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View Outliers PnL Drill-Down: TGB250221P00003000

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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
2024-11-07	TGB	TGB250221P00003000	3.00	3.0	253.000	0.555	0.396	0.1	0.5	-0.010	0.130	0.540	0.87	2.55	2025-02-21	PUT	Long	0.273	0.309	0.156

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	TGB	0.727	0.124	0.219	0.169	0.124	-0.095	2.03	0.158	0.0000	1.28	3.05	21	1y	2.27

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
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.57	0.22	-0.05	0.57	1.05	2.55	1.98	0.48	$48.00	57.00	43	20.0	226.000	0.57	2024-12-20
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.64	0.25	0.06	0.57	1.05	2.55	1.91	0.48	$48.00	57.00	42	20.0	226.000	0.64	2024-12-19
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.62	0.24	0.21	0.57	1.05	2.55	1.93	0.48	$48.00	57.00	41	20.0	251.000	0.62	2024-12-18
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.52	0.20	0.11	0.57	1.05	2.55	2.03	0.48	$48.00	57.00	40	20.0	253.000	0.52	2024-12-17
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.53	0.21	0.08	0.57	1.05	2.55	2.02	0.48	$48.00	57.00	39	20.0	253.000	0.53	2024-12-16
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.45	0.18	0.02	0.57	1.05	2.55	2.10	0.48	$48.00	57.00	36	20.0	253.000	0.45	2024-12-13
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.46	0.18	0.10	0.57	1.05	2.55	2.09	0.48	$48.00	57.00	35	20.0	253.000	0.46	2024-12-12
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.39	0.15	0.16	0.57	1.05	2.55	2.16	0.48	$48.00	57.00	34	20.0	253.000	0.39	2024-12-11
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.44	0.17	0.36	0.57	1.05	2.55	2.11	0.48	$48.00	57.00	33	20.0	253.000	0.44	2024-12-10
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.45	0.18	0.15	0.57	1.05	2.55	2.10	0.48	$48.00	57.00	32	20.0	253.000	0.45	2024-12-09
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.59	0.23	0.29	0.57	1.05	2.55	1.96	0.48	$48.00	57.00	31	20.0	253.000	0.59	2024-12-08
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.58	0.23	0.03	0.57	1.05	2.55	1.97	0.48	$48.00	57.00	29	20.0	253.000	0.58	2024-12-06
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.53	0.21	0.00	0.57	1.05	2.55	2.02	0.48	$48.00	57.00	28	20.0	253.000	0.53	2024-12-05
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.55	0.22	0.17	0.57	1.05	2.55	2.00	0.48	$48.00	57.00	27	20.0	253.000	0.55	2024-12-04
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.50	0.20	0.03	0.57	1.05	2.55	2.05	0.48	$48.00	57.00	26	20.0	253.000	0.50	2024-12-03
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.56	0.22	0.12	0.57	1.05	2.55	1.99	0.48	$48.00	57.00	25	20.0	253.000	0.56	2024-12-02
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.49	0.19	-0.55	0.57	1.05	2.55	2.06	0.48	$48.00	57.00	24	20.0	0.000	0.49	2024-12-01
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.49	0.19	0.17	0.57	1.05	2.55	2.06	0.48	$48.00	57.00	23	20.0	0.000	0.49	2024-11-30
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.55	0.22	0.17	0.57	1.05	2.55	2.00	0.48	$48.00	57.00	21	20.0	253.000	0.55	2024-11-28
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.52	0.20	0.24	0.57	1.05	2.55	2.03	0.48	$48.00	57.00	20	20.0	253.000	0.52	2024-11-27
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.48	0.84	$0.56	0.22	0.12	0.57	1.05	2.55	1.99	0.48	$48.00	57.00	19	20.0	253.000	0.56	2024-11-26
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.50	0.20	0.10	0.57	1.00	2.55	2.05	0.43	$43.00	57.00	18	10.0	253.000	0.50	2024-11-25
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.47	0.18	0.37	0.57	1.00	2.55	2.08	0.43	$43.00	57.00	17	10.0	253.000	0.47	2024-11-24
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.47	0.18	0.36	0.57	1.00	2.55	2.08	0.43	$43.00	57.00	16	10.0	253.000	0.47	2024-11-23
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.47	0.18	-0.02	0.57	1.00	2.55	2.08	0.43	$43.00	57.00	15	10.0	253.000	0.47	2024-11-22
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.47	0.18	0.00	0.57	1.00	2.55	2.08	0.43	$43.00	57.00	14	10.0	253.000	0.47	2024-11-21
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.48	0.19	-0.05	0.57	1.00	2.55	2.07	0.43	$43.00	57.00	13	10.0	253.000	0.48	2024-11-20
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.47	0.18	0.34	0.57	1.00	2.55	2.08	0.43	$43.00	57.00	12	10.0	253.000	0.47	2024-11-19
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.49	0.19	0.12	0.57	1.00	2.55	2.06	0.43	$43.00	57.00	11	10.0	253.000	0.49	2024-11-18
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.58	0.23	0.00	0.57	1.00	2.55	1.97	0.43	$43.00	57.00	10	10.0	253.000	0.58	2024-11-17
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.58	0.23	0.00	0.57	1.00	2.55	1.97	0.43	$43.00	57.00	9	10.0	253.000	0.58	2024-11-16
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.58	0.23	-0.01	0.57	1.00	2.55	1.97	0.43	$43.00	57.00	8	10.0	253.000	0.58	2024-11-15
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.43	0.75	$0.54	0.21	0.13	0.57	1.00	2.55	2.01	0.43	$43.00	57.00	7	10.0	253.000	0.54	2024-11-14
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.28	0.49	$0.51	0.20	0.05	0.57	0.85	2.55	2.04	0.28	$28.00	57.00	6	1.0	253.000	0.51	2024-11-13
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.28	0.49	$0.39	0.15	0.06	0.57	0.85	2.55	2.16	0.28	$28.00	57.00	5	1.0	253.000	0.39	2024-11-12
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.28	0.49	$0.30	0.12	-0.04	0.57	0.85	2.55	2.25	0.28	$28.00	57.00	4	1.0	254.000	0.30	2024-11-11
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.00	0.00	$0.16	0.06	-0.02	0.57	0.57	2.55	2.39	0.00	$0.00	57.00	3	1.0	254.000	0.16	2024-11-10
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.00	0.00	$0.16	0.06	-0.02	0.57	0.57	2.55	2.39	0.00	$0.00	57.00	2	1.0	254.000	0.16	2024-11-09
TGB250221P00003000	TGB	PUT	Long	3.00	None	$0.00	0.00	$0.21	0.08	0.01	0.57	0.57	2.55	2.34	0.00	$0.00	57.00	1	1.0	254.000	0.21	2024-11-08
TGB250221P00003000	TGB	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.57	0.57	2.55	2.55	0.00	$0.00	57.00	0	1.0	253.000	-0.00	2024-11-07

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