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View Outliers PnL Drill-Down: W240607P00060000

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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
2024-05-02	W	W240607P00060000	60.00	2.0	1.000	0.561	0.258	1.2	2.3	-0.010	3.060	4.200	6.69	58.64	2024-06-07	PUT	Long	0.291	0.327	0.160

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	W	0.909	0.140	0.255	0.173	0.167	-0.013	50.42	-0.061	0.0000	37.77	72.94	21	1y	42.59

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
W240607P00060000	W	PUT	Long	60.00	None	$-5.83	-0.87	$-0.78	-0.01	-0.16	6.69	0.86	58.64	59.42	-5.83	$-583.00	669.00	35	115.0	306.000	-0.78	2024-06-06
W240607P00060000	W	PUT	Long	60.00	None	$-4.69	-0.70	$-0.13	-0.00	-0.07	6.69	2.00	58.64	58.77	-4.69	$-469.00	669.00	34	46.0	329.000	-0.13	2024-06-05
W240607P00060000	W	PUT	Long	60.00	None	$-3.25	-0.49	$2.27	0.04	0.14	6.69	3.44	58.64	56.37	-3.25	$-325.00	669.00	33	24.0	348.000	2.27	2024-06-04
W240607P00060000	W	PUT	Long	60.00	None	$-3.69	-0.55	$0.70	0.01	0.09	6.69	3.00	58.64	57.94	-3.69	$-369.00	669.00	32	37.0	360.000	0.70	2024-06-03
W240607P00060000	W	PUT	Long	60.00	None	$-4.33	-0.65	$-0.85	-0.01	0.02	6.69	2.36	58.64	59.49	-4.33	$-433.00	669.00	29	132.0	340.000	-0.85	2024-05-31
W240607P00060000	W	PUT	Long	60.00	None	$-4.03	-0.60	$-0.45	-0.01	-0.05	6.69	2.66	58.64	59.09	-4.03	$-403.00	669.00	28	107.0	283.000	-0.45	2024-05-30
W240607P00060000	W	PUT	Long	60.00	None	$-3.56	-0.53	$0.54	0.01	-0.05	6.69	3.13	58.64	58.10	-3.56	$-356.00	669.00	27	41.0	255.000	0.54	2024-05-29
W240607P00060000	W	PUT	Long	60.00	None	$-4.29	-0.64	$-0.94	-0.02	-0.01	6.69	2.40	58.64	59.58	-4.29	$-429.00	669.00	26	188.0	146.000	-0.94	2024-05-28
W240607P00060000	W	PUT	Long	60.00	None	$-5.46	-0.82	$-2.54	-0.04	-0.02	6.69	1.23	58.64	61.18	-5.46	$-546.00	669.00	25	6.0	150.000	-2.54	2024-05-27
W240607P00060000	W	PUT	Long	60.00	None	$-5.46	-0.82	$-2.56	-0.04	-0.11	6.69	1.23	58.64	61.20	-5.46	$-546.00	669.00	22	6.0	150.000	-2.56	2024-05-24
W240607P00060000	W	PUT	Long	60.00	None	$-4.64	-0.69	$-2.78	-0.05	-0.02	6.69	2.05	58.64	61.42	-4.64	$-464.00	669.00	21	26.0	147.000	-2.78	2024-05-23
W240607P00060000	W	PUT	Long	60.00	None	$-5.06	-0.76	$-3.94	-0.07	-0.04	6.69	1.63	58.64	62.58	-5.06	$-506.00	669.00	20	4.0	145.000	-3.94	2024-05-22
W240607P00060000	W	PUT	Long	60.00	None	$-5.44	-0.81	$-5.60	-0.10	-0.07	6.69	1.25	58.64	64.24	-5.44	$-544.00	669.00	19	16.0	134.000	-5.60	2024-05-21
W240607P00060000	W	PUT	Long	60.00	None	$-6.07	-0.91	$-8.47	-0.14	-0.44	6.69	0.62	58.64	67.11	-6.07	$-607.00	669.00	18	1.0	0.000	-8.47	2024-05-20
W240607P00060000	W	PUT	Long	60.00	None	$-6.07	-0.91	$-8.46	-0.14	-0.00	6.69	0.62	58.64	67.10	-6.07	$-607.00	669.00	17	1.0	134.000	-8.46	2024-05-19
W240607P00060000	W	PUT	Long	60.00	None	$-6.07	-0.91	$-8.46	-0.14	-0.02	6.69	0.62	58.64	67.10	-6.07	$-607.00	669.00	16	1.0	134.000	-8.46	2024-05-18
W240607P00060000	W	PUT	Long	60.00	None	$-6.07	-0.91	$-8.43	-0.14	-0.05	6.69	0.62	58.64	67.07	-6.07	$-607.00	669.00	15	1.0	134.000	-8.43	2024-05-17
W240607P00060000	W	PUT	Long	60.00	None	$-6.22	-0.93	$-12.42	-0.21	0.00	6.69	0.47	58.64	71.06	-6.22	$-622.00	669.00	13	2.0	131.000	-12.42	2024-05-15
W240607P00060000	W	PUT	Long	60.00	None	$-6.21	-0.93	$-12.58	-0.21	0.00	6.69	0.48	58.64	71.22	-6.21	$-621.00	669.00	12	122.0	42.000	-12.58	2024-05-14
W240607P00060000	W	PUT	Long	60.00	None	$-6.29	-0.94	$-12.73	-0.22	0.02	6.69	0.40	58.64	71.37	-6.29	$-629.00	669.00	11	4.0	45.000	-12.73	2024-05-13
W240607P00060000	W	PUT	Long	60.00	None	$-5.87	-0.88	$-12.08	-0.21	-0.44	6.69	0.82	58.64	70.72	-5.87	$-587.00	669.00	10	1.0	45.000	-12.08	2024-05-12
W240607P00060000	W	PUT	Long	60.00	None	$-6.09	-0.91	$-11.88	-0.20	-0.01	6.69	0.60	58.64	70.52	-6.09	$-609.00	669.00	8	3.0	42.000	-11.88	2024-05-10
W240607P00060000	W	PUT	Long	60.00	None	$-6.09	-0.91	$-14.33	-0.24	0.01	6.69	0.60	58.64	72.97	-6.09	$-609.00	669.00	7	3.0	39.000	-14.33	2024-05-09
W240607P00060000	W	PUT	Long	60.00	None	$-4.91	-0.73	$-9.56	-0.16	-0.01	6.69	1.78	58.64	68.20	-4.91	$-491.00	669.00	6	20.0	59.000	-9.56	2024-05-08
W240607P00060000	W	PUT	Long	60.00	None	$-5.61	-0.84	$-10.91	-0.19	0.01	6.69	1.08	58.64	69.55	-5.61	$-561.00	669.00	5	22.0	39.000	-10.91	2024-05-07
W240607P00060000	W	PUT	Long	60.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -3.82	$0.00	0.00	$-3.82	-0.07	-0.53	6.69	6.69	58.64	62.46	0.00	$0.00	669.00	1	2.0	3.000	-3.82	2024-05-03
W240607P00060000	W	PUT	Long	60.00	None	$0.00	0.00	$-0.00	-0.00	0.00	6.69	6.69	58.64	58.64	0.00	$0.00	669.00	0	2.0	1.000	-0.00	2024-05-02

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