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View Outliers PnL Drill-Down: VNO231215P00022500

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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
2023-11-14	VNO	VNO231215P00022500	22.50	85.0	3009.000	0.522	0.264	1.0	0.4	-0.010	1.550	0.930	1.15	23.05	2023-12-15	PUT	Long	0.268	0.306	0.156

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	VNO	0.727	0.050	0.179	0.109	0.063	-0.031	44.78	0.058	0.0000	22.85	45.76	21	1y	42.95

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
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-8.26	-0.36	1.99	1.15	0.15	23.05	31.31	-1.00	$-100.00	115.00	30	1.0	2861.000	-8.26	2023-12-14
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-6.16	-0.27	0.88	1.15	0.15	23.05	29.21	-1.00	$-100.00	115.00	29	1.0	2861.000	-6.16	2023-12-13
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-3.31	-0.14	0.40	1.15	0.15	23.05	26.36	-1.00	$-100.00	115.00	28	1.0	2861.000	-3.31	2023-12-12
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-4.19	-0.18	0.90	1.15	0.15	23.05	27.24	-1.00	$-100.00	115.00	27	1.0	2861.000	-4.19	2023-12-11
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-4.92	-0.21	0.22	1.15	0.15	23.05	27.97	-1.00	$-100.00	115.00	24	1.0	2861.000	-4.92	2023-12-08
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-4.89	-0.21	0.49	1.15	0.15	23.05	27.94	-1.00	$-100.00	115.00	23	1.0	2861.000	-4.89	2023-12-07
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-4.13	-0.18	0.41	1.15	0.15	23.05	27.18	-1.00	$-100.00	115.00	22	0.0	2861.000	-4.13	2023-12-06
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-3.67	-0.16	0.36	1.15	0.15	23.05	26.72	-1.00	$-100.00	115.00	21	0.0	2861.000	-3.67	2023-12-05
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-4.71	-0.20	0.20	1.15	0.15	23.05	27.76	-1.00	$-100.00	115.00	20	0.0	2862.000	-4.71	2023-12-04
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-0.96	-0.83	$-3.71	-0.16	0.22	1.15	0.19	23.05	26.76	-0.96	$-96.00	115.00	19	0.0	2869.000	-3.71	2023-12-03
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-0.96	-0.83	$-3.71	-0.16	0.19	1.15	0.19	23.05	26.76	-0.96	$-96.00	115.00	18	0.0	2869.000	-3.71	2023-12-02
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-1.00	-0.87	$-3.71	-0.16	0.17	1.15	0.15	23.05	26.76	-1.00	$-100.00	115.00	17	0.0	2869.000	-3.71	2023-12-01
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-0.75	-0.65	$-0.50	-0.02	0.05	1.15	0.40	23.05	23.55	-0.75	$-75.00	115.00	16	0.0	2869.000	-0.50	2023-11-30
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-0.75	-0.65	$-0.71	-0.03	-0.02	1.15	0.40	23.05	23.76	-0.75	$-75.00	115.00	15	0.0	2870.000	-0.71	2023-11-29
VNO231215P00022500	VNO	PUT	Long	22.50	None	$-0.40	-0.35	$-0.20	-0.01	0.06	1.15	0.75	23.05	23.25	-0.40	$-40.00	115.00	14	0.0	2871.000	-0.20	2023-11-28
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.20	0.17	$1.35	0.06	0.02	1.15	1.35	23.05	21.70	0.20	$20.00	115.00	13	0.0	2871.000	1.35	2023-11-27
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.15	0.13	$1.26	0.05	-0.07	1.15	1.30	23.05	21.79	0.15	$15.00	115.00	10	0.0	0.000	1.26	2023-11-24
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.15	0.13	$1.17	0.05	-0.52	1.15	1.30	23.05	21.88	0.15	$15.00	115.00	9	0.0	0.000	1.17	2023-11-23
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.25	0.22	$1.41	0.06	-0.10	1.15	1.40	23.05	21.64	0.25	$25.00	115.00	8	0.0	2820.000	1.41	2023-11-22
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.25	0.22	$1.40	0.06	-0.07	1.15	1.40	23.05	21.65	0.25	$25.00	115.00	7	0.0	2954.000	1.40	2023-11-21
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.10	0.09	$0.58	0.03	-0.02	1.15	1.25	23.05	22.47	0.10	$10.00	115.00	6	0.0	2955.000	0.58	2023-11-20
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.00	0.00	$0.46	0.02	0.01	1.15	1.15	23.05	22.59	0.00	$0.00	115.00	5	0.0	2955.000	0.46	2023-11-19
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.00	0.00	$0.46	0.02	-0.00	1.15	1.15	23.05	22.59	0.00	$0.00	115.00	3	0.0	2955.000	0.46	2023-11-17
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.13	0.11	$0.73	0.03	-0.00	1.15	1.28	23.05	22.32	0.13	$13.00	115.00	2	0.0	2968.000	0.73	2023-11-16
VNO231215P00022500	VNO	PUT	Long	22.50	Exit OP PnL: $-0.25;Exit EQ PnL: -0.28; Position is Long and position continued to lose. Latest OP price is: $0.90 (EQ: $23.33). Initial OP price was: $1.15 (EQ: $23.05). Surpassed Stop Loss Percentage: -0.2173913043478260869565217391 < -0.16.	$-0.25	-0.22	$-0.28	-0.01	-0.01	1.15	0.90	23.05	23.33	-0.25	$-25.00	115.00	1	0.0	2968.000	-0.28	2023-11-15
VNO231215P00022500	VNO	PUT	Long	22.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.15	1.15	23.05	23.05	0.00	$0.00	115.00	0	0.0	3009.000	-0.00	2023-11-14

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