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View Outliers PnL Drill-Down: TCN240315P00010000

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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
2024-01-19	TCN	TCN240315P00010000	10.00	939.0	1.000	0.211	0.304	1.2	0.1	-0.030	1.130	0.020	0.05	11.05	2024-03-15	PUT	Long	0.184	0.307	0.280

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.09	-0.01	0.78	0.05	0.05	11.05	11.14	0.00	$0.00	5.00	55	1.0	1165.000	-0.09	2024-03-14
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.07	-0.01	0.77	0.05	0.05	11.05	11.12	0.00	$0.00	5.00	54	1.0	1165.000	-0.07	2024-03-13
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.11	-0.01	0.51	0.05	0.05	11.05	11.16	0.00	$0.00	5.00	53	1.0	1165.000	-0.11	2024-03-12
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.09	-0.01	0.42	0.05	0.05	11.05	11.14	0.00	$0.00	5.00	52	1.0	1165.000	-0.09	2024-03-11
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.11	-0.01	0.30	0.05	0.05	11.05	11.16	0.00	$0.00	5.00	49	1.0	1165.000	-0.11	2024-03-08
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	0.35	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	48	1.0	1165.000	-0.08	2024-03-07
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.09	-0.01	0.32	0.05	0.05	11.05	11.14	0.00	$0.00	5.00	47	1.0	1165.000	-0.09	2024-03-06
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	0.29	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	46	1.0	1165.000	-0.08	2024-03-05
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.07	-0.01	-0.09	0.05	0.05	11.05	11.12	0.00	$0.00	5.00	45	1.0	0.000	-0.07	2024-03-04
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.07	-0.01	0.25	0.05	0.05	11.05	11.12	0.00	$0.00	5.00	44	200.0	1165.000	-0.07	2024-03-03
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.07	-0.01	0.25	0.05	0.05	11.05	11.12	0.00	$0.00	5.00	43	200.0	1165.000	-0.07	2024-03-02
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	-0.09	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	42	200.0	1165.000	-0.08	2024-03-01
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.07	-0.01	0.21	0.05	0.05	11.05	11.12	0.00	$0.00	5.00	41	200.0	1165.000	-0.07	2024-02-29
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	0.21	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	40	200.0	1165.000	-0.08	2024-02-28
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.09	-0.01	0.19	0.05	0.05	11.05	11.14	0.00	$0.00	5.00	39	200.0	1165.000	-0.09	2024-02-27
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	0.17	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	38	200.0	1165.000	-0.08	2024-02-26
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	0.18	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	37	200.0	1165.000	-0.08	2024-02-25
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	0.15	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	35	200.0	1165.000	-0.08	2024-02-23
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.08	-0.01	0.14	0.05	0.05	11.05	11.13	0.00	$0.00	5.00	34	200.0	974.000	-0.08	2024-02-22
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$-0.06	-0.01	0.13	0.05	0.04	11.05	11.11	-0.01	$-1.00	5.00	33	1.0	974.000	-0.06	2024-02-21
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$-0.04	-0.00	0.12	0.05	0.04	11.05	11.09	-0.01	$-1.00	5.00	32	1.0	974.000	-0.04	2024-02-20
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$-0.00	-0.00	0.11	0.05	0.04	11.05	11.05	-0.01	$-1.00	5.00	31	1.0	974.000	-0.00	2024-02-19
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$0.01	0.00	0.06	0.05	0.04	11.05	11.04	-0.01	$-1.00	5.00	21	1.0	974.000	0.01	2024-02-09
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$0.02	0.00	0.05	0.05	0.04	11.05	11.03	-0.01	$-1.00	5.00	20	1.0	974.000	0.02	2024-02-08
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$0.02	0.00	0.04	0.05	0.04	11.05	11.03	-0.01	$-1.00	5.00	19	1.0	974.000	0.02	2024-02-07
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$0.02	0.00	0.04	0.05	0.04	11.05	11.03	-0.01	$-1.00	5.00	18	1.0	974.000	0.02	2024-02-06
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$0.02	0.00	-0.15	0.05	0.04	11.05	11.03	-0.01	$-1.00	5.00	17	1.0	974.000	0.02	2024-02-05
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$0.03	0.00	-0.15	0.05	0.04	11.05	11.02	-0.01	$-1.00	5.00	16	1.0	974.000	0.03	2024-02-04
TCN240315P00010000	TCN	PUT	Long	10.00	None	$-0.01	-0.20	$0.03	0.00	0.03	0.05	0.04	11.05	11.02	-0.01	$-1.00	5.00	14	1.0	975.000	0.03	2024-02-02
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.02	0.00	0.03	0.05	0.05	11.05	11.03	0.00	$0.00	5.00	13	1.0	975.000	0.02	2024-02-01
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.02	0.00	0.02	0.05	0.05	11.05	11.03	0.00	$0.00	5.00	12	2.0	975.000	0.02	2024-01-31
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.02	0.00	0.02	0.05	0.05	11.05	11.03	0.00	$0.00	5.00	11	2.0	975.000	0.02	2024-01-30
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.02	0.00	0.02	0.05	0.05	11.05	11.03	0.00	$0.00	5.00	10	2.0	975.000	0.02	2024-01-29
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.03	0.00	0.02	0.05	0.05	11.05	11.02	0.00	$0.00	5.00	9	2.0	973.000	0.03	2024-01-28
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.03	0.00	0.01	0.05	0.05	11.05	11.02	0.00	$0.00	5.00	8	2.0	973.000	0.03	2024-01-27
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.02	0.00	0.01	0.05	0.05	11.05	11.03	0.00	$0.00	5.00	7	2.0	973.000	0.02	2024-01-26
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.03	0.00	0.01	0.05	0.05	11.05	11.02	0.00	$0.00	5.00	6	939.0	973.000	0.03	2024-01-25
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.05	0.00	0.00	0.05	0.05	11.05	11.00	0.00	$0.00	5.00	5	33.0	973.000	0.05	2024-01-24
TCN240315P00010000	TCN	PUT	Long	10.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.02	0.00	0.01	0.05	0.05	11.05	11.03	0.00	$0.00	5.00	4	33.0	973.000	0.02	2024-01-23
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$0.02	0.00	0.00	0.05	0.05	11.05	11.03	0.00	$0.00	5.00	3	33.0	940.000	0.02	2024-01-22
TCN240315P00010000	TCN	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	11.05	11.05	0.00	$0.00	5.00	0	939.0	1.000	-0.00	2024-01-19

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