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View Outliers PnL Drill-Down: TMC240119P00001500

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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
2023-11-24	TMC	TMC240119P00001500	1.50	3.0	0.000	1.445	0.384	0.0	0.1	-0.010	0.230	0.320	0.40	1.40	2024-01-19	PUT	Long	0.357	0.401	0.197

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	TMC	0.636	0.072	0.299	0.184	0.189	0.116	0.80	0.000	0.0000	0.80	1.87	21	1y	0.99

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
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.10	-0.25	$0.19	0.14	2.74	0.40	0.30	1.40	1.21	-0.10	$-10.00	40.00	55	3.0	165.000	0.19	2024-01-18
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.15	-0.38	$0.14	0.10	0.43	0.40	0.25	1.40	1.26	-0.15	$-15.00	40.00	54	158.0	165.000	0.14	2024-01-17
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.20	-0.50	$0.08	0.06	-0.07	0.40	0.20	1.40	1.32	-0.20	$-20.00	40.00	53	4.0	311.000	0.08	2024-01-16
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.24	-0.60	$-0.04	-0.03	-0.38	0.40	0.16	1.40	1.44	-0.24	$-24.00	40.00	49	178.0	311.000	-0.04	2024-01-12
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.24	-0.60	$0.05	0.04	-0.57	0.40	0.16	1.40	1.35	-0.24	$-24.00	40.00	48	178.0	447.000	0.05	2024-01-11
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.30	-0.75	$-0.05	-0.04	-0.70	0.40	0.10	1.40	1.45	-0.30	$-30.00	40.00	47	136.0	276.000	-0.05	2024-01-10
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.25	-0.62	$-0.10	-0.07	0.01	0.40	0.15	1.40	1.50	-0.25	$-25.00	40.00	46	13.0	284.000	-0.10	2024-01-09
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.20	-0.50	$-0.07	-0.05	-0.16	0.40	0.20	1.40	1.47	-0.20	$-20.00	40.00	45	5.0	281.000	-0.07	2024-01-08
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.15	-0.38	$0.09	0.06	-0.41	0.40	0.25	1.40	1.31	-0.15	$-15.00	40.00	44	35.0	291.000	0.09	2024-01-07
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.15	-0.38	$0.09	0.06	-0.54	0.40	0.25	1.40	1.31	-0.15	$-15.00	40.00	42	35.0	291.000	0.09	2024-01-05
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.15	-0.38	$0.09	0.06	-1.44	0.40	0.25	1.40	1.31	-0.15	$-15.00	40.00	41	199.0	291.000	0.09	2024-01-04
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.05	0.12	$0.24	0.17	-1.44	0.40	0.45	1.40	1.16	0.05	$5.00	40.00	40	1.0	95.000	0.24	2024-01-03
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.02	0.05	$0.33	0.24	-1.44	0.40	0.42	1.40	1.07	0.02	$2.00	40.00	39	5.0	96.000	0.33	2024-01-02
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.30	0.21	-0.94	0.40	0.40	1.40	1.10	0.00	$0.00	40.00	38	1.0	96.000	0.30	2024-01-01
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.30	0.21	-0.94	0.40	0.40	1.40	1.10	0.00	$0.00	40.00	36	1.0	96.000	0.30	2023-12-30
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.30	0.21	-0.94	0.40	0.40	1.40	1.10	0.00	$0.00	40.00	35	1.0	96.000	0.30	2023-12-29
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.23	0.16	-0.23	0.40	0.40	1.40	1.17	0.00	$0.00	40.00	34	10.0	96.000	0.23	2023-12-28
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.23	0.16	-0.57	0.40	0.40	1.40	1.17	0.00	$0.00	40.00	33	10.0	96.000	0.23	2023-12-27
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.25	0.18	0.27	0.40	0.40	1.40	1.15	0.00	$0.00	40.00	32	10.0	96.000	0.25	2023-12-26
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.29	0.21	-0.29	0.40	0.40	1.40	1.11	0.00	$0.00	40.00	31	10.0	96.000	0.29	2023-12-25
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.29	0.21	-0.32	0.40	0.40	1.40	1.11	0.00	$0.00	40.00	29	10.0	96.000	0.29	2023-12-23
