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View Outliers PnL Drill-Down: SPR231215P00021000

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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
2023-10-18	SPR	SPR231215P00021000	21.00	8.0	20.000	0.593	0.342	1.6	0.5	-0.010	2.250	1.200	1.25	21.93	2023-12-15	PUT	Long	0.418	0.472	0.232

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	SPR	0.818	0.062	0.199	0.106	0.062	-0.036	33.12	-0.102	0.0000	25.28	36.26	21	1y	31.80

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
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.50	-0.30	1.38	1.25	0.05	21.93	28.43	-1.20	$-120.00	125.00	57	1.0	843.000	-6.50	2023-12-14
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.43	-0.29	1.00	1.25	0.05	21.93	28.36	-1.20	$-120.00	125.00	56	1.0	843.000	-6.43	2023-12-13
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.56	-0.30	0.81	1.25	0.05	21.93	28.49	-1.20	$-120.00	125.00	55	1.0	0.000	-6.56	2023-12-12
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.56	-0.30	0.81	1.25	0.05	21.93	28.49	-1.20	$-120.00	125.00	54	1.0	843.000	-6.56	2023-12-11
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.93	-0.32	0.44	1.25	0.05	21.93	28.86	-1.20	$-120.00	125.00	51	1.0	843.000	-6.93	2023-12-08
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.08	-0.28	0.36	1.25	0.05	21.93	28.01	-1.20	$-120.00	125.00	50	1.0	843.000	-6.08	2023-12-07
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.04	-0.28	0.25	1.25	0.05	21.93	27.97	-1.20	$-120.00	125.00	49	0.0	843.000	-6.04	2023-12-06
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-5.84	-0.27	0.20	1.25	0.05	21.93	27.77	-1.20	$-120.00	125.00	48	0.0	843.000	-5.84	2023-12-05
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.18	-0.28	0.19	1.25	0.05	21.93	28.11	-1.20	$-120.00	125.00	47	0.0	843.000	-6.18	2023-12-04
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.24	-0.28	0.16	1.25	0.05	21.93	28.17	-1.20	$-120.00	125.00	46	0.0	843.000	-6.24	2023-12-03
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.24	-0.28	0.13	1.25	0.05	21.93	28.17	-1.20	$-120.00	125.00	45	0.0	843.000	-6.24	2023-12-02
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-6.24	-0.28	0.11	1.25	0.05	21.93	28.17	-1.20	$-120.00	125.00	44	0.0	843.000	-6.24	2023-12-01
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-5.57	-0.25	0.12	1.25	0.05	21.93	27.50	-1.20	$-120.00	125.00	43	0.0	843.000	-5.57	2023-11-30
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-4.23	-0.19	0.06	1.25	0.05	21.93	26.16	-1.20	$-120.00	125.00	42	0.0	843.000	-4.23	2023-11-29
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.20	-0.96	$-4.71	-0.21	0.14	1.25	0.05	21.93	26.64	-1.20	$-120.00	125.00	41	0.0	842.000	-4.71	2023-11-28
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.18	-0.94	$-4.24	-0.19	-0.34	1.25	0.07	21.93	26.17	-1.18	$-118.00	125.00	40	0.0	842.000	-4.24	2023-11-27
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.18	-0.94	$-4.22	-0.19	-0.07	1.25	0.07	21.93	26.15	-1.18	$-118.00	125.00	37	0.0	0.000	-4.22	2023-11-24
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.18	-0.94	$-3.82	-0.17	-0.34	1.25	0.07	21.93	25.75	-1.18	$-118.00	125.00	36	0.0	0.000	-3.82	2023-11-23
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.08	-0.86	$-3.84	-0.18	-0.08	1.25	0.17	21.93	25.77	-1.08	$-108.00	125.00	35	0.0	842.000	-3.84	2023-11-22
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.08	-0.86	$-3.90	-0.18	-0.05	1.25	0.17	21.93	25.83	-1.08	$-108.00	125.00	34	0.0	842.000	-3.90	2023-11-21
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.08	-0.86	$-3.90	-0.18	-0.06	1.25	0.17	21.93	25.83	-1.08	$-108.00	125.00	33	0.0	845.000	-3.90	2023-11-20
