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View Outliers PnL Drill-Down: SYF241220P00060000

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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
2024-11-06	SYF	SYF241220P00060000	60.00	205.0	2.000	0.375	0.222	7.9	0.1	-0.010	8.420	0.620	0.90	67.49	2024-12-20	PUT	Long	0.152	0.228	0.188

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	SYF	0.909	0.050	0.196	0.092	0.050	-0.146	67.19	0.164	0.0000	35.77	68.55	21	1y	59.34

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
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.83	-0.92	$3.21	0.05	0.18	0.90	0.07	67.49	64.28	-0.83	$-83.00	90.00	43	3.0	1077.000	3.21	2024-12-19
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.85	-0.94	$3.88	0.06	0.14	0.90	0.05	67.49	63.61	-0.85	$-85.00	90.00	42	1.0	1088.000	3.88	2024-12-18
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.81	-0.90	$0.31	0.00	0.29	0.90	0.09	67.49	67.18	-0.81	$-81.00	90.00	41	2.0	1096.000	0.31	2024-12-17
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.83	-0.92	$-1.06	-0.02	0.27	0.90	0.07	67.49	68.55	-0.83	$-83.00	90.00	40	11.0	1097.000	-1.06	2024-12-16
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.85	-0.94	$-0.56	-0.01	0.16	0.90	0.05	67.49	68.05	-0.85	$-85.00	90.00	37	10.0	1101.000	-0.56	2024-12-13
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.80	-0.89	$-1.05	-0.02	0.13	0.90	0.10	67.49	68.54	-0.80	$-80.00	90.00	36	2.0	1103.000	-1.05	2024-12-12
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.80	-0.89	$-1.04	-0.02	0.15	0.90	0.10	67.49	68.53	-0.80	$-80.00	90.00	35	2.0	1103.000	-1.04	2024-12-11
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.80	-0.89	$0.62	0.01	0.08	0.90	0.10	67.49	66.87	-0.80	$-80.00	90.00	34	2.0	1105.000	0.62	2024-12-10
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.80	-0.89	$-0.46	-0.01	0.04	0.90	0.10	67.49	67.95	-0.80	$-80.00	90.00	33	40.0	1105.000	-0.46	2024-12-09
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.80	-0.89	$-0.43	-0.01	0.11	0.90	0.10	67.49	67.92	-0.80	$-80.00	90.00	32	11.0	1105.000	-0.43	2024-12-08
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.80	-0.89	$-0.43	-0.01	0.03	0.90	0.10	67.49	67.92	-0.80	$-80.00	90.00	30	1.0	1105.000	-0.43	2024-12-06
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.75	-0.83	$0.56	0.01	-0.02	0.90	0.15	67.49	66.93	-0.75	$-75.00	90.00	29	55.0	1105.000	0.56	2024-12-05
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.75	-0.83	$0.69	0.01	-0.01	0.90	0.15	67.49	66.80	-0.75	$-75.00	90.00	28	55.0	1116.000	0.69	2024-12-04
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.73	-0.81	$0.35	0.01	-0.01	0.90	0.17	67.49	67.14	-0.73	$-73.00	90.00	27	3.0	1113.000	0.35	2024-12-03
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.75	-0.83	$0.40	0.01	-0.02	0.90	0.15	67.49	67.09	-0.75	$-75.00	90.00	26	5.0	1103.000	0.40	2024-12-02
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.70	-0.78	$-0.03	-0.00	-0.25	0.90	0.20	67.49	67.52	-0.70	$-70.00	90.00	25	3.0	0.000	-0.03	2024-12-01
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.70	-0.78	$-0.03	-0.00	-0.00	0.90	0.20	67.49	67.52	-0.70	$-70.00	90.00	24	3.0	0.000	-0.03	2024-11-30
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.68	-0.76	$0.27	0.00	-0.00	0.90	0.22	67.49	67.22	-0.68	$-68.00	90.00	22	39.0	1111.000	0.27	2024-11-28
