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View Outliers PnL Drill-Down: SQ240405P00068000

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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
2024-02-23	SQ	SQ240405P00068000	68.00	14.0	1.000	0.446	0.255	11.3	0.1	-0.010	11.880	0.640	0.69	78.92	2024-04-05	PUT	Long	0.231	0.275	0.161

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.67	-0.97	$4.17	0.05	0.16	0.69	0.02	78.92	74.75	-0.67	$-67.00	69.00	41	109.0	1053.000	4.17	2024-04-04
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.65	-0.94	$-0.75	-0.01	0.29	0.69	0.04	78.92	79.67	-0.65	$-65.00	69.00	40	100.0	1053.000	-0.75	2024-04-03
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.65	-0.94	$-0.28	-0.00	0.23	0.69	0.04	78.92	79.20	-0.65	$-65.00	69.00	39	100.0	1013.000	-0.28	2024-04-02
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.68	-0.99	$-2.54	-0.03	0.32	0.69	0.01	78.92	81.46	-0.68	$-68.00	69.00	38	101.0	1003.000	-2.54	2024-04-01
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.67	-0.97	$-5.66	-0.07	0.36	0.69	0.02	78.92	84.58	-0.67	$-67.00	69.00	37	15.0	1018.000	-5.66	2024-03-31
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.67	-0.97	$-5.66	-0.07	0.23	0.69	0.02	78.92	84.58	-0.67	$-67.00	69.00	36	15.0	1018.000	-5.66	2024-03-30
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.67	-0.97	$-5.66	-0.07	0.19	0.69	0.02	78.92	84.58	-0.67	$-67.00	69.00	35	15.0	1018.000	-5.66	2024-03-29
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.67	-0.97	$-5.66	-0.07	0.16	0.69	0.02	78.92	84.58	-0.67	$-67.00	69.00	34	15.0	1018.000	-5.66	2024-03-28
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.64	-0.93	$-4.24	-0.05	0.18	0.69	0.05	78.92	83.16	-0.64	$-64.00	69.00	33	13.0	1017.000	-4.24	2024-03-27
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.66	-0.96	$-4.89	-0.06	0.11	0.69	0.03	78.92	83.81	-0.66	$-66.00	69.00	32	635.0	578.000	-4.89	2024-03-26
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.62	-0.90	$-3.69	-0.05	0.12	0.69	0.07	78.92	82.61	-0.62	$-62.00	69.00	31	82.0	569.000	-3.69	2024-03-25
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.58	-0.84	$-1.86	-0.02	0.07	0.69	0.11	78.92	80.78	-0.58	$-58.00	69.00	28	4.0	569.000	-1.86	2024-03-22
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.60	-0.87	$-5.10	-0.06	0.08	0.69	0.09	78.92	84.02	-0.60	$-60.00	69.00	27	21.0	577.000	-5.10	2024-03-21
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.43	-0.62	$-2.54	-0.03	0.08	0.69	0.26	78.92	81.46	-0.43	$-43.00	69.00	26	5.0	577.000	-2.54	2024-03-20
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.38	-0.55	$-0.42	-0.01	0.03	0.69	0.31	78.92	79.34	-0.38	$-38.00	69.00	25	7.0	0.000	-0.42	2024-03-19
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.42	-0.61	$-1.94	-0.02	0.06	0.69	0.27	78.92	80.86	-0.42	$-42.00	69.00	24	3.0	572.000	-1.94	2024-03-18
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.34	-0.49	$-1.26	-0.02	0.06	0.69	0.35	78.92	80.18	-0.34	$-34.00	69.00	21	13.0	562.000	-1.26	2024-03-15
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.36	-0.52	$-2.37	-0.03	0.07	0.69	0.33	78.92	81.29	-0.36	$-36.00	69.00	20	2.0	561.000	-2.37	2024-03-14
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.55	-0.80	$-6.80	-0.09	0.06	0.69	0.14	78.92	85.72	-0.55	$-55.00	69.00	19	18.0	575.000	-6.80	2024-03-13
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.39	-0.57	$-2.79	-0.04	0.04	0.69	0.30	78.92	81.71	-0.39	$-39.00	69.00	18	3.0	539.000	-2.79	2024-03-12
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.33	-0.48	$-2.67	-0.03	0.06	0.69	0.36	78.92	81.59	-0.33	$-33.00	69.00	17	22.0	527.000	-2.67	2024-03-11
SQ240405P00068000	SQ	PUT	Long	68.00	None	$-0.15	-0.22	$-1.82	-0.02	0.04	0.69	0.54	78.92	80.74	-0.15	$-15.00	69.00	14	6.0	527.000	-1.82	2024-03-08
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.29	0.42	$1.71	0.02	0.02	0.69	0.98	78.92	77.21	0.29	$29.00	69.00	13	2.0	527.000	1.71	2024-03-07
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.32	0.46	$3.39	0.04	0.01	0.69	1.01	78.92	75.53	0.32	$32.00	69.00	12	512.0	62.000	3.39	2024-03-06
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.64	0.93	$4.93	0.06	0.01	0.69	1.33	78.92	73.99	0.64	$64.00	69.00	11	3.0	54.000	4.93	2024-03-05
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.26	0.38	$1.92	0.02	-0.32	0.69	0.95	78.92	77.00	0.26	$26.00	69.00	10	6.0	0.000	1.92	2024-03-04
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.09	0.13	$-0.33	-0.00	0.03	0.69	0.78	78.92	79.25	0.09	$9.00	69.00	9	16.0	32.000	-0.33	2024-03-03
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.09	0.13	$-0.33	-0.00	0.03	0.69	0.78	78.92	79.25	0.09	$9.00	69.00	8	16.0	32.000	-0.33	2024-03-02
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.13	0.19	$-0.09	-0.00	0.01	0.69	0.82	78.92	79.01	0.13	$13.00	69.00	7	13.0	32.000	-0.09	2024-03-01
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.05	0.07	$-0.49	-0.01	0.01	0.69	0.74	78.92	79.41	0.05	$5.00	69.00	6	7.0	25.000	-0.49	2024-02-29
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.13	0.19	$0.50	0.01	0.02	0.69	0.82	78.92	78.42	0.13	$13.00	69.00	5	5.0	20.000	0.50	2024-02-28
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.25	0.36	$1.21	0.02	-0.01	0.69	0.94	78.92	77.71	0.25	$25.00	69.00	4	2.0	14.000	1.21	2024-02-27
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.71	1.03	$4.32	0.05	-0.02	0.69	1.40	78.92	74.60	0.71	$71.00	69.00	3	8.0	11.000	4.32	2024-02-26
SQ240405P00068000	SQ	PUT	Long	68.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.03	0.69	0.69	78.92	78.92	0.00	$0.00	69.00	2	14.0	1.000	-0.00	2024-02-25
SQ240405P00068000	SQ	PUT	Long	68.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.69	0.69	78.92	78.92	0.00	$0.00	69.00	0	14.0	1.000	-0.00	2024-02-23

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