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View Outliers PnL Drill-Down: SLI241115P00002500

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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
2024-10-07	SLI	SLI241115P00002500	2.50	2.0	17.000	0.992	0.431	0.0	0.6	0.000	0.070	0.680	0.85	1.88	2024-11-15	PUT	Long	0.438	0.459	0.150
2024-10-10	SLI	SLI241115P00002500	2.50	10.0	19.000	1.086	0.434	0.0	0.3	0.000	0.160	0.460	0.50	2.19	2024-11-15	PUT	Long	0.465	0.474	0.099

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
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.32	-0.38	$0.11	0.06	2.57	0.85	0.53	1.88	1.77	-0.32	$-32.00	85.00	38	13.0	95.000	0.11	2024-11-14
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.32	-0.38	$-0.11	-0.06	0.88	0.85	0.53	1.88	1.99	-0.32	$-32.00	85.00	37	13.0	95.000	-0.11	2024-11-13
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.32	-0.38	$-0.09	-0.05	0.82	0.85	0.53	1.88	1.97	-0.32	$-32.00	85.00	36	13.0	121.000	-0.09	2024-11-12
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.35	-0.41	$-0.17	-0.09	0.51	0.85	0.50	1.88	2.05	-0.35	$-35.00	85.00	35	21.0	101.000	-0.17	2024-11-11
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.40	-0.47	$-0.29	-0.15	-0.01	0.85	0.45	1.88	2.17	-0.40	$-40.00	85.00	34	1.0	101.000	-0.29	2024-11-10
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.40	-0.47	$-0.29	-0.15	-0.07	0.85	0.45	1.88	2.17	-0.40	$-40.00	85.00	33	1.0	101.000	-0.29	2024-11-09
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.40	-0.47	$-0.27	-0.14	0.51	0.85	0.45	1.88	2.15	-0.40	$-40.00	85.00	32	1.0	101.000	-0.27	2024-11-08
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.41	-0.22	-0.01	0.85	0.40	1.88	2.29	-0.45	$-45.00	85.00	31	1.0	102.000	-0.41	2024-11-07
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.50	-0.59	$-0.31	-0.16	0.37	0.85	0.35	1.88	2.19	-0.50	$-50.00	85.00	30	1.0	101.000	-0.31	2024-11-06
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.60	-0.71	$-0.40	-0.21	0.36	0.85	0.25	1.88	2.28	-0.60	$-60.00	85.00	29	2.0	100.000	-0.40	2024-11-05
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.44	-0.23	0.14	0.85	0.40	1.88	2.32	-0.45	$-45.00	85.00	28	21.0	100.000	-0.44	2024-11-04
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.47	-0.25	0.25	0.85	0.40	1.88	2.35	-0.45	$-45.00	85.00	25	21.0	100.000	-0.47	2024-11-01
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.49	-0.26	0.26	0.85	0.40	1.88	2.37	-0.45	$-45.00	85.00	24	21.0	120.000	-0.49	2024-10-31
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.56	-0.66	$-0.63	-0.34	0.18	0.85	0.29	1.88	2.51	-0.56	$-56.00	85.00	23	91.0	54.000	-0.63	2024-10-30
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.55	-0.65	$-0.58	-0.31	0.32	0.85	0.30	1.88	2.46	-0.55	$-55.00	85.00	22	6.0	48.000	-0.58	2024-10-29
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.50	-0.59	$-0.45	-0.24	0.40	0.85	0.35	1.88	2.33	-0.50	$-50.00	85.00	21	31.0	45.000	-0.45	2024-10-28
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.30	-0.16	0.33	0.85	0.40	1.88	2.18	-0.45	$-45.00	85.00	20	7.0	45.000	-0.30	2024-10-27
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.30	-0.16	0.30	0.85	0.40	1.88	2.18	-0.45	$-45.00	85.00	19	7.0	45.000	-0.30	2024-10-26
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.32	-0.17	0.33	0.85	0.40	1.88	2.20	-0.45	$-45.00	85.00	17	7.0	38.000	-0.32	2024-10-24
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.30	-0.35	$-0.23	-0.12	0.24	0.85	0.55	1.88	2.11	-0.30	$-30.00	85.00	16	2.0	36.000	-0.23	2024-10-23
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.45	-0.53	$-0.34	-0.18	-0.02	0.85	0.40	1.88	2.22	-0.45	$-45.00	85.00	15	2.0	36.000	-0.34	2024-10-22
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.10	-0.12	$-0.09	-0.05	0.07	0.85	0.75	1.88	1.97	-0.10	$-10.00	85.00	14	3.0	36.000	-0.09	2024-10-21
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.20	-0.24	$-0.03	-0.02	0.06	0.85	0.65	1.88	1.91	-0.20	$-20.00	85.00	12	1.0	35.000	-0.03	2024-10-19
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.30	-0.35	$-0.04	-0.02	-0.24	0.85	0.55	1.88	1.92	-0.30	$-30.00	85.00	11	2.0	0.000	-0.04	2024-10-18
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.30	-0.35	$-0.19	-0.10	0.09	0.85	0.55	1.88	2.07	-0.30	$-30.00	85.00	9	2.0	35.000	-0.19	2024-10-16
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.30	-0.35	$-0.38	-0.20	0.30	0.85	0.55	1.88	2.26	-0.30	$-30.00	85.00	7	10.0	31.000	-0.38	2024-10-14
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.50	-0.59	$-0.51	-0.27	0.12	0.85	0.35	1.88	2.39	-0.50	$-50.00	85.00	4	26.0	19.000	-0.51	2024-10-11
SLI241115P00002500	SLI	PUT	Long	2.50	None	$-0.35	-0.41	$-0.22	-0.12	0.27	0.85	0.50	1.88	2.10	-0.35	$-35.00	85.00	3	10.0	19.000	-0.22	2024-10-10
SLI241115P00002500	SLI	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.06	$-0.05	-0.06	$-0.02	-0.01	0.00	0.85	0.80	1.88	1.90	-0.05	$-5.00	85.00	2	1.0	18.000	-0.02	2024-10-09
SLI241115P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	1.88	1.88	0.00	$0.00	85.00	0	2.0	17.000	-0.00	2024-10-07

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