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View Outliers PnL Drill-Down: SMTC240119P00020000

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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 SMTC240119P00020000 20.00 83.0 4.000 0.510 0.388 0.9 1.0 -0.010 1.180 1.320 1.42 19.76 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
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.07 -0.75 $-0.43 -0.02 -0.01 1.42 0.35 19.42 19.85 -1.07 $-107.00 142.00 42 21.0 106.000 -0.43 2024-01-18
SMTC240119P00020000 SMTC PUT Long 20.00 None $0.08 0.06 $0.94 0.05 -0.05 1.42 1.50 19.42 18.48 0.08 $8.00 142.00 41 1.0 105.000 0.94 2024-01-17
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.60 -0.42 $0.88 0.05 0.16 1.42 0.82 19.42 18.54 -0.60 $-60.00 142.00 40 3.0 105.000 0.88 2024-01-16
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.60 -0.42 $0.36 0.02 -0.07 1.42 0.82 19.42 19.06 -0.60 $-60.00 142.00 36 3.0 105.000 0.36 2024-01-12
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.97 -0.68 $-0.58 -0.03 -0.08 1.42 0.45 19.42 20.00 -0.97 $-97.00 142.00 35 5.0 105.000 -0.58 2024-01-11
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.02 -0.72 $-1.18 -0.06 -0.02 1.42 0.40 19.42 20.60 -1.02 $-102.00 142.00 34 10.0 103.000 -1.18 2024-01-10
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.07 -0.75 $-1.52 -0.08 -0.04 1.42 0.35 19.42 20.94 -1.07 $-107.00 142.00 33 4.0 103.000 -1.52 2024-01-09
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.07 -0.75 $-1.61 -0.08 -0.02 1.42 0.35 19.42 21.03 -1.07 $-107.00 142.00 32 4.0 102.000 -1.61 2024-01-08
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.62 -0.44 $-1.05 -0.05 0.05 1.42 0.80 19.42 20.47 -0.62 $-62.00 142.00 31 10.0 102.000 -1.05 2024-01-07
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.62 -0.44 $-1.05 -0.05 -0.01 1.42 0.80 19.42 20.47 -0.62 $-62.00 142.00 29 10.0 102.000 -1.05 2024-01-05
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.62 -0.44 $-0.98 -0.05 -0.52 1.42 0.80 19.42 20.40 -0.62 $-62.00 142.00 28 10.0 102.000 -0.98 2024-01-04
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.67 -0.47 $-1.04 -0.05 -0.52 1.42 0.75 19.42 20.46 -0.67 $-67.00 142.00 27 66.0 97.000 -1.04 2024-01-03
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.12 -0.79 $-2.22 -0.11 -0.43 1.42 0.30 19.42 21.64 -1.12 $-112.00 142.00 26 2.0 87.000 -2.22 2024-01-02
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.07 -0.75 $-2.49 -0.13 0.01 1.42 0.35 19.42 21.91 -1.07 $-107.00 142.00 25 1.0 85.000 -2.49 2024-01-01
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.07 -0.75 $-2.49 -0.13 -0.02 1.42 0.35 19.42 21.91 -1.07 $-107.00 142.00 23 1.0 85.000 -2.49 2023-12-30
SMTC240119P00020000 SMTC PUT Long 20.00 None $-1.07 -0.75 $-2.49 -0.13 -0.03 1.42 0.35 19.42 21.91 -1.07 $-107.00 142.00 22 2.0 85.000 -2.49 2023-12-29
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.82 -0.58 $-2.83 -0.15 -0.02 1.42 0.60 19.42 22.25 -0.82 $-82.00 142.00 21 1.0 85.000 -2.83 2023-12-28
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.82 -0.58 $-2.95 -0.15 0.02 1.42 0.60 19.42 22.37 -0.82 $-82.00 142.00 20 1.0 85.000 -2.95 2023-12-27
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.82 -0.58 $-3.14 -0.16 -0.02 1.42 0.60 19.42 22.56 -0.82 $-82.00 142.00 19 1.0 85.000 -3.14 2023-12-26
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.82 -0.58 $-2.86 -0.15 0.02 1.42 0.60 19.42 22.28 -0.82 $-82.00 142.00 18 1.0 85.000 -2.86 2023-12-25
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.82 -0.58 $-2.86 -0.15 -0.00 1.42 0.60 19.42 22.28 -0.82 $-82.00 142.00 16 1.0 85.000 -2.86 2023-12-23
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.82 -0.58 $-2.86 -0.15 -0.02 1.42 0.60 19.42 22.28 -0.82 $-82.00 142.00 15 1.0 85.000 -2.86 2023-12-22
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.82 -0.58 $-2.83 -0.15 -0.01 1.42 0.60 19.42 22.25 -0.82 $-82.00 142.00 14 1.0 85.000 -2.83 2023-12-21
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.92 -0.65 $-2.41 -0.12 -0.04 1.42 0.50 19.42 21.83 -0.92 $-92.00 142.00 13 2.0 85.000 -2.41 2023-12-20
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.92 -0.65 $-2.28 -0.12 -0.04 1.42 0.50 19.42 21.70 -0.92 $-92.00 142.00 12 2.0 85.000 -2.28 2023-12-19
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.94 -0.66 $-2.67 -0.14 -0.01 1.42 0.48 19.42 22.09 -0.94 $-94.00 142.00 11 5.0 87.000 -2.67 2023-12-18
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.97 -0.68 $-2.87 -0.15 -0.03 1.42 0.45 19.42 22.29 -0.97 $-97.00 142.00 9 3.0 87.000 -2.87 2023-12-16
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.97 -0.68 $-2.87 -0.15 -0.02 1.42 0.45 19.42 22.29 -0.97 $-97.00 142.00 8 3.0 87.000 -2.87 2023-12-15
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.97 -0.68 $-3.46 -0.18 -0.04 1.42 0.45 19.42 22.88 -0.97 $-97.00 142.00 7 3.0 86.000 -3.46 2023-12-14
SMTC240119P00020000 SMTC PUT Long 20.00 None $-0.67 -0.47 $-2.07 -0.11 -0.04 1.42 0.75 19.42 21.49 -0.67 $-67.00 142.00 6 2.0 88.000 -2.07 2023-12-13
SMTC240119P00020000 SMTC PUT Long 20.00 None $0.28 0.20 $-1.06 -0.05 -0.07 1.42 1.70 19.42 20.48 0.28 $28.00 142.00 5 1.0 88.000 -1.06 2023-12-12
SMTC240119P00020000 SMTC PUT Long 20.00 None $0.28 0.20 $-1.20 -0.06 -0.05 1.42 1.70 19.42 20.62 0.28 $28.00 142.00 4 1.0 88.000 -1.20 2023-12-11
SMTC240119P00020000 SMTC PUT Long 20.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.28; Exit EQ PnL: -0.71 $0.28 0.20 $-0.62 -0.03 -0.04 1.42 1.70 19.42 20.04 0.28 $28.00 142.00 1 1.0 87.000 -0.62 2023-12-08
SMTC240119P00020000 SMTC PUT Long 20.00 None $0.00 0.00 $-0.00 -0.00 0.00 1.42 1.42 19.42 19.42 0.00 $0.00 142.00 0 83.0 4.000 -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