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View Outliers PnL Drill-Down: SVRA240816P00005000

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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
2024-07-01	SVRA	SVRA240816P00005000	5.00	3.0	633.000	1.480	0.319	0.1	0.4	0.000	0.740	1.070	1.05	4.64	2024-08-16	PUT	Long	0.329	0.360	0.151

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	SVRA	0.636	0.104	0.232	0.171	0.170	-0.062	3.22	0.000	0.0000	2.94	5.59	21	1y	3.60

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
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.40	-0.38	$0.13	0.03	5.25	1.05	0.65	4.64	4.51	-0.40	$-40.00	105.00	45	3.0	633.000	0.13	2024-08-15
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.38	0.08	5.79	1.05	0.71	4.64	4.26	-0.34	$-34.00	105.00	44	1.0	633.000	0.38	2024-08-14
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.50	0.11	3.47	1.05	0.71	4.64	4.14	-0.34	$-34.00	105.00	43	1.0	633.000	0.50	2024-08-13
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.54	0.12	3.75	1.05	0.71	4.64	4.10	-0.34	$-34.00	105.00	42	1.0	633.000	0.54	2024-08-12
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.66	0.14	-0.14	1.05	0.71	4.64	3.98	-0.34	$-34.00	105.00	39	1.0	633.000	0.66	2024-08-09
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.59	0.13	3.50	1.05	0.71	4.64	4.05	-0.34	$-34.00	105.00	38	1.0	633.000	0.59	2024-08-08
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.64	0.14	1.45	1.05	0.71	4.64	4.00	-0.34	$-34.00	105.00	37	1.0	633.000	0.64	2024-08-07
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.46	0.10	1.14	1.05	0.71	4.64	4.18	-0.34	$-34.00	105.00	36	1.0	633.000	0.46	2024-08-06
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.24	0.05	2.34	1.05	0.71	4.64	4.40	-0.34	$-34.00	105.00	28	1.0	633.000	0.24	2024-07-29
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.18	0.04	2.49	1.05	0.71	4.64	4.46	-0.34	$-34.00	105.00	25	1.0	633.000	0.18	2024-07-26
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.34	-0.32	$0.06	0.01	0.69	1.05	0.71	4.64	4.58	-0.34	$-34.00	105.00	24	1.0	633.000	0.06	2024-07-25
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$0.13	0.03	-0.94	1.05	0.70	4.64	4.51	-0.35	$-35.00	105.00	23	1.0	633.000	0.13	2024-07-24
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$0.18	0.04	-0.06	1.05	0.70	4.64	4.46	-0.35	$-35.00	105.00	22	1.0	633.000	0.18	2024-07-23
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$0.02	0.00	0.24	1.05	0.70	4.64	4.62	-0.35	$-35.00	105.00	21	1.0	633.000	0.02	2024-07-22
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$0.17	0.04	0.40	1.05	0.70	4.64	4.47	-0.35	$-35.00	105.00	18	1.0	633.000	0.17	2024-07-19
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.07	-0.02	-0.92	1.05	0.70	4.64	4.71	-0.35	$-35.00	105.00	17	1.0	633.000	-0.07	2024-07-18
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.14	-0.03	0.46	1.05	0.70	4.64	4.78	-0.35	$-35.00	105.00	16	1.0	633.000	-0.14	2024-07-17
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.32	-0.07	-0.96	1.05	0.70	4.64	4.96	-0.35	$-35.00	105.00	15	1.0	633.000	-0.32	2024-07-16
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.31	-0.07	-0.00	1.05	0.70	4.64	4.95	-0.35	$-35.00	105.00	14	1.0	633.000	-0.31	2024-07-15
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.25	-0.05	-0.84	1.05	0.70	4.64	4.89	-0.35	$-35.00	105.00	11	1.0	633.000	-0.25	2024-07-12
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.43	-0.09	-0.25	1.05	0.70	4.64	5.07	-0.35	$-35.00	105.00	10	1.0	633.000	-0.43	2024-07-11
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.19	-0.04	-0.43	1.05	0.70	4.64	4.83	-0.35	$-35.00	105.00	9	1.0	633.000	-0.19	2024-07-10
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.35	-0.33	$-0.20	-0.04	0.21	1.05	0.70	4.64	4.84	-0.35	$-35.00	105.00	8	1.0	633.000	-0.20	2024-07-09
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.30	-0.29	$0.07	0.02	0.03	1.05	0.75	4.64	4.57	-0.30	$-30.00	105.00	7	1.0	633.000	0.07	2024-07-08
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.30	-0.29	$0.21	0.05	-0.13	1.05	0.75	4.64	4.43	-0.30	$-30.00	105.00	4	1.0	633.000	0.21	2024-07-05
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$-0.30	-0.29	$0.31	0.07	-0.28	1.05	0.75	4.64	4.33	-0.30	$-30.00	105.00	3	1.0	633.000	0.31	2024-07-04
SVRA240816P00005000	SVRA	PUT	Long	5.00	Exit OP PnL: $-0.30;Exit EQ PnL: 0.32; Position is Long and position continued to lose. Latest OP price is: $0.75 (EQ: $4.32). Initial OP price was: $1.05 (EQ: $4.64). Surpassed Stop Loss Percentage: -0.2857142857142857142857142857 < -0.16.	$-0.30	-0.29	$0.31	0.07	-0.29	1.05	0.75	4.64	4.33	-0.30	$-30.00	105.00	2	1.0	633.000	0.31	2024-07-03
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$0.00	0.00	$0.34	0.07	-0.00	1.05	1.05	4.64	4.30	0.00	$0.00	105.00	1	3.0	633.000	0.34	2024-07-02
SVRA240816P00005000	SVRA	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.05	1.05	4.64	4.64	0.00	$0.00	105.00	0	3.0	633.000	-0.00	2024-07-01

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