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View Outliers PnL Drill-Down: WVE250117P00007500

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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
2024-09-24	WVE	WVE250117P00007500	7.50	9.0	7.000	0.990	0.635	1.4	0.6	-0.120	1.930	1.150	1.39	8.19	2025-01-17	PUT	Long	0.362	0.571	0.552

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	WVE	1.000	0.136	0.738	0.249	0.214	0.030	14.45	-0.508	0.0000	3.54	16.44	21	1y	14.79

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
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.34	-0.96	$-5.32	-0.65	0.71	1.39	0.05	8.19	13.51	-1.34	$-134.00	139.00	87	4.0	148.000	-5.32	2024-12-20
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.34	-0.96	$-5.00	-0.61	0.85	1.39	0.05	8.19	13.19	-1.34	$-134.00	139.00	86	4.0	148.000	-5.00	2024-12-19
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.34	-0.96	$-4.90	-0.60	3.27	1.39	0.05	8.19	13.09	-1.34	$-134.00	139.00	85	4.0	148.000	-4.90	2024-12-18
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.34	-0.96	$-6.26	-0.76	3.41	1.39	0.05	8.19	14.45	-1.34	$-134.00	139.00	84	4.0	148.000	-6.26	2024-12-17
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.34	-0.96	$-5.26	-0.64	-0.02	1.39	0.05	8.19	13.45	-1.34	$-134.00	139.00	83	5.0	148.000	-5.26	2024-12-16
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-5.25	-0.64	0.14	1.39	0.13	8.19	13.44	-1.26	$-126.00	139.00	80	10.0	148.000	-5.25	2024-12-13
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-5.66	-0.69	0.08	1.39	0.13	8.19	13.85	-1.26	$-126.00	139.00	79	10.0	148.000	-5.66	2024-12-12
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-7.22	-0.88	0.20	1.39	0.13	8.19	15.41	-1.26	$-126.00	139.00	78	10.0	148.000	-7.22	2024-12-11
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.78	-0.83	0.16	1.39	0.13	8.19	14.97	-1.26	$-126.00	139.00	77	10.0	148.000	-6.78	2024-12-10
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.97	-0.85	0.16	1.39	0.13	8.19	15.16	-1.26	$-126.00	139.00	76	10.0	148.000	-6.97	2024-12-09
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-7.08	-0.86	0.17	1.39	0.13	8.19	15.27	-1.26	$-126.00	139.00	75	10.0	148.000	-7.08	2024-12-08
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-7.08	-0.86	0.13	1.39	0.13	8.19	15.27	-1.26	$-126.00	139.00	73	10.0	148.000	-7.08	2024-12-06
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.25	-0.76	0.05	1.39	0.13	8.19	14.44	-1.26	$-126.00	139.00	72	10.0	148.000	-6.25	2024-12-05
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.31	-0.77	0.04	1.39	0.13	8.19	14.50	-1.26	$-126.00	139.00	71	10.0	148.000	-6.31	2024-12-04
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-5.85	-0.71	-0.01	1.39	0.13	8.19	14.04	-1.26	$-126.00	139.00	70	10.0	148.000	-5.85	2024-12-03
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-7.08	-0.86	0.08	1.39	0.13	8.19	15.27	-1.26	$-126.00	139.00	69	10.0	148.000	-7.08	2024-12-02
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.91	-0.84	-0.49	1.39	0.13	8.19	15.10	-1.26	$-126.00	139.00	68	10.0	0.000	-6.91	2024-12-01
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.91	-0.84	0.04	1.39	0.13	8.19	15.10	-1.26	$-126.00	139.00	67	10.0	0.000	-6.91	2024-11-30
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.80	-0.83	0.03	1.39	0.13	8.19	14.99	-1.26	$-126.00	139.00	65	10.0	148.000	-6.80	2024-11-28
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.85	-0.84	0.42	1.39	0.13	8.19	15.04	-1.26	$-126.00	139.00	64	10.0	148.000	-6.85	2024-11-27
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.64	-0.81	-0.12	1.39	0.13	8.19	14.83	-1.26	$-126.00	139.00	63	10.0	148.000	-6.64	2024-11-26
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.70	-0.82	-0.02	1.39	0.13	8.19	14.89	-1.26	$-126.00	139.00	62	10.0	148.000	-6.70	2024-11-25
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.08	-0.74	0.01	1.39	0.13	8.19	14.27	-1.26	$-126.00	139.00	61	10.0	148.000	-6.08	2024-11-24
