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View Outliers PnL Drill-Down: VNO240920P00032000

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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
2024-08-06	VNO	VNO240920P00032000	32.00	5.0	1.000	0.474	0.215	0.9	0.8	-0.010	1.850	1.820	2.95	31.88	2024-09-20	PUT	Long	0.177	0.212	0.126

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
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.97	-0.90	$-8.26	-0.27	1.19	2.20	0.23	30.72	38.98	-1.97	$-197.00	220.00	44	3.0	137.000	-8.26	2024-09-19
VNO240920P00032000	VNO	PUT	Long	32.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.97	-0.90	$-8.16	-0.27	1.20	2.20	0.23	30.72	38.88	-1.97	$-197.00	220.00	43	3.0	137.000	-8.16	2024-09-18
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.97	-0.90	$-6.77	-0.22	0.52	2.20	0.23	30.72	37.49	-1.97	$-197.00	220.00	42	3.0	137.000	-6.77	2024-09-17
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-2.00	-0.91	$-6.74	-0.22	0.46	2.20	0.20	30.72	37.46	-2.00	$-200.00	220.00	41	1.0	137.000	-6.74	2024-09-16
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-2.00	-0.91	$-5.65	-0.18	0.41	2.20	0.20	30.72	36.37	-2.00	$-200.00	220.00	39	1.0	137.000	-5.65	2024-09-14
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-2.00	-0.91	$-5.65	-0.18	0.09	2.20	0.20	30.72	36.37	-2.00	$-200.00	220.00	38	1.0	137.000	-5.65	2024-09-13
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-2.00	-0.91	$-5.21	-0.17	0.05	2.20	0.20	30.72	35.93	-2.00	$-200.00	220.00	37	1.0	136.000	-5.21	2024-09-12
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.82	-0.83	$-3.38	-0.11	-0.00	2.20	0.38	30.72	34.10	-1.82	$-182.00	220.00	36	5.0	136.000	-3.38	2024-09-11
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.82	-0.83	$-2.86	-0.09	-0.06	2.20	0.38	30.72	33.58	-1.82	$-182.00	220.00	35	5.0	136.000	-2.86	2024-09-10
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.65	-0.75	$-2.63	-0.09	-0.06	2.20	0.55	30.72	33.35	-1.65	$-165.00	220.00	34	8.0	136.000	-2.63	2024-09-09
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.65	-0.75	$-2.71	-0.09	-0.02	2.20	0.55	30.72	33.43	-1.65	$-165.00	220.00	33	8.0	130.000	-2.71	2024-09-08
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.65	-0.75	$-2.69	-0.09	-0.07	2.20	0.55	30.72	33.41	-1.65	$-165.00	220.00	31	8.0	130.000	-2.69	2024-09-06
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.85	-0.84	$-2.92	-0.10	-0.10	2.20	0.35	30.72	33.64	-1.85	$-185.00	220.00	30	14.0	116.000	-2.92	2024-09-05
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.77	-0.80	$-2.96	-0.10	-0.04	2.20	0.43	30.72	33.68	-1.77	$-177.00	220.00	29	4.0	116.000	-2.96	2024-09-04
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.85	-0.84	$-3.65	-0.12	-0.09	2.20	0.35	30.72	34.37	-1.85	$-185.00	220.00	25	20.0	107.000	-3.65	2024-08-31
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.85	-0.84	$-3.65	-0.12	-0.09	2.20	0.35	30.72	34.37	-1.85	$-185.00	220.00	24	20.0	107.000	-3.65	2024-08-30
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.25	-0.11	-0.12	2.20	0.40	30.72	33.97	-1.80	$-180.00	220.00	23	15.0	92.000	-3.25	2024-08-29
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.31	-0.11	-0.10	2.20	0.40	30.72	34.03	-1.80	$-180.00	220.00	22	5.0	92.000	-3.31	2024-08-28
