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View Outliers PnL Drill-Down: WWW241220P00020000

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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
2024-11-07	WWW	WWW241220P00020000	20.00	21.0	57.000	0.473	0.355	2.2	0.3	-0.060	2.440	0.540	0.65	21.80	2024-12-20	PUT	Long	0.208	0.369	0.358

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	WWW	0.909	0.106	0.331	0.157	0.108	-0.223	23.17	-0.018	0.0000	7.72	24.25	21	1y	17.89

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
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.60	-0.92	$-0.69	-0.03	1.51	0.65	0.05	21.80	22.49	-0.60	$-60.00	65.00	42	1.0	87.000	-0.69	2024-12-19
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.60	-0.92	$-0.24	-0.01	0.55	0.65	0.05	21.80	22.04	-0.60	$-60.00	65.00	41	1.0	87.000	-0.24	2024-12-18
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.60	-0.92	$-1.37	-0.06	0.58	0.65	0.05	21.80	23.17	-0.60	$-60.00	65.00	40	1.0	87.000	-1.37	2024-12-17
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.60	-0.92	$-1.55	-0.07	0.50	0.65	0.05	21.80	23.35	-0.60	$-60.00	65.00	39	1.0	87.000	-1.55	2024-12-16
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.59	-0.91	$-1.71	-0.08	0.72	0.65	0.06	21.80	23.51	-0.59	$-59.00	65.00	36	2.0	87.000	-1.71	2024-12-13
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.59	-0.91	$-1.88	-0.09	0.68	0.65	0.06	21.80	23.68	-0.59	$-59.00	65.00	35	2.0	87.000	-1.88	2024-12-12
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.59	-0.91	$-2.45	-0.11	0.72	0.65	0.06	21.80	24.25	-0.59	$-59.00	65.00	34	2.0	87.000	-2.45	2024-12-11
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.59	-0.91	$-0.92	-0.04	0.06	0.65	0.06	21.80	22.72	-0.59	$-59.00	65.00	33	2.0	89.000	-0.92	2024-12-10
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.54	-0.83	$-0.78	-0.04	0.15	0.65	0.11	21.80	22.58	-0.54	$-54.00	65.00	32	2.0	89.000	-0.78	2024-12-09
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.54	-0.83	$-1.19	-0.05	0.07	0.65	0.11	21.80	22.99	-0.54	$-54.00	65.00	31	2.0	89.000	-1.19	2024-12-08
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.54	-0.83	$-1.14	-0.05	0.11	0.65	0.11	21.80	22.94	-0.54	$-54.00	65.00	29	2.0	89.000	-1.14	2024-12-06
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.54	-0.83	$-1.20	-0.06	0.04	0.65	0.11	21.80	23.00	-0.54	$-54.00	65.00	28	2.0	89.000	-1.20	2024-12-05
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.54	-0.83	$-2.18	-0.10	0.38	0.65	0.11	21.80	23.98	-0.54	$-54.00	65.00	27	2.0	89.000	-2.18	2024-12-04
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.54	-0.83	$-1.88	-0.09	0.08	0.65	0.11	21.80	23.68	-0.54	$-54.00	65.00	26	2.0	91.000	-1.88	2024-12-03
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.55	-0.85	$-1.71	-0.08	0.10	0.65	0.10	21.80	23.51	-0.55	$-55.00	65.00	25	4.0	91.000	-1.71	2024-12-02
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.55	-0.85	$-1.39	-0.06	-0.35	0.65	0.10	21.80	23.19	-0.55	$-55.00	65.00	24	4.0	0.000	-1.39	2024-12-01
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.55	-0.85	$-1.39	-0.06	0.13	0.65	0.10	21.80	23.19	-0.55	$-55.00	65.00	23	4.0	91.000	-1.39	2024-11-30
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.55	-0.85	$-1.37	-0.06	0.03	0.65	0.10	21.80	23.17	-0.55	$-55.00	65.00	21	4.0	91.000	-1.37	2024-11-28
