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View Outliers PnL Drill-Down: TERN240719P00007500

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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
2024-06-05	TERN	TERN240719P00007500	7.50	101.0	212.000	1.148	0.376	0.1	0.7	0.000	0.790	1.400	1.33	6.85	2024-07-19	PUT	Long	0.417	0.447	0.168

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
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-1.29	-0.97	$-1.82	-0.26	0.88	1.33	0.04	6.87	8.69	-1.29	$-129.00	133.00	43	149.0	786.000	-1.82	2024-07-18
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-1.28	-0.96	$-2.77	-0.40	1.18	1.33	0.05	6.87	9.64	-1.28	$-128.00	133.00	42	6.0	782.000	-2.77	2024-07-17
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-1.28	-0.96	$-2.83	-0.41	1.25	1.33	0.05	6.87	9.70	-1.28	$-128.00	133.00	41	205.0	876.000	-2.83	2024-07-16
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-1.23	-0.92	$-3.12	-0.45	0.13	1.33	0.10	6.87	9.99	-1.23	$-123.00	133.00	40	136.0	894.000	-3.12	2024-07-15
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-1.23	-0.92	$-2.44	-0.36	0.09	1.33	0.10	6.87	9.31	-1.23	$-123.00	133.00	37	14.0	894.000	-2.44	2024-07-12
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-1.13	-0.85	$-1.47	-0.21	0.05	1.33	0.20	6.87	8.34	-1.13	$-113.00	133.00	36	58.0	878.000	-1.47	2024-07-11
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.88	-0.66	$-0.43	-0.06	-0.33	1.33	0.45	6.87	7.30	-0.88	$-88.00	133.00	35	10.0	868.000	-0.43	2024-07-10
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.33	-0.25	$-0.58	-0.08	-0.52	1.33	1.00	6.87	7.45	-0.33	$-33.00	133.00	34	1.0	868.000	-0.58	2024-07-09
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.33	-0.25	$-0.66	-0.10	-0.34	1.33	1.00	6.87	7.53	-0.33	$-33.00	133.00	33	1.0	868.000	-0.66	2024-07-08
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.33	-0.25	$0.06	0.01	-0.57	1.33	1.00	6.87	6.81	-0.33	$-33.00	133.00	30	1.0	868.000	0.06	2024-07-05
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.48	-0.36	$0.01	0.00	-0.42	1.33	0.85	6.87	6.86	-0.48	$-48.00	133.00	29	10.0	0.000	0.01	2024-07-04
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.48	-0.36	$0.01	0.00	-0.45	1.33	0.85	6.87	6.86	-0.48	$-48.00	133.00	28	10.0	0.000	0.01	2024-07-03
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.13	-0.10	$0.15	0.02	-0.19	1.33	1.20	6.87	6.72	-0.13	$-13.00	133.00	27	1.0	859.000	0.15	2024-07-02
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.33	-0.25	$0.02	0.00	-0.42	1.33	1.00	6.87	6.85	-0.33	$-33.00	133.00	26	60.0	799.000	0.02	2024-07-01
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.28	-0.21	$0.06	0.01	-0.48	1.33	1.05	6.87	6.81	-0.28	$-28.00	133.00	23	21.0	782.000	0.06	2024-06-28
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.33	-0.25	$-0.24	-0.03	-0.52	1.33	1.00	6.87	7.11	-0.33	$-33.00	133.00	22	11.0	773.000	-0.24	2024-06-27
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.68	-0.51	$-0.75	-0.11	-0.42	1.33	0.65	6.87	7.62	-0.68	$-68.00	133.00	20	23.0	563.000	-0.75	2024-06-25
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.53	-0.40	$-0.65	-0.09	-0.34	1.33	0.80	6.87	7.52	-0.53	$-53.00	133.00	19	125.0	448.000	-0.65	2024-06-24
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.38	-0.29	$-0.50	-0.07	0.36	1.33	0.95	6.87	7.37	-0.38	$-38.00	133.00	13	331.0	228.000	-0.50	2024-06-18
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.61	-0.46	$-1.09	-0.16	-0.25	1.33	0.72	6.87	7.96	-0.61	$-61.00	133.00	12	15.0	226.000	-1.09	2024-06-17
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.58	-0.44	$-1.33	-0.19	-0.55	1.33	0.75	6.87	8.20	-0.58	$-58.00	133.00	9	101.0	285.000	-1.33	2024-06-14
TERN240719P00007500	TERN	PUT	Long	7.50	None	$-0.60	-0.45	$-1.11	-0.16	-0.30	1.33	0.73	6.87	7.98	-0.60	$-60.00	133.00	8	40.0	248.000	-1.11	2024-06-13
TERN240719P00007500	TERN	PUT	Long	7.50	None	$0.00	0.00	$-0.52	-0.08	-0.56	1.33	1.33	6.87	7.39	0.00	$0.00	133.00	7	101.0	248.000	-0.52	2024-06-12
TERN240719P00007500	TERN	PUT	Long	7.50	None	$0.00	0.00	$-0.46	-0.07	-0.68	1.33	1.33	6.87	7.33	0.00	$0.00	133.00	6	101.0	248.000	-0.46	2024-06-11
TERN240719P00007500	TERN	PUT	Long	7.50	None	$0.00	0.00	$-0.12	-0.02	-0.16	1.33	1.33	6.87	6.99	0.00	$0.00	133.00	5	101.0	248.000	-0.12	2024-06-10
TERN240719P00007500	TERN	PUT	Long	7.50	None	$0.00	0.00	$-0.28	-0.04	0.52	1.33	1.33	6.87	7.15	0.00	$0.00	133.00	4	101.0	248.000	-0.28	2024-06-09
TERN240719P00007500	TERN	PUT	Long	7.50	None	$0.00	0.00	$-0.28	-0.04	-0.48	1.33	1.33	6.87	7.15	0.00	$0.00	133.00	2	101.0	248.000	-0.28	2024-06-07
TERN240719P00007500	TERN	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.39	$0.00	0.00	$-0.41	-0.06	-0.77	1.33	1.33	6.87	7.28	0.00	$0.00	133.00	1	101.0	248.000	-0.41	2024-06-06
TERN240719P00007500	TERN	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.33	1.33	6.87	6.87	0.00	$0.00	133.00	0	101.0	212.000	-0.00	2024-06-05

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