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View Outliers PnL Drill-Down: VSCO240920P00022000

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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
2024-08-14	VSCO	VSCO240920P00022000	22.00	235.0	146.000	0.627	0.297	0.9	0.7	-0.010	1.810	1.550	1.70	22.16	2024-09-20	PUT	Long	0.302	0.339	0.162

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
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.66	-0.98	$-3.83	-0.17	0.58	1.70	0.04	22.16	25.99	-1.66	$-166.00	170.00	36	10.0	5249.000	-3.83	2024-09-19
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.66	-0.98	$-2.99	-0.13	0.19	1.70	0.04	22.16	25.15	-1.66	$-166.00	170.00	35	100.0	5313.000	-2.99	2024-09-18
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.65	-0.97	$-2.21	-0.10	-0.06	1.70	0.05	22.16	24.37	-1.65	$-165.00	170.00	34	158.0	5164.000	-2.21	2024-09-17
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.61	-0.95	$-1.42	-0.06	-0.09	1.70	0.09	22.16	23.58	-1.61	$-161.00	170.00	33	76.0	5160.000	-1.42	2024-09-16
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.50	-0.88	$-1.36	-0.06	-0.07	1.70	0.20	22.16	23.52	-1.50	$-150.00	170.00	31	181.0	5051.000	-1.36	2024-09-14
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.55	-0.91	$-1.36	-0.06	-0.15	1.70	0.15	22.16	23.52	-1.55	$-155.00	170.00	30	124.0	5051.000	-1.36	2024-09-13
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.16	-0.68	$-0.05	-0.00	-0.12	1.70	0.54	22.16	22.21	-1.16	$-116.00	170.00	29	87.0	5022.000	-0.05	2024-09-12
VSCO240920P00022000	VSCO	PUT	Long	22.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.60	-0.35	$0.96	0.04	-0.19	1.70	1.10	22.16	21.20	-0.60	$-60.00	170.00	28	84.0	4989.000	0.96	2024-09-11
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.80	-0.47	$0.40	0.02	-0.10	1.70	0.90	22.16	21.76	-0.80	$-80.00	170.00	27	627.0	4820.000	0.40	2024-09-10
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.35	-0.79	$-0.93	-0.04	-0.12	1.70	0.35	22.16	23.09	-1.35	$-135.00	170.00	26	22.0	4810.000	-0.93	2024-09-09
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.43	-0.84	$-1.88	-0.08	-0.06	1.70	0.27	22.16	24.04	-1.43	$-143.00	170.00	25	75.0	4818.000	-1.88	2024-09-08
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.43	-0.84	$-1.87	-0.08	-0.11	1.70	0.27	22.16	24.03	-1.43	$-143.00	170.00	23	75.0	4818.000	-1.87	2024-09-06
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.35	-0.79	$-1.63	-0.07	-0.10	1.70	0.35	22.16	23.79	-1.35	$-135.00	170.00	22	44.0	4834.000	-1.63	2024-09-05
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.98	-0.58	$-0.57	-0.03	-0.10	1.70	0.72	22.16	22.73	-0.98	$-98.00	170.00	21	63.0	0.000	-0.57	2024-09-04
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.20	-0.71	$-1.30	-0.06	-0.12	1.70	0.50	22.16	23.46	-1.20	$-120.00	170.00	17	88.0	4835.000	-1.30	2024-08-31
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.20	-0.71	$-1.29	-0.06	-0.12	1.70	0.50	22.16	23.45	-1.20	$-120.00	170.00	16	88.0	4835.000	-1.29	2024-08-30
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.32	-0.78	$-1.80	-0.08	-0.13	1.70	0.38	22.16	23.96	-1.32	$-132.00	170.00	15	1064.0	4825.000	-1.80	2024-08-29
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.15	-0.68	$-2.73	-0.12	0.04	1.70	0.55	22.16	24.89	-1.15	$-115.00	170.00	14	155.0	672.000	-2.73	2024-08-28
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.05	-0.62	$-1.70	-0.08	-0.56	1.70	0.65	22.16	23.86	-1.05	$-105.00	170.00	13	70.0	653.000	-1.70	2024-08-27
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.05	-0.62	$-2.04	-0.09	-0.00	1.70	0.65	22.16	24.20	-1.05	$-105.00	170.00	12	70.0	600.000	-2.04	2024-08-26
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.73	-0.43	$-1.24	-0.06	0.00	1.70	0.97	22.16	23.40	-0.73	$-73.00	170.00	11	34.0	591.000	-1.24	2024-08-25
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.73	-0.43	$-1.24	-0.06	-0.01	1.70	0.97	22.16	23.40	-0.73	$-73.00	170.00	10	34.0	591.000	-1.24	2024-08-24
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.77	-0.45	$-1.25	-0.06	-0.03	1.70	0.93	22.16	23.41	-0.77	$-77.00	170.00	9	33.0	591.000	-1.25	2024-08-23
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.60	-0.35	$-1.05	-0.05	-0.00	1.70	1.10	22.16	23.21	-0.60	$-60.00	170.00	8	68.0	541.000	-1.05	2024-08-22
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.80	-0.47	$-1.58	-0.07	-0.00	1.70	0.90	22.16	23.74	-0.80	$-80.00	170.00	7	48.0	503.000	-1.58	2024-08-21
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.91	-0.54	$-2.17	-0.10	0.00	1.70	0.79	22.16	24.33	-0.91	$-91.00	170.00	6	96.0	433.000	-2.17	2024-08-20
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-1.00	-0.59	$-2.37	-0.11	-0.02	1.70	0.70	22.16	24.53	-1.00	$-100.00	170.00	5	91.0	439.000	-2.37	2024-08-19
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.78	-0.46	$-1.93	-0.09	0.02	1.70	0.92	22.16	24.09	-0.78	$-78.00	170.00	4	10.0	442.000	-1.93	2024-08-18
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.78	-0.46	$-1.93	-0.09	0.01	1.70	0.92	22.16	24.09	-0.78	$-78.00	170.00	3	10.0	442.000	-1.93	2024-08-17
VSCO240920P00022000	VSCO	PUT	Long	22.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.78	-0.46	$-1.93	-0.09	-0.04	1.70	0.92	22.16	24.09	-0.78	$-78.00	170.00	2	10.0	442.000	-1.93	2024-08-16
VSCO240920P00022000	VSCO	PUT	Long	22.00	None	$-0.70	-0.41	$-2.20	-0.10	0.01	1.70	1.00	22.16	24.36	-0.70	$-70.00	170.00	1	406.0	309.000	-2.20	2024-08-15
VSCO240920P00022000	VSCO	PUT	Long	22.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.70	1.70	22.16	22.16	0.00	$0.00	170.00	0	235.0	146.000	-0.00	2024-08-14

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