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View Outliers PnL Drill-Down: TIGR241115P00005000

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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
2024-10-02	TIGR	TIGR241115P00005000	5.00	30.0	96.000	1.363	0.448	3.1	0.0	-0.020	3.270	0.180	0.25	8.06	2024-11-15	PUT	Long	0.394	0.469	0.294
2024-10-01	TIGR	TIGR241115P00005000	5.00	18.0	87.000	0.969	0.372	1.3	0.0	-0.010	1.490	0.230	0.35	6.23	2024-11-15	PUT	Long	0.367	0.397	0.167
2024-09-30	TIGR	TIGR241115P00005000	5.00	101.0	1.000	1.031	0.344	0.5	0.1	-0.010	0.870	0.510	0.55	5.34	2024-11-15	PUT	Long	0.334	0.367	0.166
2024-10-03	TIGR	TIGR241115P00005000	5.00	32.0	118.000	1.320	0.467	4.3	0.0	0.000	4.410	0.080	0.14	9.30	2024-11-15	PUT	Long	0.468	0.484	0.140
2024-10-04	TIGR	TIGR241115P00005000	5.00	383.0	162.000	1.555	0.543	7.4	0.0	-0.030	7.460	0.050	0.09	12.39	2024-11-15	PUT	Long	0.484	0.564	0.348

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	TIGR	1.000	0.117	0.610	0.219	0.333	0.032	7.74	0.119	0.0000	3.14	12.39	21	1y	6.40