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.08	-0.86	$-2.82	-0.13	-0.07	1.25	0.17	21.93	24.75	-1.08	$-108.00	125.00	32	0.0	843.000	-2.82	2023-11-19
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.08	-0.86	$-2.82	-0.13	-0.08	1.25	0.17	21.93	24.75	-1.08	$-108.00	125.00	30	0.0	843.000	-2.82	2023-11-17
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.03	-0.82	$-2.43	-0.11	-0.08	1.25	0.22	21.93	24.36	-1.03	$-103.00	125.00	29	0.0	841.000	-2.43	2023-11-16
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.85	-0.68	$-3.19	-0.15	-0.07	1.25	0.40	21.93	25.12	-0.85	$-85.00	125.00	28	0.0	841.000	-3.19	2023-11-15
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.85	-0.68	$-3.22	-0.15	-0.07	1.25	0.40	21.93	25.15	-0.85	$-85.00	125.00	27	0.0	841.000	-3.22	2023-11-14
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.85	-0.68	$-2.82	-0.13	-0.07	1.25	0.40	21.93	24.75	-0.85	$-85.00	125.00	26	0.0	841.000	-2.82	2023-11-13
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.85	-0.68	$-2.32	-0.11	-0.04	1.25	0.40	21.93	24.25	-0.85	$-85.00	125.00	23	0.0	841.000	-2.32	2023-11-10
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.85	-0.68	$-2.01	-0.09	-0.47	1.25	0.40	21.93	23.94	-0.85	$-85.00	125.00	22	0.0	0.000	-2.01	2023-11-09
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.85	-0.68	$-2.01	-0.09	-0.07	1.25	0.40	21.93	23.94	-0.85	$-85.00	125.00	21	0.0	841.000	-2.01	2023-11-08
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.45	-0.36	$-1.13	-0.05	-0.05	1.25	0.80	21.93	23.06	-0.45	$-45.00	125.00	20	0.0	833.000	-1.13	2023-11-07
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.90	-0.72	$-2.67	-0.12	-0.08	1.25	0.35	21.93	24.60	-0.90	$-90.00	125.00	19	0.0	832.000	-2.67	2023-11-06
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.90	-0.72	$-2.67	-0.12	-0.08	1.25	0.35	21.93	24.60	-0.90	$-90.00	125.00	18	0.0	832.000	-2.67	2023-11-05
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-1.00	-0.80	$-3.22	-0.15	-0.08	1.25	0.25	21.93	25.15	-1.00	$-100.00	125.00	16	0.0	832.000	-3.22	2023-11-03
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.80	-0.64	$-3.36	-0.15	-0.06	1.25	0.45	21.93	25.29	-0.80	$-80.00	125.00	15	0.0	832.000	-3.36	2023-11-02
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.50	-0.40	$-2.45	-0.11	-0.04	1.25	0.75	21.93	24.38	-0.50	$-50.00	125.00	14	0.0	831.000	-2.45	2023-11-01
SPR231215P00021000	SPR	PUT	Long	21.00	None	$-0.15	-0.12	$-0.67	-0.03	0.02	1.25	1.10	21.93	22.60	-0.15	$-15.00	125.00	13	0.0	34.000	-0.67	2023-10-31
SPR231215P00021000	SPR	PUT	Long	21.00	None	$0.35	0.28	$0.31	0.01	-0.02	1.25	1.60	21.93	21.62	0.35	$35.00	125.00	12	0.0	34.000	0.31	2023-10-30
SPR231215P00021000	SPR	PUT	Long	21.00	None	$0.25	0.20	$0.66	0.03	0.01	1.25	1.50	21.93	21.27	0.25	$25.00	125.00	9	0.0	34.000	0.66	2023-10-27
SPR231215P00021000	SPR	PUT	Long	21.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.25; Exit EQ PnL: 0.11	$0.25	0.20	$0.13	0.01	-0.56	1.25	1.50	21.93	21.80	0.25	$25.00	125.00	8	0.0	34.000	0.13	2023-10-26
SPR231215P00021000	SPR	PUT	Long	21.00	None	$0.30	0.24	$0.79	0.04	-0.03	1.25	1.55	21.93	21.14	0.30	$30.00	125.00	7	0.0	22.000	0.79	2023-10-25
SPR231215P00021000	SPR	PUT	Long	21.00	None	$0.05	0.04	$-0.22	-0.01	-0.02	1.25	1.30	21.93	22.15	0.05	$5.00	125.00	6	0.0	20.000	-0.22	2023-10-24
SPR231215P00021000	SPR	PUT	Long	21.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.25	1.25	21.93	21.93	0.00	$0.00	125.00	5	0.0	20.000	-0.00	2023-10-23
SPR231215P00021000	SPR	PUT	Long	21.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.25	1.25	21.93	21.93	0.00	$0.00	125.00	0	8.0	20.000	-0.00	2023-10-18

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