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View Outliers PnL Drill-Down: WAB240621P00150000

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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
2024-04-24	WAB	WAB240621P00150000	150.00	34.0	27.000	0.198	0.118	14.7	0.1	0.000	15.320	0.730	1.00	163.38	2024-06-21	PUT	Long	0.067	0.115	0.100

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	WAB	0.909	0.031	0.107	0.054	0.047	-0.011	198.21	0.084	0.0000	122.67	205.41	21	1y	193.03

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
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$0.31	0.00	0.36	1.00	0.15	163.38	163.07	-0.85	$-85.00	100.00	55	10.0	64.000	0.31	2024-06-18
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$1.75	0.01	0.39	1.00	0.15	163.38	161.63	-0.85	$-85.00	100.00	54	10.0	64.000	1.75	2024-06-17
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$3.01	0.02	0.32	1.00	0.15	163.38	160.37	-0.85	$-85.00	100.00	51	10.0	64.000	3.01	2024-06-14
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-0.06	-0.00	0.26	1.00	0.15	163.38	163.44	-0.85	$-85.00	100.00	50	10.0	64.000	-0.06	2024-06-13
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-1.79	-0.01	0.38	1.00	0.15	163.38	165.17	-0.85	$-85.00	100.00	49	10.0	64.000	-1.79	2024-06-12
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$0.54	0.00	0.22	1.00	0.15	163.38	162.84	-0.85	$-85.00	100.00	48	10.0	64.000	0.54	2024-06-11
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-0.36	-0.00	0.14	1.00	0.15	163.38	163.74	-0.85	$-85.00	100.00	47	10.0	64.000	-0.36	2024-06-10
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$0.21	0.00	0.21	1.00	0.15	163.38	163.17	-0.85	$-85.00	100.00	46	10.0	64.000	0.21	2024-06-09
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$0.20	0.00	0.17	1.00	0.15	163.38	163.18	-0.85	$-85.00	100.00	44	10.0	64.000	0.20	2024-06-07
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-0.66	-0.00	0.17	1.00	0.15	163.38	164.04	-0.85	$-85.00	100.00	43	10.0	64.000	-0.66	2024-06-06
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-2.32	-0.01	0.26	1.00	0.15	163.38	165.70	-0.85	$-85.00	100.00	42	10.0	64.000	-2.32	2024-06-05
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-1.42	-0.01	0.23	1.00	0.15	163.38	164.80	-0.85	$-85.00	100.00	41	10.0	64.000	-1.42	2024-06-04
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-2.32	-0.01	0.23	1.00	0.15	163.38	165.70	-0.85	$-85.00	100.00	40	10.0	64.000	-2.32	2024-06-03
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-5.89	-0.04	0.21	1.00	0.15	163.38	169.27	-0.85	$-85.00	100.00	37	10.0	64.000	-5.89	2024-05-31
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-5.63	-0.03	0.21	1.00	0.15	163.38	169.01	-0.85	$-85.00	100.00	36	10.0	64.000	-5.63	2024-05-30
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-4.11	-0.03	0.18	1.00	0.15	163.38	167.49	-0.85	$-85.00	100.00	35	10.0	64.000	-4.11	2024-05-29
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-5.34	-0.03	0.23	1.00	0.15	163.38	168.72	-0.85	$-85.00	100.00	34	10.0	64.000	-5.34	2024-05-28
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-6.32	-0.04	0.22	1.00	0.15	163.38	169.70	-0.85	$-85.00	100.00	33	10.0	64.000	-6.32	2024-05-27
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-6.33	-0.04	0.20	1.00	0.15	163.38	169.71	-0.85	$-85.00	100.00	30	10.0	64.000	-6.33	2024-05-24
