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View Outliers PnL Drill-Down: UPST240614P00025000

View in yFinance: UPST

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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
2024-05-09	UPST	UPST240614P00025000	25.00	79.0	9.000	0.744	0.281	2.1	0.2	0.000	3.250	1.330	1.54	26.82	2024-06-14	PUT	Long	0.366	0.390	0.132

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	UPST	0.909	0.164	0.437	0.251	0.243	-0.193	82.99	-0.473	0.0000	21.64	84.46	21	1y	57.07

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
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.46	0.30	$3.10	0.12	0.41	1.54	2.00	26.17	23.07	0.46	$46.00	154.00	35	310.0	910.000	3.10	2024-06-13
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.82	-0.53	$1.19	0.05	0.19	1.54	0.72	26.17	24.98	-0.82	$-82.00	154.00	34	1213.0	770.000	1.19	2024-06-12
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.32	-0.21	$1.85	0.07	0.21	1.54	1.22	26.17	24.32	-0.32	$-32.00	154.00	33	25.0	780.000	1.85	2024-06-11
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.21	-0.14	$2.35	0.09	-0.00	1.54	1.33	26.17	23.82	-0.21	$-21.00	154.00	32	110.0	807.000	2.35	2024-06-10
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.36	-0.23	$1.58	0.06	0.24	1.54	1.18	26.17	24.59	-0.36	$-36.00	154.00	31	818.0	525.000	1.58	2024-06-09
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.30	-0.19	$1.58	0.06	0.04	1.54	1.24	26.17	24.59	-0.30	$-30.00	154.00	29	817.0	525.000	1.58	2024-06-07
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-1.08	-0.70	$-0.70	-0.03	0.11	1.54	0.46	26.17	26.87	-1.08	$-108.00	154.00	28	358.0	468.000	-0.70	2024-06-06
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-1.05	-0.68	$-0.26	-0.01	0.02	1.54	0.49	26.17	26.43	-1.05	$-105.00	154.00	27	721.0	533.000	-0.26	2024-06-05
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.10	-0.06	$1.66	0.06	-0.00	1.54	1.44	26.17	24.51	-0.10	$-10.00	154.00	26	245.0	426.000	1.66	2024-06-04
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.37	0.24	$2.05	0.08	0.12	1.54	1.91	26.17	24.12	0.37	$37.00	154.00	25	157.0	352.000	2.05	2024-06-03
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.13	0.08	$1.45	0.06	0.12	1.54	1.67	26.17	24.72	0.13	$13.00	154.00	22	31.0	330.000	1.45	2024-05-31
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.16	0.10	$1.89	0.07	0.12	1.54	1.70	26.17	24.28	0.16	$16.00	154.00	21	76.0	360.000	1.89	2024-05-30
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.77	0.50	$2.85	0.11	0.08	1.54	2.31	26.17	23.32	0.77	$77.00	154.00	20	5.0	361.000	2.85	2024-05-29
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.83	0.54	$2.66	0.10	0.05	1.54	2.37	26.17	23.51	0.83	$83.00	154.00	19	5.0	361.000	2.66	2024-05-28
UPST240614P00025000	UPST	PUT	Long	25.00	None	$1.02	0.66	$2.82	0.11	-0.05	1.54	2.56	26.17	23.35	1.02	$102.00	154.00	18	3.0	358.000	2.82	2024-05-27
UPST240614P00025000	UPST	PUT	Long	25.00	None	$1.02	0.66	$2.82	0.11	0.04	1.54	2.56	26.17	23.35	1.02	$102.00	154.00	15	3.0	358.000	2.82	2024-05-24
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.84	0.55	$3.01	0.12	-0.08	1.54	2.38	26.17	23.16	0.84	$84.00	154.00	14	6.0	352.000	3.01	2024-05-23
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.54	0.35	$1.84	0.07	0.06	1.54	2.08	26.17	24.33	0.54	$54.00	154.00	13	45.0	284.000	1.84	2024-05-22
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.27	0.18	$1.47	0.06	0.03	1.54	1.81	26.17	24.70	0.27	$27.00	154.00	12	60.0	231.000	1.47	2024-05-21
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.14	-0.09	$0.61	0.02	-0.58	1.54	1.40	26.17	25.56	-0.14	$-14.00	154.00	11	101.0	0.000	0.61	2024-05-20
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.20	0.13	$0.76	0.03	0.09	1.54	1.74	26.17	25.41	0.20	$20.00	154.00	10	14.0	118.000	0.76	2024-05-19
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.20	0.13	$0.76	0.03	0.08	1.54	1.74	26.17	25.41	0.20	$20.00	154.00	9	14.0	118.000	0.76	2024-05-18
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.20	0.13	$0.76	0.03	0.05	1.54	1.74	26.17	25.41	0.20	$20.00	154.00	8	14.0	118.000	0.76	2024-05-17
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.50	-0.32	$-1.94	-0.07	0.10	1.54	1.04	26.17	28.11	-0.50	$-50.00	154.00	6	4.0	114.000	-1.94	2024-05-15
UPST240614P00025000	UPST	PUT	Long	25.00	None	$-0.36	-0.23	$-2.42	-0.09	0.24	1.54	1.18	26.17	28.59	-0.36	$-36.00	154.00	5	17.0	111.000	-2.42	2024-05-14
UPST240614P00025000	UPST	PUT	Long	25.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.88	$0.04	0.03	$-1.26	-0.05	0.12	1.54	1.58	26.17	27.43	0.04	$4.00	154.00	4	41.0	75.000	-1.26	2024-05-13
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.56	0.36	$0.77	0.03	-0.60	1.54	2.10	26.17	25.40	0.56	$56.00	154.00	3	3.0	75.000	0.77	2024-05-12
UPST240614P00025000	UPST	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.54	1.54	26.17	26.17	0.00	$0.00	154.00	0	79.0	9.000	-0.00	2024-05-09

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