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View Outliers PnL Drill-Down: VTYX240621P00002500

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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
2024-02-21 VTYX VTYX240621P00002500 2.50 2.0 31.000 2.281 1.874 3.7 0.3 -0.360 3.900 0.500 0.20 5.87 2024-06-21 PUT Long 0.389 0.651 0.686

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 VTYX 0.909 0.171 0.720 0.310 0.392 0.220 2.37 0.000 0.0000 1.72 10.13 21 1y 2.20

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
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.20 -0.67 $2.29 0.45 -0.04 0.30 0.10 5.04 2.75 -0.20 $-20.00 30.00 118 81.0 1209.000 2.29 2024-06-18
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.10 -0.33 $2.29 0.45 0.62 0.30 0.20 5.04 2.75 -0.10 $-10.00 30.00 117 116.0 1158.000 2.29 2024-06-17
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.15 -0.50 $2.16 0.43 -0.21 0.30 0.15 5.04 2.88 -0.15 $-15.00 30.00 114 12.0 1147.000 2.16 2024-06-14
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.10 -0.33 $2.17 0.43 0.32 0.30 0.20 5.04 2.87 -0.10 $-10.00 30.00 113 111.0 1044.000 2.17 2024-06-13
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $2.06 0.41 0.39 0.30 0.25 5.04 2.98 -0.05 $-5.00 30.00 112 90.0 974.000 2.06 2024-06-12
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.09 -0.30 $1.84 0.37 0.28 0.30 0.21 5.04 3.20 -0.09 $-9.00 30.00 111 145.0 768.000 1.84 2024-06-11
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.10 -0.33 $1.60 0.32 0.31 0.30 0.20 5.04 3.44 -0.10 $-10.00 30.00 110 165.0 604.000 1.60 2024-06-10
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.12 -0.40 $1.78 0.35 0.10 0.30 0.18 5.04 3.26 -0.12 $-12.00 30.00 109 205.0 479.000 1.78 2024-06-09
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.12 -0.40 $1.78 0.35 0.13 0.30 0.18 5.04 3.26 -0.12 $-12.00 30.00 107 205.0 479.000 1.78 2024-06-07
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $1.75 0.35 0.34 0.30 0.25 5.04 3.29 -0.05 $-5.00 30.00 106 739.0 162.000 1.75 2024-06-06
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.20 -0.67 $-0.24 -0.05 0.40 0.30 0.10 5.04 5.28 -0.20 $-20.00 30.00 105 94.0 162.000 -0.24 2024-06-05
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.20 -0.67 $0.09 0.02 0.37 0.30 0.10 5.04 4.95 -0.20 $-20.00 30.00 104 94.0 68.000 0.09 2024-06-04
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.20 -0.67 $0.09 0.02 -0.10 0.30 0.10 5.04 4.95 -0.20 $-20.00 30.00 103 1.0 68.000 0.09 2024-06-03
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $0.26 0.05 -1.63 0.30 0.05 5.04 4.78 -0.25 $-25.00 30.00 100 20.0 68.000 0.26 2024-05-31
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $0.23 0.05 -0.14 0.30 0.05 5.04 4.81 -0.25 $-25.00 30.00 99 20.0 48.000 0.23 2024-05-30
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.20 -0.67 $0.11 0.02 -0.33 0.30 0.10 5.04 4.93 -0.20 $-20.00 30.00 98 20.0 28.000 0.11 2024-05-29
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $-0.09 -0.02 -0.25 0.30 0.25 5.04 5.13 -0.05 $-5.00 30.00 97 1.0 28.000 -0.09 2024-05-28
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.67 0.13 -0.61 0.30 0.25 5.04 4.37 -0.05 $-5.00 30.00 96 1.0 28.000 0.67 2024-05-27
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.67 0.13 -0.69 0.30 0.25 5.04 4.37 -0.05 $-5.00 30.00 93 1.0 28.000 0.67 2024-05-24
