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View Outliers PnL Drill-Down: SMMT240119P00002000

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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
2023-10-17	SMMT	SMMT240119P00002000	2.00	1.0	184.000	1.082	0.431	0.1	0.3	0.000	0.240	0.460	0.54	1.76	2024-01-19	PUT	Long	0.369	0.397	0.154

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	SMMT	1.000	0.158	1.507	0.391	0.158	-0.080	18.57	0.000	0.0000	2.37	31.93	21	1y	20.33

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
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.55	-0.88	3.42	0.54	0.05	1.76	3.31	-0.49	$-49.00	54.00	93	15.0	536.000	-1.55	2024-01-18
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.59	-0.90	3.54	0.54	0.05	1.76	3.35	-0.49	$-49.00	54.00	92	15.0	536.000	-1.59	2024-01-17
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.37	-0.78	1.86	0.54	0.05	1.76	3.13	-0.49	$-49.00	54.00	91	15.0	536.000	-1.37	2024-01-16
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.34	-0.76	0.98	0.54	0.05	1.76	3.10	-0.49	$-49.00	54.00	87	15.0	536.000	-1.34	2024-01-12
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.21	-0.69	0.73	0.54	0.05	1.76	2.97	-0.49	$-49.00	54.00	86	15.0	536.000	-1.21	2024-01-11
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.25	-0.71	0.67	0.54	0.05	1.76	3.01	-0.49	$-49.00	54.00	85	15.0	536.000	-1.25	2024-01-10
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.30	-0.74	0.64	0.54	0.05	1.76	3.06	-0.49	$-49.00	54.00	84	15.0	536.000	-1.30	2024-01-09
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-1.21	-0.69	0.54	0.54	0.05	1.76	2.97	-0.49	$-49.00	54.00	83	15.0	551.000	-1.21	2024-01-08
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-0.79	-0.45	0.36	0.54	0.05	1.76	2.55	-0.49	$-49.00	54.00	80	10.0	551.000	-0.79	2024-01-05
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-0.93	-0.53	-0.58	0.54	0.05	1.76	2.69	-0.49	$-49.00	54.00	79	10.0	551.000	-0.93	2024-01-04
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.49	-0.91	$-0.94	-0.53	-0.58	0.54	0.05	1.76	2.70	-0.49	$-49.00	54.00	78	10.0	551.000	-0.94	2024-01-03
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.46	-0.85	$-0.88	-0.50	-0.58	0.54	0.08	1.76	2.64	-0.46	$-46.00	54.00	77	5.0	551.000	-0.88	2024-01-02
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.46	-0.85	$-0.85	-0.48	0.31	0.54	0.08	1.76	2.61	-0.46	$-46.00	54.00	76	5.0	551.000	-0.85	2024-01-01
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.46	-0.85	$-0.85	-0.48	0.23	0.54	0.08	1.76	2.61	-0.46	$-46.00	54.00	74	5.0	551.000	-0.85	2023-12-30
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.46	-0.85	$-0.85	-0.48	0.17	0.54	0.08	1.76	2.61	-0.46	$-46.00	54.00	73	5.0	551.000	-0.85	2023-12-29
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.39	-0.72	$-1.07	-0.61	0.39	0.54	0.15	1.76	2.83	-0.39	$-39.00	54.00	72	2.0	551.000	-1.07	2023-12-28
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.39	-0.72	$-1.00	-0.57	0.26	0.54	0.15	1.76	2.76	-0.39	$-39.00	54.00	71	2.0	551.000	-1.00	2023-12-27
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.39	-0.72	$-0.84	-0.48	0.23	0.54	0.15	1.76	2.60	-0.39	$-39.00	54.00	70	2.0	551.000	-0.84	2023-12-26
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.44	-0.81	$-0.61	-0.35	0.22	0.54	0.10	1.76	2.37	-0.44	$-44.00	54.00	69	1.0	550.000	-0.61	2023-12-25
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.44	-0.81	$-0.61	-0.35	0.17	0.54	0.10	1.76	2.37	-0.44	$-44.00	54.00	67	1.0	550.000	-0.61	2023-12-23
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.44	-0.81	$-0.61	-0.35	0.03	0.54	0.10	1.76	2.37	-0.44	$-44.00	54.00	66	1.0	550.000	-0.61	2023-12-22
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.41	-0.76	$-0.62	-0.35	0.02	0.54	0.13	1.76	2.38	-0.41	$-41.00	54.00	65	20.0	533.000	-0.62	2023-12-21
