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View Outliers PnL Drill-Down: TWLO241206P00064000

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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
2024-10-31	TWLO	TWLO241206P00064000	64.00	30.0	31.000	0.592	0.161	17.8	0.0	-0.010	18.100	0.350	1.28	81.50	2024-12-06	PUT	Long	0.182	0.225	0.143

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	TWLO	0.818	0.047	0.195	0.107	0.092	-0.060	109.76	-0.244	0.0000	53.02	114.96	21	1y	82.74

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
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-29.67	-0.37	2.74	1.28	0.23	80.65	110.32	-1.05	$-105.00	128.00	35	30.0	18.000	-29.67	2024-12-05
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-29.30	-0.36	1.61	1.28	0.23	80.65	109.95	-1.05	$-105.00	128.00	34	30.0	18.000	-29.30	2024-12-04
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-26.65	-0.33	1.67	1.28	0.23	80.65	107.30	-1.05	$-105.00	128.00	33	30.0	18.000	-26.65	2024-12-03
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-24.46	-0.30	1.11	1.28	0.23	80.65	105.11	-1.05	$-105.00	128.00	32	30.0	18.000	-24.46	2024-12-02
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-23.89	-0.30	-0.07	1.28	0.23	80.65	104.54	-1.05	$-105.00	128.00	31	30.0	0.000	-23.89	2024-12-01
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-23.89	-0.30	1.05	1.28	0.23	80.65	104.54	-1.05	$-105.00	128.00	30	30.0	18.000	-23.89	2024-11-30
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-22.26	-0.28	1.08	1.28	0.23	80.65	102.91	-1.05	$-105.00	128.00	28	30.0	18.000	-22.26	2024-11-28
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-22.35	-0.28	0.75	1.28	0.23	80.65	103.00	-1.05	$-105.00	128.00	27	30.0	18.000	-22.35	2024-11-27
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-23.76	-0.29	1.00	1.28	0.23	80.65	104.41	-1.05	$-105.00	128.00	26	30.0	18.000	-23.76	2024-11-26
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-24.78	-0.31	0.69	1.28	0.23	80.65	105.43	-1.05	$-105.00	128.00	25	30.0	18.000	-24.78	2024-11-25
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-23.70	-0.29	0.72	1.28	0.23	80.65	104.35	-1.05	$-105.00	128.00	24	30.0	18.000	-23.70	2024-11-24
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-23.70	-0.29	0.62	1.28	0.23	80.65	104.35	-1.05	$-105.00	128.00	23	30.0	18.000	-23.70	2024-11-23
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-23.71	-0.29	0.58	1.28	0.23	80.65	104.36	-1.05	$-105.00	128.00	22	30.0	18.000	-23.71	2024-11-22
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-21.45	-0.27	0.46	1.28	0.23	80.65	102.10	-1.05	$-105.00	128.00	21	30.0	18.000	-21.45	2024-11-21
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-17.80	-0.22	0.61	1.28	0.23	80.65	98.45	-1.05	$-105.00	128.00	20	30.0	18.000	-17.80	2024-11-20
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-15.70	-0.19	0.54	1.28	0.23	80.65	96.35	-1.05	$-105.00	128.00	19	30.0	18.000	-15.70	2024-11-19
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-15.74	-0.20	0.30	1.28	0.23	80.65	96.39	-1.05	$-105.00	128.00	18	30.0	18.000	-15.74	2024-11-18
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-15.94	-0.20	0.40	1.28	0.23	80.65	96.59	-1.05	$-105.00	128.00	17	30.0	30.000	-15.94	2024-11-17
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-15.94	-0.20	0.37	1.28	0.23	80.65	96.59	-1.05	$-105.00	128.00	16	30.0	30.000	-15.94	2024-11-16
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.05	-0.82	$-15.94	-0.20	0.24	1.28	0.23	80.65	96.59	-1.05	$-105.00	128.00	15	30.0	30.000	-15.94	2024-11-15
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-16.49	-0.20	0.20	1.28	0.24	80.65	97.14	-1.04	$-104.00	128.00	14	1.0	30.000	-16.49	2024-11-14
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-19.20	-0.24	0.28	1.28	0.24	80.65	99.85	-1.04	$-104.00	128.00	13	1.0	30.000	-19.20	2024-11-13
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-15.85	-0.20	0.23	1.28	0.24	80.65	96.50	-1.04	$-104.00	128.00	12	1.0	30.000	-15.85	2024-11-12
TWLO241206P00064000	TWLO	PUT	Long	64.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.04	-0.81	$-13.41	-0.17	0.23	1.28	0.24	80.65	94.06	-1.04	$-104.00	128.00	11	1.0	30.000	-13.41	2024-11-11
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-11.64	-0.14	0.14	1.28	0.24	80.65	92.29	-1.04	$-104.00	128.00	10	1.0	30.000	-11.64	2024-11-10
TWLO241206P00064000	TWLO	PUT	Long	64.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.04	-0.81	$-11.64	-0.14	0.12	1.28	0.24	80.65	92.29	-1.04	$-104.00	128.00	9	1.0	30.000	-11.64	2024-11-09
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-10.93	-0.14	0.10	1.28	0.24	80.65	91.58	-1.04	$-104.00	128.00	8	1.0	30.000	-10.93	2024-11-08
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-11.76	-0.15	0.32	1.28	0.24	80.65	92.41	-1.04	$-104.00	128.00	7	1.0	30.000	-11.76	2024-11-07
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-9.66	-0.12	0.07	1.28	0.24	80.65	90.31	-1.04	$-104.00	128.00	6	1.0	30.000	-9.66	2024-11-06
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$-1.04	-0.81	$-8.03	-0.10	-0.02	1.28	0.24	80.65	88.68	-1.04	$-104.00	128.00	5	1.0	31.000	-8.03	2024-11-05
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$0.00	0.00	$-6.85	-0.08	0.29	1.28	1.28	80.65	87.50	0.00	$0.00	128.00	4	30.0	31.000	-6.85	2024-11-04
TWLO241206P00064000	TWLO	PUT	Long	64.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -2.67	$0.00	0.00	$-4.19	-0.05	-0.02	1.28	1.28	80.65	84.84	0.00	$0.00	128.00	1	30.0	31.000	-4.19	2024-11-01
TWLO241206P00064000	TWLO	PUT	Long	64.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.28	1.28	80.65	80.65	0.00	$0.00	128.00	0	30.0	31.000	-0.00	2024-10-31

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