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View Outliers PnL Drill-Down: SLI240621P00001000

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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
2024-05-10 SLI SLI240621P00001000 1.00 2.0 24.000 1.563 0.296 0.8 0.0 0.000 0.820 0.030 0.05 1.78 2024-06-21 PUT Long 0.368 0.391 0.141
2024-05-09 SLI SLI240621P00001000 1.00 2.0 24.000 1.344 0.277 0.6 0.0 -0.010 0.610 0.030 0.05 1.57 2024-06-21 PUT Long 0.337 0.376 0.180

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 SLI 0.818 0.137 0.410 0.232 0.158 -0.124 1.43 0.000 0.0000 1.05 2.51 21 1y 2.15

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
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.31 0.20 0.97 0.05 0.05 1.57 1.26 0.00 $0.00 5.00 40 2.0 24.000 0.31 2024-06-18
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.23 0.15 1.09 0.05 0.05 1.57 1.34 0.00 $0.00 5.00 39 2.0 24.000 0.23 2024-06-17
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.21 0.13 0.59 0.05 0.05 1.57 1.36 0.00 $0.00 5.00 36 2.0 24.000 0.21 2024-06-14
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.15 0.10 0.66 0.05 0.05 1.57 1.42 0.00 $0.00 5.00 35 2.0 24.000 0.15 2024-06-13
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.13 0.08 0.59 0.05 0.05 1.57 1.44 0.00 $0.00 5.00 34 2.0 24.000 0.13 2024-06-12
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.16 0.10 0.47 0.05 0.05 1.57 1.41 0.00 $0.00 5.00 33 2.0 24.000 0.16 2024-06-11
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.08 0.05 0.53 0.05 0.05 1.57 1.49 0.00 $0.00 5.00 32 2.0 24.000 0.08 2024-06-10
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.05 0.03 0.59 0.05 0.05 1.57 1.52 0.00 $0.00 5.00 31 2.0 24.000 0.05 2024-06-09
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.05 0.03 0.41 0.05 0.05 1.57 1.52 0.00 $0.00 5.00 29 20.0 24.000 0.05 2024-06-07
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.03 0.02 -0.84 0.05 0.05 1.57 1.54 0.00 $0.00 5.00 28 2.0 24.000 0.03 2024-06-06
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $0.02 0.01 0.34 0.05 0.05 1.57 1.55 0.00 $0.00 5.00 27 2.0 24.000 0.02 2024-06-05
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.01 -0.01 0.34 0.05 0.05 1.57 1.58 0.00 $0.00 5.00 26 2.0 24.000 -0.01 2024-06-04
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.06 -0.04 0.38 0.05 0.05 1.57 1.63 0.00 $0.00 5.00 25 2.0 24.000 -0.06 2024-06-03
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.11 -0.07 0.31 0.05 0.05 1.57 1.68 0.00 $0.00 5.00 22 2.0 24.000 -0.11 2024-05-31
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.13 -0.08 0.31 0.05 0.05 1.57 1.70 0.00 $0.00 5.00 21 2.0 24.000 -0.13 2024-05-30
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.13 -0.08 0.28 0.05 0.05 1.57 1.70 0.00 $0.00 5.00 20 2.0 24.000 -0.13 2024-05-29
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.16 -0.10 0.31 0.05 0.05 1.57 1.73 0.00 $0.00 5.00 19 2.0 24.000 -0.16 2024-05-28
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.15 -0.10 0.22 0.05 0.05 1.57 1.72 0.00 $0.00 5.00 18 2.0 24.000 -0.15 2024-05-27
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.14 -0.09 0.12 0.05 0.05 1.57 1.71 0.00 $0.00 5.00 15 2.0 24.000 -0.14 2024-05-24
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.05 -0.03 0.34 0.05 0.05 1.57 1.62 0.00 $0.00 5.00 14 20.0 24.000 -0.05 2024-05-23
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.18 -0.11 0.47 0.05 0.05 1.57 1.75 0.00 $0.00 5.00 13 2.0 24.000 -0.18 2024-05-22
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.28 -0.18 0.19 0.05 0.05 1.57 1.85 0.00 $0.00 5.00 12 2.0 24.000 -0.28 2024-05-21
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.33 -0.21 -0.84 0.05 0.05 1.57 1.90 0.00 $0.00 5.00 11 2.0 0.000 -0.33 2024-05-20
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.27 -0.17 0.47 0.05 0.05 1.57 1.84 0.00 $0.00 5.00 10 2.0 24.000 -0.27 2024-05-19
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.27 -0.17 0.44 0.05 0.05 1.57 1.84 0.00 $0.00 5.00 9 2.0 24.000 -0.27 2024-05-18
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.26 -0.17 0.41 0.05 0.05 1.57 1.83 0.00 $0.00 5.00 8 2.0 24.000 -0.26 2024-05-17
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.26 -0.17 0.36 0.05 0.05 1.57 1.83 0.00 $0.00 5.00 6 20.0 24.000 -0.26 2024-05-15
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.25 -0.16 1.22 0.05 0.05 1.57 1.82 0.00 $0.00 5.00 5 20.0 24.000 -0.25 2024-05-14
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.30 -0.19 0.06 0.05 0.05 1.57 1.87 0.00 $0.00 5.00 4 2.0 24.000 -0.30 2024-05-13
SLI240621P00001000 SLI PUT Long 1.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.21 $0.00 0.00 $-0.21 -0.13 -0.84 0.05 0.05 1.57 1.78 0.00 $0.00 5.00 3 2.0 24.000 -0.21 2024-05-12
SLI240621P00001000 SLI PUT Long 1.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.05 0.05 1.57 1.57 0.00 $0.00 5.00 0 2.0 24.000 -0.00 2024-05-09

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