75 $-275.00 320.00 35 124.0 414.000 -6.02 2024-05-31
SKX240621P00067500 SKX PUT Long 67.50 None $-2.75 -0.86 $-5.04 -0.08 0.02 3.20 0.45 65.41 70.45 -2.75 $-275.00 320.00 34 124.0 414.000 -5.04 2024-05-30
SKX240621P00067500 SKX PUT Long 67.50 None $-2.69 -0.84 $-4.39 -0.07 0.01 3.20 0.51 65.41 69.80 -2.69 $-269.00 320.00 33 1.0 414.000 -4.39 2024-05-29
SKX240621P00067500 SKX PUT Long 67.50 None $-2.74 -0.86 $-5.05 -0.08 0.00 3.20 0.46 65.41 70.46 -2.74 $-274.00 320.00 32 63.0 401.000 -5.05 2024-05-28
SKX240621P00067500 SKX PUT Long 67.50 None $-2.20 -0.69 $-2.88 -0.04 -0.00 3.20 1.00 65.41 68.29 -2.20 $-220.00 320.00 31 4.0 400.000 -2.88 2024-05-27
SKX240621P00067500 SKX PUT Long 67.50 None $-2.20 -0.69 $-2.89 -0.04 -0.02 3.20 1.00 65.41 68.30 -2.20 $-220.00 320.00 28 4.0 400.000 -2.89 2024-05-24
SKX240621P00067500 SKX PUT Long 67.50 None $-1.60 -0.50 $-1.96 -0.03 0.00 3.20 1.60 65.41 67.37 -1.60 $-160.00 320.00 27 42.0 363.000 -1.96 2024-05-23
SKX240621P00067500 SKX PUT Long 67.50 None $-1.95 -0.61 $-2.43 -0.04 -0.01 3.20 1.25 65.41 67.84 -1.95 $-195.00 320.00 26 8.0 363.000 -2.43 2024-05-22
SKX240621P00067500 SKX PUT Long 67.50 None $-2.15 -0.67 $-2.97 -0.05 -0.02 3.20 1.05 65.41 68.38 -2.15 $-215.00 320.00 25 12.0 355.000 -2.97 2024-05-21
SKX240621P00067500 SKX PUT Long 67.50 None $-2.09 -0.65 $-2.83 -0.04 -0.19 3.20 1.11 65.41 68.24 -2.09 $-209.00 320.00 24 40.0 0.000 -2.83 2024-05-20
SKX240621P00067500 SKX PUT Long 67.50 None $-2.10 -0.66 $-3.01 -0.05 -0.01 3.20 1.10 65.41 68.42 -2.10 $-210.00 320.00 23 30.0 349.000 -3.01 2024-05-19
SKX240621P00067500 SKX PUT Long 67.50 None $-2.10 -0.66 $-3.01 -0.05 -0.02 3.20 1.10 65.41 68.42 -2.10 $-210.00 320.00 22 30.0 349.000 -3.01 2024-05-18
SKX240621P00067500 SKX PUT Long 67.50 None $-2.18 -0.68 $-3.00 -0.05 -0.03 3.20 1.02 65.41 68.41 -2.18 $-218.00 320.00 21 15.0 349.000 -3.00 2024-05-17
SKX240621P00067500 SKX PUT Long 67.50 None $-2.20 -0.69 $-3.96 -0.06 -0.01 3.20 1.00 65.41 69.37 -2.20 $-220.00 320.00 19 8.0 335.000 -3.96 2024-05-15
SKX240621P00067500 SKX PUT Long 67.50 None $-2.07 -0.65 $-3.59 -0.05 -0.00 3.20 1.13 65.41 69.00 -2.07 $-207.00 320.00 18 74.0 265.000 -3.59 2024-05-14
SKX240621P00067500 SKX PUT Long 67.50 None $-1.90 -0.59 $-2.83 -0.04 -0.02 3.20 1.30 65.41 68.24 -1.90 $-190.00 320.00 17 41.0 263.000 -2.83 2024-05-13
SKX240621P00067500 SKX PUT Long 67.50 None $-1.60 -0.50 $-2.37 -0.04 -0.21 3.20 1.60 65.41 67.78 -1.60 $-160.00 320.00 16 6.0 263.000 -2.37 2024-05-12
SKX240621P00067500 SKX PUT Long 67.50 None $-1.65 -0.52 $-2.65 -0.04 -0.02 3.20 1.55 65.41 68.06 -1.65 $-165.00 320.00 13 19.0 256.000 -2.65 2024-05-09
SKX240621P00067500 SKX PUT Long 67.50 None $-0.85 -0.27 $-1.59 -0.02 -0.01 3.20 2.35 65.41 67.00 -0.85 $-85.00 320.00 12 21.0 255.000 -1.59 2024-05-08
SKX240621P00067500 SKX PUT Long 67.50 None $-0.94 -0.29 $-0.99 -0.02 -0.02 3.20 2.26 65.41 66.40 -0.94 $-94.00 320.00 11 19.0 245.000 -0.99 2024-05-07
SKX240621P00067500 SKX PUT Long 67.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.30 -0.09 $-1.18 -0.02 -0.21 3.20 2.90 65.41 66.59 -0.30 $-30.00 320.00 7 16.0 211.000 -1.18 2024-05-03
SKX240621P00067500 SKX PUT Long 67.50 None $-0.30 -0.09 $-0.66 -0.01 -0.01 3.20 2.90 65.41 66.07 -0.30 $-30.00 320.00 6 16.0 208.000 -0.66 2024-05-02
SKX240621P00067500 SKX PUT Long 67.50 None $-0.45 -0.14 $-1.41 -0.02 0.02 3.20 2.75 65.41 66.82 -0.45 $-45.00 320.00 3 22.0 113.000 -1.41 2024-04-29
SKX240621P00067500 SKX PUT Long 67.50 None $0.00 0.00 $-0.00 -0.00 0.00 3.20 3.20 65.41 65.41 0.00 $0.00 320.00 0 155.0 34.000 -0.00 2024-04-26

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