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.08	-0.74	-0.01	1.39	0.13	8.19	14.27	-1.26	$-126.00	139.00	60	10.0	148.000	-6.08	2024-11-23
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.08	-0.74	-0.02	1.39	0.13	8.19	14.27	-1.26	$-126.00	139.00	59	10.0	148.000	-6.08	2024-11-22
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.16	-0.75	-0.02	1.39	0.13	8.19	14.35	-1.26	$-126.00	139.00	58	10.0	148.000	-6.16	2024-11-21
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.07	-0.74	-0.04	1.39	0.13	8.19	14.26	-1.26	$-126.00	139.00	57	10.0	148.000	-6.07	2024-11-20
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-6.02	-0.74	-0.04	1.39	0.13	8.19	14.21	-1.26	$-126.00	139.00	56	10.0	148.000	-6.02	2024-11-19
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.26	-0.91	$-4.66	-0.57	-0.12	1.39	0.13	8.19	12.85	-1.26	$-126.00	139.00	55	10.0	148.000	-4.66	2024-11-18
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-5.48	-0.67	0.20	1.39	0.26	8.19	13.67	-1.13	$-113.00	139.00	54	43.0	148.000	-5.48	2024-11-17
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-5.48	-0.67	0.19	1.39	0.26	8.19	13.67	-1.13	$-113.00	139.00	53	43.0	148.000	-5.48	2024-11-16
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-5.48	-0.67	0.17	1.39	0.26	8.19	13.67	-1.13	$-113.00	139.00	52	43.0	148.000	-5.48	2024-11-15
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.81	-0.83	0.27	1.39	0.26	8.19	15.00	-1.13	$-113.00	139.00	51	43.0	148.000	-6.81	2024-11-14
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-7.50	-0.92	0.16	1.39	0.26	8.19	15.69	-1.13	$-113.00	139.00	50	43.0	148.000	-7.50	2024-11-13
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-7.70	-0.94	0.07	1.39	0.26	8.19	15.89	-1.13	$-113.00	139.00	49	43.0	148.000	-7.70	2024-11-12
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-8.25	-1.01	0.50	1.39	0.26	8.19	16.44	-1.13	$-113.00	139.00	48	43.0	148.000	-8.25	2024-11-11
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-8.25	-1.01	0.34	1.39	0.26	8.19	16.44	-1.13	$-113.00	139.00	47	43.0	148.000	-8.25	2024-11-10
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-8.25	-1.01	0.33	1.39	0.26	8.19	16.44	-1.13	$-113.00	139.00	46	43.0	148.000	-8.25	2024-11-09
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-7.51	-0.92	0.27	1.39	0.26	8.19	15.70	-1.13	$-113.00	139.00	45	43.0	148.000	-7.51	2024-11-08
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.64	-0.81	0.20	1.39	0.26	8.19	14.83	-1.13	$-113.00	139.00	44	43.0	148.000	-6.64	2024-11-07
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.01	-0.73	0.28	1.39	0.26	8.19	14.20	-1.13	$-113.00	139.00	43	43.0	148.000	-6.01	2024-11-06
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-5.65	-0.69	-0.23	1.39	0.26	8.19	13.84	-1.13	$-113.00	139.00	42	43.0	148.000	-5.65	2024-11-05
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-5.60	-0.68	-0.08	1.39	0.26	8.19	13.79	-1.13	$-113.00	139.00	41	43.0	148.000	-5.60	2024-11-04
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-5.64	-0.69	-0.02	1.39	0.26	8.19	13.83	-1.13	$-113.00	139.00	38	43.0	148.000	-5.64	2024-11-01
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-5.52	-0.67	-0.08	1.39	0.26	8.19	13.71	-1.13	$-113.00	139.00	37	43.0	148.000	-5.52	2024-10-31
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.13	-0.75	-0.04	1.39	0.26	8.19	14.32	-1.13	$-113.00	139.00	36	43.0	148.000	-6.13	2024-10-30
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.61	-0.81	-0.00	1.39	0.26	8.19	14.80	-1.13	$-113.00	139.00	35	43.0	148.000	-6.61	2024-10-29
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.80	-0.83	-0.04	1.39	0.26	8.19	14.99	-1.13	$-113.00	139.00	34	43.0	148.000	-6.80	2024-10-28
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.26	-0.76	-0.04	1.39	0.26	8.19	14.45	-1.13	$-113.00	139.00	33	43.0	148.000	-6.26	2024-10-27
