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View Outliers PnL Drill-Down: VIPS240419P00016000

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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
2024-02-28	VIPS	VIPS240419P00016000	16.00	2.0	227.000	0.508	0.236	4.2	0.0	-0.010	4.270	0.110	0.20	20.11	2024-04-19	PUT	Long	0.191	0.225	0.126

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	VIPS	0.636	0.080	0.194	0.126	0.160	0.069	13.41	0.072	0.0000	11.56	19.53	21	1y	14.24

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
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.68	3.40	$4.38	0.22	0.42	0.20	0.88	19.53	15.15	0.68	$68.00	20.00	50	13.0	894.000	4.38	2024-04-18
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.30	1.50	$4.20	0.22	0.27	0.20	0.50	19.53	15.33	0.30	$30.00	20.00	49	5.0	896.000	4.20	2024-04-17
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.25	1.25	$3.81	0.20	-0.46	0.20	0.45	19.53	15.72	0.25	$25.00	20.00	48	7.0	901.000	3.81	2024-04-16
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.05	0.25	$3.36	0.17	-0.39	0.20	0.25	19.53	16.17	0.05	$5.00	20.00	47	22.0	901.000	3.36	2024-04-15
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.05	0.25	$3.28	0.17	-0.52	0.20	0.25	19.53	16.25	0.05	$5.00	20.00	44	22.0	899.000	3.28	2024-04-12
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.10	-0.50	$2.43	0.12	-0.46	0.20	0.10	19.53	17.10	-0.10	$-10.00	20.00	43	50.0	899.000	2.43	2024-04-11
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.10	-0.50	$2.49	0.13	-0.43	0.20	0.10	19.53	17.04	-0.10	$-10.00	20.00	42	50.0	849.000	2.49	2024-04-10
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.08	-0.40	$2.45	0.13	-0.44	0.20	0.12	19.53	17.08	-0.08	$-8.00	20.00	41	1.0	850.000	2.45	2024-04-09
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.05	-0.25	$2.69	0.14	-0.52	0.20	0.15	19.53	16.84	-0.05	$-5.00	20.00	40	20.0	864.000	2.69	2024-04-08
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.06	-0.30	$2.46	0.13	-0.46	0.20	0.14	19.53	17.07	-0.06	$-6.00	20.00	37	4.0	868.000	2.46	2024-04-05
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.08	-0.40	$2.37	0.12	-0.45	0.20	0.12	19.53	17.16	-0.08	$-8.00	20.00	36	12.0	868.000	2.37	2024-04-04
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.08	-0.40	$2.07	0.11	-0.46	0.20	0.12	19.53	17.46	-0.08	$-8.00	20.00	35	12.0	868.000	2.07	2024-04-03
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.08	-0.40	$2.01	0.10	-0.41	0.20	0.12	19.53	17.52	-0.08	$-8.00	20.00	34	12.0	868.000	2.01	2024-04-02
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.08	-0.40	$2.05	0.10	-0.77	0.20	0.12	19.53	17.48	-0.08	$-8.00	20.00	33	12.0	868.000	2.05	2024-04-01
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.10	0.50	$2.98	0.15	-0.46	0.20	0.30	19.53	16.55	0.10	$10.00	20.00	32	1.0	881.000	2.98	2024-03-31
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.10	0.50	$2.98	0.15	-0.49	0.20	0.30	19.53	16.55	0.10	$10.00	20.00	31	1.0	881.000	2.98	2024-03-30
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.10	0.50	$2.98	0.15	-0.50	0.20	0.30	19.53	16.55	0.10	$10.00	20.00	30	1.0	881.000	2.98	2024-03-29
VIPS240419P00016000	VIPS	PUT	Long	16.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.10	0.50	$2.98	0.15	-0.54	0.20	0.30	19.53	16.55	0.10	$10.00	20.00	29	1.0	881.000	2.98	2024-03-28
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.40	2.00	$3.06	0.16	-0.50	0.20	0.60	19.53	16.47	0.40	$40.00	20.00	28	20.0	861.000	3.06	2024-03-27
