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View Outliers PnL Drill-Down: UPST240906P00035000

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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	UPST240906P00035000	35.00	36.0	1.000	0.957	0.479	2.1	1.4	-0.080	3.770	3.120	3.59	35.44	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
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-3.87	-0.88	$-2.42	-0.07	-0.07	4.40	0.53	33.30	35.72	-3.87	$-387.00	440.00	29	549.0	1185.000	-2.42	2024-09-05
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-3.84	-0.87	$-3.03	-0.09	-0.08	4.40	0.56	33.30	36.33	-3.84	$-384.00	440.00	28	761.0	1015.000	-3.03	2024-09-04
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.34	-0.99	$-9.20	-0.28	-0.01	4.40	0.06	33.30	42.50	-4.34	$-434.00	440.00	24	304.0	226.000	-9.20	2024-08-31
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.32	-0.98	$-9.20	-0.28	-0.13	4.40	0.08	33.30	42.50	-4.32	$-432.00	440.00	23	299.0	226.000	-9.20	2024-08-30
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.33	-0.98	$-9.50	-0.29	-0.16	4.40	0.07	33.30	42.80	-4.33	$-433.00	440.00	22	71.0	212.000	-9.50	2024-08-29
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.21	-0.96	$-8.78	-0.26	-0.13	4.40	0.19	33.30	42.08	-4.21	$-421.00	440.00	21	194.0	235.000	-8.78	2024-08-28
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.20	-0.95	$-9.13	-0.27	-0.64	4.40	0.20	33.30	42.43	-4.20	$-420.00	440.00	20	46.0	239.000	-9.13	2024-08-27
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.20	-0.95	$-9.85	-0.30	-0.07	4.40	0.20	33.30	43.15	-4.20	$-420.00	440.00	19	46.0	0.000	-9.85	2024-08-26
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.11	-0.93	$-8.70	-0.26	-0.12	4.40	0.29	33.30	42.00	-4.11	$-411.00	440.00	18	86.0	249.000	-8.70	2024-08-25
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.11	-0.93	$-8.70	-0.26	-0.15	4.40	0.29	33.30	42.00	-4.11	$-411.00	440.00	17	86.0	249.000	-8.70	2024-08-24
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-4.10	-0.93	$-8.70	-0.26	-0.16	4.40	0.30	33.30	42.00	-4.10	$-410.00	440.00	16	81.0	249.000	-8.70	2024-08-23
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-3.75	-0.85	$-6.41	-0.19	-0.17	4.40	0.65	33.30	39.71	-3.75	$-375.00	440.00	15	223.0	300.000	-6.41	2024-08-22
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-3.81	-0.87	$-7.34	-0.22	-0.16	4.40	0.59	33.30	40.64	-3.81	$-381.00	440.00	14	231.0	119.000	-7.34	2024-08-21
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-3.26	-0.74	$-5.08	-0.15	-0.16	4.40	1.14	33.30	38.38	-3.26	$-326.00	440.00	13	13.0	119.000	-5.08	2024-08-20
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-3.73	-0.85	$-7.17	-0.22	-0.14	4.40	0.67	33.30	40.47	-3.73	$-373.00	440.00	12	87.0	130.000	-7.17	2024-08-19
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-2.74	-0.62	$-3.51	-0.11	-0.19	4.40	1.66	33.30	36.81	-2.74	$-274.00	440.00	11	20.0	123.000	-3.51	2024-08-18
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-2.74	-0.62	$-3.51	-0.11	-0.21	4.40	1.66	33.30	36.81	-2.74	$-274.00	440.00	10	20.0	123.000	-3.51	2024-08-17
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-2.54	-0.58	$-3.51	-0.11	-0.18	4.40	1.86	33.30	36.81	-2.54	$-254.00	440.00	9	15.0	123.000	-3.51	2024-08-16
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-2.76	-0.63	$-3.29	-0.10	-0.22	4.40	1.64	33.30	36.59	-2.76	$-276.00	440.00	8	16.0	121.000	-3.29	2024-08-15
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-2.45	-0.56	$-2.78	-0.08	-0.20	4.40	1.95	33.30	36.08	-2.45	$-245.00	440.00	7	15.0	116.000	-2.78	2024-08-14
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-2.71	-0.62	$-4.53	-0.14	-0.11	4.40	1.69	33.30	37.83	-2.71	$-271.00	440.00	6	27.0	115.000	-4.53	2024-08-13
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-1.45	-0.33	$-0.88	-0.03	-0.16	4.40	2.95	33.30	34.18	-1.45	$-145.00	440.00	5	37.0	113.000	-0.88	2024-08-12
UPST240906P00035000	UPST	PUT	Long	35.00	None	$-1.91	-0.43	$-2.95	-0.09	-0.12	4.40	2.49	33.30	36.25	-1.91	$-191.00	440.00	2	292.0	56.000	-2.95	2024-08-09
UPST240906P00035000	UPST	PUT	Long	35.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.33; Exit EQ PnL: -1.39	$-1.10	-0.25	$-0.91	-0.03	-0.11	4.40	3.30	33.30	34.21	-1.10	$-110.00	440.00	1	34.0	42.000	-0.91	2024-08-08
UPST240906P00035000	UPST	PUT	Long	35.00	None	$0.00	0.00	$-0.00	-0.00	0.00	4.40	4.40	33.30	33.30	0.00	$0.00	440.00	0	82.0	1.000	-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