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View Outliers PnL Drill-Down: SYY240315P00080000

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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
2024-01-30	SYY	SYY240315P00080000	80.00	14.0	4.000	0.161	0.087	1.6	0.4	0.000	2.240	1.050	1.35	80.82	2024-03-15	PUT	Long	0.066	0.097	0.075

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	SYY	0.818	0.028	0.082	0.055	0.067	0.024	78.03	0.025	0.0000	69.16	82.36	21	1y	75.54

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
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.99	-0.73	$0.78	0.01	0.02	1.35	0.36	80.82	80.04	-0.99	$-99.00	135.00	44	19.0	1355.000	0.78	2024-03-14
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-1.20	-0.89	$0.30	0.00	0.04	1.35	0.15	80.82	80.52	-1.20	$-120.00	135.00	43	13.0	1350.000	0.30	2024-03-13
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.92	-0.68	$0.70	0.01	-0.01	1.35	0.43	80.82	80.12	-0.92	$-92.00	135.00	42	54.0	1380.000	0.70	2024-03-12
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.80	-0.59	$0.81	0.01	0.03	1.35	0.55	80.82	80.01	-0.80	$-80.00	135.00	41	17.0	1397.000	0.81	2024-03-11
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-1.00	-0.74	$0.26	0.00	-0.03	1.35	0.35	80.82	80.56	-1.00	$-100.00	135.00	38	53.0	1401.000	0.26	2024-03-08
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.35	-0.26	$0.94	0.01	-0.01	1.35	1.00	80.82	79.88	-0.35	$-35.00	135.00	37	5.0	1406.000	0.94	2024-03-07
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.21	-0.16	$1.66	0.02	-0.02	1.35	1.14	80.82	79.16	-0.21	$-21.00	135.00	36	84.0	1447.000	1.66	2024-03-06
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.45	-0.33	$1.33	0.02	-0.02	1.35	0.90	80.82	79.49	-0.45	$-45.00	135.00	35	5.0	1408.000	1.33	2024-03-05
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.24	-0.18	$1.31	0.02	-0.16	1.35	1.11	80.82	79.51	-0.24	$-24.00	135.00	34	41.0	0.000	1.31	2024-03-04
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.32	-0.24	$0.86	0.01	0.00	1.35	1.03	80.82	79.96	-0.32	$-32.00	135.00	33	70.0	1416.000	0.86	2024-03-03
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.32	-0.24	$0.86	0.01	0.00	1.35	1.03	80.82	79.96	-0.32	$-32.00	135.00	32	70.0	1416.000	0.86	2024-03-02
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.32	-0.24	$0.99	0.01	-0.01	1.35	1.03	80.82	79.83	-0.32	$-32.00	135.00	31	70.0	1416.000	0.99	2024-03-01
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.80	-0.59	$-0.14	-0.00	-0.03	1.35	0.55	80.82	80.96	-0.80	$-80.00	135.00	30	11.0	1417.000	-0.14	2024-02-29
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.75	-0.56	$0.15	0.00	-0.00	1.35	0.60	80.82	80.67	-0.75	$-75.00	135.00	29	11.0	1408.000	0.15	2024-02-28
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.75	-0.56	$-0.34	-0.00	-0.00	1.35	0.60	80.82	81.16	-0.75	$-75.00	135.00	28	96.0	1337.000	-0.34	2024-02-27
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.75	-0.56	$-0.02	-0.00	-0.02	1.35	0.60	80.82	80.84	-0.75	$-75.00	135.00	27	14.0	1339.000	-0.02	2024-02-26
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.75	-0.56	$-0.00	-0.00	-0.02	1.35	0.60	80.82	80.82	-0.75	$-75.00	135.00	26	50.0	1349.000	-0.00	2024-02-25
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.75	-0.56	$-0.00	-0.00	-0.03	1.35	0.60	80.82	80.82	-0.75	$-75.00	135.00	24	50.0	1349.000	-0.00	2024-02-23
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.35	-0.26	$0.38	0.00	-0.03	1.35	1.00	80.82	80.44	-0.35	$-35.00	135.00	23	140.0	1280.000	0.38	2024-02-22
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.20	-0.15	$1.14	0.01	-0.03	1.35	1.15	80.82	79.68	-0.20	$-20.00	135.00	22	8.0	1279.000	1.14	2024-02-21
SYY240315P00080000	SYY	PUT	Long	80.00	None	$0.13	0.10	$1.75	0.02	-0.02	1.35	1.48	80.82	79.07	0.13	$13.00	135.00	21	71.0	1236.000	1.75	2024-02-20
SYY240315P00080000	SYY	PUT	Long	80.00	None	$0.09	0.07	$1.32	0.02	-0.01	1.35	1.44	80.82	79.50	0.09	$9.00	135.00	20	132.0	1257.000	1.32	2024-02-19
SYY240315P00080000	SYY	PUT	Long	80.00	None	$0.20	0.15	$1.25	0.02	-0.02	1.35	1.55	80.82	79.57	0.20	$20.00	135.00	10	3.0	1204.000	1.25	2024-02-09
SYY240315P00080000	SYY	PUT	Long	80.00	None	$0.55	0.41	$1.50	0.02	-0.02	1.35	1.90	80.82	79.32	0.55	$55.00	135.00	9	44.0	1205.000	1.50	2024-02-08
SYY240315P00080000	SYY	PUT	Long	80.00	None	$0.10	0.07	$1.15	0.01	-0.03	1.35	1.45	80.82	79.67	0.10	$10.00	135.00	8	21.0	1214.000	1.15	2024-02-07
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.15	-0.11	$0.42	0.01	-0.02	1.35	1.20	80.82	80.40	-0.15	$-15.00	135.00	7	62.0	1163.000	0.42	2024-02-06
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.22	-0.16	$-0.02	-0.00	-0.15	1.35	1.13	80.82	80.84	-0.22	$-22.00	135.00	6	224.0	1163.000	-0.02	2024-02-05
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.35	-0.26	$-0.66	-0.01	-0.14	1.35	1.00	80.82	81.48	-0.35	$-35.00	135.00	5	246.0	1121.000	-0.66	2024-02-04
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.35	-0.26	$-0.66	-0.01	-0.01	1.35	1.00	80.82	81.48	-0.35	$-35.00	135.00	3	218.0	924.000	-0.66	2024-02-02
SYY240315P00080000	SYY	PUT	Long	80.00	Exit OP PnL: $-0.25;Exit EQ PnL: -0.91; Position is Long and position continued to lose. Latest OP price is: $1.10 (EQ: $81.73). Initial OP price was: $1.35 (EQ: $80.82). Surpassed Stop Loss Percentage: -0.1851851851851851851851851852 < -0.16.	$-0.50	-0.37	$-1.54	-0.02	-0.00	1.35	0.85	80.82	82.36	-0.50	$-50.00	135.00	2	510.0	320.000	-1.54	2024-02-01
SYY240315P00080000	SYY	PUT	Long	80.00	None	$-0.10	-0.07	$-0.11	-0.00	-0.01	1.35	1.25	80.82	80.93	-0.10	$-10.00	135.00	1	323.0	10.000	-0.11	2024-01-31
SYY240315P00080000	SYY	PUT	Long	80.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.35	1.35	80.82	80.82	0.00	$0.00	135.00	0	14.0	4.000	-0.00	2024-01-30

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