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View Outliers PnL Drill-Down: XPO240315P00095000

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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
2024-02-07	XPO	XPO240315P00095000	95.00	20.0	399.000	0.459	0.222	21.9	0.0	-0.010	22.190	0.310	0.55	116.50	2024-03-15	PUT	Long	0.176	0.245	0.188

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	XPO	0.818	0.059	0.203	0.115	0.059	-0.110	157.94	0.024	0.0000	81.23	158.20	21	1y	132.59

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
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.73	1.33	$-7.00	-0.06	1.10	0.55	1.28	116.50	123.50	0.73	$73.00	55.00	36	5.0	418.000	-7.00	2024-03-14
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.73	1.33	$-6.25	-0.05	1.07	0.55	1.28	116.50	122.75	0.73	$73.00	55.00	35	5.0	418.000	-6.25	2024-03-13
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.73	1.33	$-8.46	-0.07	0.69	0.55	1.28	116.50	124.96	0.73	$73.00	55.00	34	5.0	418.000	-8.46	2024-03-12
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.73	1.33	$-5.47	-0.05	0.04	0.55	1.28	116.50	121.97	0.73	$73.00	55.00	33	5.0	418.000	-5.47	2024-03-11
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.73	1.33	$-5.93	-0.05	0.52	0.55	1.28	116.50	122.43	0.73	$73.00	55.00	30	5.0	418.000	-5.93	2024-03-08
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.73	1.33	$-11.43	-0.10	0.67	0.55	1.28	116.50	127.93	0.73	$73.00	55.00	29	5.0	418.000	-11.43	2024-03-07
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.73	1.33	$-8.80	-0.08	0.40	0.55	1.28	116.50	125.30	0.73	$73.00	55.00	28	5.0	423.000	-8.80	2024-03-06
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.45	-0.82	$-6.33	-0.05	0.51	0.55	0.10	116.50	122.83	-0.45	$-45.00	55.00	27	1.0	423.000	-6.33	2024-03-05
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.45	-0.82	$-4.88	-0.04	-0.21	0.55	0.10	116.50	121.38	-0.45	$-45.00	55.00	26	1.0	0.000	-4.88	2024-03-04
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.19	-0.35	$-4.10	-0.04	0.26	0.55	0.36	116.50	120.60	-0.19	$-19.00	55.00	25	1.0	423.000	-4.10	2024-03-03
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.19	-0.35	$-4.10	-0.04	0.26	0.55	0.36	116.50	120.60	-0.19	$-19.00	55.00	24	1.0	423.000	-4.10	2024-03-02
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.19	-0.35	$-5.01	-0.04	-0.21	0.55	0.36	116.50	121.51	-0.19	$-19.00	55.00	23	1.0	423.000	-5.01	2024-03-01
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.19	-0.35	$-3.76	-0.03	0.22	0.55	0.36	116.50	120.26	-0.19	$-19.00	55.00	22	1.0	423.000	-3.76	2024-02-29
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.19	-0.35	$-1.24	-0.01	0.11	0.55	0.36	116.50	117.74	-0.19	$-19.00	55.00	21	1.0	423.000	-1.24	2024-02-28
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.19	-0.35	$-2.12	-0.02	0.20	0.55	0.36	116.50	118.62	-0.19	$-19.00	55.00	20	1.0	423.000	-2.12	2024-02-27
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.19	-0.35	$-3.96	-0.03	0.14	0.55	0.36	116.50	120.46	-0.19	$-19.00	55.00	19	1.0	424.000	-3.96	2024-02-26
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.39	-0.71	$-5.39	-0.05	0.13	0.55	0.16	116.50	121.89	-0.39	$-39.00	55.00	18	2.0	424.000	-5.39	2024-02-25
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.39	-0.71	$-5.39	-0.05	0.09	0.55	0.16	116.50	121.89	-0.39	$-39.00	55.00	16	2.0	424.000	-5.39	2024-02-23
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.02	-0.04	$-5.66	-0.05	0.17	0.55	0.53	116.50	122.16	-0.02	$-2.00	55.00	15	1.0	424.000	-5.66	2024-02-22
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.02	-0.04	$-2.73	-0.02	0.05	0.55	0.53	116.50	119.23	-0.02	$-2.00	55.00	14	1.0	424.000	-2.73	2024-02-21
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.02	-0.04	$-1.81	-0.02	0.09	0.55	0.53	116.50	118.31	-0.02	$-2.00	55.00	13	1.0	424.000	-1.81	2024-02-20
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.02	-0.04	$-3.93	-0.03	0.12	0.55	0.53	116.50	120.43	-0.02	$-2.00	55.00	12	1.0	423.000	-3.93	2024-02-19
XPO240315P00095000	XPO	PUT	Long	95.00	None	$-0.30	-0.55	$-4.30	-0.04	0.03	0.55	0.25	116.50	120.80	-0.30	$-30.00	55.00	2	2.0	425.000	-4.30	2024-02-09
XPO240315P00095000	XPO	PUT	Long	95.00	Exit OP PnL: $-0.15;Exit EQ PnL: -2.80; Position is Long and position continued to lose. Latest OP price is: $0.40 (EQ: $119.30). Initial OP price was: $0.55 (EQ: $116.50). Surpassed Stop Loss Percentage: -0.2727272727272727272727272727 < -0.16.	$-0.15	-0.27	$-1.57	-0.01	0.03	0.55	0.40	116.50	118.07	-0.15	$-15.00	55.00	1	16.0	414.000	-1.57	2024-02-08
XPO240315P00095000	XPO	PUT	Long	95.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	116.50	116.50	0.00	$0.00	55.00	0	20.0	399.000	-0.00	2024-02-07

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