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View Outliers PnL Drill-Down: TERN241018P00010000

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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
2024-09-10	TERN	TERN241018P00010000	10.00	6.0	11.000	1.176	0.404	1.4	0.1	-0.010	2.210	0.930	1.18	11.23	2024-10-18	PUT	Long	0.429	0.472	0.221

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	TERN	0.727	0.113	0.334	0.224	0.204	0.046	6.80	0.000	0.0000	4.54	11.23	21	1y	6.98

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
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.29	1.09	$3.54	0.32	2.17	1.18	2.47	11.23	7.69	1.29	$129.00	118.00	36	16.0	38.000	3.54	2024-10-16
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$3.61	0.32	1.43	1.18	2.20	11.23	7.62	1.02	$102.00	118.00	34	3.0	307.000	3.61	2024-10-14
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$3.56	0.32	0.46	1.18	2.20	11.23	7.67	1.02	$102.00	118.00	31	3.0	307.000	3.56	2024-10-11
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$3.82	0.34	2.10	1.18	2.20	11.23	7.41	1.02	$102.00	118.00	30	3.0	358.000	3.82	2024-10-10
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$3.35	0.30	1.10	1.18	2.20	11.23	7.88	1.02	$102.00	118.00	29	3.0	358.000	3.35	2024-10-09
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$3.38	0.30	-0.25	1.18	2.20	11.23	7.85	1.02	$102.00	118.00	27	618.0	358.000	3.38	2024-10-07
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$2.96	0.26	-1.18	1.18	2.20	11.23	8.27	1.02	$102.00	118.00	26	618.0	0.000	2.96	2024-10-06
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$2.96	0.26	0.06	1.18	2.20	11.23	8.27	1.02	$102.00	118.00	25	618.0	358.000	2.96	2024-10-05
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$2.96	0.26	0.11	1.18	2.20	11.23	8.27	1.02	$102.00	118.00	24	618.0	358.000	2.96	2024-10-04
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$3.03	0.27	0.07	1.18	2.20	11.23	8.20	1.02	$102.00	118.00	23	618.0	358.000	3.03	2024-10-03
TERN241018P00010000	TERN	PUT	Long	10.00	None	$1.02	0.86	$3.03	0.27	1.17	1.18	2.20	11.23	8.20	1.02	$102.00	118.00	22	618.0	358.000	3.03	2024-10-02
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.84	0.71	$3.13	0.28	-0.42	1.18	2.02	11.23	8.10	0.84	$84.00	118.00	21	8.0	793.000	3.13	2024-10-01
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.42	0.36	$2.89	0.26	-0.20	1.18	1.60	11.23	8.34	0.42	$42.00	118.00	20	11.0	793.000	2.89	2024-09-30
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.42	0.36	$2.68	0.24	-1.18	1.18	1.60	11.23	8.55	0.42	$42.00	118.00	19	11.0	793.000	2.68	2024-09-29
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.42	0.36	$2.68	0.24	-0.68	1.18	1.60	11.23	8.55	0.42	$42.00	118.00	18	11.0	783.000	2.68	2024-09-28
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.42	0.36	$2.68	0.24	0.32	1.18	1.60	11.23	8.55	0.42	$42.00	118.00	17	11.0	783.000	2.68	2024-09-27
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.15	0.13	$2.38	0.21	-0.33	1.18	1.33	11.23	8.85	0.15	$15.00	118.00	16	4.0	783.000	2.38	2024-09-26
TERN241018P00010000	TERN	PUT	Long	10.00	None	$-0.12	-0.10	$1.98	0.18	-0.45	1.18	1.06	11.23	9.25	-0.12	$-12.00	118.00	15	102.0	681.000	1.98	2024-09-25
TERN241018P00010000	TERN	PUT	Long	10.00	None	$-0.28	-0.24	$1.62	0.14	-0.45	1.18	0.90	11.23	9.61	-0.28	$-28.00	118.00	14	100.0	579.000	1.62	2024-09-24
TERN241018P00010000	TERN	PUT	Long	10.00	None	$-0.51	-0.43	$1.50	0.13	-0.53	1.18	0.67	11.23	9.73	-0.51	$-51.00	118.00	13	424.0	166.000	1.50	2024-09-23
TERN241018P00010000	TERN	PUT	Long	10.00	None	$-0.38	-0.32	$1.21	0.11	-1.17	1.18	0.80	11.23	10.02	-0.38	$-38.00	118.00	12	1.0	0.000	1.21	2024-09-22
TERN241018P00010000	TERN	PUT	Long	10.00	None	$-0.38	-0.32	$1.21	0.11	-0.34	1.18	0.80	11.23	10.02	-0.38	$-38.00	118.00	10	1.0	166.000	1.21	2024-09-20
TERN241018P00010000	TERN	PUT	Long	10.00	None	$-0.18	-0.15	$1.19	0.11	-0.24	1.18	1.00	11.23	10.04	-0.18	$-18.00	118.00	9	26.0	141.000	1.19	2024-09-19
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.40	0.34	$1.02	0.09	-0.21	1.18	1.58	11.23	10.21	0.40	$40.00	118.00	8	29.0	114.000	1.02	2024-09-18
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.72	0.61	$1.52	0.14	-0.10	1.18	1.90	11.23	9.71	0.72	$72.00	118.00	7	33.0	114.000	1.52	2024-09-17
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.72	0.61	$1.82	0.16	-0.11	1.18	1.90	11.23	9.41	0.72	$72.00	118.00	6	33.0	114.000	1.82	2024-09-16
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.72	0.61	$2.28	0.20	-0.12	1.18	1.90	11.23	8.95	0.72	$72.00	118.00	4	33.0	86.000	2.28	2024-09-14
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.72	0.61	$2.28	0.20	-0.13	1.18	1.90	11.23	8.95	0.72	$72.00	118.00	3	33.0	86.000	2.28	2024-09-13
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.32	0.27	$1.72	0.15	-0.19	1.18	1.50	11.23	9.51	0.32	$32.00	118.00	2	76.0	12.000	1.72	2024-09-12
TERN241018P00010000	TERN	PUT	Long	10.00	Underlying has moved in favorable position (0.08459483526268922528940338379) however, position is suffering from IV crush;Exit OP PnL: $-0.03;Exit EQ PnL: 0.95	$-0.03	-0.03	$0.55	0.05	-0.40	1.18	1.15	11.23	10.68	-0.03	$-3.00	118.00	1	9.0	12.000	0.55	2024-09-11
TERN241018P00010000	TERN	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.18	1.18	11.23	11.23	0.00	$0.00	118.00	0	6.0	11.000	-0.00	2024-09-10

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