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View Outliers PnL Drill-Down: TNDM231215P00017500

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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
2023-11-14	TNDM	TNDM231215P00017500	17.50	15.0	84.000	0.710	0.330	0.8	0.4	-0.010	1.480	1.100	1.35	17.82	2023-12-15	PUT	Long	0.359	0.404	0.190

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	TNDM	0.909	0.116	0.320	0.183	0.178	0.028	34.23	-0.298	0.0000	22.09	53.43	21	1y	31.99

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
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.30	-0.96	$-9.33	-0.52	8.79	1.35	0.05	17.82	27.15	-1.30	$-130.00	135.00	30	15.0	133.000	-9.33	2023-12-14
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.30	-0.96	$-7.59	-0.43	6.55	1.35	0.05	17.82	25.41	-1.30	$-130.00	135.00	29	15.0	133.000	-7.59	2023-12-13
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.30	-0.96	$-5.88	-0.33	0.91	1.35	0.05	17.82	23.70	-1.30	$-130.00	135.00	28	15.0	133.000	-5.88	2023-12-12
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.30	-0.96	$-5.95	-0.33	1.92	1.35	0.05	17.82	23.77	-1.30	$-130.00	135.00	27	15.0	133.000	-5.95	2023-12-11
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.30	-0.96	$-6.19	-0.35	1.19	1.35	0.05	17.82	24.01	-1.30	$-130.00	135.00	24	15.0	133.000	-6.19	2023-12-08
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.30	-0.96	$-6.19	-0.35	0.77	1.35	0.05	17.82	24.01	-1.30	$-130.00	135.00	23	15.0	133.000	-6.19	2023-12-07
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.30	-0.96	$-4.41	-0.25	0.14	1.35	0.05	17.82	22.23	-1.30	$-130.00	135.00	22	0.0	133.000	-4.41	2023-12-06
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.00	-0.74	$-3.34	-0.19	0.08	1.35	0.35	17.82	21.16	-1.00	$-100.00	135.00	21	0.0	133.000	-3.34	2023-12-05
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.00	-0.74	$-3.40	-0.19	0.06	1.35	0.35	17.82	21.22	-1.00	$-100.00	135.00	20	0.0	133.000	-3.40	2023-12-04
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.00	-0.74	$-3.37	-0.19	0.06	1.35	0.35	17.82	21.19	-1.00	$-100.00	135.00	19	0.0	129.000	-3.37	2023-12-03
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.00	-0.74	$-3.37	-0.19	0.04	1.35	0.35	17.82	21.19	-1.00	$-100.00	135.00	18	0.0	129.000	-3.37	2023-12-02
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-1.00	-0.74	$-3.37	-0.19	0.01	1.35	0.35	17.82	21.19	-1.00	$-100.00	135.00	17	0.0	129.000	-3.37	2023-12-01
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.79	-0.59	$-2.42	-0.14	-0.05	1.35	0.56	17.82	20.24	-0.79	$-79.00	135.00	16	0.0	129.000	-2.42	2023-11-30
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.79	-0.59	$-2.00	-0.11	-0.03	1.35	0.56	17.82	19.82	-0.79	$-79.00	135.00	15	0.0	129.000	-2.00	2023-11-29
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.79	-0.59	$-1.29	-0.07	-0.05	1.35	0.56	17.82	19.11	-0.79	$-79.00	135.00	14	0.0	129.000	-1.29	2023-11-28
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.79	-0.59	$-1.08	-0.06	-0.04	1.35	0.56	17.82	18.90	-0.79	$-79.00	135.00	13	0.0	129.000	-1.08	2023-11-27
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.80	-0.59	$-1.23	-0.07	-0.04	1.35	0.55	17.82	19.05	-0.80	$-80.00	135.00	10	0.0	119.000	-1.23	2023-11-24
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.75	-0.56	$-1.22	-0.07	-0.58	1.35	0.60	17.82	19.04	-0.75	$-75.00	135.00	9	0.0	119.000	-1.22	2023-11-23
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.60	-0.44	$-0.87	-0.05	-0.07	1.35	0.75	17.82	18.69	-0.60	$-60.00	135.00	8	0.0	115.000	-0.87	2023-11-22
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.60	-0.44	$-0.59	-0.03	-0.06	1.35	0.75	17.82	18.41	-0.60	$-60.00	135.00	7	0.0	114.000	-0.59	2023-11-21
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.38	-0.28	$-0.60	-0.03	-0.05	1.35	0.97	17.82	18.42	-0.38	$-38.00	135.00	6	0.0	116.000	-0.60	2023-11-20
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.25	-0.19	$0.03	0.00	-0.02	1.35	1.10	17.82	17.79	-0.25	$-25.00	135.00	5	0.0	106.000	0.03	2023-11-19
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.25	-0.19	$0.03	0.00	-0.03	1.35	1.10	17.82	17.79	-0.25	$-25.00	135.00	3	0.0	106.000	0.03	2023-11-17
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$-0.13	-0.10	$-0.58	-0.03	-0.02	1.35	1.22	17.82	18.40	-0.13	$-13.00	135.00	2	0.0	97.000	-0.58	2023-11-16
TNDM231215P00017500	TNDM	PUT	Long	17.50	Exit OP PnL: $-0.25;Exit EQ PnL: -0.38; Position is Long and position continued to lose. Latest OP price is: $1.10 (EQ: $18.20). Initial OP price was: $1.35 (EQ: $17.82). Surpassed Stop Loss Percentage: -0.1851851851851851851851851852 < -0.16.	$-0.25	-0.19	$-0.38	-0.02	-0.01	1.35	1.10	17.82	18.20	-0.25	$-25.00	135.00	1	0.0	87.000	-0.38	2023-11-15
TNDM231215P00017500	TNDM	PUT	Long	17.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.35	1.35	17.82	17.82	0.00	$0.00	135.00	0	0.0	84.000	-0.00	2023-11-14

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