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View Outliers PnL Drill-Down: XERS240719P00002500

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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
2024-05-30	XERS	XERS240719P00002500	2.50	2.0	304.000	1.086	0.268	0.0	0.2	-0.010	0.250	0.440	0.65	2.29	2024-07-19	PUT	Long	0.314	0.347	0.150

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	XERS	0.727	0.117	0.254	0.171	0.148	0.031	3.41	-0.380	0.0000	1.70	3.73	21	1y	3.19

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
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.58	-0.89	$-0.16	-0.07	0.38	0.65	0.07	2.22	2.38	-0.58	$-58.00	65.00	49	34.0	211.000	-0.16	2024-07-18
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.45	-0.69	$-0.23	-0.10	-0.62	0.65	0.20	2.22	2.45	-0.45	$-45.00	65.00	48	5.0	211.000	-0.23	2024-07-17
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.45	-0.69	$-0.35	-0.16	1.02	0.65	0.20	2.22	2.57	-0.45	$-45.00	65.00	47	5.0	211.000	-0.35	2024-07-16
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.45	-0.69	$-0.26	-0.12	-0.45	0.65	0.20	2.22	2.48	-0.45	$-45.00	65.00	46	5.0	211.000	-0.26	2024-07-15
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.45	-0.69	$-0.14	-0.06	-0.26	0.65	0.20	2.22	2.36	-0.45	$-45.00	65.00	43	5.0	216.000	-0.14	2024-07-12
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.40	-0.62	$-0.12	-0.05	-0.77	0.65	0.25	2.22	2.34	-0.40	$-40.00	65.00	42	10.0	226.000	-0.12	2024-07-11
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.25	-0.38	$0.07	0.03	-0.87	0.65	0.40	2.22	2.15	-0.25	$-25.00	65.00	41	57.0	226.000	0.07	2024-07-10
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.25	-0.38	$0.06	0.03	0.62	0.65	0.40	2.22	2.16	-0.25	$-25.00	65.00	40	57.0	226.000	0.06	2024-07-09
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.25	-0.38	$0.09	0.04	-0.87	0.65	0.40	2.22	2.13	-0.25	$-25.00	65.00	39	57.0	283.000	0.09	2024-07-08
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.15	-0.23	$0.11	0.05	-0.20	0.65	0.50	2.22	2.11	-0.15	$-15.00	65.00	36	1.0	284.000	0.11	2024-07-05
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.30	-0.46	$0.14	0.06	0.12	0.65	0.35	2.22	2.08	-0.30	$-30.00	65.00	35	10.0	0.000	0.14	2024-07-04
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.30	-0.46	$0.14	0.06	0.07	0.65	0.35	2.22	2.08	-0.30	$-30.00	65.00	34	10.0	0.000	0.14	2024-07-03
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.30	-0.46	$0.16	0.07	0.24	0.65	0.35	2.22	2.06	-0.30	$-30.00	65.00	33	10.0	284.000	0.16	2024-07-02
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.30	-0.46	$0.05	0.02	0.02	0.65	0.35	2.22	2.17	-0.30	$-30.00	65.00	32	10.0	284.000	0.05	2024-07-01
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.30	-0.46	$-0.03	-0.01	-0.45	0.65	0.35	2.22	2.25	-0.30	$-30.00	65.00	29	10.0	294.000	-0.03	2024-06-28
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.26	-0.40	$-0.04	-0.02	-0.80	0.65	0.39	2.22	2.26	-0.26	$-26.00	65.00	28	1.0	294.000	-0.04	2024-06-27
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.26	-0.40	$0.07	0.03	0.48	0.65	0.39	2.22	2.15	-0.26	$-26.00	65.00	26	1.0	294.000	0.07	2024-06-25
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.26	-0.40	$0.11	0.05	-0.62	0.65	0.39	2.22	2.11	-0.26	$-26.00	65.00	25	1.0	293.000	0.11	2024-06-24
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.40	-0.62	$0.09	0.04	-0.76	0.65	0.25	2.22	2.13	-0.40	$-40.00	65.00	19	15.0	293.000	0.09	2024-06-18
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.40	-0.62	$0.04	0.02	0.27	0.65	0.25	2.22	2.18	-0.40	$-40.00	65.00	18	15.0	293.000	0.04	2024-06-17
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.40	-0.62	$0.02	0.01	0.24	0.65	0.25	2.22	2.20	-0.40	$-40.00	65.00	15	15.0	293.000	0.02	2024-06-14
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.40	-0.62	$-0.00	-0.00	0.25	0.65	0.25	2.22	2.22	-0.40	$-40.00	65.00	14	15.0	293.000	-0.00	2024-06-13
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.40	-0.62	$-0.02	-0.01	-0.43	0.65	0.25	2.22	2.24	-0.40	$-40.00	65.00	13	15.0	293.000	-0.02	2024-06-12
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.35	-0.54	$-0.08	-0.04	-0.17	0.65	0.30	2.22	2.30	-0.35	$-35.00	65.00	12	10.0	293.000	-0.08	2024-06-11
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.35	-0.54	$-0.10	-0.05	-0.81	0.65	0.30	2.22	2.32	-0.35	$-35.00	65.00	11	10.0	293.000	-0.10	2024-06-10
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.35	-0.54	$-0.11	-0.05	-0.79	0.65	0.30	2.22	2.33	-0.35	$-35.00	65.00	10	10.0	303.000	-0.11	2024-06-09
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.35	-0.54	$-0.11	-0.05	-0.34	0.65	0.30	2.22	2.33	-0.35	$-35.00	65.00	8	10.0	303.000	-0.11	2024-06-07
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.30	-0.46	$-0.15	-0.07	-0.76	0.65	0.35	2.22	2.37	-0.30	$-30.00	65.00	7	1.0	304.000	-0.15	2024-06-06
XERS240719P00002500	XERS	PUT	Long	2.50	None	$-0.25	-0.38	$-0.21	-0.09	-0.52	0.65	0.40	2.22	2.43	-0.25	$-25.00	65.00	6	15.0	304.000	-0.21	2024-06-05
XERS240719P00002500	XERS	PUT	Long	2.50	None	$0.00	0.00	$-0.10	-0.05	-0.47	0.65	0.65	2.22	2.32	0.00	$0.00	65.00	5	2.0	304.000	-0.10	2024-06-04
XERS240719P00002500	XERS	PUT	Long	2.50	None	$0.00	0.00	$-0.23	-0.10	-0.30	0.65	0.65	2.22	2.45	0.00	$0.00	65.00	4	2.0	304.000	-0.23	2024-06-03
XERS240719P00002500	XERS	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.13	$0.00	0.00	$-0.04	-0.02	-0.46	0.65	0.65	2.22	2.26	0.00	$0.00	65.00	1	2.0	304.000	-0.04	2024-05-31
XERS240719P00002500	XERS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	2.22	2.22	0.00	$0.00	65.00	0	2.0	304.000	-0.00	2024-05-30

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