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View Outliers PnL Drill-Down: TDS240621P00017500

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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
2024-05-09	TDS	TDS240621P00017500	17.50	806.0	232.000	0.835	0.323	2.4	0.1	-0.020	3.220	0.960	1.10	19.68	2024-06-21	PUT	Long	0.353	0.437	0.286

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	TDS	0.909	0.076	0.313	0.149	0.095	-0.088	33.76	-0.097	0.0000	14.03	35.22	21	1y	29.77

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
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.00	-0.91	$0.39	0.02	-0.25	1.10	0.10	19.68	19.29	-1.00	$-100.00	110.00	40	56.0	3609.000	0.39	2024-06-18
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.00	-0.91	$0.51	0.03	-0.25	1.10	0.10	19.68	19.17	-1.00	$-100.00	110.00	39	56.0	3609.000	0.51	2024-06-17
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.00	-0.91	$0.01	0.00	-0.28	1.10	0.10	19.68	19.67	-1.00	$-100.00	110.00	36	56.0	0.000	0.01	2024-06-14
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.05	-0.95	$-0.42	-0.02	-0.24	1.10	0.05	19.68	20.10	-1.05	$-105.00	110.00	35	12.0	3616.000	-0.42	2024-06-13
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.07	-0.97	$-0.77	-0.04	-0.29	1.10	0.03	19.68	20.45	-1.07	$-107.00	110.00	34	92.0	3614.000	-0.77	2024-06-12
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.05	-0.95	$-0.88	-0.04	-0.57	1.10	0.05	19.68	20.56	-1.05	$-105.00	110.00	33	2.0	3614.000	-0.88	2024-06-11
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.05	-0.95	$-1.30	-0.07	-0.20	1.10	0.05	19.68	20.98	-1.05	$-105.00	110.00	32	7.0	3614.000	-1.30	2024-06-10
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.05	-0.95	$-1.77	-0.09	-0.08	1.10	0.05	19.68	21.45	-1.05	$-105.00	110.00	31	11.0	3614.000	-1.77	2024-06-09
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.05	-0.95	$-1.77	-0.09	-0.16	1.10	0.05	19.68	21.45	-1.05	$-105.00	110.00	29	11.0	3614.000	-1.77	2024-06-07
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.04	-0.95	$-2.66	-0.14	-0.09	1.10	0.06	19.68	22.34	-1.04	$-104.00	110.00	28	78.0	3614.000	-2.66	2024-06-06
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.04	-0.95	$-3.06	-0.16	-0.12	1.10	0.06	19.68	22.74	-1.04	$-104.00	110.00	27	78.0	3568.000	-3.06	2024-06-05
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.98	-0.89	$-3.29	-0.17	-0.07	1.10	0.12	19.68	22.97	-0.98	$-98.00	110.00	26	18.0	3570.000	-3.29	2024-06-04
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-1.00	-0.91	$-2.88	-0.15	-0.08	1.10	0.10	19.68	22.56	-1.00	$-100.00	110.00	25	51.0	3594.000	-2.88	2024-06-03
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.83	-0.75	$-0.22	-0.01	-0.22	1.10	0.27	19.68	19.90	-0.83	$-83.00	110.00	22	29.0	3595.000	-0.22	2024-05-31
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.40	-0.36	$1.38	0.07	-0.19	1.10	0.70	19.68	18.30	-0.40	$-40.00	110.00	21	89.0	3540.000	1.38	2024-05-30
TDS240621P00017500	TDS	PUT	Long	17.50	None	$0.15	0.14	$2.76	0.14	-0.28	1.10	1.25	19.68	16.92	0.15	$15.00	110.00	20	1322.0	2915.000	2.76	2024-05-29
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.75	-0.68	$0.60	0.03	-0.36	1.10	0.35	19.68	19.08	-0.75	$-75.00	110.00	19	2683.0	1010.000	0.60	2024-05-28
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.50	-0.45	$0.91	0.05	-0.24	1.10	0.60	19.68	18.77	-0.50	$-50.00	110.00	18	3.0	1009.000	0.91	2024-05-27
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.50	-0.45	$0.91	0.05	-0.26	1.10	0.60	19.68	18.77	-0.50	$-50.00	110.00	15	2.0	1009.000	0.91	2024-05-24
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.40	-0.36	$0.84	0.04	-0.24	1.10	0.70	19.68	18.84	-0.40	$-40.00	110.00	14	2.0	1007.000	0.84	2024-05-23
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.60	-0.55	$0.44	0.02	-0.28	1.10	0.50	19.68	19.24	-0.60	$-60.00	110.00	13	111.0	920.000	0.44	2024-05-22
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.35	-0.32	$0.55	0.03	-0.21	1.10	0.75	19.68	19.13	-0.35	$-35.00	110.00	12	24.0	912.000	0.55	2024-05-21
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.68	-0.62	$0.01	0.00	-0.70	1.10	0.42	19.68	19.67	-0.68	$-68.00	110.00	11	678.0	0.000	0.01	2024-05-20
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.70	-0.64	$-1.12	-0.06	-0.26	1.10	0.40	19.68	20.80	-0.70	$-70.00	110.00	10	287.0	1259.000	-1.12	2024-05-19
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.70	-0.64	$-1.12	-0.06	-0.26	1.10	0.40	19.68	20.80	-0.70	$-70.00	110.00	9	287.0	1259.000	-1.12	2024-05-18
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.70	-0.64	$-1.13	-0.06	-0.27	1.10	0.40	19.68	20.81	-0.70	$-70.00	110.00	8	287.0	1259.000	-1.13	2024-05-17
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.70	-0.64	$-0.79	-0.04	-0.27	1.10	0.40	19.68	20.47	-0.70	$-70.00	110.00	6	19.0	1036.000	-0.79	2024-05-15
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.70	-0.64	$-1.38	-0.07	-0.21	1.10	0.40	19.68	21.06	-0.70	$-70.00	110.00	5	19.0	1033.000	-1.38	2024-05-14
TDS240621P00017500	TDS	PUT	Long	17.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.75; Exit EQ PnL: -1.34	$-0.75	-0.68	$-1.29	-0.07	-0.21	1.10	0.35	19.68	20.97	-0.75	$-75.00	110.00	4	59.0	981.000	-1.29	2024-05-13
TDS240621P00017500	TDS	PUT	Long	17.50	None	$-0.15	-0.14	$-0.46	-0.02	-0.70	1.10	0.95	19.68	20.14	-0.15	$-15.00	110.00	3	25.0	981.000	-0.46	2024-05-12
TDS240621P00017500	TDS	PUT	Long	17.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.10	1.10	19.68	19.68	0.00	$0.00	110.00	0	806.0	232.000	-0.00	2024-05-09

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