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.59 0.12 -0.69 0.30 0.25 5.04 4.45 -0.05 $-5.00 30.00 92 1.0 28.000 0.59 2024-05-23
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.36 0.07 -0.85 0.30 0.25 5.04 4.68 -0.05 $-5.00 30.00 91 1.0 28.000 0.36 2024-05-22
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.30 0.06 -0.85 0.30 0.25 5.04 4.74 -0.05 $-5.00 30.00 90 1.0 28.000 0.30 2024-05-21
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.21 0.04 -1.63 0.30 0.25 5.04 4.83 -0.05 $-5.00 30.00 89 1.0 0.000 0.21 2024-05-20
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.31 0.06 -0.68 0.30 0.25 5.04 4.73 -0.05 $-5.00 30.00 88 1.0 28.000 0.31 2024-05-19
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.31 0.06 -0.71 0.30 0.25 5.04 4.73 -0.05 $-5.00 30.00 87 1.0 28.000 0.31 2024-05-18
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.05 -0.17 $0.31 0.06 -0.72 0.30 0.25 5.04 4.73 -0.05 $-5.00 30.00 86 1.0 28.000 0.31 2024-05-17
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.85 0.17 -0.94 0.30 0.14 5.04 4.19 -0.16 $-16.00 30.00 84 2.0 28.000 0.85 2024-05-15
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.87 0.17 -0.96 0.30 0.14 5.04 4.17 -0.16 $-16.00 30.00 83 2.0 28.000 0.87 2024-05-14
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.92 0.18 -1.00 0.30 0.14 5.04 4.12 -0.16 $-16.00 30.00 82 2.0 28.000 0.92 2024-05-13
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.95 0.19 -1.01 0.30 0.14 5.04 4.09 -0.16 $-16.00 30.00 81 2.0 28.000 0.95 2024-05-12
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.86 0.17 -1.02 0.30 0.14 5.04 4.18 -0.16 $-16.00 30.00 79 2.0 28.000 0.86 2024-05-10
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.56 0.11 -0.93 0.30 0.14 5.04 4.48 -0.16 $-16.00 30.00 78 2.0 28.000 0.56 2024-05-09
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.60 0.12 -0.96 0.30 0.14 5.04 4.44 -0.16 $-16.00 30.00 77 2.0 28.000 0.60 2024-05-08
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.43 0.09 -0.92 0.30 0.14 5.04 4.61 -0.16 $-16.00 30.00 76 2.0 28.000 0.43 2024-05-07
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.01 -0.00 -0.85 0.30 0.14 5.04 5.05 -0.16 $-16.00 30.00 72 2.0 28.000 -0.01 2024-05-03
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.13 0.03 -0.89 0.30 0.14 5.04 4.91 -0.16 $-16.00 30.00 71 2.0 28.000 0.13 2024-05-02
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $1.10 0.22 -1.22 0.30 0.14 5.04 3.94 -0.16 $-16.00 30.00 68 2.0 28.000 1.10 2024-04-29
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $1.11 0.22 -1.25 0.30 0.14 5.04 3.93 -0.16 $-16.00 30.00 65 2.0 28.000 1.11 2024-04-26
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.98 0.19 -1.21 0.30 0.14 5.04 4.06 -0.16 $-16.00 30.00 64 2.0 28.000 0.98 2024-04-25
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.80 0.16 -1.16 0.30 0.14 5.04 4.24 -0.16 $-16.00 30.00 63 2.0 28.000 0.80 2024-04-24
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.69 0.14 -0.68 0.30 0.14 5.04 4.35 -0.16 $-16.00 30.00 62 2.0 28.000 0.69 2024-04-23
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.74 0.15 -0.10 0.30 0.14 5.04 4.30 -0.16 $-16.00 30.00 61 2.0 28.000 0.74 2024-04-22
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.57 0.11 -1.03 0.30 0.14 5.04 4.47 -0.16 $-16.00 30.00 58 2.0 28.000 0.57 2024-04-19
