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View Outliers PnL Drill-Down: VMEO241220P00005000

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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
2024-11-05	VMEO	VMEO241220P00005000	5.00	534.0	27.000	0.734	0.398	2.0	0.0	-0.110	2.030	0.050	0.10	6.96	2024-12-20	PUT	Long	0.172	0.409	0.447

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	VMEO	0.909	0.060	0.401	0.166	0.093	-0.308	6.89	0.053	0.0000	3.50	7.32	21	1y	5.66

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
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.06	-0.60	$0.51	0.07	1.52	0.10	0.04	6.96	6.45	-0.06	$-6.00	10.00	44	1.0	488.000	0.51	2024-12-19
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.06	-0.60	$0.50	0.07	1.11	0.10	0.04	6.96	6.46	-0.06	$-6.00	10.00	43	1.0	488.000	0.50	2024-12-18
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.06	-0.60	$0.07	0.01	1.14	0.10	0.04	6.96	6.89	-0.06	$-6.00	10.00	42	1.0	488.000	0.07	2024-12-17
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.06	-0.60	$-0.02	-0.00	1.00	0.10	0.04	6.96	6.98	-0.06	$-6.00	10.00	41	1.0	488.000	-0.02	2024-12-16
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.06	-0.60	$0.12	0.02	0.58	0.10	0.04	6.96	6.84	-0.06	$-6.00	10.00	38	1.0	487.000	0.12	2024-12-13
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$-0.18	-0.03	0.62	0.10	0.05	6.96	7.14	-0.05	$-5.00	10.00	37	1.0	487.000	-0.18	2024-12-12
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$-0.35	-0.05	0.61	0.10	0.05	6.96	7.31	-0.05	$-5.00	10.00	36	1.0	487.000	-0.35	2024-12-11
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$-0.36	-0.05	0.56	0.10	0.05	6.96	7.32	-0.05	$-5.00	10.00	35	1.0	487.000	-0.36	2024-12-10
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.07	-0.70	$-0.04	-0.01	0.39	0.10	0.03	6.96	7.00	-0.07	$-7.00	10.00	34	20.0	487.000	-0.04	2024-12-09
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.07	-0.70	$-0.00	-0.00	0.38	0.10	0.03	6.96	6.96	-0.07	$-7.00	10.00	33	20.0	487.000	-0.00	2024-12-08
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.07	-0.70	$-0.00	-0.00	0.26	0.10	0.03	6.96	6.96	-0.07	$-7.00	10.00	31	20.0	487.000	-0.00	2024-12-06
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.07	-0.70	$0.17	0.02	0.17	0.10	0.03	6.96	6.79	-0.07	$-7.00	10.00	30	20.0	487.000	0.17	2024-12-05
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.07	-0.70	$0.21	0.03	0.13	0.10	0.03	6.96	6.75	-0.07	$-7.00	10.00	29	20.0	487.000	0.21	2024-12-04
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.07	-0.70	$0.26	0.04	0.09	0.10	0.03	6.96	6.70	-0.07	$-7.00	10.00	28	20.0	487.000	0.26	2024-12-03
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.07	-0.70	$0.35	0.05	0.05	0.10	0.03	6.96	6.61	-0.07	$-7.00	10.00	27	20.0	467.000	0.35	2024-12-02
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.43	0.06	-0.48	0.10	0.05	6.96	6.53	-0.05	$-5.00	10.00	26	1.0	0.000	0.43	2024-12-01
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.43	0.06	-0.02	0.10	0.05	6.96	6.53	-0.05	$-5.00	10.00	25	1.0	467.000	0.43	2024-11-30
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.25	0.04	0.02	0.10	0.05	6.96	6.71	-0.05	$-5.00	10.00	23	1.0	467.000	0.25	2024-11-28
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.22	0.03	-0.48	0.10	0.05	6.96	6.74	-0.05	$-5.00	10.00	22	1.0	467.000	0.22	2024-11-27
