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View Outliers PnL Drill-Down: TALO240920P00012500

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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
2024-08-08	TALO	TALO240920P00012500	12.50	3.0	6.000	0.568	0.233	0.2	0.6	-0.010	0.670	1.050	1.40	12.06	2024-09-20	PUT	Long	0.199	0.256	0.170

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	TALO	0.909	0.067	0.210	0.113	0.097	-0.025	9.80	0.128	0.0000	9.58	14.66	21	1y	10.74

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
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.20	-0.14	$0.54	0.04	0.18	1.40	1.20	12.06	11.52	-0.20	$-20.00	140.00	42	1.0	10.000	0.54	2024-09-19
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.20	-0.14	$0.73	0.06	0.45	1.40	1.20	12.06	11.33	-0.20	$-20.00	140.00	41	1.0	10.000	0.73	2024-09-18
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.20	-0.14	$0.64	0.05	-0.00	1.40	1.20	12.06	11.42	-0.20	$-20.00	140.00	40	1.0	9.000	0.64	2024-09-17
TALO240920P00012500	TALO	PUT	Long	12.50	None	$0.08	0.06	$0.86	0.07	0.08	1.40	1.48	12.06	11.20	0.08	$8.00	140.00	39	1.0	9.000	0.86	2024-09-16
TALO240920P00012500	TALO	PUT	Long	12.50	None	$0.08	0.06	$1.02	0.08	0.23	1.40	1.48	12.06	11.04	0.08	$8.00	140.00	37	1.0	9.000	1.02	2024-09-14
TALO240920P00012500	TALO	PUT	Long	12.50	None	$0.08	0.06	$1.02	0.08	0.04	1.40	1.48	12.06	11.04	0.08	$8.00	140.00	36	1.0	9.000	1.02	2024-09-13
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.10	0.09	0.01	1.40	0.71	12.06	10.96	-0.69	$-69.00	140.00	35	7.0	16.000	1.10	2024-09-12
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.22	0.10	0.10	1.40	0.71	12.06	10.84	-0.69	$-69.00	140.00	34	7.0	16.000	1.22	2024-09-11
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.27	0.11	0.10	1.40	0.71	12.06	10.79	-0.69	$-69.00	140.00	33	7.0	16.000	1.27	2024-09-10
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.15	0.10	0.32	1.40	0.71	12.06	10.91	-0.69	$-69.00	140.00	32	7.0	16.000	1.15	2024-09-09
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.14	0.09	0.30	1.40	0.71	12.06	10.92	-0.69	$-69.00	140.00	31	7.0	16.000	1.14	2024-09-08
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.13	0.09	0.08	1.40	0.71	12.06	10.93	-0.69	$-69.00	140.00	29	7.0	16.000	1.13	2024-09-06
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.27	0.11	0.04	1.40	0.71	12.06	10.79	-0.69	$-69.00	140.00	28	7.0	16.000	1.27	2024-09-05
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$1.25	0.10	0.14	1.40	0.71	12.06	10.81	-0.69	$-69.00	140.00	27	7.0	16.000	1.25	2024-09-04
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$0.59	0.05	-0.15	1.40	0.71	12.06	11.47	-0.69	$-69.00	140.00	23	7.0	16.000	0.59	2024-08-31
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$0.59	0.05	-0.11	1.40	0.71	12.06	11.47	-0.69	$-69.00	140.00	22	7.0	16.000	0.59	2024-08-30
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.69	-0.49	$0.12	0.01	-0.18	1.40	0.71	12.06	11.94	-0.69	$-69.00	140.00	21	7.0	9.000	0.12	2024-08-29
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.45	-0.32	$0.27	0.02	-0.20	1.40	0.95	12.06	11.79	-0.45	$-45.00	140.00	20	1.0	10.000	0.27	2024-08-28
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.44	0.04	-0.57	1.40	0.80	12.06	11.62	-0.60	$-60.00	140.00	19	5.0	9.000	0.44	2024-08-27
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.20	0.02	-0.17	1.40	0.80	12.06	11.86	-0.60	$-60.00	140.00	18	5.0	9.000	0.20	2024-08-26
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.49	0.04	0.54	1.40	0.80	12.06	11.57	-0.60	$-60.00	140.00	17	5.0	9.000	0.49	2024-08-25
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.49	0.04	0.52	1.40	0.80	12.06	11.57	-0.60	$-60.00	140.00	16	5.0	9.000	0.49	2024-08-24
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.49	0.04	-0.14	1.40	0.80	12.06	11.57	-0.60	$-60.00	140.00	15	5.0	9.000	0.49	2024-08-23
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.85	0.07	0.09	1.40	0.80	12.06	11.21	-0.60	$-60.00	140.00	14	5.0	9.000	0.85	2024-08-22
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.60	0.05	-0.19	1.40	0.80	12.06	11.46	-0.60	$-60.00	140.00	13	5.0	9.000	0.60	2024-08-21
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.55	0.05	0.12	1.40	0.80	12.06	11.51	-0.60	$-60.00	140.00	12	5.0	9.000	0.55	2024-08-20
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.16	0.01	0.15	1.40	0.80	12.06	11.90	-0.60	$-60.00	140.00	11	5.0	9.000	0.16	2024-08-19
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.14	0.01	-0.15	1.40	0.80	12.06	11.92	-0.60	$-60.00	140.00	10	5.0	9.000	0.14	2024-08-18
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.14	0.01	-0.16	1.40	0.80	12.06	11.92	-0.60	$-60.00	140.00	9	5.0	9.000	0.14	2024-08-17
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.13	0.01	-0.20	1.40	0.80	12.06	11.93	-0.60	$-60.00	140.00	8	5.0	9.000	0.13	2024-08-16
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.60	-0.43	$0.12	0.01	0.21	1.40	0.80	12.06	11.94	-0.60	$-60.00	140.00	7	5.0	4.000	0.12	2024-08-15
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.50	-0.36	$0.28	0.02	-0.03	1.40	0.90	12.06	11.78	-0.50	$-50.00	140.00	6	3.0	7.000	0.28	2024-08-14
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.29	-0.21	$0.06	0.00	0.01	1.40	1.11	12.06	12.00	-0.29	$-29.00	140.00	5	1.0	7.000	0.06	2024-08-13
TALO240920P00012500	TALO	PUT	Long	12.50	None	$-0.29	-0.21	$0.09	0.01	-0.10	1.40	1.11	12.06	11.97	-0.29	$-29.00	140.00	4	1.0	7.000	0.09	2024-08-12
TALO240920P00012500	TALO	PUT	Long	12.50	Exit OP PnL: $-0.29;Exit EQ PnL: 0.40; Position is Long and position continued to lose. Latest OP price is: $1.11 (EQ: $11.66). Initial OP price was: $1.40 (EQ: $12.06). Surpassed Stop Loss Percentage: -0.2071428571428571428571428571 < -0.16.	$-0.29	-0.21	$0.41	0.03	-0.05	1.40	1.11	12.06	11.65	-0.29	$-29.00	140.00	1	1.0	6.000	0.41	2024-08-09
TALO240920P00012500	TALO	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.40	1.40	12.06	12.06	0.00	$0.00	140.00	0	3.0	6.000	-0.00	2024-08-08

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