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.69 0.14 -0.21 0.30 0.14 5.04 4.35 -0.16 $-16.00 30.00 57 2.0 28.000 0.69 2024-04-18
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.66 0.13 -1.07 0.30 0.14 5.04 4.38 -0.16 $-16.00 30.00 56 2.0 28.000 0.66 2024-04-17
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.28 0.06 0.13 0.30 0.14 5.04 4.76 -0.16 $-16.00 30.00 55 2.0 28.000 0.28 2024-04-16
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.37 0.07 0.09 0.30 0.14 5.04 4.67 -0.16 $-16.00 30.00 54 2.0 28.000 0.37 2024-04-15
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.44 0.09 -0.52 0.30 0.14 5.04 4.60 -0.16 $-16.00 30.00 51 2.0 28.000 0.44 2024-04-12
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.44 0.09 -0.88 0.30 0.14 5.04 4.60 -0.16 $-16.00 30.00 50 2.0 28.000 0.44 2024-04-11
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.29 0.06 -0.44 0.30 0.14 5.04 4.75 -0.16 $-16.00 30.00 49 2.0 28.000 0.29 2024-04-10
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.00 -0.00 0.16 0.30 0.14 5.04 5.04 -0.16 $-16.00 30.00 48 2.0 28.000 -0.00 2024-04-09
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.32 0.06 0.66 0.30 0.14 5.04 4.72 -0.16 $-16.00 30.00 47 2.0 28.000 0.32 2024-04-08
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.20 0.04 -0.47 0.30 0.14 5.04 4.84 -0.16 $-16.00 30.00 44 2.0 28.000 0.20 2024-04-05
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $0.14 0.03 -0.95 0.30 0.14 5.04 4.90 -0.16 $-16.00 30.00 43 2.0 28.000 0.14 2024-04-04
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.14 -0.03 -0.18 0.30 0.14 5.04 5.18 -0.16 $-16.00 30.00 42 2.0 28.000 -0.14 2024-04-03
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.20 -0.04 0.05 0.30 0.14 5.04 5.24 -0.16 $-16.00 30.00 41 2.0 28.000 -0.20 2024-04-02
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.55 -0.11 -0.09 0.30 0.14 5.04 5.59 -0.16 $-16.00 30.00 40 2.0 28.000 -0.55 2024-04-01
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.46 -0.09 -0.12 0.30 0.14 5.04 5.50 -0.16 $-16.00 30.00 39 2.0 28.000 -0.46 2024-03-31
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.46 -0.09 -0.15 0.30 0.14 5.04 5.50 -0.16 $-16.00 30.00 38 2.0 28.000 -0.46 2024-03-30
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.46 -0.09 -0.16 0.30 0.14 5.04 5.50 -0.16 $-16.00 30.00 37 2.0 28.000 -0.46 2024-03-29
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.46 -0.09 -0.17 0.30 0.14 5.04 5.50 -0.16 $-16.00 30.00 36 2.0 28.000 -0.46 2024-03-28
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.76 -0.15 -0.07 0.30 0.14 5.04 5.80 -0.16 $-16.00 30.00 35 2.0 28.000 -0.76 2024-03-27
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-0.82 -0.16 -0.12 0.30 0.14 5.04 5.86 -0.16 $-16.00 30.00 34 2.0 28.000 -0.82 2024-03-26
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.16 -0.53 $-1.50 -0.30 0.36 0.30 0.14 5.04 6.54 -0.16 $-16.00 30.00 33 2.0 30.000 -1.50 2024-03-25
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-1.66 -0.33 -0.13 0.30 0.05 5.04 6.70 -0.25 $-25.00 30.00 30 1.0 30.000 -1.66 2024-03-22
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-2.31 -0.46 0.11 0.30 0.05 5.04 7.35 -0.25 $-25.00 30.00 29 1.0 30.000 -2.31 2024-03-21
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-2.46 -0.49 0.07 0.30 0.05 5.04 7.50 -0.25 $-25.00 30.00 28 1.0 30.000 -2.46 2024-03-20