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.28	0.04	-0.04	0.10	0.05	6.96	6.68	-0.05	$-5.00	10.00	21	1.0	467.000	0.28	2024-11-26
VMEO241220P00005000	VMEO	PUT	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$0.23	0.03	-0.04	0.10	0.05	6.96	6.73	-0.05	$-5.00	10.00	20	1.0	467.000	0.23	2024-11-25
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.06	-0.60	$0.18	0.03	-0.02	0.10	0.04	6.96	6.78	-0.06	$-6.00	10.00	19	1.0	467.000	0.18	2024-11-24
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.06	-0.60	$0.18	0.03	-0.05	0.10	0.04	6.96	6.78	-0.06	$-6.00	10.00	18	1.0	467.000	0.18	2024-11-23
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.18	0.03	-0.06	0.10	0.05	6.96	6.78	-0.05	$-5.00	10.00	17	1.0	467.000	0.18	2024-11-22
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.30	0.04	-0.10	0.10	0.05	6.96	6.66	-0.05	$-5.00	10.00	16	1.0	467.000	0.30	2024-11-21
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.43	0.06	-0.15	0.10	0.05	6.96	6.53	-0.05	$-5.00	10.00	15	1.0	467.000	0.43	2024-11-20
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.52	0.07	-0.17	0.10	0.05	6.96	6.44	-0.05	$-5.00	10.00	14	1.0	467.000	0.52	2024-11-19
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.65	0.09	-0.22	0.10	0.05	6.96	6.31	-0.05	$-5.00	10.00	13	1.0	467.000	0.65	2024-11-18
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.48	0.07	-0.18	0.10	0.05	6.96	6.48	-0.05	$-5.00	10.00	12	1.0	466.000	0.48	2024-11-17
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.48	0.07	-0.19	0.10	0.05	6.96	6.48	-0.05	$-5.00	10.00	11	1.0	466.000	0.48	2024-11-16
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.48	0.07	-0.20	0.10	0.05	6.96	6.48	-0.05	$-5.00	10.00	10	1.0	466.000	0.48	2024-11-15
VMEO241220P00005000	VMEO	PUT	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$0.41	0.06	-0.19	0.10	0.05	6.96	6.55	-0.05	$-5.00	10.00	9	1.0	466.000	0.41	2024-11-14
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.31	0.04	-0.08	0.10	0.05	6.96	6.65	-0.05	$-5.00	10.00	8	1.0	465.000	0.31	2024-11-13
VMEO241220P00005000	VMEO	PUT	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.50	$0.20	0.03	-0.16	0.10	0.05	6.96	6.76	-0.05	$-5.00	10.00	7	3.0	463.000	0.20	2024-11-12
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$-0.18	-0.03	0.02	0.10	0.05	6.96	7.14	-0.05	$-5.00	10.00	6	3.0	465.000	-0.18	2024-11-11
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.17	0.02	0.01	0.10	0.05	6.96	6.79	-0.05	$-5.00	10.00	5	5.0	465.000	0.17	2024-11-10
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.17	0.02	-0.00	0.10	0.05	6.96	6.79	-0.05	$-5.00	10.00	4	5.0	465.000	0.17	2024-11-09
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$0.18	0.03	-0.02	0.10	0.05	6.96	6.78	-0.05	$-5.00	10.00	3	5.0	465.000	0.18	2024-11-08
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$-0.05	-0.50	$-0.04	-0.01	0.03	0.10	0.05	6.96	7.00	-0.05	$-5.00	10.00	2	5.0	462.000	-0.04	2024-11-07
VMEO241220P00005000	VMEO	PUT	Long	5.00	Exit OP PnL: $-0.05;Exit EQ PnL: 0.03; Position is Long and position continued to lose. Latest OP price is: $0.05 (EQ: $6.93). Initial OP price was: $0.10 (EQ: $6.96). Surpassed Stop Loss Percentage: -0.5 < -0.16.	$0.00	0.00	$0.22	0.03	-0.04	0.10	0.10	6.96	6.74	0.00	$0.00	10.00	1	89.0	542.000	0.22	2024-11-06
VMEO241220P00005000	VMEO	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	6.96	6.96	0.00	$0.00	10.00	0	534.0	27.000	-0.00	2024-11-05

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