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.47	-0.87	$-0.79	-0.45	-0.08	0.54	0.07	1.76	2.55	-0.47	$-47.00	54.00	64	1.0	533.000	-0.79	2023-12-20
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.47	-0.87	$-0.92	-0.52	0.15	0.54	0.07	1.76	2.68	-0.47	$-47.00	54.00	63	1.0	534.000	-0.92	2023-12-19
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.47	-0.87	$-0.70	-0.40	-0.18	0.54	0.07	1.76	2.46	-0.47	$-47.00	54.00	62	184.0	526.000	-0.70	2023-12-18
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.44	-0.81	$-0.80	-0.45	0.11	0.54	0.10	1.76	2.56	-0.44	$-44.00	54.00	60	3.0	524.000	-0.80	2023-12-16
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.44	-0.81	$-0.80	-0.45	0.10	0.54	0.10	1.76	2.56	-0.44	$-44.00	54.00	59	2.0	524.000	-0.80	2023-12-15
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.44	-0.81	$-0.88	-0.50	0.03	0.54	0.10	1.76	2.64	-0.44	$-44.00	54.00	58	162.0	478.000	-0.88	2023-12-14
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.39	-0.72	$-0.58	-0.33	0.36	0.54	0.15	1.76	2.34	-0.39	$-39.00	54.00	57	2.0	477.000	-0.58	2023-12-13
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.29	-0.54	$-0.44	-0.25	0.07	0.54	0.25	1.76	2.20	-0.29	$-29.00	54.00	56	10.0	477.000	-0.44	2023-12-12
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.29	-0.54	$-0.34	-0.19	-0.06	0.54	0.25	1.76	2.10	-0.29	$-29.00	54.00	55	10.0	467.000	-0.34	2023-12-11
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.29	-0.54	$-0.43	-0.24	0.10	0.54	0.25	1.76	2.19	-0.29	$-29.00	54.00	52	11.0	456.000	-0.43	2023-12-08
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.32	-0.59	$-0.46	-0.26	0.04	0.54	0.22	1.76	2.22	-0.32	$-32.00	54.00	51	33.0	430.000	-0.46	2023-12-07
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.38	-0.70	$-0.67	-0.38	0.14	0.54	0.16	1.76	2.43	-0.38	$-38.00	54.00	50	0.0	429.000	-0.67	2023-12-06
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.34	-0.63	$-0.70	-0.40	0.07	0.54	0.20	1.76	2.46	-0.34	$-34.00	54.00	49	0.0	296.000	-0.70	2023-12-05
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.29	-0.54	$-0.49	-0.28	0.03	0.54	0.25	1.76	2.25	-0.29	$-29.00	54.00	48	0.0	297.000	-0.49	2023-12-04
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.37	-0.21	0.05	0.54	0.30	1.76	2.13	-0.24	$-24.00	54.00	47	0.0	297.000	-0.37	2023-12-03
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.37	-0.21	0.04	0.54	0.30	1.76	2.13	-0.24	$-24.00	54.00	46	0.0	297.000	-0.37	2023-12-02
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.37	-0.21	0.80	0.54	0.30	1.76	2.13	-0.24	$-24.00	54.00	45	0.0	297.000	-0.37	2023-12-01
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.27	-0.15	-0.03	0.54	0.30	1.76	2.03	-0.24	$-24.00	54.00	44	0.0	295.000	-0.27	2023-11-30
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.26	-0.48	$-0.19	-0.11	0.03	0.54	0.28	1.76	1.95	-0.26	$-26.00	54.00	43	0.0	291.000	-0.19	2023-11-29
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.29	-0.54	$-0.21	-0.12	-0.22	0.54	0.25	1.76	1.97	-0.29	$-29.00	54.00	42	0.0	290.000	-0.21	2023-11-28
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.22	-0.12	-0.29	0.54	0.30	1.76	1.98	-0.24	$-24.00	54.00	41	0.0	290.000	-0.22	2023-11-27
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.24	-0.14	-0.20	0.54	0.30	1.76	2.00	-0.24	$-24.00	54.00	38	0.0	0.000	-0.24	2023-11-24
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.19	-0.11	-1.08	0.54	0.30	1.76	1.95	-0.24	$-24.00	54.00	37	0.0	0.000	-0.19	2023-11-23
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.29	-0.54	$-0.21	-0.12	-0.18	0.54	0.25	1.76	1.97	-0.29	$-29.00	54.00	36	0.0	289.000	-0.21	2023-11-22
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.29	-0.54	$-0.22	-0.12	-0.25	0.54	0.25	1.76	1.98	-0.29	$-29.00	54.00	35	0.0	287.000	-0.22	2023-11-21