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-6.07	-0.04	0.19	1.00	0.15	163.38	169.45	-0.85	$-85.00	100.00	29	10.0	64.000	-6.07	2024-05-23
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-6.21	-0.04	0.19	1.00	0.15	163.38	169.59	-0.85	$-85.00	100.00	28	10.0	64.000	-6.21	2024-05-22
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.85	-0.85	$-6.67	-0.04	0.11	1.00	0.15	163.38	170.05	-0.85	$-85.00	100.00	27	10.0	54.000	-6.67	2024-05-21
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.90	-0.90	$-7.27	-0.04	-0.07	1.00	0.10	163.38	170.65	-0.90	$-90.00	100.00	26	1.0	0.000	-7.27	2024-05-20
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.90	-0.90	$-4.94	-0.03	0.05	1.00	0.10	163.38	168.32	-0.90	$-90.00	100.00	25	1.0	54.000	-4.94	2024-05-19
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.90	-0.90	$-4.94	-0.03	0.05	1.00	0.10	163.38	168.32	-0.90	$-90.00	100.00	24	1.0	54.000	-4.94	2024-05-18
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.90	-0.90	$-4.92	-0.03	0.04	1.00	0.10	163.38	168.30	-0.90	$-90.00	100.00	23	1.0	54.000	-4.92	2024-05-17
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.80	-0.80	$-5.61	-0.03	0.04	1.00	0.20	163.38	168.99	-0.80	$-80.00	100.00	21	3.0	55.000	-5.61	2024-05-15
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.80	-0.80	$-1.71	-0.01	-0.00	1.00	0.20	163.38	165.09	-0.80	$-80.00	100.00	20	3.0	58.000	-1.71	2024-05-14
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.75	-0.75	$-1.52	-0.01	-0.01	1.00	0.25	163.38	164.90	-0.75	$-75.00	100.00	19	10.0	48.000	-1.52	2024-05-13
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.75	-0.75	$-4.96	-0.03	-0.14	1.00	0.25	163.38	168.34	-0.75	$-75.00	100.00	18	1.0	48.000	-4.96	2024-05-12
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.75	-0.75	$-3.95	-0.02	0.01	1.00	0.25	163.38	167.33	-0.75	$-75.00	100.00	15	5.0	48.000	-3.95	2024-05-09
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.75	-0.75	$-2.15	-0.01	-0.00	1.00	0.25	163.38	165.53	-0.75	$-75.00	100.00	14	5.0	48.000	-2.15	2024-05-08
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.75	-0.75	$-1.21	-0.01	-0.02	1.00	0.25	163.38	164.59	-0.75	$-75.00	100.00	13	5.0	45.000	-1.21	2024-05-07
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.32	-0.32	$2.25	0.01	-0.14	1.00	0.68	163.38	161.13	-0.32	$-32.00	100.00	9	1.0	45.000	2.25	2024-05-03
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.32	-0.32	$1.50	0.01	-0.01	1.00	0.68	163.38	161.88	-0.32	$-32.00	100.00	8	1.0	45.000	1.50	2024-05-02
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.32	-0.32	$0.24	0.00	-0.00	1.00	0.68	163.38	163.14	-0.32	$-32.00	100.00	5	1.0	45.000	0.24	2024-04-29
WAB240621P00150000	WAB	PUT	Long	150.00	Exit OP PnL: $-0.32;Exit EQ PnL: -0.17; Position is Long and position continued to lose. Latest OP price is: $0.68 (EQ: $163.55). Initial OP price was: $1.00 (EQ: $163.38). Surpassed Stop Loss Percentage: -0.32 < -0.16.	$-0.33	-0.33	$-0.98	-0.01	-0.00	1.00	0.67	163.38	164.36	-0.33	$-33.00	100.00	2	4.0	47.000	-0.98	2024-04-26
WAB240621P00150000	WAB	PUT	Long	150.00	None	$-0.07	-0.07	$0.20	0.00	0.00	1.00	0.93	163.38	163.18	-0.07	$-7.00	100.00	1	1.0	47.000	0.20	2024-04-25
WAB240621P00150000	WAB	PUT	Long	150.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.00	1.00	163.38	163.38	0.00	$0.00	100.00	0	34.0	27.000	-0.00	2024-04-24

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