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View Outliers PnL Drill-Down: SMTC240119P00019000

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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
2023-12-07	SMTC	SMTC240119P00019000	19.00	18.0	101.000	0.562	0.359	1.1	0.6	-0.010	1.540	1.030	1.15	19.42	2024-01-19	PUT	Long	0.368	0.401	0.163

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	SMTC	0.818	0.094	0.246	0.176	0.216	0.039	65.73	-1.257	0.0000	18.48	69.10	21	1y	46.52

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
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.95	-0.83	$-0.43	-0.02	0.11	1.15	0.20	19.42	19.85	-0.95	$-95.00	115.00	42	1.0	121.000	-0.43	2024-01-18
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.46	-0.40	$0.94	0.05	0.08	1.15	0.69	19.42	18.48	-0.46	$-46.00	115.00	41	3.0	121.000	0.94	2024-01-17
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.40	-0.35	$0.85	0.04	0.05	1.15	0.75	19.42	18.57	-0.40	$-40.00	115.00	40	2.0	122.000	0.85	2024-01-16
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-1.00	-0.87	$0.36	0.02	-0.14	1.15	0.15	19.42	19.06	-1.00	$-100.00	115.00	36	1.0	122.000	0.36	2024-01-12
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-1.00	-0.87	$-0.58	-0.03	-0.05	1.15	0.15	19.42	20.00	-1.00	$-100.00	115.00	35	1.0	122.000	-0.58	2024-01-11
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.95	-0.83	$-1.18	-0.06	-0.05	1.15	0.20	19.42	20.60	-0.95	$-95.00	115.00	34	7.0	123.000	-1.18	2024-01-10
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.95	-0.83	$-1.52	-0.08	-0.05	1.15	0.20	19.42	20.94	-0.95	$-95.00	115.00	33	7.0	123.000	-1.52	2024-01-09
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.95	-0.83	$-1.61	-0.08	0.00	1.15	0.20	19.42	21.03	-0.95	$-95.00	115.00	32	7.0	116.000	-1.61	2024-01-08
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.95	-0.83	$-1.05	-0.05	-0.04	1.15	0.20	19.42	20.47	-0.95	$-95.00	115.00	29	2.0	116.000	-1.05	2024-01-05
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.95	-0.83	$-0.98	-0.05	-0.44	1.15	0.20	19.42	20.40	-0.95	$-95.00	115.00	28	2.0	116.000	-0.98	2024-01-04
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.95	-0.83	$-1.04	-0.05	-0.44	1.15	0.20	19.42	20.46	-0.95	$-95.00	115.00	27	2.0	116.000	-1.04	2024-01-03
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.22	-0.11	-0.44	1.15	0.32	19.42	21.64	-0.83	$-83.00	115.00	26	2.0	0.000	-2.22	2024-01-02
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.49	-0.13	0.04	1.15	0.32	19.42	21.91	-0.83	$-83.00	115.00	25	2.0	114.000	-2.49	2024-01-01
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.49	-0.13	0.01	1.15	0.32	19.42	21.91	-0.83	$-83.00	115.00	23	2.0	114.000	-2.49	2023-12-30
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.49	-0.13	-0.02	1.15	0.32	19.42	21.91	-0.83	$-83.00	115.00	22	2.0	114.000	-2.49	2023-12-29
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.83	-0.15	-0.00	1.15	0.32	19.42	22.25	-0.83	$-83.00	115.00	21	2.0	114.000	-2.83	2023-12-28
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.95	-0.15	0.01	1.15	0.32	19.42	22.37	-0.83	$-83.00	115.00	20	2.0	114.000	-2.95	2023-12-27
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-3.14	-0.16	0.02	1.15	0.32	19.42	22.56	-0.83	$-83.00	115.00	19	2.0	114.000	-3.14	2023-12-26
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.86	-0.15	0.17	1.15	0.32	19.42	22.28	-0.83	$-83.00	115.00	18	2.0	114.000	-2.86	2023-12-25
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.86	-0.15	0.15	1.15	0.32	19.42	22.28	-0.83	$-83.00	115.00	16	2.0	114.000	-2.86	2023-12-23
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.86	-0.15	0.00	1.15	0.32	19.42	22.28	-0.83	$-83.00	115.00	15	2.0	114.000	-2.86	2023-12-22
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.83	-0.15	0.01	1.15	0.32	19.42	22.25	-0.83	$-83.00	115.00	14	2.0	114.000	-2.83	2023-12-21
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.85	-0.74	$-2.41	-0.12	-0.01	1.15	0.30	19.42	21.83	-0.85	$-85.00	115.00	13	6.0	112.000	-2.41	2023-12-20
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.85	-0.74	$-2.28	-0.12	-0.02	1.15	0.30	19.42	21.70	-0.85	$-85.00	115.00	12	6.0	106.000	-2.28	2023-12-19
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.83	-0.72	$-2.67	-0.14	0.01	1.15	0.32	19.42	22.09	-0.83	$-83.00	115.00	11	1.0	105.000	-2.67	2023-12-18
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.88	-0.77	$-2.87	-0.15	0.00	1.15	0.27	19.42	22.29	-0.88	$-88.00	115.00	9	9.0	105.000	-2.87	2023-12-16
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.88	-0.77	$-2.87	-0.15	-0.02	1.15	0.27	19.42	22.29	-0.88	$-88.00	115.00	8	9.0	105.000	-2.87	2023-12-15
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$-0.88	-0.77	$-3.46	-0.18	-0.02	1.15	0.27	19.42	22.88	-0.88	$-88.00	115.00	7	9.0	104.000	-3.46	2023-12-14
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$0.00	0.00	$-2.07	-0.11	-0.04	1.15	1.15	19.42	21.49	0.00	$0.00	115.00	6	18.0	104.000	-2.07	2023-12-13
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$0.00	0.00	$-1.06	-0.05	-0.03	1.15	1.15	19.42	20.48	0.00	$0.00	115.00	5	18.0	104.000	-1.06	2023-12-12
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$0.00	0.00	$-1.20	-0.06	-0.04	1.15	1.15	19.42	20.62	0.00	$0.00	115.00	4	18.0	104.000	-1.20	2023-12-11
SMTC240119P00019000	SMTC	PUT	Long	19.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.71	$0.00	0.00	$-0.62	-0.03	-0.05	1.15	1.15	19.42	20.04	0.00	$0.00	115.00	1	18.0	104.000	-0.62	2023-12-08
SMTC240119P00019000	SMTC	PUT	Long	19.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.15	1.15	19.42	19.42	0.00	$0.00	115.00	0	18.0	101.000	-0.00	2023-12-07

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