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View Outliers PnL Drill-Down: STEM240517P00002500

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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
2024-03-21 STEM STEM240517P00002500 2.50 33.0 10.000 1.020 0.476 0.1 0.3 0.000 0.240 0.480 0.60 2.24 2024-05-17 PUT Long 0.440 0.469 0.161

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
STEM240517P00002500 STEM PUT Long 2.50 None $0.60 1.00 $0.91 0.41 3.98 0.60 1.20 2.24 1.33 0.60 $60.00 60.00 55 1.0 73.000 0.91 2024-05-15
STEM240517P00002500 STEM PUT Long 2.50 None $0.75 1.25 $0.87 0.39 3.60 0.60 1.35 2.24 1.37 0.75 $75.00 60.00 54 2.0 73.000 0.87 2024-05-14
STEM240517P00002500 STEM PUT Long 2.50 None $0.75 1.25 $1.03 0.46 4.23 0.60 1.35 2.24 1.21 0.75 $75.00 60.00 53 2.0 73.000 1.03 2024-05-13
STEM240517P00002500 STEM PUT Long 2.50 None $0.75 1.25 $1.04 0.46 -1.02 0.60 1.35 2.24 1.20 0.75 $75.00 60.00 52 2.0 73.000 1.04 2024-05-12
STEM240517P00002500 STEM PUT Long 2.50 None $0.30 0.50 $0.91 0.41 2.95 0.60 0.90 2.24 1.33 0.30 $30.00 60.00 50 2.0 104.000 0.91 2024-05-10
STEM240517P00002500 STEM PUT Long 2.50 None $0.30 0.50 $0.90 0.40 5.50 0.60 0.90 2.24 1.34 0.30 $30.00 60.00 49 2.0 104.000 0.90 2024-05-09
STEM240517P00002500 STEM PUT Long 2.50 None $0.30 0.50 $0.87 0.39 2.96 0.60 0.90 2.24 1.37 0.30 $30.00 60.00 48 2.0 104.000 0.87 2024-05-08
STEM240517P00002500 STEM PUT Long 2.50 None $0.30 0.50 $0.95 0.42 3.39 0.60 0.90 2.24 1.29 0.30 $30.00 60.00 47 2.0 104.000 0.95 2024-05-07
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.67 0.30 -1.02 0.60 0.95 2.24 1.57 0.35 $35.00 60.00 43 25.0 102.000 0.67 2024-05-03
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.33 0.15 0.42 0.60 0.95 2.24 1.91 0.35 $35.00 60.00 42 25.0 102.000 0.33 2024-05-02
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.36 0.16 0.45 0.60 0.95 2.24 1.88 0.35 $35.00 60.00 39 25.0 102.000 0.36 2024-04-29
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.41 0.18 0.60 0.60 0.95 2.24 1.83 0.35 $35.00 60.00 36 25.0 102.000 0.41 2024-04-26
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.58 0.26 -0.05 0.60 0.95 2.24 1.66 0.35 $35.00 60.00 35 25.0 102.000 0.58 2024-04-25
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.51 0.23 0.12 0.60 0.95 2.24 1.73 0.35 $35.00 60.00 34 25.0 102.000 0.51 2024-04-24
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.54 0.24 0.32 0.60 0.95 2.24 1.70 0.35 $35.00 60.00 33 25.0 102.000 0.54 2024-04-23
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.62 0.28 0.10 0.60 0.95 2.24 1.62 0.35 $35.00 60.00 32 25.0 102.000 0.62 2024-04-22
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.69 0.31 -0.52 0.60 0.95 2.24 1.55 0.35 $35.00 60.00 29 25.0 102.000 0.69 2024-04-19
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.64 0.29 0.70 0.60 0.95 2.24 1.60 0.35 $35.00 60.00 28 25.0 102.000 0.64 2024-04-18
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.66 0.29 -0.21 0.60 0.95 2.24 1.58 0.35 $35.00 60.00 27 25.0 102.000 0.66 2024-04-17
