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View Outliers PnL Drill-Down: VSCO240119P00025000

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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
2023-11-30	VSCO	VSCO240119P00025000	25.00	214.0	197.000	0.528	0.309	2.4	0.3	0.000	3.000	0.910	1.15	26.96	2024-01-19	PUT	Long	0.317	0.343	0.144

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
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.64	0.55	$3.90	0.14	0.32	1.17	1.81	27.23	23.33	0.64	$64.00	117.00	49	3.0	1251.000	3.90	2024-01-18
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.93	0.79	$4.08	0.15	0.43	1.17	2.10	27.23	23.15	0.93	$93.00	117.00	48	5.0	1253.000	4.08	2024-01-17
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.65	0.56	$3.60	0.13	0.58	1.17	1.82	27.23	23.63	0.65	$65.00	117.00	47	1.0	1253.000	3.60	2024-01-16
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.32	0.27	$3.48	0.13	-0.00	1.17	1.49	27.23	23.75	0.32	$32.00	117.00	43	190.0	1263.000	3.48	2024-01-12
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.17	0.15	$3.01	0.11	0.00	1.17	1.34	27.23	24.22	0.17	$17.00	117.00	42	10.0	1263.000	3.01	2024-01-11
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.33	0.28	$3.33	0.12	0.02	1.17	1.50	27.23	23.90	0.33	$33.00	117.00	41	306.0	1458.000	3.33	2024-01-10
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.58	0.50	$3.73	0.14	0.13	1.17	1.75	27.23	23.50	0.58	$58.00	117.00	40	35.0	1459.000	3.73	2024-01-09
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.19	-0.16	$2.29	0.08	0.04	1.17	0.98	27.23	24.94	-0.19	$-19.00	117.00	39	10.0	1461.000	2.29	2024-01-08
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.03	0.03	$2.26	0.08	0.09	1.17	1.20	27.23	24.97	0.03	$3.00	117.00	38	26.0	1485.000	2.26	2024-01-07
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.03	0.03	$2.26	0.08	0.03	1.17	1.20	27.23	24.97	0.03	$3.00	117.00	36	26.0	1485.000	2.26	2024-01-05
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.13	0.11	$2.77	0.10	-0.54	1.17	1.30	27.23	24.46	0.13	$13.00	117.00	35	16.0	1485.000	2.77	2024-01-04
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.08	0.07	$2.34	0.09	-0.54	1.17	1.25	27.23	24.89	0.08	$8.00	117.00	34	58.0	1490.000	2.34	2024-01-03
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.59	-0.50	$0.11	0.00	-0.41	1.17	0.58	27.23	27.12	-0.59	$-59.00	117.00	33	17.0	1483.000	0.11	2024-01-02
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.42	-0.36	$0.69	0.03	0.07	1.17	0.75	27.23	26.54	-0.42	$-42.00	117.00	32	9.0	1491.000	0.69	2024-01-01
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.42	-0.36	$0.69	0.03	0.04	1.17	0.75	27.23	26.54	-0.42	$-42.00	117.00	30	9.0	1491.000	0.69	2023-12-30
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.57	-0.49	$0.29	0.01	0.18	1.17	0.60	27.23	26.94	-0.57	$-57.00	117.00	29	1055.0	1491.000	0.29	2023-12-29
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.57	-0.49	$0.07	0.00	0.01	1.17	0.60	27.23	27.16	-0.57	$-57.00	117.00	28	335.0	536.000	0.07	2023-12-28
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.62	-0.53	$-0.39	-0.01	0.02	1.17	0.55	27.23	27.62	-0.62	$-62.00	117.00	27	260.0	468.000	-0.39	2023-12-27
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.77	-0.66	$-1.56	-0.06	0.07	1.17	0.40	27.23	28.79	-0.77	$-77.00	117.00	26	14.0	460.000	-1.56	2023-12-26
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.59	-0.50	$-0.72	-0.03	0.05	1.17	0.58	27.23	27.95	-0.59	$-59.00	117.00	25	35.0	439.000	-0.72	2023-12-25
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.59	-0.50	$-0.72	-0.03	0.03	1.17	0.58	27.23	27.95	-0.59	$-59.00	117.00	23	35.0	439.000	-0.72	2023-12-23
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.51	-0.44	$-0.72	-0.03	0.02	1.17	0.66	27.23	27.95	-0.51	$-51.00	117.00	22	23.0	439.000	-0.72	2023-12-22
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.52	-0.44	$-0.70	-0.03	0.03	1.17	0.65	27.23	27.93	-0.52	$-52.00	117.00	21	64.0	451.000	-0.70	2023-12-21
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.37	-0.32	$0.17	0.01	-0.02	1.17	0.80	27.23	27.06	-0.37	$-37.00	117.00	20	170.0	437.000	0.17	2023-12-20
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.06	-0.05	$1.12	0.04	-0.01	1.17	1.11	27.23	26.11	-0.06	$-6.00	117.00	19	45.0	445.000	1.12	2023-12-19
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.03	0.03	$1.47	0.05	-0.02	1.17	1.20	27.23	25.76	0.03	$3.00	117.00	18	5.0	441.000	1.47	2023-12-18
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.03	0.03	$1.34	0.05	-0.02	1.17	1.20	27.23	25.89	0.03	$3.00	117.00	16	150.0	420.000	1.34	2023-12-16
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.22	-0.19	$0.45	0.02	-0.02	1.17	0.95	27.23	26.78	-0.22	$-22.00	117.00	14	50.0	382.000	0.45	2023-12-14
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.13	-0.11	$0.59	0.02	-0.02	1.17	1.04	27.23	26.64	-0.13	$-13.00	117.00	13	7.0	377.000	0.59	2023-12-13
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.38	0.32	$1.75	0.06	-0.02	1.17	1.55	27.23	25.48	0.38	$38.00	117.00	12	20.0	0.000	1.75	2023-12-12
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.08	0.07	$0.87	0.03	-0.00	1.17	1.25	27.23	26.36	0.08	$8.00	117.00	11	192.0	355.000	0.87	2023-12-11
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.10	-0.09	$0.49	0.02	0.00	1.17	1.07	27.23	26.74	-0.10	$-10.00	117.00	7	0.0	354.000	0.49	2023-12-07
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.38	0.32	$1.07	0.04	0.00	1.17	1.55	27.23	26.16	0.38	$38.00	117.00	6	0.0	315.000	1.07	2023-12-06
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.33	0.28	$1.23	0.05	0.00	1.17	1.50	27.23	26.00	0.33	$33.00	117.00	5	0.0	339.000	1.23	2023-12-05
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.02	-0.02	$0.06	0.00	0.03	1.17	1.15	27.23	27.17	-0.02	$-2.00	117.00	4	0.0	309.000	0.06	2023-12-04
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.23	-0.20	$-1.30	-0.05	0.04	1.17	0.94	27.23	28.53	-0.23	$-23.00	117.00	3	0.0	300.000	-1.30	2023-12-03
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$-0.23	-0.20	$-1.30	-0.05	0.04	1.17	0.94	27.23	28.53	-0.23	$-23.00	117.00	2	0.0	300.000	-1.30	2023-12-02
VSCO240119P00025000	VSCO	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.23	-0.20	$-1.07	-0.04	0.03	1.17	0.94	27.23	28.30	-0.23	$-23.00	117.00	1	0.0	300.000	-1.07	2023-12-01
VSCO240119P00025000	VSCO	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.17	1.17	27.23	27.23	0.00	$0.00	117.00	0	0.0	197.000	-0.00	2023-11-30

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