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View Outliers PnL Drill-Down: TMC240517P00001500

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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
2024-04-02	TMC	TMC240517P00001500	1.50	5.0	337.000	1.422	0.377	0.2	0.0	-0.010	0.400	0.180	0.27	1.71	2024-05-17	PUT	Long	0.432	0.441	0.097

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
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.17	-0.77	$0.10	0.06	-0.62	0.22	0.05	1.58	1.48	-0.17	$-17.00	22.00	43	2.0	6402.000	0.10	2024-05-15
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.12	-0.55	$0.12	0.08	-0.06	0.22	0.10	1.58	1.46	-0.12	$-12.00	22.00	42	979.0	6925.000	0.12	2024-05-14
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.07	-0.32	$0.06	0.04	0.57	0.22	0.15	1.58	1.52	-0.07	$-7.00	22.00	41	115.0	6972.000	0.06	2024-05-13
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.12	-0.55	$0.12	0.08	-1.34	0.22	0.10	1.58	1.46	-0.12	$-12.00	22.00	40	4.0	6972.000	0.12	2024-05-12
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.10	-0.45	$0.06	0.04	0.12	0.22	0.12	1.58	1.52	-0.10	$-10.00	22.00	37	7.0	6950.000	0.06	2024-05-09
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.07	-0.32	$0.12	0.08	0.23	0.22	0.15	1.58	1.46	-0.07	$-7.00	22.00	36	1.0	6951.000	0.12	2024-05-08
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.03	-0.14	$0.06	0.04	-0.04	0.22	0.19	1.58	1.52	-0.03	$-3.00	22.00	35	21.0	6930.000	0.06	2024-05-07
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.02	-0.09	$0.07	0.04	-1.30	0.22	0.20	1.58	1.51	-0.02	$-2.00	22.00	31	18.0	7912.000	0.07	2024-05-03
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.02	-0.09	$0.09	0.06	0.07	0.22	0.20	1.58	1.49	-0.02	$-2.00	22.00	30	18.0	7912.000	0.09	2024-05-02
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.12	-0.55	$-0.02	-0.01	-0.13	0.22	0.10	1.58	1.60	-0.12	$-12.00	22.00	27	2.0	7885.000	-0.02	2024-04-29
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.10	-0.45	$0.01	0.01	-0.29	0.22	0.12	1.58	1.57	-0.10	$-10.00	22.00	24	15.0	7876.000	0.01	2024-04-26
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.10	-0.45	$-0.04	-0.03	-0.19	0.22	0.12	1.58	1.62	-0.10	$-10.00	22.00	23	10.0	7866.000	-0.04	2024-04-25
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.09	-0.41	$-0.02	-0.01	-0.26	0.22	0.13	1.58	1.60	-0.09	$-9.00	22.00	22	22.0	7846.000	-0.02	2024-04-24
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.07	-0.32	$-0.08	-0.05	-0.15	0.22	0.15	1.58	1.66	-0.07	$-7.00	22.00	21	106.0	7747.000	-0.08	2024-04-23
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.12	-0.55	$-0.06	-0.04	-0.21	0.22	0.10	1.58	1.64	-0.12	$-12.00	22.00	20	173.0	7574.000	-0.06	2024-04-22
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.07	-0.32	$-0.03	-0.02	-0.18	0.22	0.15	1.58	1.61	-0.07	$-7.00	22.00	17	369.0	7482.000	-0.03	2024-04-19
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.07	-0.32	$-0.11	-0.07	-0.20	0.22	0.15	1.58	1.69	-0.07	$-7.00	22.00	16	5.0	7478.000	-0.11	2024-04-18
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.09	-0.41	$-0.08	-0.05	-0.12	0.22	0.13	1.58	1.66	-0.09	$-9.00	22.00	15	2.0	7478.000	-0.08	2024-04-17
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.04	-0.18	$-0.14	-0.09	-0.04	0.22	0.18	1.58	1.72	-0.04	$-4.00	22.00	14	131.0	7585.000	-0.14	2024-04-16
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.07	-0.32	$-0.15	-0.09	-0.19	0.22	0.15	1.58	1.73	-0.07	$-7.00	22.00	13	2151.0	5715.000	-0.15	2024-04-15
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.12	-0.55	$-0.23	-0.15	-0.12	0.22	0.10	1.58	1.81	-0.12	$-12.00	22.00	10	5323.0	5715.000	-0.23	2024-04-12
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.12	-0.55	$-0.28	-0.18	-0.07	0.22	0.10	1.58	1.86	-0.12	$-12.00	22.00	9	5323.0	445.000	-0.28	2024-04-11
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.09	-0.41	$-0.29	-0.18	-0.07	0.22	0.13	1.58	1.87	-0.09	$-9.00	22.00	8	21.0	445.000	-0.29	2024-04-10
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.07	-0.32	$-0.13	-0.08	-0.05	0.22	0.15	1.58	1.71	-0.07	$-7.00	22.00	7	15.0	430.000	-0.13	2024-04-09
TMC240517P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$-0.10	-0.06	-0.12	0.22	0.22	1.58	1.68	0.00	$0.00	22.00	6	20.0	430.000	-0.10	2024-04-08
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.06	-0.27	$-0.11	-0.07	-0.14	0.22	0.16	1.58	1.69	-0.06	$-6.00	22.00	3	83.0	430.000	-0.11	2024-04-05
TMC240517P00001500	TMC	PUT	Long	1.50	None	$-0.06	-0.27	$-0.11	-0.07	0.09	0.22	0.16	1.58	1.69	-0.06	$-6.00	22.00	2	83.0	347.000	-0.11	2024-04-04
TMC240517P00001500	TMC	PUT	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.10	$0.00	0.00	$-0.16	-0.10	0.02	0.22	0.22	1.58	1.74	0.00	$0.00	22.00	1	10.0	347.000	-0.16	2024-04-03
TMC240517P00001500	TMC	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.22	0.22	1.58	1.58	0.00	$0.00	22.00	0	10.0	337.000	-0.00	2024-04-02

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