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View Outliers PnL Drill-Down: VLD231117P00002500

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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
2023-10-02	VLD	VLD231117P00002500	2.50	5.0	1656.000	1.484	0.384	0.0	0.9	-0.010	0.040	0.970	1.00	1.56	2023-11-17	PUT	Long	0.478	0.480	0.038

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.25	0.25	$0.56	0.35	13.50	1.00	1.25	1.62	1.06	0.25	$25.00	100.00	45	0.0	1657.000	0.56	2023-11-16
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.25	0.25	$0.21	0.13	8.44	1.00	1.25	1.62	1.41	0.25	$25.00	100.00	44	0.0	1657.000	0.21	2023-11-15
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.25	0.25	$0.26	0.16	4.56	1.00	1.25	1.62	1.36	0.25	$25.00	100.00	42	0.0	1657.000	0.26	2023-11-13
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.25	0.25	$0.26	0.16	3.00	1.00	1.25	1.62	1.36	0.25	$25.00	100.00	39	0.0	1657.000	0.26	2023-11-10
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.25	0.25	$0.30	0.19	0.00	1.00	1.25	1.62	1.32	0.25	$25.00	100.00	38	0.0	0.000	0.30	2023-11-09
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.25	0.25	$0.30	0.19	4.72	1.00	1.25	1.62	1.32	0.25	$25.00	100.00	37	0.0	1667.000	0.30	2023-11-08
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.24	0.24	$0.37	0.23	4.44	1.00	1.24	1.62	1.25	0.24	$24.00	100.00	36	0.0	1667.000	0.37	2023-11-07
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.24	0.24	$0.35	0.22	4.22	1.00	1.24	1.62	1.27	0.24	$24.00	100.00	35	0.0	1667.000	0.35	2023-11-06
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.24	0.24	$0.35	0.22	4.22	1.00	1.24	1.62	1.27	0.24	$24.00	100.00	34	0.0	1667.000	0.35	2023-11-05
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.27	0.17	0.50	1.00	1.10	1.62	1.35	0.10	$10.00	100.00	32	0.0	1667.000	0.27	2023-11-03
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.31	0.19	3.38	1.00	1.10	1.62	1.31	0.10	$10.00	100.00	31	0.0	1667.000	0.31	2023-11-02
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.36	0.22	3.58	1.00	1.10	1.62	1.26	0.10	$10.00	100.00	30	0.0	1667.000	0.36	2023-11-01
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.30	0.19	1.94	1.00	1.10	1.62	1.32	0.10	$10.00	100.00	29	0.0	1667.000	0.30	2023-10-31
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.35	0.22	3.30	1.00	1.10	1.62	1.27	0.10	$10.00	100.00	28	0.0	1667.000	0.35	2023-10-30
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.39	0.24	2.12	1.00	1.10	1.62	1.23	0.10	$10.00	100.00	25	0.0	1667.000	0.39	2023-10-27
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.34	0.21	0.00	1.00	1.10	1.62	1.28	0.10	$10.00	100.00	24	0.0	1667.000	0.34	2023-10-26
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.10	0.10	$0.34	0.21	1.31	1.00	1.10	1.62	1.28	0.10	$10.00	100.00	23	0.0	1667.000	0.34	2023-10-25
VLD231117P00002500	VLD	PUT	Long	2.50	Underlying has moved in favorable position (0.1419753086419753086419753086) and there is OP activity;Exit OP PnL: $0.10;Exit EQ PnL: 0.23	$0.10	0.10	$0.23	0.14	2.25	1.00	1.10	1.62	1.39	0.10	$10.00	100.00	22	0.0	1667.000	0.23	2023-10-24
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.10	-0.10	$0.20	0.12	2.44	1.00	0.90	1.62	1.42	-0.10	$-10.00	100.00	21	0.0	1667.000	0.20	2023-10-23
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.10	-0.10	$0.27	0.17	1.50	1.00	0.90	1.62	1.35	-0.10	$-10.00	100.00	17	0.0	1667.000	0.27	2023-10-19
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.10	-0.10	$0.25	0.15	2.64	1.00	0.90	1.62	1.37	-0.10	$-10.00	100.00	16	0.0	1667.000	0.25	2023-10-18
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.10	-0.10	$0.12	0.07	0.50	1.00	0.90	1.62	1.50	-0.10	$-10.00	100.00	15	0.0	1667.000	0.12	2023-10-17
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.10	-0.10	$0.15	0.09	1.19	1.00	0.90	1.62	1.47	-0.10	$-10.00	100.00	14	0.0	1667.000	0.15	2023-10-16
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.10	-0.10	$0.23	0.14	1.19	1.00	0.90	1.62	1.39	-0.10	$-10.00	100.00	11	0.0	1667.000	0.23	2023-10-13
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.10	-0.10	$0.10	0.06	1.50	1.00	0.90	1.62	1.52	-0.10	$-10.00	100.00	9	0.0	1667.000	0.10	2023-10-11
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.05	-0.05	$0.03	0.02	1.47	1.00	0.95	1.62	1.59	-0.05	$-5.00	100.00	6	0.0	1666.000	0.03	2023-10-08
VLD231117P00002500	VLD	PUT	Long	2.50	None	$-0.05	-0.05	$0.03	0.02	1.43	1.00	0.95	1.62	1.59	-0.05	$-5.00	100.00	4	0.0	1666.000	0.03	2023-10-06
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.00	0.00	$0.07	0.04	1.00	1.00	1.00	1.62	1.55	0.00	$0.00	100.00	3	0.0	1666.000	0.07	2023-10-05
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.05	0.05	$0.10	0.06	0.00	1.00	1.05	1.62	1.52	0.05	$5.00	100.00	2	0.0	1666.000	0.10	2023-10-04
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.05	0.05	$0.06	0.04	1.06	1.00	1.05	1.62	1.56	0.05	$5.00	100.00	1	0.0	1666.000	0.06	2023-10-03
VLD231117P00002500	VLD	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.00	1.00	1.62	1.62	0.00	$0.00	100.00	0	5.0	0.000	-0.00	2023-10-02

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