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View Outliers PnL Drill-Down: UROY240216P00002500

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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
2024-01-12	UROY	UROY240216P00002500	2.50	112.0	152.000	0.820	0.230	0.6	0.0	-0.010	0.700	0.060	0.05	3.13	2024-02-16	PUT	Long	0.217	0.255	0.143

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	UROY	0.818	0.120	0.239	0.162	0.165	0.038	2.22	0.229	0.0000	1.91	3.65	21	1y	2.79

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
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.03	-0.43	$0.10	0.03	0.26	0.07	0.04	3.11	3.01	-0.03	$-3.00	7.00	28	1.0	101.000	0.10	2024-02-09
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.03	-0.43	$0.12	0.04	0.16	0.07	0.04	3.11	2.99	-0.03	$-3.00	7.00	27	1.0	101.000	0.12	2024-02-08
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.03	-0.43	$-0.02	-0.01	0.27	0.07	0.04	3.11	3.13	-0.03	$-3.00	7.00	26	1.0	100.000	-0.02	2024-02-07
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$0.05	0.02	0.16	0.07	0.05	3.11	3.06	-0.02	$-2.00	7.00	25	1.0	100.000	0.05	2024-02-06
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.06	-0.02	-0.30	0.07	0.05	3.11	3.17	-0.02	$-2.00	7.00	24	1.0	100.000	-0.06	2024-02-05
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.20	-0.06	-0.30	0.07	0.05	3.11	3.31	-0.02	$-2.00	7.00	23	1.0	100.000	-0.20	2024-02-04
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.20	-0.06	0.23	0.07	0.05	3.11	3.31	-0.02	$-2.00	7.00	21	1.0	100.000	-0.20	2024-02-02
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.47	-0.15	0.38	0.07	0.05	3.11	3.58	-0.02	$-2.00	7.00	20	1.0	100.000	-0.47	2024-02-01
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.27	-0.09	0.21	0.07	0.05	3.11	3.38	-0.02	$-2.00	7.00	19	1.0	100.000	-0.27	2024-01-31
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.32	-0.10	0.23	0.07	0.05	3.11	3.43	-0.02	$-2.00	7.00	18	1.0	100.000	-0.32	2024-01-30
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.17	-0.05	0.09	0.07	0.05	3.11	3.28	-0.02	$-2.00	7.00	17	1.0	99.000	-0.17	2024-01-29
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.21	-0.07	0.10	0.07	0.05	3.11	3.32	-0.02	$-2.00	7.00	16	3.0	99.000	-0.21	2024-01-28
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.21	-0.07	0.07	0.07	0.05	3.11	3.32	-0.02	$-2.00	7.00	15	3.0	99.000	-0.21	2024-01-27
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.21	-0.07	0.05	0.07	0.05	3.11	3.32	-0.02	$-2.00	7.00	14	3.0	99.000	-0.21	2024-01-26
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.23	-0.07	0.05	0.07	0.05	3.11	3.34	-0.02	$-2.00	7.00	13	3.0	99.000	-0.23	2024-01-25
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.43	-0.14	0.15	0.07	0.05	3.11	3.54	-0.02	$-2.00	7.00	12	3.0	99.000	-0.43	2024-01-24
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.43	-0.14	0.13	0.07	0.05	3.11	3.54	-0.02	$-2.00	7.00	11	20.0	99.000	-0.43	2024-01-23
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.25	-0.08	0.01	0.07	0.05	3.11	3.36	-0.02	$-2.00	7.00	10	20.0	99.000	-0.25	2024-01-22
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.52	-0.17	0.29	0.07	0.05	3.11	3.63	-0.02	$-2.00	7.00	7	20.0	99.000	-0.52	2024-01-19
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.54	-0.17	0.10	0.07	0.05	3.11	3.65	-0.02	$-2.00	7.00	6	20.0	99.000	-0.54	2024-01-18
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.53	-0.17	0.10	0.07	0.05	3.11	3.64	-0.02	$-2.00	7.00	5	20.0	99.000	-0.53	2024-01-17
UROY240216P00002500	UROY	PUT	Long	2.50	None	$-0.02	-0.29	$-0.38	-0.12	-0.01	0.07	0.05	3.11	3.49	-0.02	$-2.00	7.00	4	2.0	96.000	-0.38	2024-01-16
UROY240216P00002500	UROY	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.04	0.07	0.07	3.11	3.11	0.00	$0.00	7.00	3	162.0	152.000	-0.00	2024-01-15
UROY240216P00002500	UROY	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.01	0.07	0.07	3.11	3.11	0.00	$0.00	7.00	1	162.0	152.000	-0.00	2024-01-13
UROY240216P00002500	UROY	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.07	0.07	3.11	3.11	0.00	$0.00	7.00	0	162.0	152.000	-0.00	2024-01-12

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