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View Outliers PnL Drill-Down: VXRT240621P00001000

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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
2024-05-13	VXRT	VXRT240621P00001000	1.00	10.0	1.000	2.594	0.318	0.0	0.2	0.000	0.180	0.360	0.27	0.82	2024-06-21	PUT	Long	0.366	0.397	0.155
2024-05-22	VXRT	VXRT240621P00001000	1.00	6.0	33.000	0.844	0.366	0.0	0.0	0.000	0.090	0.090	0.15	0.99	2024-06-21	PUT	Long	0.393	0.422	0.155

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	VXRT	0.909	0.163	0.447	0.244	0.173	-0.014	0.59	-11.176	0.0000	0.53	1.41	21	1y	0.74

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
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$0.08	0.30	$0.14	0.17	1.38	0.27	0.35	0.82	0.68	0.08	$8.00	27.00	36	28.0	100.000	0.14	2024-06-18
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$0.16	0.59	$0.29	0.35	2.28	0.27	0.43	0.82	0.53	0.16	$16.00	27.00	35	8.0	98.000	0.29	2024-06-17
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$0.23	0.85	$0.25	0.30	3.22	0.27	0.50	0.82	0.57	0.23	$23.00	27.00	32	1.0	98.000	0.25	2024-06-14
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.04	-0.15	$0.07	0.09	-2.09	0.27	0.23	0.82	0.75	-0.04	$-4.00	27.00	31	1.0	98.000	0.07	2024-06-13
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.04	-0.15	$0.06	0.07	-0.59	0.27	0.23	0.82	0.76	-0.04	$-4.00	27.00	30	1.0	98.000	0.06	2024-06-12
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.04	-0.15	$0.05	0.06	0.03	0.27	0.23	0.82	0.77	-0.04	$-4.00	27.00	29	1.0	98.000	0.05	2024-06-11
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.03	-0.11	$0.02	0.02	-1.25	0.27	0.24	0.82	0.80	-0.03	$-3.00	27.00	28	51.0	98.000	0.02	2024-06-10
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.03	-0.11	$0.05	0.06	-0.53	0.27	0.24	0.82	0.77	-0.03	$-3.00	27.00	27	51.0	48.000	0.05	2024-06-09
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.02	-0.07	$0.05	0.06	-0.75	0.27	0.25	0.82	0.77	-0.02	$-2.00	27.00	25	50.0	48.000	0.05	2024-06-07
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.03	-0.11	$0.02	0.02	4.19	0.27	0.24	0.82	0.80	-0.03	$-3.00	27.00	24	1.0	48.000	0.02	2024-06-06
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.04	-0.15	$0.04	0.05	-1.22	0.27	0.23	0.82	0.78	-0.04	$-4.00	27.00	23	5.0	48.000	0.04	2024-06-05
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$0.02	0.02	-1.03	0.27	0.15	0.82	0.80	-0.12	$-12.00	27.00	22	1.0	48.000	0.02	2024-06-04
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$-0.01	-0.01	-1.53	0.27	0.15	0.82	0.83	-0.12	$-12.00	27.00	21	1.0	47.000	-0.01	2024-06-03
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.06	-0.22	$0.01	0.01	-1.78	0.27	0.21	0.82	0.81	-0.06	$-6.00	27.00	18	2.0	0.000	0.01	2024-05-31
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.06	-0.22	$0.01	0.01	-1.81	0.27	0.21	0.82	0.81	-0.06	$-6.00	27.00	17	2.0	47.000	0.01	2024-05-30
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.06	-0.22	$-0.00	-0.00	-1.72	0.27	0.21	0.82	0.82	-0.06	$-6.00	27.00	16	2.0	47.000	-0.00	2024-05-29
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.06	-0.22	$-0.01	-0.01	-1.62	0.27	0.21	0.82	0.83	-0.06	$-6.00	27.00	15	2.0	45.000	-0.01	2024-05-28
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.07	-0.26	$-0.05	-0.06	-1.36	0.27	0.20	0.82	0.87	-0.07	$-7.00	27.00	14	10.0	35.000	-0.05	2024-05-27
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.07	-0.26	$-0.05	-0.06	-1.42	0.27	0.20	0.82	0.87	-0.07	$-7.00	27.00	11	10.0	35.000	-0.05	2024-05-24
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.07	-0.26	$-0.08	-0.10	-1.02	0.27	0.20	0.82	0.90	-0.07	$-7.00	27.00	10	3.0	35.000	-0.08	2024-05-23
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$-0.17	-0.21	-1.75	0.27	0.15	0.82	0.99	-0.12	$-12.00	27.00	9	6.0	33.000	-0.17	2024-05-22
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$-0.04	-0.05	-1.78	0.27	0.15	0.82	0.86	-0.12	$-12.00	27.00	8	30.0	33.000	-0.04	2024-05-21
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$-0.08	-0.10	-2.59	0.27	0.15	0.82	0.90	-0.12	$-12.00	27.00	7	30.0	0.000	-0.08	2024-05-20
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$-0.14	-0.17	-1.08	0.27	0.15	0.82	0.96	-0.12	$-12.00	27.00	6	3.0	14.000	-0.14	2024-05-19
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$-0.14	-0.17	-1.11	0.27	0.15	0.82	0.96	-0.12	$-12.00	27.00	5	3.0	14.000	-0.14	2024-05-18
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.12	-0.44	$-0.14	-0.17	-1.12	0.27	0.15	0.82	0.96	-0.12	$-12.00	27.00	4	3.0	14.000	-0.14	2024-05-17
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$-0.07	-0.26	$-0.12	-0.15	-1.83	0.27	0.20	0.82	0.94	-0.07	$-7.00	27.00	2	2.0	11.000	-0.12	2024-05-15
VXRT240621P00001000	VXRT	PUT	Long	1.00	Exit OP PnL: $-0.07;Exit EQ PnL: -0.01; Position is Long and position continued to lose. Latest OP price is: $0.20 (EQ: $0.83). Initial OP price was: $0.27 (EQ: $0.82). Surpassed Stop Loss Percentage: -0.2592592592592592592592592593 < -0.16.	$-0.07	-0.26	$-0.04	-0.05	-1.14	0.27	0.20	0.82	0.86	-0.07	$-7.00	27.00	1	2.0	11.000	-0.04	2024-05-14
VXRT240621P00001000	VXRT	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.27	0.27	0.82	0.82	0.00	$0.00	27.00	0	10.0	1.000	-0.00	2024-05-13

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