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View Outliers PnL Drill-Down: SLG231215P00035000

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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
2023-11-14	SLG	SLG231215P00035000	35.00	3153.0	9979.000	0.602	0.282	1.0	1.1	-0.010	2.090	2.200	2.50	34.78	2023-12-15	PUT	Long	0.289	0.332	0.175

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	SLG	0.727	0.066	0.156	0.104	0.077	-0.015	74.11	-0.610	0.0000	42.45	81.13	21	1y	77.44

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
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.30	-0.96	$-12.72	-0.36	2.16	2.40	0.10	35.26	47.98	-2.30	$-230.00	240.00	29	5.0	7253.000	-12.72	2023-12-14
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.30	-0.96	$-10.20	-0.29	0.97	2.40	0.10	35.26	45.46	-2.30	$-230.00	240.00	28	5.0	7253.000	-10.20	2023-12-13
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.30	-0.96	$-5.71	-0.16	0.14	2.40	0.10	35.26	40.97	-2.30	$-230.00	240.00	27	1.0	7253.000	-5.71	2023-12-12
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.30	-0.96	$-6.93	-0.20	0.36	2.40	0.10	35.26	42.19	-2.30	$-230.00	240.00	26	1.0	7253.000	-6.93	2023-12-11
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.34	-0.98	$-7.23	-0.21	0.15	2.40	0.06	35.26	42.49	-2.34	$-234.00	240.00	23	18.0	7234.000	-7.23	2023-12-08
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.32	-0.97	$-7.32	-0.21	0.24	2.40	0.08	35.26	42.58	-2.32	$-232.00	240.00	22	417.0	7144.000	-7.32	2023-12-07
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.15	-0.90	$-5.93	-0.17	0.08	2.40	0.25	35.26	41.19	-2.15	$-215.00	240.00	21	0.0	7144.000	-5.93	2023-12-06
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.15	-0.90	$-5.17	-0.15	0.08	2.40	0.25	35.26	40.43	-2.15	$-215.00	240.00	20	0.0	7137.000	-5.17	2023-12-05
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.25	-0.94	$-6.94	-0.20	0.09	2.40	0.15	35.26	42.20	-2.25	$-225.00	240.00	19	0.0	7186.000	-6.94	2023-12-04
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.10	-0.88	$-4.94	-0.14	0.06	2.40	0.30	35.26	40.20	-2.10	$-210.00	240.00	18	0.0	7233.000	-4.94	2023-12-03
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.10	-0.88	$-4.94	-0.14	0.03	2.40	0.30	35.26	40.20	-2.10	$-210.00	240.00	17	0.0	7233.000	-4.94	2023-12-02
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-2.10	-0.88	$-4.98	-0.14	0.01	2.40	0.30	35.26	40.24	-2.10	$-210.00	240.00	16	0.0	7233.000	-4.98	2023-12-01
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-1.50	-0.62	$-1.32	-0.04	-0.04	2.40	0.90	35.26	36.58	-1.50	$-150.00	240.00	15	0.0	7048.000	-1.32	2023-11-30
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-1.65	-0.69	$-1.90	-0.05	-0.03	2.40	0.75	35.26	37.16	-1.65	$-165.00	240.00	14	0.0	6994.000	-1.90	2023-11-29
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-1.25	-0.52	$-1.09	-0.03	-0.05	2.40	1.15	35.26	36.35	-1.25	$-125.00	240.00	13	0.0	9277.000	-1.09	2023-11-28
SLG231215P00035000	SLG	PUT	Long	35.00	None	$-0.45	-0.19	$0.86	0.02	-0.01	2.40	1.95	35.26	34.40	-0.45	$-45.00	240.00	12	0.0	9277.000	0.86	2023-11-27
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.23	0.10	$1.53	0.04	-0.06	2.40	2.63	35.26	33.73	0.23	$23.00	240.00	9	0.0	0.000	1.53	2023-11-24
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.23	0.10	$1.54	0.04	-0.61	2.40	2.63	35.26	33.72	0.23	$23.00	240.00	8	0.0	0.000	1.54	2023-11-23
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.70	0.29	$1.94	0.06	-0.08	2.40	3.10	35.26	33.32	0.70	$70.00	240.00	7	0.0	9278.000	1.94	2023-11-22
SLG231215P00035000	SLG	PUT	Long	35.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.60	0.25	$1.96	0.06	-0.03	2.40	3.00	35.26	33.30	0.60	$60.00	240.00	6	0.0	9279.000	1.96	2023-11-21
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.15	0.06	$0.63	0.02	-0.04	2.40	2.55	35.26	34.63	0.15	$15.00	240.00	5	0.0	9279.000	0.63	2023-11-20
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.29	0.12	$1.05	0.03	-0.04	2.40	2.69	35.26	34.21	0.29	$29.00	240.00	4	0.0	9507.000	1.05	2023-11-19
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.29	0.12	$1.05	0.03	-0.05	2.40	2.69	35.26	34.21	0.29	$29.00	240.00	2	0.0	9507.000	1.05	2023-11-17
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.42	0.18	$1.70	0.05	-0.01	2.40	2.82	35.26	33.56	0.42	$42.00	240.00	1	0.0	9663.000	1.70	2023-11-16
SLG231215P00035000	SLG	PUT	Long	35.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.40	2.40	35.26	35.26	0.00	$0.00	240.00	0	0.0	9354.000	-0.00	2023-11-15

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