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View Outliers PnL Drill-Down: VIRT240920P00026000

View in yFinance: VIRT

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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
2024-07-18	VIRT	VIRT240920P00026000	26.00	3.0	0.000	0.758	0.247	2.5	0.3	-0.010	4.510	2.370	0.75	27.92	2024-09-20	PUT	Long	0.169	0.241	0.188

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	VIRT	0.909	0.057	0.193	0.093	0.075	-0.024	36.29	0.062	0.0000	16.19	37.94	21	1y	32.79

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
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.72	-0.13	0.74	0.75	0.10	27.92	31.64	-0.65	$-65.00	75.00	63	1.0	60.000	-3.72	2024-09-19
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-4.45	-0.16	1.40	0.75	0.10	27.92	32.37	-0.65	$-65.00	75.00	62	1.0	60.000	-4.45	2024-09-18
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-4.50	-0.16	0.65	0.75	0.10	27.92	32.42	-0.65	$-65.00	75.00	61	1.0	0.000	-4.50	2024-09-17
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-4.51	-0.16	0.74	0.75	0.10	27.92	32.43	-0.65	$-65.00	75.00	60	1.0	60.000	-4.51	2024-09-16
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-4.12	-0.15	0.06	0.75	0.10	27.92	32.04	-0.65	$-65.00	75.00	58	1.0	60.000	-4.12	2024-09-14
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-4.12	-0.15	-0.06	0.75	0.10	27.92	32.04	-0.65	$-65.00	75.00	57	1.0	60.000	-4.12	2024-09-13
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.26	-0.12	0.22	0.75	0.10	27.92	31.18	-0.65	$-65.00	75.00	56	1.0	60.000	-3.26	2024-09-12
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.86	-0.10	0.12	0.75	0.10	27.92	30.78	-0.65	$-65.00	75.00	55	1.0	60.000	-2.86	2024-09-11
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.43	-0.12	0.14	0.75	0.10	27.92	31.35	-0.65	$-65.00	75.00	54	1.0	60.000	-3.43	2024-09-10
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.58	-0.13	0.23	0.75	0.10	27.92	31.50	-0.65	$-65.00	75.00	53	1.0	60.000	-3.58	2024-09-09
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.21	-0.11	0.08	0.75	0.10	27.92	31.13	-0.65	$-65.00	75.00	52	1.0	60.000	-3.21	2024-09-08
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.21	-0.11	-0.01	0.75	0.10	27.92	31.13	-0.65	$-65.00	75.00	50	1.0	60.000	-3.21	2024-09-06
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.52	-0.13	-0.00	0.75	0.10	27.92	31.44	-0.65	$-65.00	75.00	49	1.0	60.000	-3.52	2024-09-05
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-3.28	-0.12	-0.20	0.75	0.10	27.92	31.20	-0.65	$-65.00	75.00	48	1.0	60.000	-3.28	2024-09-04
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.79	-0.10	0.32	0.75	0.10	27.92	30.71	-0.65	$-65.00	75.00	44	1.0	60.000	-2.79	2024-08-31
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.79	-0.10	0.26	0.75	0.10	27.92	30.71	-0.65	$-65.00	75.00	43	1.0	60.000	-2.79	2024-08-30
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.95	-0.11	-0.17	0.75	0.10	27.92	30.87	-0.65	$-65.00	75.00	42	1.0	60.000	-2.95	2024-08-29
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.26	-0.08	-0.35	0.75	0.10	27.92	30.18	-0.65	$-65.00	75.00	41	1.0	60.000	-2.26	2024-08-28
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.77	-0.10	-0.63	0.75	0.10	27.92	30.69	-0.65	$-65.00	75.00	40	1.0	60.000	-2.77	2024-08-27
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.74	-0.10	-0.34	0.75	0.10	27.92	30.66	-0.65	$-65.00	75.00	39	1.0	0.000	-2.74	2024-08-26
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.17	-0.08	-0.34	0.75	0.10	27.92	30.09	-0.65	$-65.00	75.00	38	5.0	60.000	-2.17	2024-08-25
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.17	-0.08	-0.35	0.75	0.10	27.92	30.09	-0.65	$-65.00	75.00	37	5.0	60.000	-2.17	2024-08-24
