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View Outliers PnL Drill-Down: SRRK241115P00012500

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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
2024-10-07	SRRK	SRRK241115P00012500	12.50	388.0	1.000	1.844	1.578	21.9	0.1	-1.000	22.040	0.200	0.25	34.28	2024-11-15	PUT	Long	0.327	1.577	3.620

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	SRRK	1.000	0.138	1.606	0.313	0.291	0.149	43.65	0.000	0.0000	7.07	45.48	21	1y	28.80

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
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.22	-0.88	$6.78	0.20	2.84	0.25	0.03	34.28	27.50	-0.22	$-22.00	25.00	38	2.0	286.000	6.78	2024-11-14
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.22	-0.88	$6.90	0.20	1.97	0.25	0.03	34.28	27.38	-0.22	$-22.00	25.00	37	2.0	288.000	6.90	2024-11-13
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$7.62	0.22	1.34	0.25	0.05	34.28	26.66	-0.20	$-20.00	25.00	36	20.0	288.000	7.62	2024-11-12
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$6.13	0.18	1.19	0.25	0.05	34.28	28.15	-0.20	$-20.00	25.00	35	20.0	288.000	6.13	2024-11-11
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.20	0.15	1.02	0.25	0.05	34.28	29.08	-0.20	$-20.00	25.00	34	20.0	288.000	5.20	2024-11-10
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.20	0.15	0.81	0.25	0.05	34.28	29.08	-0.20	$-20.00	25.00	33	20.0	288.000	5.20	2024-11-09
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.52	0.16	0.59	0.25	0.05	34.28	28.76	-0.20	$-20.00	25.00	32	20.0	288.000	5.52	2024-11-08
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.33	0.16	1.02	0.25	0.05	34.28	28.95	-0.20	$-20.00	25.00	31	20.0	288.000	5.33	2024-11-07
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$4.65	0.14	0.41	0.25	0.05	34.28	29.63	-0.20	$-20.00	25.00	30	20.0	288.000	4.65	2024-11-06
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.65	0.16	0.72	0.25	0.05	34.28	28.63	-0.20	$-20.00	25.00	29	20.0	288.000	5.65	2024-11-05
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$6.61	0.19	0.08	0.25	0.05	34.28	27.67	-0.20	$-20.00	25.00	28	20.0	288.000	6.61	2024-11-04
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.86	0.17	0.11	0.25	0.05	34.28	28.42	-0.20	$-20.00	25.00	25	20.0	288.000	5.86	2024-11-01
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.84	0.17	0.26	0.25	0.05	34.28	28.44	-0.20	$-20.00	25.00	24	20.0	288.000	5.84	2024-10-31
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$4.30	0.13	-0.09	0.25	0.05	34.28	29.98	-0.20	$-20.00	25.00	23	9.0	288.000	4.30	2024-10-30
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$3.35	0.10	0.13	0.25	0.05	34.28	30.93	-0.20	$-20.00	25.00	22	9.0	288.000	3.35	2024-10-29
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$3.85	0.11	0.00	0.25	0.05	34.28	30.43	-0.20	$-20.00	25.00	21	9.0	293.000	3.85	2024-10-28
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$4.37	0.13	0.04	0.25	0.05	34.28	29.91	-0.20	$-20.00	25.00	20	12.0	288.000	4.37	2024-10-27
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$4.37	0.13	-0.01	0.25	0.05	34.28	29.91	-0.20	$-20.00	25.00	19	12.0	288.000	4.37	2024-10-26
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.27	0.15	-0.20	0.25	0.05	34.28	29.01	-0.20	$-20.00	25.00	17	30.0	288.000	5.27	2024-10-24
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$6.33	0.18	-0.33	0.25	0.05	34.28	27.95	-0.20	$-20.00	25.00	16	30.0	288.000	6.33	2024-10-23
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.18	0.15	-0.27	0.25	0.05	34.28	29.10	-0.20	$-20.00	25.00	15	30.0	288.000	5.18	2024-10-22
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$4.32	0.13	-0.29	0.25	0.05	34.28	29.96	-0.20	$-20.00	25.00	14	30.0	288.000	4.32	2024-10-21
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$3.73	0.11	0.09	0.25	0.05	34.28	30.55	-0.20	$-20.00	25.00	12	30.0	288.000	3.73	2024-10-19
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$3.91	0.11	0.13	0.25	0.05	34.28	30.37	-0.20	$-20.00	25.00	11	30.0	288.000	3.91	2024-10-18
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.15	-0.60	$6.09	0.18	-0.34	0.25	0.10	34.28	28.19	-0.15	$-15.00	25.00	9	10.0	328.000	6.09	2024-10-16
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.20	-0.80	$5.76	0.17	-0.44	0.25	0.05	34.28	28.52	-0.20	$-20.00	25.00	7	30.0	319.000	5.76	2024-10-14
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.17	-0.68	$7.77	0.23	-0.53	0.25	0.08	34.28	26.51	-0.17	$-17.00	25.00	4	26.0	319.000	7.77	2024-10-11
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$-0.10	-0.40	$8.14	0.24	-0.42	0.25	0.15	34.28	26.14	-0.10	$-10.00	25.00	3	5.0	314.000	8.14	2024-10-10
SRRK241115P00012500	SRRK	PUT	Long	12.50	Underlying has moved in favorable position (0.2094515752625437572928821470) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 7.18	$-0.10	-0.40	$6.51	0.19	-0.45	0.25	0.15	34.28	27.77	-0.10	$-10.00	25.00	2	40.0	314.000	6.51	2024-10-09
SRRK241115P00012500	SRRK	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.25	0.25	34.28	34.28	0.00	$0.00	25.00	0	388.0	1.000	-0.00	2024-10-07

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