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View Outliers PnL Drill-Down: TNDM240920P00042500

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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
2024-08-02	TNDM	TNDM240920P00042500	42.50	32.0	4.000	0.608	0.280	1.3	1.9	-0.010	3.070	3.670	4.20	41.67	2024-09-20	PUT	Long	0.242	0.298	0.183

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
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-4.55	-0.86	$-1.06	-0.02	-0.03	5.30	0.75	43.39	44.45	-4.55	$-455.00	530.00	44	6.0	1517.000	-1.06	2024-09-19
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-4.55	-0.86	$0.75	0.02	-0.09	5.30	0.75	43.39	42.64	-4.55	$-455.00	530.00	43	6.0	1517.000	0.75	2024-09-18
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-4.40	-0.83	$0.18	0.00	0.02	5.30	0.90	43.39	43.21	-4.40	$-440.00	530.00	42	10.0	1517.000	0.18	2024-09-17
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-4.40	-0.83	$0.69	0.02	-0.07	5.30	0.90	43.39	42.70	-4.40	$-440.00	530.00	41	10.0	1517.000	0.69	2024-09-16
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-4.40	-0.83	$-0.58	-0.01	0.05	5.30	0.90	43.39	43.97	-4.40	$-440.00	530.00	39	10.0	1517.000	-0.58	2024-09-14
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-4.40	-0.83	$-0.58	-0.01	-0.05	5.30	0.90	43.39	43.97	-4.40	$-440.00	530.00	38	10.0	1517.000	-0.58	2024-09-13
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-4.45	-0.84	$-0.37	-0.01	0.19	5.30	0.85	43.39	43.76	-4.45	$-445.00	530.00	37	6.0	1520.000	-0.37	2024-09-12
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.74	-0.71	$0.66	0.02	0.11	5.30	1.56	43.39	42.73	-3.74	$-374.00	530.00	36	5.0	1520.000	0.66	2024-09-11
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.10	-0.40	$2.39	0.06	0.06	5.30	3.20	43.39	41.00	-2.10	$-210.00	530.00	35	9.0	1515.000	2.39	2024-09-10
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.97	-0.56	$1.15	0.03	0.03	5.30	2.33	43.39	42.24	-2.97	$-297.00	530.00	34	2.0	1515.000	1.15	2024-09-09
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.97	-0.56	$0.99	0.02	0.09	5.30	2.33	43.39	42.40	-2.97	$-297.00	530.00	33	2.0	1515.000	0.99	2024-09-08
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.97	-0.56	$0.99	0.02	0.03	5.30	2.33	43.39	42.40	-2.97	$-297.00	530.00	31	2.0	1515.000	0.99	2024-09-06
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.97	-0.56	$0.63	0.01	-0.05	5.30	2.33	43.39	42.76	-2.97	$-297.00	530.00	30	2.0	1515.000	0.63	2024-09-05
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.97	-0.56	$2.27	0.05	-0.06	5.30	2.33	43.39	41.12	-2.97	$-297.00	530.00	29	2.0	1515.000	2.27	2024-09-04
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.40	-0.64	$-0.11	-0.00	-0.03	5.30	1.90	43.39	43.50	-3.40	$-340.00	530.00	25	3.0	1517.000	-0.11	2024-08-31
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.33	-0.63	$-0.11	-0.00	-0.04	5.30	1.97	43.39	43.50	-3.33	$-333.00	530.00	24	2.0	1517.000	-0.11	2024-08-30
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.50	-0.66	$-0.81	-0.02	-0.03	5.30	1.80	43.39	44.20	-3.50	$-350.00	530.00	23	11.0	1516.000	-0.81	2024-08-29
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.70	-0.70	$-0.99	-0.02	0.01	5.30	1.60	43.39	44.38	-3.70	$-370.00	530.00	22	1.0	1516.000	-0.99	2024-08-28
