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View Outliers PnL Drill-Down: SMMT240719P00002000

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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
2024-05-30	SMMT	SMMT240719P00002000	2.00	6.0	124.000	2.750	1.221	6.1	0.0	-0.730	6.210	0.080	0.15	8.11	2024-07-19	PUT	Long	0.697	1.502	2.721

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
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.06	-0.60	$1.17	0.11	7.84	0.10	0.04	10.92	9.75	-0.06	$-6.00	10.00	49	4.0	364.000	1.17	2024-07-18
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.06	-0.60	$1.61	0.15	5.72	0.10	0.04	10.92	9.31	-0.06	$-6.00	10.00	48	4.0	364.000	1.61	2024-07-17
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$1.80	0.16	4.53	0.10	0.05	10.92	9.12	-0.05	$-5.00	10.00	47	4.0	0.000	1.80	2024-07-16
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$1.45	0.13	3.91	0.10	0.05	10.92	9.47	-0.05	$-5.00	10.00	46	4.0	0.000	1.45	2024-07-15
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.39	0.22	2.28	0.10	0.05	10.92	8.53	-0.05	$-5.00	10.00	43	4.0	0.000	2.39	2024-07-12
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.24	0.21	2.03	0.10	0.05	10.92	8.68	-0.05	$-5.00	10.00	42	4.0	0.000	2.24	2024-07-11
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.63	0.24	1.69	0.10	0.05	10.92	8.29	-0.05	$-5.00	10.00	41	4.0	0.000	2.63	2024-07-10
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.08	0.28	1.34	0.10	0.05	10.92	7.84	-0.05	$-5.00	10.00	40	4.0	0.000	3.08	2024-07-09
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.37	0.31	1.09	0.10	0.05	10.92	7.55	-0.05	$-5.00	10.00	39	4.0	0.000	3.37	2024-07-08
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.68	0.34	0.66	0.10	0.05	10.92	7.24	-0.05	$-5.00	10.00	36	4.0	0.000	3.68	2024-07-05
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$4.03	0.37	0.44	0.10	0.05	10.92	6.89	-0.05	$-5.00	10.00	35	4.0	0.000	4.03	2024-07-04
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$4.03	0.37	0.34	0.10	0.05	10.92	6.89	-0.05	$-5.00	10.00	34	4.0	0.000	4.03	2024-07-03
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.38	0.31	0.41	0.10	0.05	10.92	7.54	-0.05	$-5.00	10.00	33	4.0	364.000	3.38	2024-07-02
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.78	0.25	0.47	0.10	0.05	10.92	8.14	-0.05	$-5.00	10.00	32	4.0	364.000	2.78	2024-07-01
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.12	0.29	-2.16	0.10	0.05	10.92	7.80	-0.05	$-5.00	10.00	29	4.0	364.000	3.12	2024-06-28
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.05	0.28	0.12	0.10	0.05	10.92	7.87	-0.05	$-5.00	10.00	28	4.0	364.000	3.05	2024-06-27
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.74	0.25	0.06	0.10	0.05	10.92	8.18	-0.05	$-5.00	10.00	26	4.0	364.000	2.74	2024-06-25
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.92	0.27	-0.03	0.10	0.05	10.92	8.00	-0.05	$-5.00	10.00	25	4.0	364.000	2.92	2024-06-24
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.98	0.27	-0.28	0.10	0.05	10.92	7.94	-0.05	$-5.00	10.00	19	4.0	364.000	2.98	2024-06-18
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.02	0.28	-0.31	0.10	0.05	10.92	7.90	-0.05	$-5.00	10.00	18	4.0	364.000	3.02	2024-06-17
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.53	0.23	-0.34	0.10	0.05	10.92	8.39	-0.05	$-5.00	10.00	15	4.0	364.000	2.53	2024-06-14
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.83	0.26	-2.16	0.10	0.05	10.92	8.09	-0.05	$-5.00	10.00	14	4.0	364.000	2.83	2024-06-13
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.67	0.24	-0.44	0.10	0.05	10.92	8.25	-0.05	$-5.00	10.00	13	4.0	364.000	2.67	2024-06-12
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.38	0.31	-0.56	0.10	0.05	10.92	7.54	-0.05	$-5.00	10.00	12	4.0	364.000	3.38	2024-06-11
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.94	0.27	-0.53	0.10	0.05	10.92	7.98	-0.05	$-5.00	10.00	11	4.0	364.000	2.94	2024-06-10
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.20	0.29	-0.56	0.10	0.05	10.92	7.72	-0.05	$-5.00	10.00	10	4.0	364.000	3.20	2024-06-09
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.20	0.29	-0.64	0.10	0.05	10.92	7.72	-0.05	$-5.00	10.00	8	4.0	364.000	3.20	2024-06-07
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.79	0.26	-0.61	0.10	0.05	10.92	8.13	-0.05	$-5.00	10.00	7	4.0	364.000	2.79	2024-06-06
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$2.88	0.26	-0.64	0.10	0.05	10.92	8.04	-0.05	$-5.00	10.00	6	4.0	364.000	2.88	2024-06-05
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.05	-0.50	$3.62	0.33	-0.76	0.10	0.05	10.92	7.30	-0.05	$-5.00	10.00	5	4.0	361.000	3.62	2024-06-04
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$-0.07	-0.70	$2.08	0.19	-0.59	0.10	0.03	10.92	8.84	-0.07	$-7.00	10.00	4	10.0	351.000	2.08	2024-06-03
SMMT240719P00002000	SMMT	PUT	Long	2.00	Underlying has moved in favorable position (0.1794871794871794871794871795) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 1.96	$0.00	0.00	$2.23	0.20	-2.16	0.10	0.10	10.92	8.69	0.00	$0.00	10.00	1	243.0	352.000	2.23	2024-05-31
SMMT240719P00002000	SMMT	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	10.92	10.92	0.00	$0.00	10.00	0	114.0	124.000	-0.00	2024-05-30

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