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View Outliers PnL Drill-Down: TSP231215P00001000

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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
2023-11-02 TSP TSP231215P00001000 1.00 0.000 0.435 0.2 0.0 -0.010 0.220 0.000 0.13 1.22 2023-12-15 PUT Long 0.438 0.483 0.208

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis 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
TSP231215P00001000 TSP PUT Long 1.00 None $-0.08 -0.62 $0.24 0.20 1.38 0.13 0.05 1.22 0.98 -0.08 $-8.00 13.00 42 1.0 116.000 0.24 2023-12-14
TSP231215P00001000 TSP PUT Long 1.00 None $-0.08 -0.62 $0.21 0.17 1.50 0.13 0.05 1.22 1.01 -0.08 $-8.00 13.00 41 1.0 116.000 0.21 2023-12-13
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.31 0.25 0.97 0.13 0.10 1.22 0.91 -0.03 $-3.00 13.00 40 53.0 116.000 0.31 2023-12-12
TSP231215P00001000 TSP PUT Long 1.00 None $-0.08 -0.62 $0.27 0.22 1.12 0.13 0.05 1.22 0.95 -0.08 $-8.00 13.00 39 53.0 116.000 0.27 2023-12-11
TSP231215P00001000 TSP PUT Long 1.00 None $-0.08 -0.62 $0.22 0.18 0.84 0.13 0.05 1.22 1.00 -0.08 $-8.00 13.00 36 20.0 102.000 0.22 2023-12-08
TSP231215P00001000 TSP PUT Long 1.00 None $-0.08 -0.62 $0.15 0.12 1.31 0.13 0.05 1.22 1.07 -0.08 $-8.00 13.00 35 25.0 88.000 0.15 2023-12-07
TSP231215P00001000 TSP PUT Long 1.00 None $-0.07 -0.54 $0.15 0.12 0.78 0.13 0.06 1.22 1.07 -0.07 $-7.00 13.00 34 0.0 88.000 0.15 2023-12-06
TSP231215P00001000 TSP PUT Long 1.00 None $-0.07 -0.54 $0.14 0.11 1.16 0.13 0.06 1.22 1.08 -0.07 $-7.00 13.00 33 0.0 88.000 0.14 2023-12-05
TSP231215P00001000 TSP PUT Long 1.00 None $0.02 0.15 $0.22 0.18 1.38 0.13 0.15 1.22 1.00 0.02 $2.00 13.00 32 0.0 88.000 0.22 2023-12-04
TSP231215P00001000 TSP PUT Long 1.00 None $0.02 0.15 $0.28 0.23 1.97 0.13 0.15 1.22 0.94 0.02 $2.00 13.00 31 0.0 88.000 0.28 2023-12-03
TSP231215P00001000 TSP PUT Long 1.00 None $0.02 0.15 $0.28 0.23 1.91 0.13 0.15 1.22 0.94 0.02 $2.00 13.00 30 0.0 88.000 0.28 2023-12-02
TSP231215P00001000 TSP PUT Long 1.00 None $0.02 0.15 $0.28 0.23 1.84 0.13 0.15 1.22 0.94 0.02 $2.00 13.00 29 0.0 88.000 0.28 2023-12-01
TSP231215P00001000 TSP PUT Long 1.00 None $-0.04 -0.31 $0.37 0.30 2.16 0.13 0.09 1.22 0.85 -0.04 $-4.00 13.00 28 0.0 40.000 0.37 2023-11-30
TSP231215P00001000 TSP PUT Long 1.00 None $-0.04 -0.31 $0.29 0.24 1.06 0.13 0.09 1.22 0.93 -0.04 $-4.00 13.00 27 0.0 39.000 0.29 2023-11-29
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.29 0.24 0.69 0.13 0.10 1.22 0.93 -0.03 $-3.00 13.00 26 0.0 39.000 0.29 2023-11-28
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.36 0.30 1.09 0.13 0.10 1.22 0.86 -0.03 $-3.00 13.00 25 0.0 39.000 0.36 2023-11-27
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.32 0.26 1.03 0.13 0.10 1.22 0.90 -0.03 $-3.00 13.00 22 0.0 39.000 0.32 2023-11-24
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.33 0.27 0.00 0.13 0.10 1.22 0.89 -0.03 $-3.00 13.00 21 0.0 39.000 0.33 2023-11-23
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.34 0.28 1.12 0.13 0.10 1.22 0.88 -0.03 $-3.00 13.00 20 0.0 39.000 0.34 2023-11-22
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.32 0.26 0.97 0.13 0.10 1.22 0.90 -0.03 $-3.00 13.00 19 0.0 47.000 0.32 2023-11-21
TSP231215P00001000 TSP PUT Long 1.00 None $-0.03 -0.23 $0.26 0.21 1.00 0.13 0.10 1.22 0.96 -0.03 $-3.00 13.00 18 0.0 38.000 0.26 2023-11-20
TSP231215P00001000 TSP PUT Long 1.00 None $0.03 0.23 $0.33 0.27 1.12 0.13 0.16 1.22 0.89 0.03 $3.00 13.00 17 0.0 38.000 0.33 2023-11-19
TSP231215P00001000 TSP PUT Long 1.00 None $0.03 0.23 $0.33 0.27 1.09 0.13 0.16 1.22 0.89 0.03 $3.00 13.00 15 0.0 38.000 0.33 2023-11-17
TSP231215P00001000 TSP PUT Long 1.00 None $0.02 0.15 $0.31 0.25 0.94 0.13 0.15 1.22 0.91 0.02 $2.00 13.00 14 0.0 28.000 0.31 2023-11-16
TSP231215P00001000 TSP PUT Long 1.00 Underlying has moved in favorable position (0.1475409836065573770491803279) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.18 $-0.02 -0.15 $0.18 0.15 1.25 0.13 0.11 1.22 1.04 -0.02 $-2.00 13.00 13 0.0 32.000 0.18 2023-11-15
TSP231215P00001000 TSP PUT Long 1.00 None $0.07 0.54 $0.28 0.23 1.03 0.13 0.20 1.22 0.94 0.07 $7.00 13.00 12 0.0 20.000 0.28 2023-11-14
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $0.28 0.23 1.03 0.13 0.13 1.22 0.94 0.00 $0.00 13.00 11 0.0 20.000 0.28 2023-11-13
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $0.22 0.18 1.23 0.13 0.13 1.22 1.00 0.00 $0.00 13.00 8 0.0 14.000 0.22 2023-11-10
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $0.27 0.22 0.00 0.13 0.13 1.22 0.95 0.00 $0.00 13.00 7 0.0 0.000 0.27 2023-11-09
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $0.27 0.22 1.64 0.13 0.13 1.22 0.95 0.00 $0.00 13.00 6 0.0 14.000 0.27 2023-11-08
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $0.17 0.14 0.95 0.13 0.13 1.22 1.05 0.00 $0.00 13.00 5 0.0 14.000 0.17 2023-11-07
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $0.08 0.07 1.16 0.13 0.13 1.22 1.14 0.00 $0.00 13.00 4 0.0 14.000 0.08 2023-11-06
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $0.08 0.07 1.16 0.13 0.13 1.22 1.14 0.00 $0.00 13.00 3 0.0 14.000 0.08 2023-11-05
TSP231215P00001000 TSP PUT Long 1.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.13 0.13 1.22 1.22 0.00 $0.00 13.00 0 -0.00 2023-11-02

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