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-2.86 -0.57 -0.52 0.30 0.05 5.04 7.90 -0.25 $-25.00 30.00 27 1.0 30.000 -2.86 2024-03-19
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-2.94 -0.58 -0.61 0.30 0.05 5.04 7.98 -0.25 $-25.00 30.00 26 1.0 30.000 -2.94 2024-03-18
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-2.66 -0.53 0.29 0.30 0.05 5.04 7.70 -0.25 $-25.00 30.00 23 1.0 30.000 -2.66 2024-03-15
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-2.71 -0.54 0.03 0.30 0.05 5.04 7.75 -0.25 $-25.00 30.00 22 1.0 30.000 -2.71 2024-03-14
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-3.37 -0.67 0.11 0.30 0.05 5.04 8.41 -0.25 $-25.00 30.00 21 1.0 30.000 -3.37 2024-03-13
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.25 -0.83 $-3.38 -0.67 -0.82 0.30 0.05 5.04 8.42 -0.25 $-25.00 30.00 20 1.0 30.000 -3.38 2024-03-12
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.20 -0.67 $-3.00 -0.60 -0.18 0.30 0.10 5.04 8.04 -0.20 $-20.00 30.00 19 1.0 30.000 -3.00 2024-03-11
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.20 -0.67 $-4.88 -0.97 0.54 0.30 0.10 5.04 9.92 -0.20 $-20.00 30.00 16 1.0 31.000 -4.88 2024-03-08
VTYX240621P00002500 VTYX PUT Long 2.50 None $-0.10 -0.33 $-5.09 -1.01 -0.34 0.30 0.20 5.04 10.13 -0.10 $-10.00 30.00 15 2.0 31.000 -5.09 2024-03-07
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-3.91 -0.78 0.42 0.30 0.45 5.04 8.95 0.15 $15.00 30.00 14 1.0 31.000 -3.91 2024-03-06
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-3.38 -0.67 0.07 0.30 0.45 5.04 8.42 0.15 $15.00 30.00 13 1.0 31.000 -3.38 2024-03-05
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-3.96 -0.79 -1.63 0.30 0.45 5.04 9.00 0.15 $15.00 30.00 12 1.0 0.000 -3.96 2024-03-04
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-3.46 -0.69 -0.15 0.30 0.45 5.04 8.50 0.15 $15.00 30.00 11 1.0 31.000 -3.46 2024-03-03
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-3.46 -0.69 -0.15 0.30 0.45 5.04 8.50 0.15 $15.00 30.00 10 1.0 31.000 -3.46 2024-03-02
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-3.55 -0.70 -1.63 0.30 0.45 5.04 8.59 0.15 $15.00 30.00 9 1.0 31.000 -3.55 2024-03-01
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-2.04 -0.40 -0.44 0.30 0.45 5.04 7.08 0.15 $15.00 30.00 8 1.0 31.000 -2.04 2024-02-29
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-2.73 -0.54 -0.54 0.30 0.45 5.04 7.77 0.15 $15.00 30.00 7 1.0 31.000 -2.73 2024-02-28
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-1.01 -0.20 -0.71 0.30 0.45 5.04 6.05 0.15 $15.00 30.00 6 1.0 31.000 -1.01 2024-02-27
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-0.82 -0.16 0.02 0.30 0.45 5.04 5.86 0.15 $15.00 30.00 5 1.0 31.000 -0.82 2024-02-26
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-1.67 -0.33 0.15 0.30 0.45 5.04 6.71 0.15 $15.00 30.00 4 1.0 31.000 -1.67 2024-02-25
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-1.67 -0.33 -0.54 0.30 0.45 5.04 6.71 0.15 $15.00 30.00 2 1.0 31.000 -1.67 2024-02-23
VTYX240621P00002500 VTYX PUT Long 2.50 None $0.15 0.50 $-0.73 -0.14 -0.16 0.30 0.45 5.04 5.77 0.15 $15.00 30.00 1 1.0 31.000 -0.73 2024-02-22
VTYX240621P00002500 VTYX PUT Long 2.50 OUTLIERSPNLMANUALTRIGGER - low volume $0.00 0.00 $-0.00 -0.00 0.00 0.30 0.30 5.04 5.04 0.00 $0.00 30.00 0 5.0 31.000 -0.00 2024-02-21

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