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View Outliers PnL Drill-Down: ULCC240315P00006000

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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
2024-02-06	ULCC	ULCC240315P00006000	6.00	14.0	10.000	0.760	0.368	0.4	0.2	-0.010	0.650	0.410	0.47	6.22	2024-03-15	PUT	Long	0.419	0.457	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
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.44	-0.94	$-1.18	-0.19	1.08	0.47	0.03	6.22	7.40	-0.44	$-44.00	47.00	37	1.0	57.000	-1.18	2024-03-14
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.44	-0.94	$-1.39	-0.22	1.27	0.47	0.03	6.22	7.61	-0.44	$-44.00	47.00	36	1.0	56.000	-1.39	2024-03-13
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-1.28	-0.21	1.05	0.47	0.10	6.22	7.50	-0.37	$-37.00	47.00	35	1.0	56.000	-1.28	2024-03-12
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-1.14	-0.18	0.60	0.47	0.10	6.22	7.36	-0.37	$-37.00	47.00	34	1.0	56.000	-1.14	2024-03-11
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-1.16	-0.19	0.33	0.47	0.10	6.22	7.38	-0.37	$-37.00	47.00	31	1.0	56.000	-1.16	2024-03-08
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-1.29	-0.21	0.76	0.47	0.10	6.22	7.51	-0.37	$-37.00	47.00	30	1.0	56.000	-1.29	2024-03-07
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-1.91	-0.31	0.52	0.47	0.10	6.22	8.13	-0.37	$-37.00	47.00	29	1.0	56.000	-1.91	2024-03-06
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-1.64	-0.26	0.78	0.47	0.10	6.22	7.86	-0.37	$-37.00	47.00	28	1.0	56.000	-1.64	2024-03-05
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-1.43	-0.23	-0.26	0.47	0.10	6.22	7.65	-0.37	$-37.00	47.00	27	1.0	0.000	-1.43	2024-03-04
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-0.67	-0.11	0.06	0.47	0.10	6.22	6.89	-0.37	$-37.00	47.00	26	1.0	56.000	-0.67	2024-03-03
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-0.67	-0.11	0.06	0.47	0.10	6.22	6.89	-0.37	$-37.00	47.00	25	1.0	56.000	-0.67	2024-03-02
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.37	-0.79	$-0.70	-0.11	-0.06	0.47	0.10	6.22	6.92	-0.37	$-37.00	47.00	24	1.0	56.000	-0.70	2024-03-01
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.40	-0.85	$-0.72	-0.12	-0.07	0.47	0.07	6.22	6.94	-0.40	$-40.00	47.00	23	2.0	56.000	-0.72	2024-02-29
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.40	-0.85	$-0.82	-0.13	-0.03	0.47	0.07	6.22	7.04	-0.40	$-40.00	47.00	22	2.0	56.000	-0.82	2024-02-28
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.42	-0.89	$-0.93	-0.15	-0.03	0.47	0.05	6.22	7.15	-0.42	$-42.00	47.00	21	1.0	57.000	-0.93	2024-02-27
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.32	-0.68	$-0.82	-0.13	-0.09	0.47	0.15	6.22	7.04	-0.32	$-32.00	47.00	20	12.0	57.000	-0.82	2024-02-26
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.32	-0.68	$-0.88	-0.14	0.00	0.47	0.15	6.22	7.10	-0.32	$-32.00	47.00	19	12.0	45.000	-0.88	2024-02-25
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.32	-0.68	$-0.88	-0.14	-0.05	0.47	0.15	6.22	7.10	-0.32	$-32.00	47.00	17	12.0	45.000	-0.88	2024-02-23
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.42	-0.89	$-1.04	-0.17	-0.01	0.47	0.05	6.22	7.26	-0.42	$-42.00	47.00	16	1.0	46.000	-1.04	2024-02-22
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.33	-0.70	$-1.08	-0.17	0.04	0.47	0.14	6.22	7.30	-0.33	$-33.00	47.00	15	5.0	43.000	-1.08	2024-02-21
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.36	-0.77	$-1.43	-0.23	0.01	0.47	0.11	6.22	7.65	-0.36	$-36.00	47.00	14	1.0	43.000	-1.43	2024-02-20
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.36	-0.77	$-1.76	-0.28	0.10	0.47	0.11	6.22	7.98	-0.36	$-36.00	47.00	13	1.0	43.000	-1.76	2024-02-19
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.36	-0.77	$-1.35	-0.22	0.11	0.47	0.11	6.22	7.57	-0.36	$-36.00	47.00	3	11.0	33.000	-1.35	2024-02-09
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$-0.31	-0.66	$-1.10	-0.18	-0.02	0.47	0.16	6.22	7.32	-0.31	$-31.00	47.00	2	26.0	28.000	-1.10	2024-02-08
ULCC240315P00006000	ULCC	PUT	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.53	$-0.18	-0.38	$-0.67	-0.11	-0.01	0.47	0.29	6.22	6.89	-0.18	$-18.00	47.00	1	4.0	24.000	-0.67	2024-02-07
ULCC240315P00006000	ULCC	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.47	0.47	6.22	6.22	0.00	$0.00	47.00	0	14.0	10.000	-0.00	2024-02-06

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