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View Outliers PnL Drill-Down: VERV240419P00015000

View in yFinance: VERV

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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
2024-02-27	VERV	VERV240419P00015000	15.00	6.0	20.000	0.764	0.376	2.7	0.1	-0.010	3.260	0.640	0.92	17.54	2024-04-19	PUT	Long	0.346	0.396	0.215

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	VERV	0.818	0.126	0.453	0.241	0.379	0.173	5.61	-17.015	0.0000	4.40	17.96	21	1y	5.90

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
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$10.88	0.62	10.91	0.92	7.00	17.54	6.66	6.08	$608.00	92.00	51	20.0	0.000	10.88	2024-04-18
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$10.80	0.62	9.24	0.92	7.00	17.54	6.74	6.08	$608.00	92.00	50	20.0	0.000	10.80	2024-04-17
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$10.40	0.59	7.21	0.92	7.00	17.54	7.14	6.08	$608.00	92.00	49	20.0	0.000	10.40	2024-04-16
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$10.23	0.58	1.86	0.92	7.00	17.54	7.31	6.08	$608.00	92.00	48	20.0	0.000	10.23	2024-04-15
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$9.94	0.57	4.28	0.92	7.00	17.54	7.60	6.08	$608.00	92.00	45	20.0	0.000	9.94	2024-04-12
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$9.47	0.54	3.59	0.92	7.00	17.54	8.07	6.08	$608.00	92.00	44	20.0	0.000	9.47	2024-04-11
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$9.53	0.54	3.38	0.92	7.00	17.54	8.01	6.08	$608.00	92.00	43	20.0	0.000	9.53	2024-04-10
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$8.79	0.50	1.86	0.92	7.00	17.54	8.75	6.08	$608.00	92.00	42	20.0	0.000	8.79	2024-04-09
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$9.14	0.52	3.16	0.92	7.00	17.54	8.40	6.08	$608.00	92.00	41	20.0	0.000	9.14	2024-04-08
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$9.02	0.51	1.38	0.92	7.00	17.54	8.52	6.08	$608.00	92.00	38	20.0	0.000	9.02	2024-04-05
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$8.86	0.51	2.14	0.92	7.00	17.54	8.68	6.08	$608.00	92.00	37	20.0	0.000	8.86	2024-04-04
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$8.83	0.50	2.47	0.92	7.00	17.54	8.71	6.08	$608.00	92.00	36	20.0	20.000	8.83	2024-04-03
VERV240419P00015000	VERV	PUT	Long	15.00	None	$6.08	6.61	$9.22	0.53	1.68	0.92	7.00	17.54	8.32	6.08	$608.00	92.00	35	20.0	51.000	9.22	2024-04-02
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.75	0.27	0.23	0.92	2.30	17.54	12.79	1.38	$138.00	92.00	34	4.0	51.000	4.75	2024-04-01
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.26	0.24	0.08	0.92	2.30	17.54	13.28	1.38	$138.00	92.00	33	4.0	51.000	4.26	2024-03-31
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.26	0.24	0.04	0.92	2.30	17.54	13.28	1.38	$138.00	92.00	32	4.0	51.000	4.26	2024-03-30
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.26	0.24	0.02	0.92	2.30	17.54	13.28	1.38	$138.00	92.00	31	4.0	51.000	4.26	2024-03-29
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.26	0.24	0.00	0.92	2.30	17.54	13.28	1.38	$138.00	92.00	30	4.0	51.000	4.26	2024-03-28
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.35	0.25	0.44	0.92	2.30	17.54	13.19	1.38	$138.00	92.00	29	4.0	51.000	4.35	2024-03-27
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.75	0.27	0.27	0.92	2.30	17.54	12.79	1.38	$138.00	92.00	28	4.0	51.000	4.75	2024-03-26
