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View Outliers PnL Drill-Down: TWO231215P00011000

View in yFinance: TWO

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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
2023-10-31	TWO	TWO231215P00011000	11.00	10.0	124.000	0.418	0.204	0.7	0.1	-0.010	0.960	0.300	0.35	11.61	2023-12-15	PUT	Long	0.142	0.207	0.155

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
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.75	-0.24	1.55	0.35	0.05	11.61	14.36	-0.30	$-30.00	35.00	44	1.0	135.000	-2.75	2023-12-14
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.57	-0.22	3.60	0.35	0.05	11.61	14.18	-0.30	$-30.00	35.00	43	1.0	135.000	-2.57	2023-12-13
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.19	-0.19	0.82	0.35	0.05	11.61	13.80	-0.30	$-30.00	35.00	42	1.0	135.000	-2.19	2023-12-12
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.04	-0.18	1.82	0.35	0.05	11.61	13.65	-0.30	$-30.00	35.00	41	1.0	135.000	-2.04	2023-12-11
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.22	-0.19	0.59	0.35	0.05	11.61	13.83	-0.30	$-30.00	35.00	38	1.0	135.000	-2.22	2023-12-08
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.19	-0.19	0.58	0.35	0.05	11.61	13.80	-0.30	$-30.00	35.00	37	1.0	135.000	-2.19	2023-12-07
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.08	-0.18	0.46	0.35	0.05	11.61	13.69	-0.30	$-30.00	35.00	36	0.0	135.000	-2.08	2023-12-06
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.39	-0.21	1.28	0.35	0.05	11.61	14.00	-0.30	$-30.00	35.00	35	0.0	135.000	-2.39	2023-12-05
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.41	-0.21	0.44	0.35	0.05	11.61	14.02	-0.30	$-30.00	35.00	34	0.0	135.000	-2.41	2023-12-04
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.42	-0.21	1.44	0.35	0.05	11.61	14.03	-0.30	$-30.00	35.00	33	0.0	135.000	-2.42	2023-12-03
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.42	-0.21	1.38	0.35	0.05	11.61	14.03	-0.30	$-30.00	35.00	32	0.0	135.000	-2.42	2023-12-02
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.42	-0.21	0.36	0.35	0.05	11.61	14.03	-0.30	$-30.00	35.00	31	0.0	135.000	-2.42	2023-12-01
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.24	-0.19	0.89	0.35	0.05	11.61	13.85	-0.30	$-30.00	35.00	30	0.0	135.000	-2.24	2023-11-30
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.26	-0.19	0.96	0.35	0.05	11.61	13.87	-0.30	$-30.00	35.00	29	0.0	135.000	-2.26	2023-11-29
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.12	-0.18	0.24	0.35	0.05	11.61	13.73	-0.30	$-30.00	35.00	28	0.0	135.000	-2.12	2023-11-28
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-1.92	-0.17	0.21	0.35	0.05	11.61	13.53	-0.30	$-30.00	35.00	27	0.0	135.000	-1.92	2023-11-27
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.13	-0.18	0.19	0.35	0.05	11.61	13.74	-0.30	$-30.00	35.00	24	0.0	0.000	-2.13	2023-11-24
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.26	-0.19	-0.17	0.35	0.05	11.61	13.87	-0.30	$-30.00	35.00	23	0.0	0.000	-2.26	2023-11-23
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.24	-0.19	0.17	0.35	0.05	11.61	13.85	-0.30	$-30.00	35.00	22	0.0	135.000	-2.24	2023-11-22
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.22	-0.19	0.50	0.35	0.05	11.61	13.83	-0.30	$-30.00	35.00	21	0.0	135.000	-2.22	2023-11-21
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.29	-0.20	0.16	0.35	0.05	11.61	13.90	-0.30	$-30.00	35.00	20	0.0	135.000	-2.29	2023-11-20
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.19	-0.19	0.13	0.35	0.05	11.61	13.80	-0.30	$-30.00	35.00	19	0.0	135.000	-2.19	2023-11-19
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.19	-0.19	0.12	0.35	0.05	11.61	13.80	-0.30	$-30.00	35.00	17	0.0	135.000	-2.19	2023-11-17
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-1.93	-0.17	0.42	0.35	0.05	11.61	13.54	-0.30	$-30.00	35.00	16	0.0	135.000	-1.93	2023-11-16
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-2.02	-0.17	0.24	0.35	0.05	11.61	13.63	-0.30	$-30.00	35.00	15	0.0	135.000	-2.02	2023-11-15
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.30	-0.86	$-1.93	-0.17	0.19	0.35	0.05	11.61	13.54	-0.30	$-30.00	35.00	14	0.0	134.000	-1.93	2023-11-14
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.41	-0.12	0.06	0.35	0.10	11.61	13.02	-0.25	$-25.00	35.00	13	0.0	134.000	-1.41	2023-11-13
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.38	-0.12	0.05	0.35	0.10	11.61	12.99	-0.25	$-25.00	35.00	10	0.0	134.000	-1.38	2023-11-10
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.25	-0.11	-0.29	0.35	0.10	11.61	12.86	-0.25	$-25.00	35.00	9	0.0	0.000	-1.25	2023-11-09
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.25	-0.11	0.02	0.35	0.10	11.61	12.86	-0.25	$-25.00	35.00	8	0.0	134.000	-1.25	2023-11-08
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.51	-0.13	0.04	0.35	0.10	11.61	13.12	-0.25	$-25.00	35.00	7	0.0	134.000	-1.51	2023-11-07
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.48	-0.13	0.03	0.35	0.10	11.61	13.09	-0.25	$-25.00	35.00	6	0.0	134.000	-1.48	2023-11-06
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.48	-0.13	0.03	0.35	0.10	11.61	13.09	-0.25	$-25.00	35.00	5	0.0	134.000	-1.48	2023-11-05
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.60	-0.14	0.02	0.35	0.10	11.61	13.21	-0.25	$-25.00	35.00	3	0.0	134.000	-1.60	2023-11-03
TWO231215P00011000	TWO	PUT	Long	11.00	None	$-0.25	-0.71	$-1.20	-0.10	0.02	0.35	0.10	11.61	12.81	-0.25	$-25.00	35.00	2	0.0	132.000	-1.20	2023-11-02
TWO231215P00011000	TWO	PUT	Long	11.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.15; Exit EQ PnL: -0.59	$-0.15	-0.43	$-0.59	-0.05	-0.03	0.35	0.20	11.61	12.20	-0.15	$-15.00	35.00	1	0.0	130.000	-0.59	2023-11-01
TWO231215P00011000	TWO	PUT	Long	11.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	11.61	11.61	0.00	$0.00	35.00	0	10.0	124.000	-0.00	2023-10-31

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