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.26	-0.76	-0.05	1.39	0.26	8.19	14.45	-1.13	$-113.00	139.00	32	43.0	148.000	-6.26	2024-10-26
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.63	-0.81	-0.03	1.39	0.26	8.19	14.82	-1.13	$-113.00	139.00	30	43.0	148.000	-6.63	2024-10-24
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.48	-0.79	-0.05	1.39	0.26	8.19	14.67	-1.13	$-113.00	139.00	29	43.0	148.000	-6.48	2024-10-23
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.64	-0.81	-0.01	1.39	0.26	8.19	14.83	-1.13	$-113.00	139.00	28	43.0	148.000	-6.64	2024-10-22
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-6.92	-0.84	-0.03	1.39	0.26	8.19	15.11	-1.13	$-113.00	139.00	27	43.0	148.000	-6.92	2024-10-21
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.13	-0.81	$-7.12	-0.87	0.00	1.39	0.26	8.19	15.31	-1.13	$-113.00	139.00	25	43.0	153.000	-7.12	2024-10-19
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.09	-0.78	$-6.76	-0.83	-0.06	1.39	0.30	8.19	14.95	-1.09	$-109.00	139.00	24	40.0	153.000	-6.76	2024-10-18
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-1.09	-0.78	$-6.63	-0.81	0.05	1.39	0.30	8.19	14.82	-1.09	$-109.00	139.00	22	20.0	135.000	-6.63	2024-10-16
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.29	-0.21	$-0.54	-0.07	-0.37	1.39	1.10	8.19	8.73	-0.29	$-29.00	139.00	20	29.0	135.000	-0.54	2024-10-14
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.29	-0.21	$-0.42	-0.05	-0.19	1.39	1.10	8.19	8.61	-0.29	$-29.00	139.00	17	29.0	135.000	-0.42	2024-10-11
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.29	-0.21	$-0.07	-0.01	-0.42	1.39	1.10	8.19	8.26	-0.29	$-29.00	139.00	16	29.0	135.000	-0.07	2024-10-10
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.29	-0.21	$-0.22	-0.03	-0.38	1.39	1.10	8.19	8.41	-0.29	$-29.00	139.00	15	29.0	135.000	-0.22	2024-10-09
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.19	-0.14	$0.15	0.02	-0.08	1.39	1.20	8.19	8.04	-0.19	$-19.00	139.00	13	29.0	77.000	0.15	2024-10-07
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.22	-0.03	-0.93	1.39	1.35	8.19	8.41	-0.04	$-4.00	139.00	12	20.0	0.000	-0.22	2024-10-06
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.22	-0.03	-0.36	1.39	1.35	8.19	8.41	-0.04	$-4.00	139.00	11	20.0	77.000	-0.22	2024-10-05
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.22	-0.03	-0.36	1.39	1.35	8.19	8.41	-0.04	$-4.00	139.00	10	20.0	77.000	-0.22	2024-10-04
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.31	-0.04	-0.36	1.39	1.35	8.19	8.50	-0.04	$-4.00	139.00	9	20.0	77.000	-0.31	2024-10-03
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.64	-0.08	-0.32	1.39	1.35	8.19	8.83	-0.04	$-4.00	139.00	8	20.0	77.000	-0.64	2024-10-02
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.11	-0.01	-0.33	1.39	1.35	8.19	8.30	-0.04	$-4.00	139.00	7	20.0	0.000	-0.11	2024-10-01
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.01	-0.00	-0.38	1.39	1.35	8.19	8.20	-0.04	$-4.00	139.00	6	20.0	77.000	-0.01	2024-09-30
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.10	-0.01	-0.93	1.39	1.35	8.19	8.29	-0.04	$-4.00	139.00	5	20.0	77.000	-0.10	2024-09-29
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.10	-0.01	-0.34	1.39	1.35	8.19	8.29	-0.04	$-4.00	139.00	4	20.0	77.000	-0.10	2024-09-28
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$-0.10	-0.01	-0.34	1.39	1.35	8.19	8.29	-0.04	$-4.00	139.00	3	20.0	77.000	-0.10	2024-09-27
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.04	-0.03	$0.17	0.02	0.03	1.39	1.35	8.19	8.02	-0.04	$-4.00	139.00	2	20.0	57.000	0.17	2024-09-26
WVE250117P00007500	WVE	PUT	Long	7.50	None	$-0.19	-0.14	$-0.82	-0.10	0.05	1.39	1.20	8.19	9.01	-0.19	$-19.00	139.00	1	51.0	8.000	-0.82	2024-09-25
WVE250117P00007500	WVE	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.39	1.39	8.19	8.19	0.00	$0.00	139.00	0	9.0	7.000	-0.00	2024-09-24

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