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.38	0.25	-0.08	0.92	2.30	17.54	13.16	1.38	$138.00	92.00	27	4.0	51.000	4.38	2024-03-25
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.57	0.26	-0.20	0.92	2.30	17.54	12.97	1.38	$138.00	92.00	24	4.0	51.000	4.57	2024-03-22
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.33	0.25	0.13	0.92	2.30	17.54	13.21	1.38	$138.00	92.00	23	4.0	51.000	4.33	2024-03-21
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.38	1.50	$4.16	0.24	0.07	0.92	2.30	17.54	13.38	1.38	$138.00	92.00	22	4.0	51.000	4.16	2024-03-20
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.05	1.14	$4.53	0.26	-0.07	0.92	1.97	17.54	13.01	1.05	$105.00	92.00	21	20.0	51.000	4.53	2024-03-19
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.05	1.14	$4.23	0.24	0.01	0.92	1.97	17.54	13.31	1.05	$105.00	92.00	20	20.0	51.000	4.23	2024-03-18
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.05	1.14	$3.73	0.21	0.07	0.92	1.97	17.54	13.81	1.05	$105.00	92.00	17	20.0	31.000	3.73	2024-03-15
VERV240419P00015000	VERV	PUT	Long	15.00	None	$1.02	1.11	$3.94	0.22	0.26	0.92	1.94	17.54	13.60	1.02	$102.00	92.00	16	1.0	31.000	3.94	2024-03-14
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.58	0.63	$3.20	0.18	-0.04	0.92	1.50	17.54	14.34	0.58	$58.00	92.00	15	1.0	31.000	3.20	2024-03-13
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.58	0.63	$3.62	0.21	0.08	0.92	1.50	17.54	13.92	0.58	$58.00	92.00	14	1.0	32.000	3.62	2024-03-12
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.68	0.74	$3.12	0.18	0.10	0.92	1.60	17.54	14.42	0.68	$68.00	92.00	13	1.0	32.000	3.12	2024-03-11
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.68	0.74	$2.58	0.15	-0.02	0.92	1.60	17.54	14.96	0.68	$68.00	92.00	10	1.0	31.000	2.58	2024-03-08
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.38	0.41	$2.60	0.15	0.09	0.92	1.30	17.54	14.94	0.38	$38.00	92.00	9	1.0	31.000	2.60	2024-03-07
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.38	0.41	$2.47	0.14	0.59	0.92	1.30	17.54	15.07	0.38	$38.00	92.00	8	1.0	31.000	2.47	2024-03-06
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.38	0.41	$2.39	0.14	-0.08	0.92	1.30	17.54	15.15	0.38	$38.00	92.00	7	1.0	31.000	2.39	2024-03-05
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.38	0.41	$1.70	0.10	-0.70	0.92	1.30	17.54	15.84	0.38	$38.00	92.00	6	1.0	0.000	1.70	2024-03-04
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.03	0.03	$1.25	0.07	-0.12	0.92	0.95	17.54	16.29	0.03	$3.00	92.00	5	1.0	30.000	1.25	2024-03-03
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.03	0.03	$1.25	0.07	-0.12	0.92	0.95	17.54	16.29	0.03	$3.00	92.00	4	1.0	30.000	1.25	2024-03-02
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.03	0.03	$0.48	0.03	0.01	0.92	0.95	17.54	17.06	0.03	$3.00	92.00	3	1.0	30.000	0.48	2024-03-01
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.04	0.04	$0.49	0.03	0.04	0.92	0.96	17.54	17.05	0.04	$4.00	92.00	2	1.0	29.000	0.49	2024-02-29
VERV240419P00015000	VERV	PUT	Long	15.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.34; Exit EQ PnL: -0.89	$0.34	0.37	$-0.42	-0.02	-0.17	0.92	1.26	17.54	17.96	0.34	$34.00	92.00	1	3.0	26.000	-0.42	2024-02-28
VERV240419P00015000	VERV	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.92	0.92	17.54	17.54	0.00	$0.00	92.00	0	6.0	20.000	-0.00	2024-02-27

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