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View Outliers PnL Drill-Down: SMRT240621P00002500

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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
2024-05-14	SMRT	SMRT240621P00002500	2.50	50.0	113.000	1.063	0.224	0.3	0.0	-0.010	0.520	0.180	0.27	2.83	2024-06-21	PUT	Long	0.175	0.244	0.179

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	SMRT	1.000	0.090	0.312	0.152	0.207	0.066	1.76	-0.146	0.0000	1.38	3.39	21	1y	1.64

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
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.12	-0.44	$0.43	0.15	0.34	0.27	0.15	2.83	2.40	-0.12	$-12.00	27.00	35	50.0	95.000	0.43	2024-06-18
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.07	-0.26	$0.43	0.15	-0.24	0.27	0.20	2.83	2.40	-0.07	$-7.00	27.00	34	10.0	95.000	0.43	2024-06-17
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.07	-0.26	$0.43	0.15	-0.07	0.27	0.20	2.83	2.40	-0.07	$-7.00	27.00	31	10.0	95.000	0.43	2024-06-14
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.07	-0.26	$0.44	0.16	-0.48	0.27	0.20	2.83	2.39	-0.07	$-7.00	27.00	30	10.0	95.000	0.44	2024-06-13
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.10	-0.37	$0.44	0.16	-0.20	0.27	0.17	2.83	2.39	-0.10	$-10.00	27.00	29	10.0	95.000	0.44	2024-06-12
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.10	-0.37	$0.40	0.14	-0.56	0.27	0.17	2.83	2.43	-0.10	$-10.00	27.00	28	10.0	95.000	0.40	2024-06-11
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.10	-0.37	$0.39	0.14	-0.41	0.27	0.17	2.83	2.44	-0.10	$-10.00	27.00	27	10.0	105.000	0.39	2024-06-10
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.10	-0.37	$0.48	0.17	-0.44	0.27	0.17	2.83	2.35	-0.10	$-10.00	27.00	26	1.0	105.000	0.48	2024-06-09
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.10	-0.37	$0.48	0.17	-0.50	0.27	0.17	2.83	2.35	-0.10	$-10.00	27.00	24	1.0	105.000	0.48	2024-06-07
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.10	-0.37	$0.39	0.14	-0.24	0.27	0.17	2.83	2.44	-0.10	$-10.00	27.00	23	1.0	105.000	0.39	2024-06-06
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.02	-0.07	$0.46	0.16	0.03	0.27	0.25	2.83	2.37	-0.02	$-2.00	27.00	22	12.0	105.000	0.46	2024-06-05
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.02	-0.07	$0.57	0.20	-0.34	0.27	0.25	2.83	2.26	-0.02	$-2.00	27.00	21	12.0	105.000	0.57	2024-06-04
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.02	-0.07	$0.49	0.17	-0.11	0.27	0.25	2.83	2.34	-0.02	$-2.00	27.00	20	12.0	113.000	0.49	2024-06-03
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.48	0.17	-0.37	0.27	0.10	2.83	2.35	-0.17	$-17.00	27.00	17	2.0	113.000	0.48	2024-05-31
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.44	0.16	-0.27	0.27	0.10	2.83	2.39	-0.17	$-17.00	27.00	16	2.0	113.000	0.44	2024-05-30
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.38	0.13	-0.17	0.27	0.10	2.83	2.45	-0.17	$-17.00	27.00	15	2.0	113.000	0.38	2024-05-29
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.26	0.09	-0.45	0.27	0.10	2.83	2.57	-0.17	$-17.00	27.00	14	2.0	113.000	0.26	2024-05-28
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.27	0.10	-0.49	0.27	0.10	2.83	2.56	-0.17	$-17.00	27.00	13	2.0	113.000	0.27	2024-05-27
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.26	0.09	-0.52	0.27	0.10	2.83	2.57	-0.17	$-17.00	27.00	10	2.0	113.000	0.26	2024-05-24
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.26	0.09	-0.43	0.27	0.10	2.83	2.57	-0.17	$-17.00	27.00	9	2.0	113.000	0.26	2024-05-23
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$-0.17	-0.63	$0.24	0.08	-0.51	0.27	0.10	2.83	2.59	-0.17	$-17.00	27.00	8	2.0	113.000	0.24	2024-05-22
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$0.00	0.00	$0.28	0.10	-0.23	0.27	0.27	2.83	2.55	0.00	$0.00	27.00	7	50.0	113.000	0.28	2024-05-21
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$0.00	0.00	$0.24	0.08	-0.17	0.27	0.27	2.83	2.59	0.00	$0.00	27.00	6	50.0	113.000	0.24	2024-05-20
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$0.00	0.00	$0.19	0.07	-0.13	0.27	0.27	2.83	2.64	0.00	$0.00	27.00	5	50.0	113.000	0.19	2024-05-19
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$0.00	0.00	$0.19	0.07	-0.15	0.27	0.27	2.83	2.64	0.00	$0.00	27.00	4	50.0	113.000	0.19	2024-05-18
SMRT240621P00002500	SMRT	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.20	0.07	-0.16	0.27	0.27	2.83	2.63	0.00	$0.00	27.00	3	50.0	113.000	0.20	2024-05-17
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$0.00	0.00	$0.05	0.02	-0.04	0.27	0.27	2.83	2.78	0.00	$0.00	27.00	1	50.0	113.000	0.05	2024-05-15
SMRT240621P00002500	SMRT	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.27	0.27	2.83	2.83	0.00	$0.00	27.00	0	50.0	113.000	-0.00	2024-05-14

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