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
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.51	-0.93	$-0.17	-0.03	0.08	0.55	0.04	5.34	5.51	-0.51	$-51.00	55.00	45	1.0	4031.000	-0.17	2024-11-14
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-0.33	-0.06	0.06	0.55	0.05	5.34	5.67	-0.50	$-50.00	55.00	44	37.0	4031.000	-0.33	2024-11-13
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-0.54	-0.10	0.09	0.55	0.05	5.34	5.88	-0.50	$-50.00	55.00	43	37.0	4031.000	-0.54	2024-11-12
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-1.21	-0.23	0.44	0.55	0.05	5.34	6.55	-0.50	$-50.00	55.00	42	29.0	3996.000	-1.21	2024-11-11
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.52	-0.95	$-0.88	-0.16	0.12	0.55	0.03	5.34	6.22	-0.52	$-52.00	55.00	41	23.0	3988.000	-0.88	2024-11-10
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.52	-0.95	$-0.88	-0.16	0.03	0.55	0.03	5.34	6.22	-0.52	$-52.00	55.00	40	23.0	3988.000	-0.88	2024-11-09
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.52	-0.95	$-0.92	-0.17	-0.02	0.55	0.03	5.34	6.26	-0.52	$-52.00	55.00	39	8.0	3988.000	-0.92	2024-11-08
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.51	-0.93	$-1.91	-0.36	0.38	0.55	0.04	5.34	7.25	-0.51	$-51.00	55.00	38	5.0	3988.000	-1.91	2024-11-07
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.51	-0.93	$-1.28	-0.24	0.05	0.55	0.04	5.34	6.62	-0.51	$-51.00	55.00	37	5.0	3988.000	-1.28	2024-11-06
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.51	-0.93	$-1.37	-0.26	0.03	0.55	0.04	5.34	6.71	-0.51	$-51.00	55.00	36	5.0	3984.000	-1.37	2024-11-05
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-1.15	-0.22	-0.11	0.55	0.05	5.34	6.49	-0.50	$-50.00	55.00	35	10.0	3984.000	-1.15	2024-11-04
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-1.14	-0.21	-0.20	0.55	0.05	5.34	6.48	-0.50	$-50.00	55.00	32	10.0	3984.000	-1.14	2024-11-01
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-1.02	-0.19	-0.02	0.55	0.05	5.34	6.36	-0.50	$-50.00	55.00	31	10.0	3994.000	-1.02	2024-10-31
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-1.00	-0.19	-0.06	0.55	0.05	5.34	6.34	-0.50	$-50.00	55.00	30	1000.0	4392.000	-1.00	2024-10-30
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.49	-0.89	$-1.10	-0.21	-0.02	0.55	0.06	5.34	6.44	-0.49	$-49.00	55.00	29	35.0	4392.000	-1.10	2024-10-29
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.49	-0.89	$-1.37	-0.26	0.02	0.55	0.06	5.34	6.71	-0.49	$-49.00	55.00	28	35.0	4418.000	-1.37	2024-10-28
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.48	-0.87	$-0.85	-0.16	-0.20	0.55	0.07	5.34	6.19	-0.48	$-48.00	55.00	27	1.0	4419.000	-0.85	2024-10-27
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.48	-0.87	$-0.85	-0.16	-0.22	0.55	0.07	5.34	6.19	-0.48	$-48.00	55.00	26	1.0	4419.000	-0.85	2024-10-26
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.49	-0.89	$-0.80	-0.15	-0.26	0.55	0.06	5.34	6.14	-0.49	$-49.00	55.00	24	1689.0	3070.000	-0.80	2024-10-24
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.43	-0.78	$-0.71	-0.13	-0.18	0.55	0.12	5.34	6.05	-0.43	$-43.00	55.00	23	243.0	3082.000	-0.71	2024-10-23
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.46	-0.84	$-1.11	-0.21	-0.18	0.55	0.09	5.34	6.45	-0.46	$-46.00	55.00	22	246.0	3021.000	-1.11	2024-10-22
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-2.10	-0.39	-0.02	0.55	0.05	5.34	7.44	-0.50	$-50.00	55.00	21	3.0	3022.000	-2.10	2024-10-21
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.45	-0.82	$-1.88	-0.35	0.14	0.55	0.10	5.34	7.22	-0.45	$-45.00	55.00	19	89.0	3022.000	-1.88	2024-10-19
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.45	-0.82	$-2.48	-0.46	0.11	0.55	0.10	5.34	7.82	-0.45	$-45.00	55.00	18	3.0	3022.000	-2.48	2024-10-18
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.45	-0.82	$-1.96	-0.37	0.11	0.55	0.10	5.34	7.30	-0.45	$-45.00	55.00	16	9.0	3057.000	-1.96	2024-10-16
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.43	-0.78	$-1.97	-0.37	0.07	0.55	0.12	5.34	7.31	-0.43	$-43.00	55.00	14	40.0	3016.000	-1.97	2024-10-14
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.46	-0.84	$-3.28	-0.61	0.15	0.55	0.09	5.34	8.62	-0.46	$-46.00	55.00	11	74.0	3039.000	-3.28	2024-10-11
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.45	-0.82	$-2.77	-0.52	0.12	0.55	0.10	5.34	8.11	-0.45	$-45.00	55.00	10	103.0	3015.000	-2.77	2024-10-10
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.40	-0.73	$-2.94	-0.55	0.34	0.55	0.15	5.34	8.28	-0.40	$-40.00	55.00	9	2191.0	1020.000	-2.94	2024-10-09
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.48	-0.87	$-6.12	-1.15	0.48	0.55	0.07	5.34	11.46	-0.48	$-48.00	55.00	7	471.0	617.000	-6.12	2024-10-07
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-7.05	-1.32	-0.53	0.55	0.05	5.34	12.39	-0.50	$-50.00	55.00	6	535.0	0.000	-7.05	2024-10-06
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.50	-0.91	$-7.05	-1.32	0.55	0.55	0.05	5.34	12.39	-0.50	$-50.00	55.00	5	535.0	162.000	-7.05	2024-10-05
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.46	-0.84	$-7.05	-1.32	0.52	0.55	0.09	5.34	12.39	-0.46	$-46.00	55.00	4	383.0	162.000	-7.05	2024-10-04
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.41	-0.75	$-3.85	-0.72	0.71	0.55	0.14	5.34	9.19	-0.41	$-41.00	55.00	3	32.0	118.000	-3.85	2024-10-03
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$-0.30	-0.55	$-2.72	-0.51	0.33	0.55	0.25	5.34	8.06	-0.30	$-30.00	55.00	2	30.0	96.000	-2.72	2024-10-02
TIGR241115P00005000	TIGR	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.22	$-0.20	-0.36	$-0.89	-0.17	-0.06	0.55	0.35	5.34	6.23	-0.20	$-20.00	55.00	1	18.0	87.000	-0.89	2024-10-01
TIGR241115P00005000	TIGR	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	5.34	5.34	0.00	$0.00	55.00	0	101.0	1.000	-0.00	2024-09-30

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