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.17	-0.08	-0.35	0.75	0.10	27.92	30.09	-0.65	$-65.00	75.00	36	5.0	60.000	-2.17	2024-08-23
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-2.02	-0.07	-0.37	0.75	0.10	27.92	29.94	-0.65	$-65.00	75.00	35	5.0	60.000	-2.02	2024-08-22
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-1.80	-0.06	-0.39	0.75	0.10	27.92	29.72	-0.65	$-65.00	75.00	34	5.0	60.000	-1.80	2024-08-21
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.65	-0.87	$-1.78	-0.06	-0.37	0.75	0.10	27.92	29.70	-0.65	$-65.00	75.00	33	5.0	57.000	-1.78	2024-08-20
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.56	-0.75	$-1.70	-0.06	-0.08	0.75	0.19	27.92	29.62	-0.56	$-56.00	75.00	32	1.0	57.000	-1.70	2024-08-19
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.56	-0.75	$-1.69	-0.06	-0.38	0.75	0.19	27.92	29.61	-0.56	$-56.00	75.00	31	1.0	57.000	-1.69	2024-08-18
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.56	-0.75	$-1.69	-0.06	-0.39	0.75	0.19	27.92	29.61	-0.56	$-56.00	75.00	30	1.0	57.000	-1.69	2024-08-17
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.56	-0.75	$-1.69	-0.06	-0.03	0.75	0.19	27.92	29.61	-0.56	$-56.00	75.00	29	1.0	57.000	-1.69	2024-08-16
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.56	-0.75	$-1.20	-0.04	-0.34	0.75	0.19	27.92	29.12	-0.56	$-56.00	75.00	28	1.0	57.000	-1.20	2024-08-15
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.45	-0.60	$-2.40	-0.09	-0.39	0.75	0.30	27.92	30.32	-0.45	$-45.00	75.00	27	3.0	57.000	-2.40	2024-08-14
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.45	-0.60	$-1.37	-0.05	-0.12	0.75	0.30	27.92	29.29	-0.45	$-45.00	75.00	26	3.0	57.000	-1.37	2024-08-13
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.45	-0.60	$-0.90	-0.03	-0.40	0.75	0.30	27.92	28.82	-0.45	$-45.00	75.00	25	3.0	55.000	-0.90	2024-08-12
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.45	-0.60	$-1.27	-0.05	-0.38	0.75	0.30	27.92	29.19	-0.45	$-45.00	75.00	22	6.0	55.000	-1.27	2024-08-09
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.26	-0.35	$-0.11	-0.00	-0.40	0.75	0.49	27.92	28.03	-0.26	$-26.00	75.00	21	2.0	54.000	-0.11	2024-08-08
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.15	-0.20	$0.20	0.01	-0.28	0.75	0.60	27.92	27.72	-0.15	$-15.00	75.00	20	1.0	53.000	0.20	2024-08-07
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.04	-0.05	$0.29	0.01	-0.36	0.75	0.71	27.92	27.63	-0.04	$-4.00	75.00	19	3.0	51.000	0.29	2024-08-06
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.30	-0.40	$-0.27	-0.01	-0.47	0.75	0.45	27.92	28.19	-0.30	$-30.00	75.00	11	2.0	7.000	-0.27	2024-07-29
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.30	-0.40	$-0.05	-0.00	-0.40	0.75	0.45	27.92	27.97	-0.30	$-30.00	75.00	8	2.0	5.000	-0.05	2024-07-26
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.30	-0.40	$0.03	0.00	-0.46	0.75	0.45	27.92	27.89	-0.30	$-30.00	75.00	7	3.0	3.000	0.03	2024-07-25
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.40	-0.53	$-0.45	-0.02	-0.39	0.75	0.35	27.92	28.37	-0.40	$-40.00	75.00	6	2.0	3.000	-0.45	2024-07-24
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.40	-0.53	$-0.52	-0.02	-0.47	0.75	0.35	27.92	28.44	-0.40	$-40.00	75.00	5	1.0	4.000	-0.52	2024-07-23
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$-0.50	-0.67	$-1.70	-0.06	-0.44	0.75	0.25	27.92	29.62	-0.50	$-50.00	75.00	4	1.0	4.000	-1.70	2024-07-22
VIRT240920P00026000	VIRT	PUT	Long	26.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.91	$-0.50	-0.67	$-1.56	-0.06	-0.29	0.75	0.25	27.92	29.48	-0.50	$-50.00	75.00	1	1.0	3.000	-1.56	2024-07-19
VIRT240920P00026000	VIRT	PUT	Long	26.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.75	0.75	27.92	27.92	0.00	$0.00	75.00	0	3.0	0.000	-0.00	2024-07-18

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