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View Outliers PnL Drill-Down: TMC240419P00002000

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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
2024-03-12 TMC TMC240419P00002000 2.00 5.0 15.000 0.711 0.355 0.0 0.2 0.000 0.100 0.260 0.55 1.83 2024-04-19 PUT Long 0.381 0.399 0.129
2024-03-13 TMC TMC240419P00002000 2.00 16.0 15.000 1.203 0.364 0.1 0.1 0.000 0.310 0.280 0.30 2.02 2024-04-19 PUT Long 0.395 0.397 0.046

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
TMC240419P00002000 TMC PUT Long 2.00 None $-0.15 -0.27 $0.06 0.03 2.71 0.55 0.40 1.75 1.69 -0.15 $-15.00 55.00 37 1.0 123.000 0.06 2024-04-18
TMC240419P00002000 TMC PUT Long 2.00 None $-0.23 -0.42 $0.09 0.05 3.40 0.55 0.32 1.75 1.66 -0.23 $-23.00 55.00 36 4.0 123.000 0.09 2024-04-17
TMC240419P00002000 TMC PUT Long 2.00 None $-0.25 -0.45 $0.03 0.02 0.21 0.55 0.30 1.75 1.72 -0.25 $-25.00 55.00 35 3.0 123.000 0.03 2024-04-16
TMC240419P00002000 TMC PUT Long 2.00 None $-0.25 -0.45 $0.02 0.01 0.62 0.55 0.30 1.75 1.73 -0.25 $-25.00 55.00 34 202.0 226.000 0.02 2024-04-15
TMC240419P00002000 TMC PUT Long 2.00 None $-0.27 -0.49 $-0.06 -0.03 0.77 0.55 0.28 1.75 1.81 -0.27 $-27.00 55.00 31 16.0 237.000 -0.06 2024-04-12
TMC240419P00002000 TMC PUT Long 2.00 None $-0.33 -0.60 $-0.11 -0.06 0.26 0.55 0.22 1.75 1.86 -0.33 $-33.00 55.00 30 110.0 133.000 -0.11 2024-04-11
TMC240419P00002000 TMC PUT Long 2.00 None $-0.31 -0.56 $-0.12 -0.07 0.23 0.55 0.24 1.75 1.87 -0.31 $-31.00 55.00 29 98.0 52.000 -0.12 2024-04-10
TMC240419P00002000 TMC PUT Long 2.00 None $-0.15 -0.27 $0.04 0.02 0.38 0.55 0.40 1.75 1.71 -0.15 $-15.00 55.00 28 1.0 52.000 0.04 2024-04-09
TMC240419P00002000 TMC PUT Long 2.00 None $-0.15 -0.27 $0.07 0.04 0.12 0.55 0.40 1.75 1.68 -0.15 $-15.00 55.00 27 1.0 52.000 0.07 2024-04-08
TMC240419P00002000 TMC PUT Long 2.00 None $-0.15 -0.27 $0.06 0.03 0.44 0.55 0.40 1.75 1.69 -0.15 $-15.00 55.00 24 14.0 52.000 0.06 2024-04-05
TMC240419P00002000 TMC PUT Long 2.00 None $-0.15 -0.27 $0.06 0.03 0.40 0.55 0.40 1.75 1.69 -0.15 $-15.00 55.00 23 12.0 50.000 0.06 2024-04-04
TMC240419P00002000 TMC PUT Long 2.00 None $-0.20 -0.36 $0.01 0.01 0.21 0.55 0.35 1.75 1.74 -0.20 $-20.00 55.00 22 38.0 25.000 0.01 2024-04-03
TMC240419P00002000 TMC PUT Long 2.00 None $-0.05 -0.09 $0.17 0.10 0.30 0.55 0.50 1.75 1.58 -0.05 $-5.00 55.00 21 9.0 23.000 0.17 2024-04-02