STEM240517P00002500 STEM PUT Long 2.50 None $0.35 0.58 $0.66 0.29 0.57 0.60 0.95 2.24 1.58 0.35 $35.00 60.00 26 25.0 77.000 0.66 2024-04-16
STEM240517P00002500 STEM PUT Long 2.50 None $0.30 0.50 $0.65 0.29 1.05 0.60 0.90 2.24 1.59 0.30 $30.00 60.00 25 7.0 76.000 0.65 2024-04-15
STEM240517P00002500 STEM PUT Long 2.50 None $0.25 0.42 $0.49 0.22 0.04 0.60 0.85 2.24 1.75 0.25 $25.00 60.00 22 17.0 76.000 0.49 2024-04-12
STEM240517P00002500 STEM PUT Long 2.50 None $0.25 0.42 $0.42 0.19 0.06 0.60 0.85 2.24 1.82 0.25 $25.00 60.00 21 17.0 59.000 0.42 2024-04-11
STEM240517P00002500 STEM PUT Long 2.50 None $0.11 0.18 $0.39 0.17 0.17 0.60 0.71 2.24 1.85 0.11 $11.00 60.00 20 1.0 59.000 0.39 2024-04-10
STEM240517P00002500 STEM PUT Long 2.50 None $-0.05 -0.08 $0.24 0.11 -0.07 0.60 0.55 2.24 2.00 -0.05 $-5.00 60.00 19 2.0 57.000 0.24 2024-04-09
STEM240517P00002500 STEM PUT Long 2.50 None $-0.09 -0.15 $0.20 0.09 0.04 0.60 0.51 2.24 2.04 -0.09 $-9.00 60.00 18 10.0 57.000 0.20 2024-04-08
STEM240517P00002500 STEM PUT Long 2.50 None $-0.09 -0.15 $0.31 0.14 -0.08 0.60 0.51 2.24 1.93 -0.09 $-9.00 60.00 15 10.0 57.000 0.31 2024-04-05
STEM240517P00002500 STEM PUT Long 2.50 None $-0.09 -0.15 $0.22 0.10 0.04 0.60 0.51 2.24 2.02 -0.09 $-9.00 60.00 14 10.0 47.000 0.22 2024-04-04
STEM240517P00002500 STEM PUT Long 2.50 None $0.03 0.05 $0.22 0.10 -0.06 0.60 0.63 2.24 2.02 0.03 $3.00 60.00 13 1.0 46.000 0.22 2024-04-03
STEM240517P00002500 STEM PUT Long 2.50 None $0.02 0.03 $0.31 0.14 -0.13 0.60 0.62 2.24 1.93 0.02 $2.00 60.00 12 2.0 44.000 0.31 2024-04-02
STEM240517P00002500 STEM PUT Long 2.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.05 -0.08 $0.13 0.06 -0.04 0.60 0.55 2.24 2.11 -0.05 $-5.00 60.00 11 7.0 44.000 0.13 2024-04-01
STEM240517P00002500 STEM PUT Long 2.50 None $-0.05 -0.08 $0.05 0.02 -1.02 0.60 0.55 2.24 2.19 -0.05 $-5.00 60.00 10 7.0 44.000 0.05 2024-03-31
STEM240517P00002500 STEM PUT Long 2.50 None $-0.05 -0.08 $0.05 0.02 0.00 0.60 0.55 2.24 2.19 -0.05 $-5.00 60.00 9 7.0 44.000 0.05 2024-03-30
STEM240517P00002500 STEM PUT Long 2.50 None $-0.05 -0.08 $0.05 0.02 -0.00 0.60 0.55 2.24 2.19 -0.05 $-5.00 60.00 8 7.0 44.000 0.05 2024-03-29
STEM240517P00002500 STEM PUT Long 2.50 None $-0.05 -0.08 $0.05 0.02 -0.02 0.60 0.55 2.24 2.19 -0.05 $-5.00 60.00 7 7.0 44.000 0.05 2024-03-28
STEM240517P00002500 STEM PUT Long 2.50 None $-0.05 -0.08 $0.05 0.02 -0.02 0.60 0.55 2.24 2.19 -0.05 $-5.00 60.00 6 7.0 41.000 0.05 2024-03-27
STEM240517P00002500 STEM PUT Long 2.50 None $0.05 0.08 $0.38 0.17 -0.09 0.60 0.65 2.24 1.86 0.05 $5.00 60.00 5 1.0 41.000 0.38 2024-03-26
STEM240517P00002500 STEM PUT Long 2.50 None $0.05 0.08 $0.25 0.11 -0.05 0.60 0.65 2.24 1.99 0.05 $5.00 60.00 4 1.0 41.000 0.25 2024-03-25
STEM240517P00002500 STEM PUT Long 2.50 None $0.05 0.08 $0.25 0.11 0.02 0.60 0.65 2.24 1.99 0.05 $5.00 60.00 1 1.0 41.000 0.25 2024-03-22
STEM240517P00002500 STEM PUT Long 2.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.60 0.60 2.24 2.24 0.00 $0.00 60.00 0 33.0 10.000 -0.00 2024-03-21

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