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View Outliers PnL Drill-Down: SMSI241018P00002500

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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
2024-09-17	SMSI	SMSI241018P00002500	2.50	12.0	5.000	3.453	0.985	0.0	1.5	-0.320	0.120	1.570	1.53	1.04	2024-10-18	PUT	Long	0.675	0.993	1.002

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	SMSI	0.818	0.126	0.853	0.315	0.302	0.123	1.00	-0.597	0.0000	0.52	7.12	21	1y	0.84

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
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.12	0.12	3.30	1.53	1.55	1.04	0.92	0.02	$2.00	153.00	29	1.0	51.000	0.12	2024-10-16
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.02	0.02	1.30	1.53	1.55	1.04	1.02	0.02	$2.00	153.00	27	1.0	56.000	0.02	2024-10-14
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.04	0.04	-2.45	1.53	1.55	1.04	1.00	0.02	$2.00	153.00	24	1.0	56.000	0.04	2024-10-11
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.00	-0.00	0.67	1.53	1.55	1.04	1.04	0.02	$2.00	153.00	23	1.0	79.000	-0.00	2024-10-10
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.08	-0.08	0.27	1.53	1.55	1.04	1.12	0.02	$2.00	153.00	22	1.0	79.000	-0.08	2024-10-09
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.09	-0.09	0.11	1.53	1.55	1.04	1.13	0.02	$2.00	153.00	20	1.0	79.000	-0.09	2024-10-07
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.11	-0.11	-3.45	1.53	1.55	1.04	1.15	0.02	$2.00	153.00	19	1.0	0.000	-0.11	2024-10-06
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.11	-0.11	0.09	1.53	1.55	1.04	1.15	0.02	$2.00	153.00	18	1.0	79.000	-0.11	2024-10-05
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.11	-0.11	0.33	1.53	1.55	1.04	1.15	0.02	$2.00	153.00	17	1.0	79.000	-0.11	2024-10-04
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.04	-0.04	0.52	1.53	1.55	1.04	1.08	0.02	$2.00	153.00	16	1.0	79.000	-0.04	2024-10-03
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.01	-0.01	-0.83	1.53	1.55	1.04	1.05	0.02	$2.00	153.00	15	1.0	79.000	-0.01	2024-10-02
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$-0.01	-0.01	-0.89	1.53	1.55	1.04	1.05	0.02	$2.00	153.00	14	1.0	79.000	-0.01	2024-10-01
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.02	0.02	-0.48	1.53	1.55	1.04	1.02	0.02	$2.00	153.00	13	1.0	79.000	0.02	2024-09-30
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.01	0.01	-3.45	1.53	1.55	1.04	1.03	0.02	$2.00	153.00	12	1.0	79.000	0.01	2024-09-29
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.01	0.01	0.74	1.53	1.55	1.04	1.03	0.02	$2.00	153.00	11	1.0	79.000	0.01	2024-09-28
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.01	0.01	-0.58	1.53	1.55	1.04	1.03	0.02	$2.00	153.00	10	1.0	79.000	0.01	2024-09-27
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.10	0.10	1.33	1.53	1.55	1.04	0.94	0.02	$2.00	153.00	9	1.0	79.000	0.10	2024-09-26
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.10	0.10	-0.33	1.53	1.55	1.04	0.94	0.02	$2.00	153.00	8	1.0	79.000	0.10	2024-09-25
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.08	0.08	-0.14	1.53	1.55	1.04	0.96	0.02	$2.00	153.00	7	1.0	79.000	0.08	2024-09-24
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.11	0.11	-0.52	1.53	1.55	1.04	0.93	0.02	$2.00	153.00	6	1.0	79.000	0.11	2024-09-23
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.07	0.07	-3.45	1.53	1.55	1.04	0.97	0.02	$2.00	153.00	5	1.0	0.000	0.07	2024-09-22
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.02	0.01	$0.07	0.07	-0.92	1.53	1.55	1.04	0.97	0.02	$2.00	153.00	3	1.0	78.000	0.07	2024-09-20
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.12	0.08	$0.13	0.12	-0.61	1.53	1.65	1.04	0.91	0.12	$12.00	153.00	2	62.0	22.000	0.13	2024-09-19
SMSI241018P00002500	SMSI	PUT	Long	2.50	Underlying has moved in favorable position (0.09615384615384615384615384615) however, position is suffering from IV crush;Exit OP PnL: $-0.03;Exit EQ PnL: 0.10	$0.02	0.01	$0.02	0.02	-1.52	1.53	1.55	1.04	1.02	0.02	$2.00	153.00	1	6.0	17.000	0.02	2024-09-18
SMSI241018P00002500	SMSI	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.53	1.53	1.04	1.04	0.00	$0.00	153.00	0	12.0	5.000	-0.00	2024-09-17

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