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.15	-0.59	$-1.21	-0.03	-0.56	5.30	2.15	43.39	44.60	-3.15	$-315.00	530.00	21	12.0	1516.000	-1.21	2024-08-27
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.15	-0.59	$-0.91	-0.02	0.01	5.30	2.15	43.39	44.30	-3.15	$-315.00	530.00	20	12.0	0.000	-0.91	2024-08-26
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.15	-0.59	$-1.21	-0.03	0.02	5.30	2.15	43.39	44.60	-3.15	$-315.00	530.00	19	12.0	1516.000	-1.21	2024-08-25
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.15	-0.59	$-1.21	-0.03	0.00	5.30	2.15	43.39	44.60	-3.15	$-315.00	530.00	18	12.0	1516.000	-1.21	2024-08-24
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-3.15	-0.59	$-1.21	-0.03	0.01	5.30	2.15	43.39	44.60	-3.15	$-315.00	530.00	17	12.0	1516.000	-1.21	2024-08-23
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.50	-0.47	$0.90	0.02	-0.01	5.30	2.80	43.39	42.49	-2.50	$-250.00	530.00	16	2.0	1516.000	0.90	2024-08-22
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.10	-0.40	$0.65	0.01	-0.02	5.30	3.20	43.39	42.74	-2.10	$-210.00	530.00	15	2.0	1517.000	0.65	2024-08-21
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$-2.00	-0.38	$1.46	0.03	0.09	5.30	3.30	43.39	41.93	-2.00	$-200.00	530.00	14	1504.0	37.000	1.46	2024-08-20
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$-2.32	-0.05	-0.08	5.30	5.50	43.39	45.71	0.20	$20.00	530.00	13	5.0	37.000	-2.32	2024-08-19
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$-1.31	-0.03	-0.07	5.30	5.50	43.39	44.70	0.20	$20.00	530.00	12	5.0	37.000	-1.31	2024-08-18
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$-1.31	-0.03	-0.08	5.30	5.50	43.39	44.70	0.20	$20.00	530.00	11	5.0	37.000	-1.31	2024-08-17
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$-1.31	-0.03	-0.12	5.30	5.50	43.39	44.70	0.20	$20.00	530.00	10	5.0	37.000	-1.31	2024-08-16
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$-0.43	-0.01	-0.11	5.30	5.50	43.39	43.82	0.20	$20.00	530.00	9	5.0	37.000	-0.43	2024-08-15
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$1.68	0.04	-0.10	5.30	5.50	43.39	41.71	0.20	$20.00	530.00	8	5.0	37.000	1.68	2024-08-14
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$1.79	0.04	-0.05	5.30	5.50	43.39	41.60	0.20	$20.00	530.00	7	5.0	37.000	1.79	2024-08-13
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$4.02	0.09	-0.08	5.30	5.50	43.39	39.37	0.20	$20.00	530.00	6	5.0	37.000	4.02	2024-08-12
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$5.89	0.14	-0.07	5.30	5.50	43.39	37.50	0.20	$20.00	530.00	3	5.0	37.000	5.89	2024-08-09
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.20	0.04	$6.51	0.15	-0.08	5.30	5.50	43.39	36.88	0.20	$20.00	530.00	2	5.0	32.000	6.51	2024-08-08
TNDM240920P00042500	TNDM	PUT	Long	42.50	Underlying has moved in favorable position (0.1129292463701313666743489283) however, position is suffering from IV crush;Exit OP PnL: $-0.15;Exit EQ PnL: 4.90	$0.50	0.09	$6.35	0.15	-0.01	5.30	5.80	43.39	37.04	0.50	$50.00	530.00	1	6.0	29.000	6.35	2024-08-07
TNDM240920P00042500	TNDM	PUT	Long	42.50	None	$0.00	0.00	$-0.00	-0.00	0.00	5.30	5.30	43.39	43.39	0.00	$0.00	530.00	0	7.0	29.000	-0.00	2024-08-06

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