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View Outliers PnL Drill-Down: SMR231117P00006000

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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
2023-10-06	SMR	SMR231117P00006000	6.00	23.0	278.000	0.811	0.311	0.1	0.3	-0.020	0.450	0.670	0.72	5.75	2023-11-17	PUT	Long	0.278	0.351	0.229

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	SMR	0.909	0.201	0.636	0.346	0.261	-0.058	21.71	-2.559	0.0000	1.92	30.21	21	1y	20.76

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
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.63	3.65	$3.44	0.60	7.69	0.72	3.35	5.75	2.31	2.63	$263.00	72.00	41	0.0	1210.000	3.44	2023-11-16
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.63	3.65	$3.07	0.53	5.44	0.72	3.35	5.75	2.68	2.63	$263.00	72.00	40	0.0	1210.000	3.07	2023-11-15
SMR231117P00006000	SMR	PUT	Long	6.00	None	$3.31	4.60	$3.30	0.57	5.41	0.72	4.03	5.75	2.45	3.31	$331.00	72.00	39	0.0	1210.000	3.30	2023-11-14
SMR231117P00006000	SMR	PUT	Long	6.00	None	$3.31	4.60	$3.45	0.60	6.49	0.72	4.03	5.75	2.30	3.31	$331.00	72.00	38	0.0	1210.000	3.45	2023-11-13
SMR231117P00006000	SMR	PUT	Long	6.00	None	$3.31	4.60	$3.66	0.64	4.50	0.72	4.03	5.75	2.09	3.31	$331.00	72.00	35	0.0	1215.000	3.66	2023-11-10
SMR231117P00006000	SMR	PUT	Long	6.00	None	$3.26	4.53	$3.67	0.64	-0.81	0.72	3.98	5.75	2.08	3.26	$326.00	72.00	34	0.0	0.000	3.67	2023-11-09
SMR231117P00006000	SMR	PUT	Long	6.00	None	$3.26	4.53	$3.67	0.64	3.19	0.72	3.98	5.75	2.08	3.26	$326.00	72.00	33	0.0	1221.000	3.67	2023-11-08
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.18	3.03	$2.65	0.46	0.19	0.72	2.90	5.75	3.10	2.18	$218.00	72.00	32	0.0	1223.000	2.65	2023-11-07
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.04	2.83	$2.49	0.43	1.61	0.72	2.76	5.75	3.26	2.04	$204.00	72.00	31	0.0	1223.000	2.49	2023-11-06
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.04	2.83	$2.49	0.43	1.61	0.72	2.76	5.75	3.26	2.04	$204.00	72.00	30	0.0	1223.000	2.49	2023-11-05
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.04	2.83	$2.30	0.40	1.02	0.72	2.76	5.75	3.45	2.04	$204.00	72.00	28	0.0	1223.000	2.30	2023-11-03
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.04	2.83	$2.27	0.39	0.38	0.72	2.76	5.75	3.48	2.04	$204.00	72.00	27	0.0	1223.000	2.27	2023-11-02
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.04	2.83	$2.64	0.46	1.46	0.72	2.76	5.75	3.11	2.04	$204.00	72.00	26	0.0	1228.000	2.64	2023-11-01
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.02	2.81	$2.37	0.41	0.38	0.72	2.74	5.75	3.38	2.02	$202.00	72.00	25	0.0	1228.000	2.37	2023-10-31
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.02	2.81	$2.68	0.47	1.31	0.72	2.74	5.75	3.07	2.02	$202.00	72.00	24	0.0	1228.000	2.68	2023-10-30
SMR231117P00006000	SMR	PUT	Long	6.00	None	$2.02	2.81	$2.55	0.44	0.72	0.72	2.74	5.75	3.20	2.02	$202.00	72.00	21	0.0	1228.000	2.55	2023-10-27
SMR231117P00006000	SMR	PUT	Long	6.00	None	$1.88	2.61	$2.32	0.40	-0.81	0.72	2.60	5.75	3.43	1.88	$188.00	72.00	20	0.0	1228.000	2.32	2023-10-26
SMR231117P00006000	SMR	PUT	Long	6.00	None	$1.88	2.61	$2.25	0.39	0.41	0.72	2.60	5.75	3.50	1.88	$188.00	72.00	19	0.0	1228.000	2.25	2023-10-25
SMR231117P00006000	SMR	PUT	Long	6.00	None	$1.88	2.61	$2.08	0.36	0.44	0.72	2.60	5.75	3.67	1.88	$188.00	72.00	18	0.0	1229.000	2.08	2023-10-24
SMR231117P00006000	SMR	PUT	Long	6.00	Exit OP PnL: $178.00;Exit EQ PnL: 2.30; Position surpassed Take Profit. Latest OP price is: $2.50 (EQ: $3.45); Initial OP price was: $0.72 (EQ: $5.75). Option Percentage Gain: 2.472222222222222222222222222 > STOP_LOSS: -0.3	$1.78	2.47	$2.30	0.40	0.41	0.72	2.50	5.75	3.45	1.78	$178.00	72.00	17	0.0	1229.000	2.30	2023-10-23
SMR231117P00006000	SMR	PUT	Long	6.00	None	$0.78	1.08	$1.29	0.22	-0.25	0.72	1.50	5.75	4.46	0.78	$78.00	72.00	13	0.0	892.000	1.29	2023-10-19
SMR231117P00006000	SMR	PUT	Long	6.00	None	$0.38	0.53	$0.71	0.12	0.08	0.72	1.10	5.75	5.04	0.38	$38.00	72.00	12	0.0	302.000	0.71	2023-10-18
SMR231117P00006000	SMR	PUT	Long	6.00	None	$0.00	0.00	$0.14	0.02	-0.11	0.72	0.72	5.75	5.61	0.00	$0.00	72.00	11	0.0	294.000	0.14	2023-10-17
SMR231117P00006000	SMR	PUT	Long	6.00	None	$0.03	0.04	$-0.13	-0.02	-0.08	0.72	0.75	5.75	5.88	0.03	$3.00	72.00	10	0.0	294.000	-0.13	2023-10-16
SMR231117P00006000	SMR	PUT	Long	6.00	None	$0.03	0.04	$-0.03	-0.01	-0.04	0.72	0.75	5.75	5.78	0.03	$3.00	72.00	7	0.0	289.000	-0.03	2023-10-13
SMR231117P00006000	SMR	PUT	Long	6.00	None	$-0.02	-0.03	$0.01	0.00	-0.02	0.72	0.70	5.75	5.74	-0.02	$-2.00	72.00	5	0.0	289.000	0.01	2023-10-11
SMR231117P00006000	SMR	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.02	0.72	0.72	5.75	5.75	0.00	$0.00	72.00	2	0.0	278.000	-0.00	2023-10-08
SMR231117P00006000	SMR	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.72	0.72	5.75	5.75	0.00	$0.00	72.00	0	23.0	278.000	-0.00	2023-10-06

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