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View Outliers PnL Drill-Down: VNDA240517P00004000

View in yFinance: VNDA

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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
2024-04-03	VNDA	VNDA240517P00004000	4.00	112.0	93.000	0.922	0.352	1.1	0.0	-0.030	1.210	0.140	0.20	5.05	2024-05-17	PUT	Long	0.260	0.367	0.292

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	VNDA	0.909	0.083	0.402	0.170	0.092	-0.044	4.73	0.013	0.0000	3.47	6.50	21	1y	4.88

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
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.15	-0.75	$-0.31	-0.06	1.20	0.20	0.05	5.05	5.36	-0.15	$-15.00	20.00	42	50.0	720.000	-0.31	2024-05-15
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.15	-0.75	$-0.08	-0.02	0.70	0.20	0.05	5.05	5.13	-0.15	$-15.00	20.00	41	50.0	720.000	-0.08	2024-05-14
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.15	-0.75	$-0.00	-0.00	0.47	0.20	0.05	5.05	5.05	-0.15	$-15.00	20.00	40	50.0	720.000	-0.00	2024-05-13
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.15	-0.75	$0.01	0.00	0.45	0.20	0.05	5.05	5.04	-0.15	$-15.00	20.00	39	50.0	720.000	0.01	2024-05-12
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.15	-0.75	$0.04	0.01	0.09	0.20	0.05	5.05	5.01	-0.15	$-15.00	20.00	36	1.0	721.000	0.04	2024-05-09
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.15	-0.75	$-0.31	-0.06	0.23	0.20	0.05	5.05	5.36	-0.15	$-15.00	20.00	35	4.0	721.000	-0.31	2024-05-08
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.15	-0.75	$-0.43	-0.09	0.25	0.20	0.05	5.05	5.48	-0.15	$-15.00	20.00	34	4.0	721.000	-0.43	2024-05-07
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.11	-0.55	$0.31	0.06	-0.28	0.20	0.09	5.05	4.74	-0.11	$-11.00	20.00	30	11.0	670.000	0.31	2024-05-03
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.11	-0.55	$0.37	0.07	0.04	0.20	0.09	5.05	4.68	-0.11	$-11.00	20.00	29	11.0	659.000	0.37	2024-05-02
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.11	-0.55	$0.31	0.06	-0.12	0.20	0.09	5.05	4.74	-0.11	$-11.00	20.00	26	49.0	647.000	0.31	2024-04-29
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.11	-0.55	$0.43	0.09	-0.16	0.20	0.09	5.05	4.62	-0.11	$-11.00	20.00	23	49.0	598.000	0.43	2024-04-26
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.03	-0.15	$0.57	0.11	-0.12	0.20	0.17	5.05	4.48	-0.03	$-3.00	20.00	22	2.0	598.000	0.57	2024-04-25
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.10	-0.50	$0.49	0.10	-0.23	0.20	0.10	5.05	4.56	-0.10	$-10.00	20.00	21	5.0	595.000	0.49	2024-04-24
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.10	-0.50	$0.42	0.08	-0.06	0.20	0.10	5.05	4.63	-0.10	$-10.00	20.00	20	96.0	605.000	0.42	2024-04-23
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.08	-0.40	$0.25	0.05	-0.12	0.20	0.12	5.05	4.80	-0.08	$-8.00	20.00	19	22.0	583.000	0.25	2024-04-22
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.05	-0.25	$-0.06	-0.01	0.05	0.20	0.15	5.05	5.11	-0.05	$-5.00	20.00	16	36.0	616.000	-0.06	2024-04-19
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.06	-0.30	$0.08	0.02	0.04	0.20	0.14	5.05	4.97	-0.06	$-6.00	20.00	15	72.0	546.000	0.08	2024-04-18
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$-0.05	-0.25	$-0.19	-0.04	0.07	0.20	0.15	5.05	5.24	-0.05	$-5.00	20.00	14	249.0	310.000	-0.19	2024-04-17
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.13	0.65	$1.00	0.20	-0.19	0.20	0.33	5.05	4.05	0.13	$13.00	20.00	13	7.0	310.000	1.00	2024-04-16
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.05	0.25	$0.99	0.20	-0.03	0.20	0.25	5.05	4.06	0.05	$5.00	20.00	12	4.0	308.000	0.99	2024-04-15
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.10	0.50	$0.93	0.18	-0.17	0.20	0.30	5.05	4.12	0.10	$10.00	20.00	9	37.0	277.000	0.93	2024-04-12
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.14	0.70	$0.77	0.15	-0.11	0.20	0.34	5.05	4.28	0.14	$14.00	20.00	8	15.0	277.000	0.77	2024-04-11
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.14	0.70	$0.77	0.15	-0.12	0.20	0.34	5.05	4.28	0.14	$14.00	20.00	7	15.0	267.000	0.77	2024-04-10
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.06	0.30	$0.69	0.14	-0.13	0.20	0.26	5.05	4.36	0.06	$6.00	20.00	6	5.0	264.000	0.69	2024-04-09
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.01	0.05	$0.54	0.11	-0.20	0.20	0.21	5.05	4.51	0.01	$1.00	20.00	5	111.0	153.000	0.54	2024-04-08
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.00	0.00	$0.23	0.05	-0.18	0.20	0.20	5.05	4.82	0.00	$0.00	20.00	2	31.0	153.000	0.23	2024-04-05
VNDA240517P00004000	VNDA	PUT	Long	4.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.23	$0.05	0.25	$0.13	0.03	-0.04	0.20	0.25	5.05	4.92	0.05	$5.00	20.00	1	58.0	155.000	0.13	2024-04-04
VNDA240517P00004000	VNDA	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	5.05	5.05	0.00	$0.00	20.00	0	112.0	93.000	-0.00	2024-04-03

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