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View Outliers PnL Drill-Down: TRVI250117P00004000

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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
2024-12-13	TRVI	TRVI250117P00004000	4.00	36.0	46.000	1.242	0.466	0.3	0.1	0.000	0.670	0.490	0.80	4.17	2025-01-17	PUT	Long	0.486	0.507	0.154

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	TRVI	1.000	0.158	0.448	0.220	0.448	0.290	4.50	0.000	0.0000	1.29	4.50	21	1y	3.04

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
TRVI250117P00004000	TRVI	PUT	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.40	-0.50	$0.12	0.03	-0.25	0.80	0.40	4.17	4.05	-0.40	$-40.00	80.00	7	202.0	55.000	0.12	2024-12-20
TRVI250117P00004000	TRVI	PUT	Long	4.00	None	$-0.38	-0.48	$0.02	0.00	-0.23	0.80	0.42	4.17	4.15	-0.38	$-38.00	80.00	6	12.0	61.000	0.02	2024-12-19
TRVI250117P00004000	TRVI	PUT	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.06	$0.02	0.00	-0.25	0.80	0.85	4.17	4.15	0.05	$5.00	80.00	5	1.0	61.000	0.02	2024-12-18
TRVI250117P00004000	TRVI	PUT	Long	4.00	None	$0.05	0.06	$-0.33	-0.08	-0.27	0.80	0.85	4.17	4.50	0.05	$5.00	80.00	4	1.0	61.000	-0.33	2024-12-17
TRVI250117P00004000	TRVI	PUT	Long	4.00	None	$0.05	0.06	$-0.07	-0.02	-0.05	0.80	0.85	4.17	4.24	0.05	$5.00	80.00	3	1.0	61.000	-0.07	2024-12-16
TRVI250117P00004000	TRVI	PUT	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	4.17	4.17	0.00	$0.00	80.00	0	36.0	46.000	-0.00	2024-12-13

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