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View Outliers PnL Drill-Down: WOLF240920P00014000

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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
2024-08-15	WOLF	WOLF240920P00014000	14.00	47.0	604.000	1.563	0.398	0.4	1.0	0.000	2.300	2.870	3.00	13.36	2024-09-20	PUT	Long	0.416	0.442	0.145

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	WOLF	0.909	0.168	0.583	0.294	0.452	-0.131	7.85	-1.071	0.0000	6.44	46.84	21	1y	12.46

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
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$2.50	0.83	$4.43	0.33	-0.53	3.00	5.50	13.23	8.80	2.50	$250.00	300.00	35	91.0	585.000	4.43	2024-09-19
WOLF240920P00014000	WOLF	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$2.97	0.99	$4.88	0.37	5.34	3.00	5.97	13.23	8.35	2.97	$297.00	300.00	34	1.0	585.000	4.88	2024-09-18
WOLF240920P00014000	WOLF	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$2.97	0.99	$4.55	0.34	1.97	3.00	5.97	13.23	8.68	2.97	$297.00	300.00	33	1.0	585.000	4.55	2024-09-17
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$2.97	0.99	$5.00	0.38	0.88	3.00	5.97	13.23	8.23	2.97	$297.00	300.00	32	1.0	611.000	5.00	2024-09-16
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$3.35	1.12	$4.51	0.34	0.28	3.00	6.35	13.23	8.72	3.35	$335.00	300.00	30	20.0	611.000	4.51	2024-09-14
WOLF240920P00014000	WOLF	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$3.35	1.12	$4.51	0.34	0.03	3.00	6.35	13.23	8.72	3.35	$335.00	300.00	29	20.0	611.000	4.51	2024-09-13
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$3.35	1.12	$5.18	0.39	0.98	3.00	6.35	13.23	8.05	3.35	$335.00	300.00	28	20.0	629.000	5.18	2024-09-12
WOLF240920P00014000	WOLF	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$3.35	1.12	$5.08	0.38	0.82	3.00	6.35	13.23	8.15	3.35	$335.00	300.00	27	20.0	713.000	5.08	2024-09-11
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$3.50	1.17	$5.60	0.42	0.60	3.00	6.50	13.23	7.63	3.50	$350.00	300.00	26	1.0	713.000	5.60	2024-09-10
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$3.00	1.00	$5.64	0.43	-1.53	3.00	6.00	13.23	7.59	3.00	$300.00	300.00	25	1.0	712.000	5.64	2024-09-09
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$2.90	0.97	$5.00	0.38	0.82	3.00	5.90	13.23	8.23	2.90	$290.00	300.00	24	10.0	722.000	5.00	2024-09-08
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$2.90	0.97	$5.00	0.38	-0.17	3.00	5.90	13.23	8.23	2.90	$290.00	300.00	22	10.0	722.000	5.00	2024-09-06
WOLF240920P00014000	WOLF	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.20	0.40	$4.43	0.33	-0.07	3.00	4.20	13.23	8.80	1.20	$120.00	300.00	21	1.0	722.000	4.43	2024-09-05
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$1.20	0.40	$3.73	0.28	-0.29	3.00	4.20	13.23	9.50	1.20	$120.00	300.00	20	1.0	722.000	3.73	2024-09-04
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$1.20	0.40	$3.48	0.26	-0.34	3.00	4.20	13.23	9.75	1.20	$120.00	300.00	16	1.0	721.000	3.48	2024-08-31
WOLF240920P00014000	WOLF	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.20	0.40	$3.49	0.26	-0.22	3.00	4.20	13.23	9.74	1.20	$120.00	300.00	15	1.0	721.000	3.49	2024-08-30
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$0.80	0.27	$2.60	0.20	-0.50	3.00	3.80	13.23	10.63	0.80	$80.00	300.00	14	1.0	721.000	2.60	2024-08-29
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$0.84	0.28	$2.90	0.22	-0.52	3.00	3.84	13.23	10.33	0.84	$84.00	300.00	13	22.0	702.000	2.90	2024-08-28
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$-1.05	-0.35	$0.25	0.02	-1.53	3.00	1.95	13.23	12.98	-1.05	$-105.00	300.00	12	56.0	701.000	0.25	2024-08-27
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$-1.05	-0.35	$-0.11	-0.01	-0.54	3.00	1.95	13.23	13.34	-1.05	$-105.00	300.00	11	56.0	709.000	-0.11	2024-08-26
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$-1.35	-0.45	$-0.59	-0.04	-0.53	3.00	1.65	13.23	13.82	-1.35	$-135.00	300.00	10	114.0	684.000	-0.59	2024-08-25
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$-1.35	-0.45	$-0.59	-0.04	-0.55	3.00	1.65	13.23	13.82	-1.35	$-135.00	300.00	9	114.0	684.000	-0.59	2024-08-24
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$-1.35	-0.45	$-0.57	-0.04	-0.51	3.00	1.65	13.23	13.80	-1.35	$-135.00	300.00	8	114.0	684.000	-0.57	2024-08-23
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$-0.85	-0.28	$0.41	0.03	-0.49	3.00	2.15	13.23	12.82	-0.85	$-85.00	300.00	7	7.0	689.000	0.41	2024-08-22
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$-0.50	-0.17	$-0.28	-0.02	-0.13	3.00	2.50	13.23	13.51	-0.50	$-50.00	300.00	6	27.0	687.000	-0.28	2024-08-21
WOLF240920P00014000	WOLF	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$-0.10	-0.03	$0.06	0.00	0.02	3.00	2.90	13.23	13.17	-0.10	$-10.00	300.00	5	40.0	681.000	0.06	2024-08-20
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$0.60	0.20	$0.59	0.04	0.09	3.00	3.60	13.23	12.64	0.60	$60.00	300.00	4	74.0	681.000	0.59	2024-08-19
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$0.60	0.20	$1.05	0.08	0.04	3.00	3.60	13.23	12.18	0.60	$60.00	300.00	3	74.0	624.000	1.05	2024-08-18
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$0.60	0.20	$1.05	0.08	0.02	3.00	3.60	13.23	12.18	0.60	$60.00	300.00	2	74.0	624.000	1.05	2024-08-17
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$0.60	0.20	$1.04	0.08	0.04	3.00	3.60	13.23	12.19	0.60	$60.00	300.00	1	74.0	624.000	1.04	2024-08-16
WOLF240920P00014000	WOLF	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.00	3.00	13.23	13.23	0.00	$0.00	300.00	0	47.0	604.000	-0.00	2024-08-15

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