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.55	-0.85	$-1.28	-0.06	0.12	0.65	0.10	21.80	23.08	-0.55	$-55.00	65.00	20	4.0	91.000	-1.28	2024-11-27
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.55	-0.85	$-1.21	-0.06	-0.02	0.65	0.10	21.80	23.01	-0.55	$-55.00	65.00	19	4.0	91.000	-1.21	2024-11-26
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.55	-0.85	$-1.93	-0.09	0.04	0.65	0.10	21.80	23.73	-0.55	$-55.00	65.00	18	4.0	95.000	-1.93	2024-11-25
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.45	-0.69	$-1.60	-0.07	0.05	0.65	0.20	21.80	23.40	-0.45	$-45.00	65.00	17	2.0	94.000	-1.60	2024-11-24
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.45	-0.69	$-1.60	-0.07	0.03	0.65	0.20	21.80	23.40	-0.45	$-45.00	65.00	16	2.0	94.000	-1.60	2024-11-23
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.45	-0.69	$-1.60	-0.07	0.02	0.65	0.20	21.80	23.40	-0.45	$-45.00	65.00	15	2.0	94.000	-1.60	2024-11-22
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.35	-0.54	$-1.06	-0.05	0.00	0.65	0.30	21.80	22.86	-0.35	$-35.00	65.00	14	12.0	94.000	-1.06	2024-11-21
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.35	-0.54	$-0.37	-0.02	0.01	0.65	0.30	21.80	22.17	-0.35	$-35.00	65.00	13	12.0	82.000	-0.37	2024-11-20
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.35	-0.54	$-0.55	-0.03	0.03	0.65	0.30	21.80	22.35	-0.35	$-35.00	65.00	12	3.0	79.000	-0.55	2024-11-19
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.25	-0.38	$-0.10	-0.00	-0.04	0.65	0.40	21.80	21.90	-0.25	$-25.00	65.00	11	20.0	99.000	-0.10	2024-11-18
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.15	-0.23	$0.01	0.00	0.00	0.65	0.50	21.80	21.79	-0.15	$-15.00	65.00	10	36.0	99.000	0.01	2024-11-17
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.15	-0.23	$0.01	0.00	-0.01	0.65	0.50	21.80	21.79	-0.15	$-15.00	65.00	9	36.0	99.000	0.01	2024-11-16
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.15	-0.23	$0.01	0.00	-0.02	0.65	0.50	21.80	21.79	-0.15	$-15.00	65.00	8	36.0	99.000	0.01	2024-11-15
WWW241220P00020000	WWW	PUT	Long	20.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.23	$-0.25	-0.01	-0.02	0.65	0.50	21.80	22.05	-0.15	$-15.00	65.00	7	36.0	63.000	-0.25	2024-11-14
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.15	-0.23	$0.29	0.01	-0.02	0.65	0.50	21.80	21.51	-0.15	$-15.00	65.00	6	10.0	63.000	0.29	2024-11-13
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.20	-0.31	$-0.31	-0.01	-0.00	0.65	0.45	21.80	22.11	-0.20	$-20.00	65.00	5	2.0	61.000	-0.31	2024-11-12
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.20	-0.31	$-0.51	-0.02	-0.04	0.65	0.45	21.80	22.31	-0.20	$-20.00	65.00	4	5.0	61.000	-0.51	2024-11-11
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.20	-0.31	$-0.17	-0.01	0.04	0.65	0.45	21.80	21.97	-0.20	$-20.00	65.00	3	5.0	57.000	-0.17	2024-11-10
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.20	-0.31	$-0.17	-0.01	0.03	0.65	0.45	21.80	21.97	-0.20	$-20.00	65.00	2	5.0	57.000	-0.17	2024-11-09
WWW241220P00020000	WWW	PUT	Long	20.00	None	$-0.04	-0.06	$0.43	0.02	-0.00	0.65	0.61	21.80	21.37	-0.04	$-4.00	65.00	1	22.0	57.000	0.43	2024-11-08
WWW241220P00020000	WWW	PUT	Long	20.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	21.80	21.80	0.00	$0.00	65.00	0	21.0	57.000	-0.00	2024-11-07

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