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View Outliers PnL Drill-Down: VSAT240920P00024000

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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
2024-08-08	VSAT	VSAT240920P00024000	24.00	30.0	26.000	0.728	0.455	1.7	1.1	-0.040	2.450	1.850	2.25	24.49	2024-09-20	PUT	Long	0.397	0.512	0.378

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	VSAT	1.000	0.121	0.504	0.224	0.330	0.165	9.14	-0.250	0.0000	6.83	28.25	21	1y	9.67

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
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$11.51	0.47	5.91	2.25	7.40	24.49	12.98	5.15	$515.00	225.00	42	2.0	0.000	11.51	2024-09-19
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$11.93	0.49	6.56	2.25	7.40	24.49	12.56	5.15	$515.00	225.00	41	2.0	12.000	11.93	2024-09-18
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$11.46	0.47	3.26	2.25	7.40	24.49	13.03	5.15	$515.00	225.00	40	2.0	12.000	11.46	2024-09-17
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$10.92	0.45	2.60	2.25	7.40	24.49	13.57	5.15	$515.00	225.00	39	2.0	12.000	10.92	2024-09-16
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$11.70	0.48	2.64	2.25	7.40	24.49	12.79	5.15	$515.00	225.00	37	2.0	12.000	11.70	2024-09-14
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$11.70	0.48	2.45	2.25	7.40	24.49	12.79	5.15	$515.00	225.00	36	2.0	12.000	11.70	2024-09-13
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$9.47	0.39	2.38	2.25	7.40	24.49	15.02	5.15	$515.00	225.00	35	2.0	12.000	9.47	2024-09-12
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$9.62	0.39	1.19	2.25	7.40	24.49	14.87	5.15	$515.00	225.00	34	2.0	12.000	9.62	2024-09-11
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$9.55	0.39	2.14	2.25	7.40	24.49	14.94	5.15	$515.00	225.00	33	2.0	12.000	9.55	2024-09-10
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$8.52	0.35	0.69	2.25	7.40	24.49	15.97	5.15	$515.00	225.00	32	2.0	12.000	8.52	2024-09-09
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$7.41	0.30	1.48	2.25	7.40	24.49	17.08	5.15	$515.00	225.00	31	2.0	12.000	7.41	2024-09-08
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$7.41	0.30	0.38	2.25	7.40	24.49	17.08	5.15	$515.00	225.00	29	2.0	12.000	7.41	2024-09-06
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$7.16	0.29	0.21	2.25	7.40	24.49	17.33	5.15	$515.00	225.00	28	2.0	12.000	7.16	2024-09-05
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$9.33	0.38	0.92	2.25	7.40	24.49	15.16	5.15	$515.00	225.00	27	2.0	0.000	9.33	2024-09-04
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$8.79	0.36	-0.23	2.25	7.40	24.49	15.70	5.15	$515.00	225.00	23	2.0	12.000	8.79	2024-08-31
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$8.79	0.36	-0.23	2.25	7.40	24.49	15.70	5.15	$515.00	225.00	22	2.0	12.000	8.79	2024-08-30
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$8.68	0.35	0.30	2.25	7.40	24.49	15.81	5.15	$515.00	225.00	21	2.0	12.000	8.68	2024-08-29
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$5.15	2.29	$8.62	0.35	0.19	2.25	7.40	24.49	15.87	5.15	$515.00	225.00	20	2.0	12.000	8.62	2024-08-28
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.95	0.32	-0.73	2.25	6.49	24.49	16.54	4.24	$424.00	225.00	19	16.0	12.000	7.95	2024-08-27
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.47	0.31	0.63	2.25	6.49	24.49	17.02	4.24	$424.00	225.00	18	16.0	12.000	7.47	2024-08-26
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.35	0.30	0.23	2.25	6.49	24.49	17.14	4.24	$424.00	225.00	17	16.0	12.000	7.35	2024-08-25
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.35	0.30	0.21	2.25	6.49	24.49	17.14	4.24	$424.00	225.00	16	16.0	12.000	7.35	2024-08-24
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.35	0.30	0.14	2.25	6.49	24.49	17.14	4.24	$424.00	225.00	15	16.0	12.000	7.35	2024-08-23
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.91	0.32	0.03	2.25	6.49	24.49	16.58	4.24	$424.00	225.00	14	16.0	62.000	7.91	2024-08-22
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$6.98	0.29	-0.03	2.25	6.49	24.49	17.51	4.24	$424.00	225.00	13	16.0	62.000	6.98	2024-08-21
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$6.88	0.28	0.20	2.25	6.49	24.49	17.61	4.24	$424.00	225.00	12	16.0	62.000	6.88	2024-08-20
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$6.54	0.27	0.51	2.25	6.49	24.49	17.95	4.24	$424.00	225.00	11	16.0	62.000	6.54	2024-08-19
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$6.92	0.28	0.10	2.25	6.49	24.49	17.57	4.24	$424.00	225.00	10	16.0	62.000	6.92	2024-08-18
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$6.92	0.28	0.09	2.25	6.49	24.49	17.57	4.24	$424.00	225.00	9	16.0	62.000	6.92	2024-08-17
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$6.92	0.28	-0.02	2.25	6.49	24.49	17.57	4.24	$424.00	225.00	8	16.0	62.000	6.92	2024-08-16
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.06	0.29	0.71	2.25	6.49	24.49	17.43	4.24	$424.00	225.00	7	16.0	62.000	7.06	2024-08-15
VSAT240920P00024000	VSAT	PUT	Long	24.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$4.24	1.88	$7.72	0.32	0.43	2.25	6.49	24.49	16.77	4.24	$424.00	225.00	6	16.0	62.000	7.72	2024-08-14
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$4.24	1.88	$7.75	0.32	0.37	2.25	6.49	24.49	16.74	4.24	$424.00	225.00	5	16.0	65.000	7.75	2024-08-13
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$0.90	0.40	$2.87	0.12	-0.14	2.25	3.15	24.49	21.62	0.90	$90.00	225.00	4	34.0	76.000	2.87	2024-08-12
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$0.15	0.07	$1.67	0.07	-0.12	2.25	2.40	24.49	22.82	0.15	$15.00	225.00	1	65.0	47.000	1.67	2024-08-09
VSAT240920P00024000	VSAT	PUT	Long	24.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.25	2.25	24.49	24.49	0.00	$0.00	225.00	0	30.0	26.000	-0.00	2024-08-08

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