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View Outliers PnL Drill-Down: TNDM240419P00020000

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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
2024-02-22	TNDM	TNDM240419P00020000	20.00	3.0	14.000	0.678	0.295	6.0	0.0	-0.010	6.390	0.350	1.65	25.92	2024-04-19	PUT	Long	0.264	0.283	0.109

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
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-5.93	-0.24	2.99	0.50	0.10	25.00	30.93	-0.40	$-40.00	50.00	56	2.0	41.000	-5.93	2024-04-18
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-6.75	-0.27	2.45	0.50	0.10	25.00	31.75	-0.40	$-40.00	50.00	55	2.0	41.000	-6.75	2024-04-17
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-7.96	-0.32	2.20	0.50	0.10	25.00	32.96	-0.40	$-40.00	50.00	54	2.0	41.000	-7.96	2024-04-16
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-6.86	-0.27	1.76	0.50	0.10	25.00	31.86	-0.40	$-40.00	50.00	53	2.0	41.000	-6.86	2024-04-15
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.50	-0.34	1.41	0.50	0.10	25.00	33.50	-0.40	$-40.00	50.00	50	2.0	41.000	-8.50	2024-04-12
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.87	-0.35	1.32	0.50	0.10	25.00	33.87	-0.40	$-40.00	50.00	49	2.0	41.000	-8.87	2024-04-11
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-9.57	-0.38	1.28	0.50	0.10	25.00	34.57	-0.40	$-40.00	50.00	48	2.0	41.000	-9.57	2024-04-10
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-9.89	-0.40	1.21	0.50	0.10	25.00	34.89	-0.40	$-40.00	50.00	47	2.0	41.000	-9.89	2024-04-09
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.55	-0.34	1.03	0.50	0.10	25.00	33.55	-0.40	$-40.00	50.00	46	2.0	41.000	-8.55	2024-04-08
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.66	-0.35	0.86	0.50	0.10	25.00	33.66	-0.40	$-40.00	50.00	43	2.0	41.000	-8.66	2024-04-05
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.17	-0.33	0.78	0.50	0.10	25.00	33.17	-0.40	$-40.00	50.00	42	2.0	41.000	-8.17	2024-04-04
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-9.26	-0.37	0.80	0.50	0.10	25.00	34.26	-0.40	$-40.00	50.00	41	2.0	41.000	-9.26	2024-04-03
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.50	-0.34	0.72	0.50	0.10	25.00	33.50	-0.40	$-40.00	50.00	40	2.0	41.000	-8.50	2024-04-02
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.85	-0.35	0.49	0.50	0.10	25.00	33.85	-0.40	$-40.00	50.00	39	2.0	41.000	-8.85	2024-04-01
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-10.41	-0.42	0.79	0.50	0.10	25.00	35.41	-0.40	$-40.00	50.00	38	2.0	41.000	-10.41	2024-03-31
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-10.41	-0.42	0.72	0.50	0.10	25.00	35.41	-0.40	$-40.00	50.00	37	2.0	41.000	-10.41	2024-03-30
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-10.41	-0.42	0.69	0.50	0.10	25.00	35.41	-0.40	$-40.00	50.00	36	2.0	41.000	-10.41	2024-03-29
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-10.41	-0.42	0.66	0.50	0.10	25.00	35.41	-0.40	$-40.00	50.00	35	2.0	41.000	-10.41	2024-03-28
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-10.30	-0.41	-0.16	0.50	0.10	25.00	35.30	-0.40	$-40.00	50.00	34	2.0	41.000	-10.30	2024-03-27
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-8.69	-0.35	0.52	0.50	0.10	25.00	33.69	-0.40	$-40.00	50.00	33	2.0	41.000	-8.69	2024-03-26
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.40	-0.80	$-5.10	-0.20	0.30	0.50	0.10	25.00	30.10	-0.40	$-40.00	50.00	32	2.0	41.000	-5.10	2024-03-25
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-5.26	-0.21	0.29	0.50	0.30	25.00	30.26	-0.20	$-20.00	50.00	29	1.0	41.000	-5.26	2024-03-22