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.35	1.75	$3.42	0.18	-0.50	0.20	0.55	19.53	16.11	0.35	$35.00	20.00	27	120.0	751.000	3.42	2024-03-26
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.16	0.80	$2.92	0.15	-0.52	0.20	0.36	19.53	16.61	0.16	$16.00	20.00	26	65.0	695.000	2.92	2024-03-25
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.17	0.85	$2.91	0.15	-0.53	0.20	0.37	19.53	16.62	0.17	$17.00	20.00	23	101.0	601.000	2.91	2024-03-22
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$-0.05	-0.25	$1.84	0.09	-0.50	0.20	0.15	19.53	17.69	-0.05	$-5.00	20.00	22	4.0	598.000	1.84	2024-03-21
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.00	0.00	$1.76	0.09	-0.49	0.20	0.20	19.53	17.77	0.00	$0.00	20.00	21	12.0	610.000	1.76	2024-03-20
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.05	0.25	$2.40	0.12	-0.52	0.20	0.25	19.53	17.13	0.05	$5.00	20.00	20	18.0	592.000	2.40	2024-03-19
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.11	0.55	$2.37	0.12	-0.50	0.20	0.31	19.53	17.16	0.11	$11.00	20.00	19	79.0	550.000	2.37	2024-03-18
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.15	0.75	$2.31	0.12	-0.50	0.20	0.35	19.53	17.22	0.15	$15.00	20.00	16	24.0	542.000	2.31	2024-03-15
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.10	0.50	$2.26	0.12	-0.47	0.20	0.30	19.53	17.27	0.10	$10.00	20.00	15	19.0	542.000	2.26	2024-03-14
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.10	0.50	$2.01	0.10	-0.41	0.20	0.30	19.53	17.52	0.10	$10.00	20.00	14	19.0	533.000	2.01	2024-03-13
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.16	0.80	$1.94	0.10	-0.44	0.20	0.36	19.53	17.59	0.16	$16.00	20.00	13	101.0	432.000	1.94	2024-03-12
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.40	2.00	$2.70	0.14	-0.43	0.20	0.60	19.53	16.83	0.40	$40.00	20.00	12	319.0	121.000	2.70	2024-03-11
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.33	1.65	$2.25	0.12	-0.42	0.20	0.53	19.53	17.28	0.33	$33.00	20.00	9	33.0	98.000	2.25	2024-03-08
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.26	1.30	$2.04	0.10	-0.40	0.20	0.46	19.53	17.49	0.26	$26.00	20.00	8	13.0	85.000	2.04	2024-03-07
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.30	1.50	$1.77	0.09	-0.48	0.20	0.50	19.53	17.76	0.30	$30.00	20.00	7	11.0	62.000	1.77	2024-03-06
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.30	1.50	$1.78	0.09	-0.40	0.20	0.50	19.53	17.75	0.30	$30.00	20.00	6	11.0	52.000	1.78	2024-03-05
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.15	0.75	$1.59	0.08	-0.83	0.20	0.35	19.53	17.94	0.15	$15.00	20.00	5	61.0	0.000	1.59	2024-03-04
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.00	0.00	$0.17	0.01	-0.42	0.20	0.20	19.53	19.36	0.00	$0.00	20.00	4	204.0	37.000	0.17	2024-03-03
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.00	0.00	$0.17	0.01	-0.42	0.20	0.20	19.53	19.36	0.00	$0.00	20.00	3	204.0	37.000	0.17	2024-03-02
VIPS240419P00016000	VIPS	PUT	Long	16.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.14	0.01	-0.43	0.20	0.20	19.53	19.39	0.00	$0.00	20.00	2	204.0	37.000	0.14	2024-03-01
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.00	0.00	$0.28	0.01	-0.41	0.20	0.20	19.53	19.25	0.00	$0.00	20.00	1	204.0	227.000	0.28	2024-02-29
VIPS240419P00016000	VIPS	PUT	Long	16.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	19.53	19.53	0.00	$0.00	20.00	0	2.0	227.000	-0.00	2024-02-28

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