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View Outliers PnL Drill-Down: TGTX231201P00006500

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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
2023-11-01 TGTX TGTX231201P00006500 6.50 1.000 1.172 0.347 3.6 0.0 -0.030 3.710 0.070 0.83 10.12 2023-12-01 PUT Long 0.299 0.407 0.309

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 TGTX 0.636 0.082 0.275 0.187 0.169 -0.099 33.57 0.054 0.0000 13.02 35.09 21 1y 26.66

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
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.69 -0.27 6.20 0.83 0.10 10.12 12.81 -0.73 $-73.00 83.00 29 0.0 1.000 -2.69 2023-11-30
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.37 -0.23 6.03 0.83 0.10 10.12 12.49 -0.73 $-73.00 83.00 28 0.0 1.000 -2.37 2023-11-29
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.51 -0.25 3.98 0.83 0.10 10.12 12.63 -0.73 $-73.00 83.00 27 0.0 1.000 -2.51 2023-11-28
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.32 -0.23 3.91 0.83 0.10 10.12 12.44 -0.73 $-73.00 83.00 26 0.0 1.000 -2.32 2023-11-27
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.57 -0.25 1.56 0.83 0.10 10.12 12.69 -0.73 $-73.00 83.00 23 0.0 0.000 -2.57 2023-11-24
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.55 -0.25 -0.67 0.83 0.10 10.12 12.67 -0.73 $-73.00 83.00 22 0.0 0.000 -2.55 2023-11-23
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.33 -0.23 2.04 0.83 0.10 10.12 12.45 -0.73 $-73.00 83.00 21 0.0 1.000 -2.33 2023-11-22
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.20 -0.22 2.43 0.83 0.10 10.12 12.32 -0.73 $-73.00 83.00 20 0.0 1.000 -2.20 2023-11-21
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-2.70 -0.27 1.34 0.83 0.10 10.12 12.82 -0.73 $-73.00 83.00 19 0.0 1.000 -2.70 2023-11-20
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-1.95 -0.19 1.93 0.83 0.10 10.12 12.07 -0.73 $-73.00 83.00 18 0.0 1.000 -1.95 2023-11-19
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-1.95 -0.19 1.81 0.83 0.10 10.12 12.07 -0.73 $-73.00 83.00 16 0.0 1.000 -1.95 2023-11-17
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-1.14 -0.11 1.52 0.83 0.10 10.12 11.26 -0.73 $-73.00 83.00 15 0.0 1.000 -1.14 2023-11-16
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-1.15 -0.11 1.12 0.83 0.10 10.12 11.27 -0.73 $-73.00 83.00 14 0.0 1.000 -1.15 2023-11-15
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.83 -0.08 2.67 0.83 0.10 10.12 10.95 -0.73 $-73.00 83.00 13 0.0 1.000 -0.83 2023-11-14
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.13 -0.01 0.98 0.83 0.10 10.12 10.25 -0.73 $-73.00 83.00 12 0.0 1.000 -0.13 2023-11-13
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.10 -0.01 0.69 0.83 0.10 10.12 10.22 -0.73 $-73.00 83.00 9 0.0 1.000 -0.10 2023-11-10
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.02 -0.00 -0.67 0.83 0.10 10.12 10.14 -0.73 $-73.00 83.00 8 0.0 0.000 -0.02 2023-11-09
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.02 -0.00 0.54 0.83 0.10 10.12 10.14 -0.73 $-73.00 83.00 7 0.0 1.000 -0.02 2023-11-08
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.67 -0.07 0.64 0.83 0.10 10.12 10.79 -0.73 $-73.00 83.00 6 0.0 1.000 -0.67 2023-11-07
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.13 -0.01 0.46 0.83 0.10 10.12 10.25 -0.73 $-73.00 83.00 5 0.0 1.000 -0.13 2023-11-06
TGTX231201P00006500 TGTX PUT Long 6.50 None $-0.73 -0.88 $-0.13 -0.01 0.46 0.83 0.10 10.12 10.25 -0.73 $-73.00 83.00 4 0.0 1.000 -0.13 2023-11-05
TGTX231201P00006500 TGTX PUT Long 6.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.73; Exit EQ PnL: -0.94 $-0.73 -0.88 $-0.94 -0.09 0.49 0.83 0.10 10.12 11.06 -0.73 $-73.00 83.00 2 0.0 1.000 -0.94 2023-11-03
TGTX231201P00006500 TGTX PUT Long 6.50 None $0.00 0.00 $-0.29 -0.03 0.60 0.83 0.83 10.12 10.41 0.00 $0.00 83.00 1 0.0 1.000 -0.29 2023-11-02
TGTX231201P00006500 TGTX PUT Long 6.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.83 0.83 10.12 10.12 0.00 $0.00 83.00 0 1.000 -0.00 2023-11-01

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