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.11	-0.10	-0.41	2.20	0.40	30.72	33.83	-1.80	$-180.00	220.00	21	5.0	92.000	-3.11	2024-08-27
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.58	-0.12	-0.09	2.20	0.40	30.72	34.30	-1.80	$-180.00	220.00	20	5.0	92.000	-3.58	2024-08-26
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.94	-0.13	-0.09	2.20	0.40	30.72	34.66	-1.80	$-180.00	220.00	19	5.0	92.000	-3.94	2024-08-25
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.94	-0.13	-0.09	2.20	0.40	30.72	34.66	-1.80	$-180.00	220.00	18	5.0	92.000	-3.94	2024-08-24
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.93	-0.13	-0.10	2.20	0.40	30.72	34.65	-1.80	$-180.00	220.00	17	5.0	92.000	-3.93	2024-08-23
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.80	-0.82	$-3.28	-0.11	-0.08	2.20	0.40	30.72	34.00	-1.80	$-180.00	220.00	16	5.0	92.000	-3.28	2024-08-22
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.65	-0.75	$-3.82	-0.12	-0.10	2.20	0.55	30.72	34.54	-1.65	$-165.00	220.00	15	42.0	97.000	-3.82	2024-08-21
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.20	-0.55	$-2.71	-0.09	-0.11	2.20	1.00	30.72	33.43	-1.20	$-120.00	220.00	14	7.0	97.000	-2.71	2024-08-20
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-1.20	-0.55	$-2.23	-0.07	-0.09	2.20	1.00	30.72	32.95	-1.20	$-120.00	220.00	13	7.0	95.000	-2.23	2024-08-19
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-0.90	-0.41	$-1.29	-0.04	-0.10	2.20	1.30	30.72	32.01	-0.90	$-90.00	220.00	12	11.0	90.000	-1.29	2024-08-18
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-0.90	-0.41	$-1.29	-0.04	-0.10	2.20	1.30	30.72	32.01	-0.90	$-90.00	220.00	11	11.0	90.000	-1.29	2024-08-17
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-0.80	-0.36	$-1.29	-0.04	-0.12	2.20	1.40	30.72	32.01	-0.80	$-80.00	220.00	10	9.0	90.000	-1.29	2024-08-16
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-0.90	-0.41	$-1.11	-0.04	-0.12	2.20	1.30	30.72	31.83	-0.90	$-90.00	220.00	9	13.0	77.000	-1.11	2024-08-15
VNO240920P00032000	VNO	PUT	Long	32.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.07	$-0.49	-0.02	-0.09	2.20	2.05	30.72	31.21	-0.15	$-15.00	220.00	8	10.0	77.000	-0.49	2024-08-14
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-0.15	-0.07	$-0.28	-0.01	-0.08	2.20	2.05	30.72	31.00	-0.15	$-15.00	220.00	7	10.0	67.000	-0.28	2024-08-13
VNO240920P00032000	VNO	PUT	Long	32.00	None	$0.25	0.11	$0.47	0.02	-0.08	2.20	2.45	30.72	30.25	0.25	$25.00	220.00	6	10.0	58.000	0.47	2024-08-12
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-0.18	-0.08	$-0.27	-0.01	-0.06	2.20	2.02	30.72	30.99	-0.18	$-18.00	220.00	3	2.0	56.000	-0.27	2024-08-09
VNO240920P00032000	VNO	PUT	Long	32.00	None	$-0.13	-0.06	$-0.80	-0.03	-0.04	2.20	2.07	30.72	31.52	-0.13	$-13.00	220.00	2	55.0	6.000	-0.80	2024-08-08
VNO240920P00032000	VNO	PUT	Long	32.00	None	$0.00	0.00	$0.72	0.02	0.02	2.20	2.20	30.72	30.00	0.00	$0.00	220.00	1	6.0	6.000	0.72	2024-08-07
VNO240920P00032000	VNO	PUT	Long	32.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.20	2.20	30.72	30.72	0.00	$0.00	220.00	0	6.0	1.000	-0.00	2024-08-06

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