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View Outliers PnL Drill-Down: UPST240906P00030000

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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
2024-08-07	UPST	UPST240906P00030000	30.00	93.0	49.000	0.902	0.425	3.7	0.3	-0.050	4.920	1.520	2.06	33.30	2024-09-06	PUT	Long	0.370	0.499	0.395

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
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-2.05	-1.00	$-2.42	-0.07	0.19	2.06	0.01	33.30	35.72	-2.05	$-205.00	206.00	29	12.0	225.000	-2.42	2024-09-05
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-2.02	-0.98	$-3.03	-0.09	0.22	2.06	0.04	33.30	36.33	-2.02	$-202.00	206.00	28	48.0	184.000	-3.03	2024-09-04
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-2.03	-0.99	$-9.20	-0.28	0.35	2.06	0.03	33.30	42.50	-2.03	$-203.00	206.00	24	2.0	150.000	-9.20	2024-08-31
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-2.03	-0.99	$-9.20	-0.28	0.18	2.06	0.03	33.30	42.50	-2.03	$-203.00	206.00	23	2.0	150.000	-9.20	2024-08-30
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-2.01	-0.98	$-9.50	-0.29	0.08	2.06	0.05	33.30	42.80	-2.01	$-201.00	206.00	22	2.0	150.000	-9.50	2024-08-29
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-2.01	-0.98	$-8.78	-0.26	0.08	2.06	0.05	33.30	42.08	-2.01	$-201.00	206.00	21	2.0	150.000	-8.78	2024-08-28
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.99	-0.97	$-9.06	-0.27	-0.40	2.06	0.07	33.30	42.36	-1.99	$-199.00	206.00	20	17.0	150.000	-9.06	2024-08-27
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-2.02	-0.98	$-9.85	-0.30	0.10	2.06	0.04	33.30	43.15	-2.02	$-202.00	206.00	19	12.0	145.000	-9.85	2024-08-26
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.96	-0.95	$-8.70	-0.26	0.04	2.06	0.10	33.30	42.00	-1.96	$-196.00	206.00	18	4.0	145.000	-8.70	2024-08-25
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.96	-0.95	$-8.70	-0.26	0.00	2.06	0.10	33.30	42.00	-1.96	$-196.00	206.00	17	4.0	145.000	-8.70	2024-08-24
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.96	-0.95	$-8.70	-0.26	-0.03	2.06	0.10	33.30	42.00	-1.96	$-196.00	206.00	16	4.0	145.000	-8.70	2024-08-23
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.93	-0.94	$-6.41	-0.19	-0.09	2.06	0.13	33.30	39.71	-1.93	$-193.00	206.00	15	3.0	142.000	-6.41	2024-08-22
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.93	-0.94	$-7.34	-0.22	-0.05	2.06	0.13	33.30	40.64	-1.93	$-193.00	206.00	14	7.0	143.000	-7.34	2024-08-21
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.84	-0.89	$-5.08	-0.15	-0.15	2.06	0.22	33.30	38.38	-1.84	$-184.00	206.00	13	6.0	144.000	-5.08	2024-08-20
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.91	-0.93	$-7.17	-0.22	-0.07	2.06	0.15	33.30	40.47	-1.91	$-191.00	206.00	12	23.0	138.000	-7.17	2024-08-19
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.67	-0.81	$-3.51	-0.11	-0.15	2.06	0.39	33.30	36.81	-1.67	$-167.00	206.00	11	65.0	115.000	-3.51	2024-08-18
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.67	-0.81	$-3.51	-0.11	-0.17	2.06	0.39	33.30	36.81	-1.67	$-167.00	206.00	10	65.0	115.000	-3.51	2024-08-17
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.67	-0.81	$-3.51	-0.11	-0.17	2.06	0.39	33.30	36.81	-1.67	$-167.00	206.00	9	65.0	115.000	-3.51	2024-08-16
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.63	-0.79	$-3.29	-0.10	-0.19	2.06	0.43	33.30	36.59	-1.63	$-163.00	206.00	8	12.0	106.000	-3.29	2024-08-15
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.56	-0.76	$-2.78	-0.08	-0.20	2.06	0.50	33.30	36.08	-1.56	$-156.00	206.00	7	8.0	99.000	-2.78	2024-08-14
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.63	-0.79	$-4.53	-0.14	-0.13	2.06	0.43	33.30	37.83	-1.63	$-163.00	206.00	6	318.0	181.000	-4.53	2024-08-13
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.18	-0.57	$-0.88	-0.03	-0.17	2.06	0.88	33.30	34.18	-1.18	$-118.00	206.00	5	16.0	190.000	-0.88	2024-08-12
UPST240906P00030000	UPST	PUT	Long	30.00	None	$-1.25	-0.61	$-2.95	-0.09	-0.12	2.06	0.81	33.30	36.25	-1.25	$-125.00	206.00	2	30.0	162.000	-2.95	2024-08-09
UPST240906P00030000	UPST	PUT	Long	30.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.08; Exit EQ PnL: -1.39	$-0.91	-0.44	$-0.91	-0.03	-0.10	2.06	1.15	33.30	34.21	-0.91	$-91.00	206.00	1	85.0	97.000	-0.91	2024-08-08
UPST240906P00030000	UPST	PUT	Long	30.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.06	2.06	33.30	33.30	0.00	$0.00	206.00	0	93.0	49.000	-0.00	2024-08-07

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