TMC240419P00002000 TMC PUT Long 2.00 None $0.15 0.27 $0.31 0.18 0.52 0.55 0.70 1.75 1.44 0.15 $15.00 55.00 20 7.0 23.000 0.31 2024-04-01
TMC240419P00002000 TMC PUT Long 2.00 None $0.15 0.27 $0.32 0.18 -0.35 0.55 0.70 1.75 1.43 0.15 $15.00 55.00 19 7.0 23.000 0.32 2024-03-31
TMC240419P00002000 TMC PUT Long 2.00 None $0.15 0.27 $0.32 0.18 -0.35 0.55 0.70 1.75 1.43 0.15 $15.00 55.00 18 7.0 23.000 0.32 2024-03-30
TMC240419P00002000 TMC PUT Long 2.00 None $0.15 0.27 $0.32 0.18 -0.41 0.55 0.70 1.75 1.43 0.15 $15.00 55.00 17 7.0 23.000 0.32 2024-03-29
TMC240419P00002000 TMC PUT Long 2.00 None $0.15 0.27 $0.32 0.18 -0.41 0.55 0.70 1.75 1.43 0.15 $15.00 55.00 16 7.0 23.000 0.32 2024-03-28
TMC240419P00002000 TMC PUT Long 2.00 None $0.15 0.27 $0.41 0.23 1.90 0.55 0.70 1.75 1.34 0.15 $15.00 55.00 15 7.0 27.000 0.41 2024-03-27
TMC240419P00002000 TMC PUT Long 2.00 None $0.15 0.27 $0.40 0.23 0.27 0.55 0.70 1.75 1.35 0.15 $15.00 55.00 14 6.0 32.000 0.40 2024-03-26
TMC240419P00002000 TMC PUT Long 2.00 None $0.05 0.09 $0.20 0.11 0.26 0.55 0.60 1.75 1.55 0.05 $5.00 55.00 13 8.0 25.000 0.20 2024-03-25
TMC240419P00002000 TMC PUT Long 2.00 None $-0.05 -0.09 $0.12 0.07 0.20 0.55 0.50 1.75 1.63 -0.05 $-5.00 55.00 10 7.0 25.000 0.12 2024-03-22
TMC240419P00002000 TMC PUT Long 2.00 None $-0.25 -0.45 $-0.01 -0.01 0.32 0.55 0.30 1.75 1.76 -0.25 $-25.00 55.00 9 3.0 24.000 -0.01 2024-03-21
TMC240419P00002000 TMC PUT Long 2.00 None $-0.07 -0.13 $0.05 0.03 0.25 0.55 0.48 1.75 1.70 -0.07 $-7.00 55.00 8 8.0 16.000 0.05 2024-03-20
TMC240419P00002000 TMC PUT Long 2.00 None $-0.10 -0.18 $0.08 0.05 -0.13 0.55 0.45 1.75 1.67 -0.10 $-10.00 55.00 7 2.0 18.000 0.08 2024-03-19
TMC240419P00002000 TMC PUT Long 2.00 None $-0.13 -0.24 $0.01 0.01 0.20 0.55 0.42 1.75 1.74 -0.13 $-13.00 55.00 6 1.0 18.000 0.01 2024-03-18
TMC240419P00002000 TMC PUT Long 2.00 None $-0.13 -0.24 $0.08 0.05 -0.06 0.55 0.42 1.75 1.67 -0.13 $-13.00 55.00 3 1.0 18.000 0.08 2024-03-15
TMC240419P00002000 TMC PUT Long 2.00 None $-0.15 -0.27 $0.04 0.02 0.16 0.55 0.40 1.75 1.71 -0.15 $-15.00 55.00 2 19.0 18.000 0.04 2024-03-14
TMC240419P00002000 TMC PUT Long 2.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.08 $-0.15 -0.27 $-0.08 -0.05 0.76 0.55 0.40 1.75 1.83 -0.15 $-15.00 55.00 1 19.0 15.000 -0.08 2024-03-13
TMC240419P00002000 TMC PUT Long 2.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.55 0.55 1.75 1.75 0.00 $0.00 55.00 0 5.0 15.000 -0.00 2024-03-12

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