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.23	-0.13	-0.16	0.54	0.30	1.76	1.99	-0.24	$-24.00	54.00	34	0.0	290.000	-0.23	2023-11-20
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.19	-0.35	$-0.17	-0.10	-0.26	0.54	0.35	1.76	1.93	-0.19	$-19.00	54.00	33	0.0	290.000	-0.17	2023-11-19
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.19	-0.35	$-0.17	-0.10	-0.27	0.54	0.35	1.76	1.93	-0.19	$-19.00	54.00	31	0.0	290.000	-0.17	2023-11-17
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.19	-0.35	$-0.10	-0.06	-0.14	0.54	0.35	1.76	1.86	-0.19	$-19.00	54.00	30	0.0	277.000	-0.10	2023-11-16
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.22	-0.12	-0.14	0.54	0.30	1.76	1.98	-0.24	$-24.00	54.00	29	0.0	256.000	-0.22	2023-11-15
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.15	-0.28	$-0.21	-0.12	-0.31	0.54	0.39	1.76	1.97	-0.15	$-15.00	54.00	28	0.0	256.000	-0.21	2023-11-14
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$0.11	0.20	$-0.08	-0.05	0.03	0.54	0.65	1.76	1.84	0.11	$11.00	54.00	27	0.0	256.000	-0.08	2023-11-13
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.19	-0.35	$-0.14	-0.08	-0.34	0.54	0.35	1.76	1.90	-0.19	$-19.00	54.00	24	0.0	250.000	-0.14	2023-11-10
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.04	-0.07	$0.01	0.01	-1.08	0.54	0.50	1.76	1.75	-0.04	$-4.00	54.00	23	0.0	0.000	0.01	2023-11-09
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.04	-0.07	$0.01	0.01	-0.05	0.54	0.50	1.76	1.75	-0.04	$-4.00	54.00	22	0.0	243.000	0.01	2023-11-08
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.14	-0.26	$-0.07	-0.04	-0.10	0.54	0.40	1.76	1.83	-0.14	$-14.00	54.00	21	0.0	241.000	-0.07	2023-11-07
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.42	-0.24	0.09	0.54	0.30	1.76	2.18	-0.24	$-24.00	54.00	20	0.0	200.000	-0.42	2023-11-06
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.24	-0.44	$-0.42	-0.24	0.09	0.54	0.30	1.76	2.18	-0.24	$-24.00	54.00	19	0.0	200.000	-0.42	2023-11-05
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.09	-0.17	$-0.25	-0.14	0.67	0.54	0.45	1.76	2.01	-0.09	$-9.00	54.00	17	0.0	200.000	-0.25	2023-11-03
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.09	-0.17	$-0.24	-0.14	0.73	0.54	0.45	1.76	2.00	-0.09	$-9.00	54.00	16	0.0	200.000	-0.24	2023-11-02
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.09	-0.17	$-0.19	-0.11	0.15	0.54	0.45	1.76	1.95	-0.09	$-9.00	54.00	15	0.0	195.000	-0.19	2023-11-01
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.10	-0.19	$-0.18	-0.10	0.28	0.54	0.44	1.76	1.94	-0.10	$-10.00	54.00	14	0.0	195.000	-0.18	2023-10-31
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.04	-0.07	$-0.16	-0.09	0.70	0.54	0.50	1.76	1.92	-0.04	$-4.00	54.00	13	0.0	195.000	-0.16	2023-10-30
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.04	-0.07	$-0.05	-0.03	0.03	0.54	0.50	1.76	1.81	-0.04	$-4.00	54.00	10	0.0	195.000	-0.05	2023-10-27
SMMT240119P00002000	SMMT	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.04; Exit EQ PnL: -0.13	$-0.04	-0.07	$-0.09	-0.05	-1.08	0.54	0.50	1.76	1.85	-0.04	$-4.00	54.00	9	0.0	195.000	-0.09	2023-10-26
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.04	-0.07	$-0.12	-0.07	0.16	0.54	0.50	1.76	1.88	-0.04	$-4.00	54.00	8	0.0	194.000	-0.12	2023-10-25
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$-0.09	-0.17	$-0.12	-0.07	0.15	0.54	0.45	1.76	1.88	-0.09	$-9.00	54.00	7	0.0	184.000	-0.12	2023-10-24
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.54	0.54	1.76	1.76	0.00	$0.00	54.00	6	0.0	184.000	-0.00	2023-10-23
SMMT240119P00002000	SMMT	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.54	0.54	1.76	1.76	0.00	$0.00	54.00	0	1.0	184.000	-0.00	2023-10-17

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