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.29	0.21	-0.35	0.40	0.40	1.40	1.11	0.00	$0.00	40.00	28	10.0	96.000	0.29	2023-12-22
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.30	0.21	-0.18	0.40	0.40	1.40	1.10	0.00	$0.00	40.00	27	10.0	96.000	0.30	2023-12-21
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.26	0.19	0.07	0.40	0.40	1.40	1.14	0.00	$0.00	40.00	26	2.0	96.000	0.26	2023-12-20
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.25	0.18	-0.60	0.40	0.40	1.40	1.15	0.00	$0.00	40.00	25	2.0	96.000	0.25	2023-12-19
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.25	0.18	-0.34	0.40	0.40	1.40	1.15	0.00	$0.00	40.00	24	2.0	96.000	0.25	2023-12-18
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.03	0.08	$0.25	0.18	-0.59	0.40	0.43	1.40	1.15	0.03	$3.00	40.00	22	275.0	289.000	0.25	2023-12-16
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.03	0.08	$0.25	0.18	-0.60	0.40	0.43	1.40	1.15	0.03	$3.00	40.00	21	275.0	289.000	0.25	2023-12-15
TMC240119P00001500	TMC	PUT	Long	1.50	None	$-0.05	-0.12	$0.20	0.14	0.18	0.40	0.35	1.40	1.20	-0.05	$-5.00	40.00	20	2.0	288.000	0.20	2023-12-14
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.05	0.12	$0.27	0.19	-0.15	0.40	0.45	1.40	1.13	0.05	$5.00	40.00	19	1.0	288.000	0.27	2023-12-13
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.05	0.12	$0.34	0.24	-0.70	0.40	0.45	1.40	1.06	0.05	$5.00	40.00	18	1.0	0.000	0.34	2023-12-12
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.04	0.10	$0.30	0.21	-0.57	0.40	0.44	1.40	1.10	0.04	$4.00	40.00	17	1.0	288.000	0.30	2023-12-11
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.04	0.10	$0.28	0.20	-0.48	0.40	0.44	1.40	1.12	0.04	$4.00	40.00	14	1.0	288.000	0.28	2023-12-08
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.04	0.10	$0.29	0.21	-0.54	0.40	0.44	1.40	1.11	0.04	$4.00	40.00	13	1.0	288.000	0.29	2023-12-07
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.24	0.17	0.04	0.40	0.40	1.40	1.16	0.00	$0.00	40.00	12	0.0	288.000	0.24	2023-12-06
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.26	0.19	-0.40	0.40	0.40	1.40	1.14	0.00	$0.00	40.00	11	0.0	41.000	0.26	2023-12-05
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.15	0.38	$0.22	0.16	-0.07	0.40	0.55	1.40	1.18	0.15	$15.00	40.00	10	0.0	41.000	0.22	2023-12-04
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.15	0.38	$0.22	0.16	-0.09	0.40	0.55	1.40	1.18	0.15	$15.00	40.00	9	0.0	41.000	0.22	2023-12-03
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.15	0.38	$0.22	0.16	-0.10	0.40	0.55	1.40	1.18	0.15	$15.00	40.00	8	0.0	41.000	0.22	2023-12-02
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.15	0.38	$0.22	0.16	-0.12	0.40	0.55	1.40	1.18	0.15	$15.00	40.00	7	0.0	41.000	0.22	2023-12-01
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.15	0.38	$0.26	0.19	-0.12	0.40	0.55	1.40	1.14	0.15	$15.00	40.00	6	0.0	41.000	0.26	2023-11-30
TMC240119P00001500	TMC	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.15	0.38	$0.18	0.13	0.00	0.40	0.55	1.40	1.22	0.15	$15.00	40.00	5	0.0	41.000	0.18	2023-11-29
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.15	0.38	$0.14	0.10	-0.18	0.40	0.55	1.40	1.26	0.15	$15.00	40.00	4	0.0	40.000	0.14	2023-11-28
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$0.21	0.15	-0.12	0.40	0.40	1.40	1.19	0.00	$0.00	40.00	3	0.0	40.000	0.21	2023-11-27
TMC240119P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	1.40	1.40	0.00	$0.00	40.00	0	0.0	0.000	-0.00	2023-11-24

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