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View Outliers PnL Drill-Down: TPIC240119P00002500

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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
2023-12-14	TPIC	TPIC240119P00002500	2.50	243.0	32.000	1.750	0.826	1.3	0.0	-0.150	1.440	0.160	0.25	3.77	2024-01-19	PUT	Long	0.740	0.930	0.734

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	TPIC	0.818	0.140	0.415	0.289	0.282	-0.070	1.20	-0.139	0.0000	1.20	5.71	21	1y	3.17

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
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.20	-0.80	$1.07	0.28	-0.53	0.25	0.05	3.77	2.70	-0.20	$-20.00	25.00	35	3.0	344.000	1.07	2024-01-18
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.15	-0.60	$1.17	0.31	0.17	0.25	0.10	3.77	2.60	-0.15	$-15.00	25.00	34	14.0	357.000	1.17	2024-01-17
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.20	-0.80	$0.70	0.19	-0.16	0.25	0.05	3.77	3.07	-0.20	$-20.00	25.00	33	10.0	367.000	0.70	2024-01-16
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.20	-0.80	$0.59	0.16	-0.47	0.25	0.05	3.77	3.18	-0.20	$-20.00	25.00	29	10.0	367.000	0.59	2024-01-12
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.21	-0.84	$0.50	0.13	-0.17	0.25	0.04	3.77	3.27	-0.21	$-21.00	25.00	28	20.0	367.000	0.50	2024-01-11
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.21	-0.84	$0.27	0.07	0.81	0.25	0.04	3.77	3.50	-0.21	$-21.00	25.00	27	20.0	367.000	0.27	2024-01-10
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.21	-0.84	$0.21	0.06	-0.33	0.25	0.04	3.77	3.56	-0.21	$-21.00	25.00	26	20.0	367.000	0.21	2024-01-09
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.21	-0.84	$0.46	0.12	-0.55	0.25	0.04	3.77	3.31	-0.21	$-21.00	25.00	25	20.0	367.000	0.46	2024-01-08
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.21	-0.84	$0.26	0.07	-0.16	0.25	0.04	3.77	3.51	-0.21	$-21.00	25.00	24	20.0	377.000	0.26	2024-01-07
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.21	-0.84	$0.26	0.07	-0.33	0.25	0.04	3.77	3.51	-0.21	$-21.00	25.00	22	20.0	377.000	0.26	2024-01-05
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$0.20	0.05	-1.25	0.25	0.03	3.77	3.57	-0.22	$-22.00	25.00	21	1.0	377.000	0.20	2024-01-04
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$-0.07	-0.02	-1.25	0.25	0.03	3.77	3.84	-0.22	$-22.00	25.00	20	1.0	377.000	-0.07	2024-01-03
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$-0.38	-0.10	-1.25	0.25	0.03	3.77	4.15	-0.22	$-22.00	25.00	19	1.0	377.000	-0.38	2024-01-02
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$-0.37	-0.10	-0.31	0.25	0.03	3.77	4.14	-0.22	$-22.00	25.00	18	1.0	377.000	-0.37	2024-01-01
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$-0.37	-0.10	-0.38	0.25	0.03	3.77	4.14	-0.22	$-22.00	25.00	16	1.0	377.000	-0.37	2023-12-30
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$-0.37	-0.10	-0.44	0.25	0.03	3.77	4.14	-0.22	$-22.00	25.00	15	1.0	377.000	-0.37	2023-12-29
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$-0.62	-0.16	-0.34	0.25	0.03	3.77	4.39	-0.22	$-22.00	25.00	14	1.0	377.000	-0.62	2023-12-28
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.22	-0.88	$-0.85	-0.23	-0.06	0.25	0.03	3.77	4.62	-0.22	$-22.00	25.00	13	1.0	377.000	-0.85	2023-12-27
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.20	-0.80	$-0.44	-0.12	-0.50	0.25	0.05	3.77	4.21	-0.20	$-20.00	25.00	12	7.0	374.000	-0.44	2023-12-26
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.18	-0.72	$-0.35	-0.09	-0.19	0.25	0.07	3.77	4.12	-0.18	$-18.00	25.00	11	21.0	362.000	-0.35	2023-12-25
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.18	-0.72	$-0.35	-0.09	-0.24	0.25	0.07	3.77	4.12	-0.18	$-18.00	25.00	9	21.0	362.000	-0.35	2023-12-23
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.18	-0.72	$-0.35	-0.09	-0.27	0.25	0.07	3.77	4.12	-0.18	$-18.00	25.00	8	20.0	362.000	-0.35	2023-12-22
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.10	-0.40	$0.40	0.11	-0.47	0.25	0.15	3.77	3.37	-0.10	$-10.00	25.00	7	200.0	192.000	0.40	2023-12-21
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.09	-0.36	$0.39	0.10	-0.48	0.25	0.16	3.77	3.38	-0.09	$-9.00	25.00	6	10.0	231.000	0.39	2023-12-20
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.09	-0.36	$0.08	0.02	-0.31	0.25	0.16	3.77	3.69	-0.09	$-9.00	25.00	5	10.0	221.000	0.08	2023-12-19
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$-0.05	-0.20	$0.66	0.18	-0.32	0.25	0.20	3.77	3.11	-0.05	$-5.00	25.00	4	69.0	246.000	0.66	2023-12-18
TPIC240119P00002500	TPIC	PUT	Long	2.50	Underlying has moved in favorable position (0.09549071618037135278514588859) however, position is suffering from IV crush;Exit OP PnL: $-0.03;Exit EQ PnL: 0.36	$-0.03	-0.12	$0.36	0.10	-0.16	0.25	0.22	3.77	3.41	-0.03	$-3.00	25.00	2	27.0	224.000	0.36	2023-12-16
TPIC240119P00002500	TPIC	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.25	0.25	3.77	3.77	0.00	$0.00	25.00	0	243.0	32.000	-0.00	2023-12-14

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