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.67	-0.74	$0.49	0.01	-0.02	0.90	0.23	67.49	67.00	-0.67	$-67.00	90.00	21	33.0	1111.000	0.49	2024-11-27
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.67	-0.74	$0.23	0.00	-0.01	0.90	0.23	67.49	67.26	-0.67	$-67.00	90.00	20	33.0	1118.000	0.23	2024-11-26
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.64	-0.71	$0.43	0.01	-0.04	0.90	0.26	67.49	67.06	-0.64	$-64.00	90.00	19	29.0	1121.000	0.43	2024-11-25
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.50	-0.56	$1.50	0.02	-0.03	0.90	0.40	67.49	65.99	-0.50	$-50.00	90.00	18	45.0	1103.000	1.50	2024-11-24
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.50	-0.56	$1.50	0.02	-0.04	0.90	0.40	67.49	65.99	-0.50	$-50.00	90.00	17	45.0	1103.000	1.50	2024-11-23
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.47	-0.52	$1.52	0.02	-0.05	0.90	0.43	67.49	65.97	-0.47	$-47.00	90.00	16	35.0	1103.000	1.52	2024-11-22
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.27	-0.30	$2.35	0.03	-0.04	0.90	0.63	67.49	65.14	-0.27	$-27.00	90.00	15	44.0	1102.000	2.35	2024-11-21
SYF241220P00060000	SYF	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.02	$3.09	0.05	-0.02	0.90	0.92	67.49	64.40	0.02	$2.00	90.00	14	132.0	1042.000	3.09	2024-11-20
SYF241220P00060000	SYF	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.17	$3.84	0.06	-0.07	0.90	0.75	67.49	63.65	-0.15	$-15.00	90.00	13	122.0	1070.000	3.84	2024-11-19
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.21	-0.23	$3.46	0.05	-0.09	0.90	0.69	67.49	64.03	-0.21	$-21.00	90.00	12	338.0	739.000	3.46	2024-11-18
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.25	-0.28	$2.51	0.04	-0.05	0.90	0.65	67.49	64.98	-0.25	$-25.00	90.00	11	10.0	739.000	2.51	2024-11-17
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.25	-0.28	$2.51	0.04	-0.06	0.90	0.65	67.49	64.98	-0.25	$-25.00	90.00	10	10.0	739.000	2.51	2024-11-16
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.25	-0.28	$2.51	0.04	-0.07	0.90	0.65	67.49	64.98	-0.25	$-25.00	90.00	9	10.0	739.000	2.51	2024-11-15
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.25	-0.28	$2.60	0.04	-0.06	0.90	0.65	67.49	64.89	-0.25	$-25.00	90.00	8	21.0	729.000	2.60	2024-11-14
SYF241220P00060000	SYF	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.32	-0.36	$2.36	0.03	-0.08	0.90	0.58	67.49	65.13	-0.32	$-32.00	90.00	7	13.0	729.000	2.36	2024-11-13
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.21	-0.23	$2.38	0.04	-0.06	0.90	0.69	67.49	65.11	-0.21	$-21.00	90.00	6	58.0	714.000	2.38	2024-11-12
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.25	-0.28	$1.90	0.03	-0.07	0.90	0.65	67.49	65.59	-0.25	$-25.00	90.00	5	71.0	674.000	1.90	2024-11-11
SYF241220P00060000	SYF	PUT	Long	60.00	None	$0.08	0.09	$3.70	0.05	-0.08	0.90	0.98	67.49	63.79	0.08	$8.00	90.00	4	527.0	163.000	3.70	2024-11-10
SYF241220P00060000	SYF	PUT	Long	60.00	None	$0.08	0.09	$3.70	0.05	-0.08	0.90	0.98	67.49	63.79	0.08	$8.00	90.00	3	527.0	163.000	3.70	2024-11-09
SYF241220P00060000	SYF	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.06	0.07	$3.28	0.05	-0.06	0.90	0.96	67.49	64.21	0.06	$6.00	90.00	2	23.0	163.000	3.28	2024-11-08
SYF241220P00060000	SYF	PUT	Long	60.00	None	$-0.01	-0.01	$2.85	0.04	-0.06	0.90	0.89	67.49	64.64	-0.01	$-1.00	90.00	1	56.0	159.000	2.85	2024-11-07
SYF241220P00060000	SYF	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.90	0.90	67.49	67.49	0.00	$0.00	90.00	0	205.0	2.000	-0.00	2024-11-06

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