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View Outliers PnL Drill-Down: SYM241115P00027500

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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
2024-10-10	SYM	SYM241115P00027500	27.50	14.0	301.000	0.762	0.338	1.1	1.0	-0.010	2.410	2.290	2.62	27.51	2024-11-15	PUT	Long	0.461	0.494	0.184

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	SYM	0.909	0.111	0.570	0.242	0.570	0.378	25.53	-0.008	0.0000	17.86	57.00	21	1y	30.20

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
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.47	-0.94	$-2.42	-0.09	0.09	2.62	0.15	27.51	29.93	-2.47	$-247.00	262.00	35	1.0	491.000	-2.42	2024-11-14
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.57	-0.98	$-3.98	-0.14	0.14	2.62	0.05	27.51	31.49	-2.57	$-257.00	262.00	34	10.0	498.000	-3.98	2024-11-13
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.58	-0.98	$-6.81	-0.25	0.39	2.62	0.04	27.51	34.32	-2.58	$-258.00	262.00	33	1.0	499.000	-6.81	2024-11-12
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.53	-0.97	$-7.39	-0.27	0.71	2.62	0.09	27.51	34.90	-2.53	$-253.00	262.00	32	20.0	499.000	-7.39	2024-11-11
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.53	-0.97	$-6.44	-0.23	0.15	2.62	0.09	27.51	33.95	-2.53	$-253.00	262.00	31	20.0	489.000	-6.44	2024-11-10
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.53	-0.97	$-6.44	-0.23	0.08	2.62	0.09	27.51	33.95	-2.53	$-253.00	262.00	30	20.0	489.000	-6.44	2024-11-09
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.55	-0.97	$-5.40	-0.20	-0.01	2.62	0.07	27.51	32.91	-2.55	$-255.00	262.00	29	4.0	489.000	-5.40	2024-11-08
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.49	-0.95	$-5.03	-0.18	0.15	2.62	0.13	27.51	32.54	-2.49	$-249.00	262.00	28	4.0	488.000	-5.03	2024-11-07
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-2.32	-0.89	$-4.12	-0.15	-0.08	2.62	0.30	27.51	31.63	-2.32	$-232.00	262.00	27	28.0	474.000	-4.12	2024-11-06
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.47	-0.56	$-1.79	-0.07	0.01	2.62	1.15	27.51	29.30	-1.47	$-147.00	262.00	26	28.0	474.000	-1.79	2024-11-05
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.62	-0.62	$-1.02	-0.04	-0.03	2.62	1.00	27.51	28.53	-1.62	$-162.00	262.00	25	20.0	488.000	-1.02	2024-11-04
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.47	-0.56	$-0.93	-0.03	-0.08	2.62	1.15	27.51	28.44	-1.47	$-147.00	262.00	22	14.0	502.000	-0.93	2024-11-01
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-0.86	-0.33	$-0.28	-0.01	-0.02	2.62	1.76	27.51	27.79	-0.86	$-86.00	262.00	21	21.0	525.000	-0.28	2024-10-31
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.86	-0.71	$-2.45	-0.09	-0.05	2.62	0.76	27.51	29.96	-1.86	$-186.00	262.00	20	19.0	530.000	-2.45	2024-10-30
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.57	-0.60	$-2.01	-0.07	-0.01	2.62	1.05	27.51	29.52	-1.57	$-157.00	262.00	19	14.0	543.000	-2.01	2024-10-29
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.07	-0.41	$-0.90	-0.03	-0.04	2.62	1.55	27.51	28.41	-1.07	$-107.00	262.00	18	1.0	544.000	-0.90	2024-10-28
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-0.67	-0.26	$0.09	0.00	0.00	2.62	1.95	27.51	27.42	-0.67	$-67.00	262.00	17	7.0	543.000	0.09	2024-10-27
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-0.67	-0.26	$0.09	0.00	-0.02	2.62	1.95	27.51	27.42	-0.67	$-67.00	262.00	16	7.0	543.000	0.09	2024-10-26
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.17	-0.45	$-1.07	-0.04	-0.02	2.62	1.45	27.51	28.58	-1.17	$-117.00	262.00	14	1.0	542.000	-1.07	2024-10-24
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-0.88	-0.34	$-0.80	-0.03	-0.01	2.62	1.74	27.51	28.31	-0.88	$-88.00	262.00	13	16.0	542.000	-0.80	2024-10-23
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.27	-0.48	$-1.96	-0.07	-0.03	2.62	1.35	27.51	29.47	-1.27	$-127.00	262.00	12	8.0	534.000	-1.96	2024-10-22
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.51	-0.58	$-2.63	-0.10	-0.04	2.62	1.11	27.51	30.14	-1.51	$-151.00	262.00	11	1.0	533.000	-2.63	2024-10-21
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.44	-0.55	$-2.54	-0.09	-0.05	2.62	1.18	27.51	30.05	-1.44	$-144.00	262.00	9	18.0	517.000	-2.54	2024-10-19
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-1.22	-0.47	$-2.58	-0.09	-0.09	2.62	1.40	27.51	30.09	-1.22	$-122.00	262.00	8	21.0	517.000	-2.58	2024-10-18
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-0.87	-0.33	$-1.02	-0.04	-0.08	2.62	1.75	27.51	28.53	-0.87	$-87.00	262.00	6	27.0	476.000	-1.02	2024-10-16
SYM241115P00027500	SYM	PUT	Long	27.50	None	$-0.68	-0.26	$-1.15	-0.04	0.00	2.62	1.94	27.51	28.66	-0.68	$-68.00	262.00	4	133.0	367.000	-1.15	2024-10-14
SYM241115P00027500	SYM	PUT	Long	27.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -3.47	$-0.92	-0.35	$-2.42	-0.09	0.00	2.62	1.70	27.51	29.93	-0.92	$-92.00	262.00	1	89.0	301.000	-2.42	2024-10-11
SYM241115P00027500	SYM	PUT	Long	27.50	None	$0.00	0.00	$-0.00	-0.00	0.00	2.62	2.62	27.51	27.51	0.00	$0.00	262.00	0	14.0	301.000	-0.00	2024-10-10

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