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View Outliers PnL Drill-Down: TSHA250117P00002000

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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
2024-11-12	TSHA	TSHA250117P00002000	2.00	10.0	100.000	1.414	0.524	0.4	0.0	-0.080	0.680	0.280	0.55	2.39	2025-01-17	PUT	Long	0.331	0.512	0.466

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	TSHA	0.818	0.108	0.497	0.288	0.355	-0.142	2.03	-7.221	0.0000	1.27	4.17	21	1y	1.83

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
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.06	0.11	$0.54	0.23	-0.41	0.55	0.61	2.39	1.85	0.06	$6.00	55.00	38	1.0	102.000	0.54	2024-12-20
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.06	0.11	$0.54	0.23	-0.19	0.55	0.61	2.39	1.85	0.06	$6.00	55.00	37	1.0	102.000	0.54	2024-12-19
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.06	0.11	$0.56	0.23	0.57	0.55	0.61	2.39	1.83	0.06	$6.00	55.00	36	1.0	102.000	0.56	2024-12-18
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.06	0.11	$0.36	0.15	0.46	0.55	0.61	2.39	2.03	0.06	$6.00	55.00	35	1.0	101.000	0.36	2024-12-17
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.33	-0.60	$0.38	0.16	-0.24	0.55	0.22	2.39	2.01	-0.33	$-33.00	55.00	34	2.0	101.000	0.38	2024-12-16
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.33	-0.60	$0.32	0.13	0.01	0.55	0.22	2.39	2.07	-0.33	$-33.00	55.00	31	2.0	101.000	0.32	2024-12-13
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.33	-0.60	$0.14	0.06	-0.06	0.55	0.22	2.39	2.25	-0.33	$-33.00	55.00	30	2.0	101.000	0.14	2024-12-12
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.33	-0.60	$-0.04	-0.02	0.02	0.55	0.22	2.39	2.43	-0.33	$-33.00	55.00	29	2.0	101.000	-0.04	2024-12-11
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.33	-0.60	$-0.13	-0.05	-0.43	0.55	0.22	2.39	2.52	-0.33	$-33.00	55.00	28	2.0	103.000	-0.13	2024-12-10
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.35	-0.64	$-0.17	-0.07	0.30	0.55	0.20	2.39	2.56	-0.35	$-35.00	55.00	27	4.0	103.000	-0.17	2024-12-09
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.35	-0.64	$-0.09	-0.04	0.03	0.55	0.20	2.39	2.48	-0.35	$-35.00	55.00	26	4.0	103.000	-0.09	2024-12-08
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.35	-0.64	$-0.09	-0.04	-0.21	0.55	0.20	2.39	2.48	-0.35	$-35.00	55.00	24	4.0	103.000	-0.09	2024-12-06
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.35	-0.64	$0.01	0.00	1.24	0.55	0.20	2.39	2.38	-0.35	$-35.00	55.00	23	4.0	99.000	0.01	2024-12-05
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.06	-0.03	0.20	0.55	0.32	2.39	2.45	-0.23	$-23.00	55.00	22	1.0	99.000	-0.06	2024-12-04
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.22	-0.09	0.49	0.55	0.32	2.39	2.61	-0.23	$-23.00	55.00	21	1.0	99.000	-0.22	2024-12-03
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.69	-0.29	1.15	0.55	0.32	2.39	3.08	-0.23	$-23.00	55.00	20	1.0	99.000	-0.69	2024-12-02
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.85	-0.36	-0.91	0.55	0.32	2.39	3.24	-0.23	$-23.00	55.00	19	1.0	0.000	-0.85	2024-12-01
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.85	-0.36	0.85	0.55	0.32	2.39	3.24	-0.23	$-23.00	55.00	18	1.0	0.000	-0.85	2024-11-30
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.61	-0.26	0.25	0.55	0.32	2.39	3.00	-0.23	$-23.00	55.00	16	1.0	99.000	-0.61	2024-11-28
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.62	-0.26	1.15	0.55	0.32	2.39	3.01	-0.23	$-23.00	55.00	15	1.0	99.000	-0.62	2024-11-27
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.54	-0.23	1.08	0.55	0.32	2.39	2.93	-0.23	$-23.00	55.00	14	1.0	99.000	-0.54	2024-11-26
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.50	-0.21	0.70	0.55	0.32	2.39	2.89	-0.23	$-23.00	55.00	13	1.0	99.000	-0.50	2024-11-25
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.08	-0.03	0.15	0.55	0.32	2.39	2.47	-0.23	$-23.00	55.00	12	1.0	99.000	-0.08	2024-11-24
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.08	-0.03	0.12	0.55	0.32	2.39	2.47	-0.23	$-23.00	55.00	11	1.0	99.000	-0.08	2024-11-23
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$-0.08	-0.03	0.11	0.55	0.32	2.39	2.47	-0.23	$-23.00	55.00	10	1.0	99.000	-0.08	2024-11-22
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$0.21	0.09	-0.09	0.55	0.32	2.39	2.18	-0.23	$-23.00	55.00	9	1.0	99.000	0.21	2024-11-21
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$0.38	0.16	-0.38	0.55	0.32	2.39	2.01	-0.23	$-23.00	55.00	8	1.0	99.000	0.38	2024-11-20
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$-0.23	-0.42	$0.27	0.11	-0.48	0.55	0.32	2.39	2.12	-0.23	$-23.00	55.00	7	1.0	99.000	0.27	2024-11-19
TSHA250117P00002000	TSHA	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.23	-0.42	$0.11	0.05	0.36	0.55	0.32	2.39	2.28	-0.23	$-23.00	55.00	6	1.0	100.000	0.11	2024-11-18
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.00	0.00	$0.33	0.14	-0.26	0.55	0.55	2.39	2.06	0.00	$0.00	55.00	5	10.0	100.000	0.33	2024-11-17
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.00	0.00	$0.33	0.14	-0.27	0.55	0.55	2.39	2.06	0.00	$0.00	55.00	4	10.0	100.000	0.33	2024-11-16
TSHA250117P00002000	TSHA	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.33	0.14	-0.13	0.55	0.55	2.39	2.06	0.00	$0.00	55.00	3	10.0	100.000	0.33	2024-11-15
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.00	0.00	$0.12	0.05	-0.16	0.55	0.55	2.39	2.27	0.00	$0.00	55.00	2	10.0	100.000	0.12	2024-11-14
TSHA250117P00002000	TSHA	PUT	Long	2.00	None	$0.00	0.00	$0.18	0.08	-0.29	0.55	0.55	2.39	2.21	0.00	$0.00	55.00	1	10.0	100.000	0.18	2024-11-13
TSHA250117P00002000	TSHA	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	2.39	2.39	0.00	$0.00	55.00	0	10.0	100.000	-0.00	2024-11-12

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