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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