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View Outliers PnL Drill-Down: STEM231215P00002500

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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
2023-11-14	STEM	STEM231215P00002500	2.50	47.0	328.000	0.930	0.331	0.6	0.0	0.000	0.630	0.070	0.20	3.05	2023-12-15	PUT	Long	0.399	0.430	0.158

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	STEM	0.727	0.210	0.596	0.358	0.289	-0.111	0.36	-0.304	0.0000	0.31	4.12	21	1y	0.45

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
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.04	-0.57	$-0.86	-0.27	10.04	0.07	0.03	3.24	4.10	-0.04	$-4.00	7.00	29	1.0	931.000	-0.86	2023-12-14
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.04	-0.57	$-0.37	-0.11	2.26	0.07	0.03	3.24	3.61	-0.04	$-4.00	7.00	28	1.0	931.000	-0.37	2023-12-13
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.04	-0.57	$0.04	0.01	0.73	0.07	0.03	3.24	3.20	-0.04	$-4.00	7.00	27	1.0	0.000	0.04	2023-12-12
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.04	-0.57	$-0.12	-0.04	0.98	0.07	0.03	3.24	3.36	-0.04	$-4.00	7.00	26	1.0	931.000	-0.12	2023-12-11
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.03	-0.43	$-0.21	-0.06	0.48	0.07	0.04	3.24	3.45	-0.03	$-3.00	7.00	23	2.0	936.000	-0.21	2023-12-08
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.03	-0.43	$-0.09	-0.03	0.35	0.07	0.04	3.24	3.33	-0.03	$-3.00	7.00	22	2.0	936.000	-0.09	2023-12-07
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.03	-0.43	$0.13	0.04	0.23	0.07	0.04	3.24	3.11	-0.03	$-3.00	7.00	21	0.0	936.000	0.13	2023-12-06
STEM231215P00002500	STEM	PUT	Long	2.50	None	$-0.03	-0.43	$-0.07	-0.02	0.12	0.07	0.04	3.24	3.31	-0.03	$-3.00	7.00	20	0.0	938.000	-0.07	2023-12-05
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.02	0.29	$-0.38	-0.12	0.32	0.07	0.09	3.24	3.62	0.02	$2.00	7.00	19	0.0	938.000	-0.38	2023-12-04
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.02	0.29	$-0.06	-0.02	0.26	0.07	0.09	3.24	3.30	0.02	$2.00	7.00	18	0.0	938.000	-0.06	2023-12-03
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.02	0.29	$-0.06	-0.02	0.21	0.07	0.09	3.24	3.30	0.02	$2.00	7.00	17	0.0	938.000	-0.06	2023-12-02
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.02	0.29	$-0.05	-0.02	0.15	0.07	0.09	3.24	3.29	0.02	$2.00	7.00	16	0.0	938.000	-0.05	2023-12-01
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.02	0.29	$0.36	0.11	1.36	0.07	0.09	3.24	2.88	0.02	$2.00	7.00	15	0.0	935.000	0.36	2023-11-30
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.03	0.43	$0.45	0.14	0.02	0.07	0.10	3.24	2.79	0.03	$3.00	7.00	14	0.0	935.000	0.45	2023-11-29
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.12	1.71	$0.64	0.20	-0.22	0.07	0.19	3.24	2.60	0.12	$12.00	7.00	13	0.0	903.000	0.64	2023-11-28
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.18	2.57	$0.83	0.26	-0.04	0.07	0.25	3.24	2.41	0.18	$18.00	7.00	12	0.0	903.000	0.83	2023-11-27
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.10	1.43	$0.64	0.20	-0.18	0.07	0.17	3.24	2.60	0.10	$10.00	7.00	9	0.0	0.000	0.64	2023-11-24
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.08	1.14	$0.58	0.18	-0.96	0.07	0.15	3.24	2.66	0.08	$8.00	7.00	8	0.0	0.000	0.58	2023-11-23
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.08	1.14	$0.56	0.17	-0.12	0.07	0.15	3.24	2.68	0.08	$8.00	7.00	7	0.0	547.000	0.56	2023-11-22
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.11	1.57	$0.60	0.19	-0.18	0.07	0.18	3.24	2.64	0.11	$11.00	7.00	6	0.0	521.000	0.60	2023-11-21
STEM231215P00002500	STEM	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.03	0.43	$0.34	0.10	-0.09	0.07	0.10	3.24	2.90	0.03	$3.00	7.00	5	0.0	520.000	0.34	2023-11-20
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.08	1.14	$0.26	0.08	-0.15	0.07	0.15	3.24	2.98	0.08	$8.00	7.00	4	0.0	378.000	0.26	2023-11-19
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.08	1.14	$0.26	0.08	-0.17	0.07	0.15	3.24	2.98	0.08	$8.00	7.00	2	0.0	378.000	0.26	2023-11-17
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.00	0.00	$0.34	0.10	-0.06	0.07	0.07	3.24	2.90	0.00	$0.00	7.00	1	0.0	378.000	0.34	2023-11-16
STEM231215P00002500	STEM	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.07	0.07	3.24	3.24	0.00	$0.00	7.00	0	0.0	328.000	-0.00	2023-11-15

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