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-6.86	-0.27	0.36	0.50	0.30	25.00	31.86	-0.20	$-20.00	50.00	28	1.0	41.000	-6.86	2024-03-21
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-7.46	-0.30	0.43	0.50	0.30	25.00	32.46	-0.20	$-20.00	50.00	27	1.0	41.000	-7.46	2024-03-20
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-5.80	-0.23	0.46	0.50	0.30	25.00	30.80	-0.20	$-20.00	50.00	26	1.0	41.000	-5.80	2024-03-19
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-6.12	-0.24	0.46	0.50	0.30	25.00	31.12	-0.20	$-20.00	50.00	25	1.0	41.000	-6.12	2024-03-18
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-3.62	-0.14	0.27	0.50	0.30	25.00	28.62	-0.20	$-20.00	50.00	22	1.0	41.000	-3.62	2024-03-15
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-3.00	-0.12	0.04	0.50	0.30	25.00	28.00	-0.20	$-20.00	50.00	21	1.0	41.000	-3.00	2024-03-14
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-3.63	-0.15	0.12	0.50	0.30	25.00	28.63	-0.20	$-20.00	50.00	20	1.0	41.000	-3.63	2024-03-13
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-4.91	-0.20	0.31	0.50	0.30	25.00	29.91	-0.20	$-20.00	50.00	19	1.0	41.000	-4.91	2024-03-12
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-4.54	-0.18	0.28	0.50	0.30	25.00	29.54	-0.20	$-20.00	50.00	18	1.0	41.000	-4.54	2024-03-11
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-5.70	-0.23	0.32	0.50	0.30	25.00	30.70	-0.20	$-20.00	50.00	15	1.0	41.000	-5.70	2024-03-08
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-4.67	-0.19	0.11	0.50	0.30	25.00	29.67	-0.20	$-20.00	50.00	14	1.0	41.000	-4.67	2024-03-07
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.30	-0.60	$-2.07	-0.08	0.09	0.50	0.20	25.00	27.07	-0.30	$-30.00	50.00	13	2.0	40.000	-2.07	2024-03-06
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.30	-0.60	$-2.52	-0.10	0.23	0.50	0.20	25.00	27.52	-0.30	$-30.00	50.00	12	2.0	40.000	-2.52	2024-03-05
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.30	-0.60	$-6.14	-0.25	-0.41	0.50	0.20	25.00	31.14	-0.30	$-30.00	50.00	11	2.0	0.000	-6.14	2024-03-04
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.15	-0.30	$-2.58	-0.10	0.03	0.50	0.35	25.00	27.58	-0.15	$-15.00	50.00	10	6.0	40.000	-2.58	2024-03-03
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.15	-0.30	$-2.58	-0.10	0.03	0.50	0.35	25.00	27.58	-0.15	$-15.00	50.00	9	6.0	40.000	-2.58	2024-03-02
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.15	-0.30	$-2.53	-0.10	-0.41	0.50	0.35	25.00	27.53	-0.15	$-15.00	50.00	8	6.0	40.000	-2.53	2024-03-01
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.15	-0.30	$-1.63	-0.07	-0.01	0.50	0.35	25.00	26.63	-0.15	$-15.00	50.00	7	6.0	40.000	-1.63	2024-02-29
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.15	-0.30	$-1.58	-0.06	0.01	0.50	0.35	25.00	26.58	-0.15	$-15.00	50.00	6	6.0	37.000	-1.58	2024-02-28
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.20	-0.40	$-2.34	-0.09	0.01	0.50	0.30	25.00	27.34	-0.20	$-20.00	50.00	5	11.0	26.000	-2.34	2024-02-27
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.25	-0.50	$-3.86	-0.15	0.05	0.50	0.25	25.00	28.86	-0.25	$-25.00	50.00	4	10.0	26.000	-3.86	2024-02-26
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$-0.25	-0.50	$-4.13	-0.17	0.06	0.50	0.25	25.00	29.13	-0.25	$-25.00	50.00	3	10.0	16.000	-4.13	2024-02-25
TNDM240419P00020000	TNDM	PUT	Long	20.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.09	$-0.25	-0.50	$-4.13	-0.17	0.04	0.50	0.25	25.00	29.13	-0.25	$-25.00	50.00	1	10.0	16.000	-4.13	2024-02-23
TNDM240419P00020000	TNDM	PUT	Long	20.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	25.00	25.00	0.00	$0.00	50.00	0	2.0	14.000	-0.00	2024-02-22

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