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View Outliers PnL Drill-Down: X240119P00047000

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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
2023-12-18	X	X240119P00047000	47.00	1458.0	0.000	0.177	0.241	3.1	0.3	-0.040	2.870	0.120	0.20	49.59	2024-01-19	PUT	Long	0.096	0.249	0.261

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	X	0.818	0.038	0.256	0.108	0.167	0.037	31.94	0.050	0.0000	29.38	49.59	21	1y	39.12

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
X240119P00047000	X	PUT	Long	47.00	None	$-0.12	-0.60	$2.14	0.04	-0.01	0.20	0.08	49.59	47.45	-0.12	$-12.00	20.00	31	258.0	3915.000	2.14	2024-01-18
X240119P00047000	X	PUT	Long	47.00	None	$-0.08	-0.40	$2.37	0.05	0.01	0.20	0.12	49.59	47.22	-0.08	$-8.00	20.00	30	380.0	3942.000	2.37	2024-01-17
X240119P00047000	X	PUT	Long	47.00	None	$-0.04	-0.20	$2.15	0.04	0.03	0.20	0.16	49.59	47.44	-0.04	$-4.00	20.00	29	8.0	3781.000	2.15	2024-01-16
X240119P00047000	X	PUT	Long	47.00	None	$-0.09	-0.45	$2.19	0.04	-0.05	0.20	0.11	49.59	47.40	-0.09	$-9.00	20.00	25	357.0	3819.000	2.19	2024-01-12
X240119P00047000	X	PUT	Long	47.00	None	$-0.05	-0.25	$1.85	0.04	-0.03	0.20	0.15	49.59	47.74	-0.05	$-5.00	20.00	24	439.0	3716.000	1.85	2024-01-11
X240119P00047000	X	PUT	Long	47.00	None	$-0.12	-0.60	$1.32	0.03	-0.01	0.20	0.08	49.59	48.27	-0.12	$-12.00	20.00	23	26.0	3721.000	1.32	2024-01-10
X240119P00047000	X	PUT	Long	47.00	None	$-0.08	-0.40	$1.19	0.02	-0.01	0.20	0.12	49.59	48.40	-0.08	$-8.00	20.00	22	188.0	3824.000	1.19	2024-01-09
X240119P00047000	X	PUT	Long	47.00	None	$-0.12	-0.60	$1.10	0.02	-0.02	0.20	0.08	49.59	48.49	-0.12	$-12.00	20.00	21	52.0	3858.000	1.10	2024-01-08
X240119P00047000	X	PUT	Long	47.00	None	$-0.13	-0.65	$1.24	0.03	0.00	0.20	0.07	49.59	48.35	-0.13	$-13.00	20.00	20	149.0	3953.000	1.24	2024-01-07
X240119P00047000	X	PUT	Long	47.00	None	$-0.13	-0.65	$1.24	0.03	-0.02	0.20	0.07	49.59	48.35	-0.13	$-13.00	20.00	18	149.0	3953.000	1.24	2024-01-05
X240119P00047000	X	PUT	Long	47.00	None	$0.02	0.10	$1.69	0.03	-0.15	0.20	0.22	49.59	47.90	0.02	$2.00	20.00	17	17.0	3953.000	1.69	2024-01-04
X240119P00047000	X	PUT	Long	47.00	None	$0.01	0.05	$1.74	0.04	-0.15	0.20	0.21	49.59	47.85	0.01	$1.00	20.00	16	344.0	3953.000	1.74	2024-01-03
X240119P00047000	X	PUT	Long	47.00	None	$0.06	0.30	$1.63	0.03	-0.15	0.20	0.26	49.59	47.96	0.06	$6.00	20.00	15	160.0	0.000	1.63	2024-01-02
X240119P00047000	X	PUT	Long	47.00	None	$-0.03	-0.15	$0.94	0.02	0.02	0.20	0.17	49.59	48.65	-0.03	$-3.00	20.00	14	266.0	3697.000	0.94	2024-01-01
X240119P00047000	X	PUT	Long	47.00	None	$-0.03	-0.15	$0.94	0.02	0.01	0.20	0.17	49.59	48.65	-0.03	$-3.00	20.00	12	266.0	3697.000	0.94	2023-12-30
X240119P00047000	X	PUT	Long	47.00	None	$-0.03	-0.15	$0.94	0.02	-0.00	0.20	0.17	49.59	48.65	-0.03	$-3.00	20.00	11	266.0	3697.000	0.94	2023-12-29
X240119P00047000	X	PUT	Long	47.00	None	$0.01	0.05	$0.93	0.02	0.02	0.20	0.21	49.59	48.66	0.01	$1.00	20.00	10	49.0	3699.000	0.93	2023-12-28
X240119P00047000	X	PUT	Long	47.00	None	$0.05	0.25	$0.95	0.02	0.00	0.20	0.25	49.59	48.64	0.05	$5.00	20.00	9	99.0	3712.000	0.95	2023-12-27
X240119P00047000	X	PUT	Long	47.00	None	$0.13	0.65	$1.26	0.03	-0.00	0.20	0.33	49.59	48.33	0.13	$13.00	20.00	8	80.0	3722.000	1.26	2023-12-26
X240119P00047000	X	PUT	Long	47.00	None	$0.25	1.25	$1.62	0.03	-0.01	0.20	0.45	49.59	47.97	0.25	$25.00	20.00	7	422.0	3705.000	1.62	2023-12-25
X240119P00047000	X	PUT	Long	47.00	None	$0.25	1.25	$1.62	0.03	-0.01	0.20	0.45	49.59	47.97	0.25	$25.00	20.00	5	422.0	3705.000	1.62	2023-12-23
X240119P00047000	X	PUT	Long	47.00	None	$0.25	1.25	$1.62	0.03	-0.01	0.20	0.45	49.59	47.97	0.25	$25.00	20.00	4	291.0	3705.000	1.62	2023-12-22
X240119P00047000	X	PUT	Long	47.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.15	0.75	$1.44	0.03	-0.00	0.20	0.35	49.59	48.15	0.15	$15.00	20.00	3	107.0	3682.000	1.44	2023-12-21
X240119P00047000	X	PUT	Long	47.00	None	$0.30	1.50	$1.54	0.03	0.02	0.20	0.50	49.59	48.05	0.30	$30.00	20.00	2	1634.0	1507.000	1.54	2023-12-20
X240119P00047000	X	PUT	Long	47.00	None	$0.33	1.65	$1.22	0.02	0.02	0.20	0.53	49.59	48.37	0.33	$33.00	20.00	1	435.0	1223.000	1.22	2023-12-19
X240119P00047000	X	PUT	Long	47.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	49.59	49.59	0.00	$0.00	20.00	0	1458.0	0.000	-0.00	2023-12-18

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