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View Outliers PnL Drill-Down: UP240816P00002500

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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
2024-07-02	UP	UP240816P00002500	2.50	135.0	444.000	1.840	0.533	0.6	0.0	-0.030	0.930	0.400	0.49	3.02	2024-08-16	PUT	Long	0.460	0.555	0.356

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	UP	0.909	0.218	0.747	0.332	0.276	0.059	1.99	-0.389	0.0000	1.63	5.74	21	1y	2.11

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
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.09	-0.18	$0.86	0.28	5.35	0.49	0.40	3.02	2.16	-0.09	$-9.00	49.00	44	335.0	3573.000	0.86	2024-08-15
UP240816P00002500	UP	PUT	Long	2.50	None	$0.06	0.12	$1.03	0.34	0.63	0.49	0.55	3.02	1.99	0.06	$6.00	49.00	43	131.0	3701.000	1.03	2024-08-14
UP240816P00002500	UP	PUT	Long	2.50	None	$0.41	0.84	$1.35	0.45	2.94	0.49	0.90	3.02	1.67	0.41	$41.00	49.00	42	1.0	3702.000	1.35	2024-08-13
UP240816P00002500	UP	PUT	Long	2.50	None	$0.40	0.82	$1.39	0.46	2.78	0.49	0.89	3.02	1.63	0.40	$40.00	49.00	41	16.0	3708.000	1.39	2024-08-12
UP240816P00002500	UP	PUT	Long	2.50	None	$0.28	0.57	$1.26	0.42	0.85	0.49	0.77	3.02	1.76	0.28	$28.00	49.00	38	10.0	3714.000	1.26	2024-08-09
UP240816P00002500	UP	PUT	Long	2.50	None	$0.41	0.84	$1.35	0.45	0.41	0.49	0.90	3.02	1.67	0.41	$41.00	49.00	37	9.0	3720.000	1.35	2024-08-08
UP240816P00002500	UP	PUT	Long	2.50	None	$0.01	0.02	$1.17	0.39	0.47	0.49	0.50	3.02	1.85	0.01	$1.00	49.00	36	1.0	3720.000	1.17	2024-08-07
UP240816P00002500	UP	PUT	Long	2.50	None	$0.17	0.35	$1.00	0.33	1.04	0.49	0.66	3.02	2.02	0.17	$17.00	49.00	35	47.0	3731.000	1.00	2024-08-06
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.24	-0.49	$0.19	0.06	-1.59	0.49	0.25	3.02	2.83	-0.24	$-24.00	49.00	27	4.0	3756.000	0.19	2024-07-29
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.24	-0.49	$0.21	0.07	-0.35	0.49	0.25	3.02	2.81	-0.24	$-24.00	49.00	24	4.0	3757.000	0.21	2024-07-26
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.20	-0.41	$-0.01	-0.00	-0.03	0.49	0.29	3.02	3.03	-0.20	$-20.00	49.00	23	14.0	3765.000	-0.01	2024-07-25
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.24	-0.49	$-0.07	-0.02	-0.01	0.49	0.25	3.02	3.09	-0.24	$-24.00	49.00	22	54.0	3765.000	-0.07	2024-07-24
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.29	-0.59	$-0.30	-0.10	-0.04	0.49	0.20	3.02	3.32	-0.29	$-29.00	49.00	21	57.0	3754.000	-0.30	2024-07-23
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.24	-0.49	$-0.21	-0.07	0.14	0.49	0.25	3.02	3.23	-0.24	$-24.00	49.00	20	4868.0	6031.000	-0.21	2024-07-22
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.19	-0.39	$-0.48	-0.16	0.06	0.49	0.30	3.02	3.50	-0.19	$-19.00	49.00	17	48.0	6031.000	-0.48	2024-07-19
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.21	-0.43	$-0.70	-0.23	0.26	0.49	0.28	3.02	3.72	-0.21	$-21.00	49.00	16	26.0	6020.000	-0.70	2024-07-18
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.24	-0.49	$-0.85	-0.28	0.41	0.49	0.25	3.02	3.87	-0.24	$-24.00	49.00	15	1224.0	5177.000	-0.85	2024-07-17
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.19	-0.39	$-0.99	-0.33	0.46	0.49	0.30	3.02	4.01	-0.19	$-19.00	49.00	14	21.0	5187.000	-0.99	2024-07-16
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.14	-0.29	$-0.59	-0.20	0.36	0.49	0.35	3.02	3.61	-0.14	$-14.00	49.00	13	33.0	5177.000	-0.59	2024-07-15
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.18	-0.37	$-0.82	-0.27	0.23	0.49	0.31	3.02	3.84	-0.18	$-18.00	49.00	10	302.0	5167.000	-0.82	2024-07-12
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.13	-0.27	$-0.97	-0.32	0.53	0.49	0.36	3.02	3.99	-0.13	$-13.00	49.00	9	68.0	5158.000	-0.97	2024-07-11
UP240816P00002500	UP	PUT	Long	2.50	None	$0.01	0.02	$-0.30	-0.10	0.41	0.49	0.50	3.02	3.32	0.01	$1.00	49.00	8	14.0	5157.000	-0.30	2024-07-10
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.03	-0.06	$-0.37	-0.12	0.36	0.49	0.46	3.02	3.39	-0.03	$-3.00	49.00	7	46.0	5156.000	-0.37	2024-07-09
UP240816P00002500	UP	PUT	Long	2.50	None	$0.11	0.22	$-0.04	-0.01	0.39	0.49	0.60	3.02	3.06	0.11	$11.00	49.00	6	296.0	5020.000	-0.04	2024-07-08
UP240816P00002500	UP	PUT	Long	2.50	None	$-0.13	-0.27	$-0.94	-0.31	0.34	0.49	0.36	3.02	3.96	-0.13	$-13.00	49.00	3	2481.0	2631.000	-0.94	2024-07-05
UP240816P00002500	UP	PUT	Long	2.50	None	$0.01	0.02	$-0.22	-0.07	0.06	0.49	0.50	3.02	3.24	0.01	$1.00	49.00	2	2208.0	0.000	-0.22	2024-07-04
UP240816P00002500	UP	PUT	Long	2.50	Exit OP PnL: $-0.14;Exit EQ PnL: 0.11; Position is Long and position continued to lose. Latest OP price is: $0.35 (EQ: $2.91). Initial OP price was: $0.49 (EQ: $3.02). Surpassed Stop Loss Percentage: -0.2857142857142857142857142857 < -0.16.	$0.01	0.02	$-0.22	-0.07	0.04	0.49	0.50	3.02	3.24	0.01	$1.00	49.00	1	2208.0	0.000	-0.22	2024-07-03
UP240816P00002500	UP	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.49	0.49	3.02	3.02	0.00	$0.00	49.00	0	135.0	444.000	-0.00	2024-07-02

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