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View Outliers PnL Drill-Down: VNDA240517P00006000

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	VNDA240517P00006000	6.00	25.0	1.000	1.168	0.406	0.1	0.7	-0.060	0.550	1.120	1.03	5.41	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
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.50	-0.40	$-0.31	-0.06	1.30	1.25	0.75	5.05	5.36	-0.50	$-50.00	125.00	42	18.0	200.000	-0.31	2024-05-15
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.50	-0.40	$-0.08	-0.02	0.77	1.25	0.75	5.05	5.13	-0.50	$-50.00	125.00	41	18.0	211.000	-0.08	2024-05-14
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.50	-0.40	$-0.00	-0.00	0.66	1.25	0.75	5.05	5.05	-0.50	$-50.00	125.00	40	18.0	211.000	-0.00	2024-05-13
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.50	-0.40	$0.01	0.00	-0.95	1.25	0.75	5.05	5.04	-0.50	$-50.00	125.00	39	18.0	211.000	0.01	2024-05-12
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.50	-0.40	$0.04	0.01	0.32	1.25	0.75	5.05	5.01	-0.50	$-50.00	125.00	36	2.0	211.000	0.04	2024-05-09
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.50	-0.40	$-0.31	-0.06	1.45	1.25	0.75	5.05	5.36	-0.50	$-50.00	125.00	35	2.0	209.000	-0.31	2024-05-08
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.55	-0.44	$-0.43	-0.09	-0.05	1.25	0.70	5.05	5.48	-0.55	$-55.00	125.00	34	7.0	201.000	-0.43	2024-05-07
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.05	0.04	$0.32	0.06	0.22	1.25	1.30	5.05	4.73	0.05	$5.00	125.00	30	18.0	201.000	0.32	2024-05-03
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.05	0.04	$0.37	0.07	0.16	1.25	1.30	5.05	4.68	0.05	$5.00	125.00	29	18.0	219.000	0.37	2024-05-02
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.55	0.44	$0.27	0.05	0.15	1.25	1.80	5.05	4.78	0.55	$55.00	125.00	26	22.0	223.000	0.27	2024-04-29
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.55	0.44	$0.43	0.09	0.21	1.25	1.80	5.05	4.62	0.55	$55.00	125.00	23	22.0	223.000	0.43	2024-04-26
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.55	0.44	$0.57	0.11	-0.17	1.25	1.80	5.05	4.48	0.55	$55.00	125.00	22	22.0	227.000	0.57	2024-04-25
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.20	0.16	$0.49	0.10	0.09	1.25	1.45	5.05	4.56	0.20	$20.00	125.00	21	23.0	227.000	0.49	2024-04-24
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.05	0.04	$0.42	0.08	-0.07	1.25	1.30	5.05	4.63	0.05	$5.00	125.00	20	2.0	227.000	0.42	2024-04-23
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.05	0.04	$0.25	0.05	-0.19	1.25	1.30	5.05	4.80	0.05	$5.00	125.00	19	2.0	229.000	0.25	2024-04-22
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.15	-0.12	$-0.06	-0.01	0.07	1.25	1.10	5.05	5.11	-0.15	$-15.00	125.00	16	1.0	229.000	-0.06	2024-04-19
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.01	-0.01	$0.08	0.02	-0.21	1.25	1.24	5.05	4.97	-0.01	$-1.00	125.00	15	203.0	243.000	0.08	2024-04-18
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.30	-0.24	$-0.19	-0.04	0.01	1.25	0.95	5.05	5.24	-0.30	$-30.00	125.00	14	308.0	38.000	-0.19	2024-04-17
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.66	0.53	$1.00	0.20	0.19	1.25	1.91	5.05	4.05	0.66	$66.00	125.00	13	2.0	38.000	1.00	2024-04-16
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.66	0.53	$0.99	0.20	0.02	1.25	1.91	5.05	4.06	0.66	$66.00	125.00	12	2.0	38.000	0.99	2024-04-15
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.10	-0.08	$0.93	0.18	0.15	1.25	1.15	5.05	4.12	-0.10	$-10.00	125.00	9	4.0	38.000	0.93	2024-04-12
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.10	-0.08	$0.77	0.15	-0.15	1.25	1.15	5.05	4.28	-0.10	$-10.00	125.00	8	4.0	38.000	0.77	2024-04-11
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.10	-0.08	$0.77	0.15	-0.07	1.25	1.15	5.05	4.28	-0.10	$-10.00	125.00	7	4.0	38.000	0.77	2024-04-10
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.10	-0.08	$0.69	0.14	-0.10	1.25	1.15	5.05	4.36	-0.10	$-10.00	125.00	6	4.0	38.000	0.69	2024-04-09
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.10	-0.08	$0.54	0.11	0.11	1.25	1.15	5.05	4.51	-0.10	$-10.00	125.00	5	4.0	38.000	0.54	2024-04-08
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$-0.10	-0.08	$0.23	0.05	-0.12	1.25	1.15	5.05	4.82	-0.10	$-10.00	125.00	2	4.0	38.000	0.23	2024-04-05
VNDA240517P00006000	VNDA	PUT	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.23	$-0.10	-0.08	$0.13	0.03	-0.05	1.25	1.15	5.05	4.92	-0.10	$-10.00	125.00	1	4.0	42.000	0.13	2024-04-04
VNDA240517P00006000	VNDA	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.25	1.25	5.05	5.05	0.00	$0.00	125.00	0	69.0	1.000	-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