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View Outliers PnL Drill-Down: XXII240419P00000500

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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
2024-03-04	XXII	XXII240419P00000500	0.50	4.0	5.000	0.000	0.408	0.0	0.3	-0.010	0.000	0.330	0.50	0.17	2024-04-19	PUT	Long	0.404	0.436	0.167

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	XXII	1.000	0.190	1.118	0.389	0.536	0.233	4.37	-4.371	0.0000	4.37	480.60	21	1y	14.28

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
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.54	-9.06	0.50	0.50	0.40	0.17	1.71	-0.10	$-10.00	50.00	45	2.0	0.000	-1.54	2024-04-18
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.46	-8.59	0.50	0.50	0.40	0.17	1.63	-0.10	$-10.00	50.00	44	2.0	0.000	-1.46	2024-04-17
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.48	-8.71	0.50	0.50	0.40	0.17	1.65	-0.10	$-10.00	50.00	43	2.0	0.000	-1.48	2024-04-16
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.44	-8.47	0.50	0.50	0.40	0.17	1.61	-0.10	$-10.00	50.00	42	2.0	0.000	-1.44	2024-04-15
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.51	-8.88	0.50	0.50	0.40	0.17	1.68	-0.10	$-10.00	50.00	39	2.0	0.000	-1.51	2024-04-12
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.43	-8.41	0.50	0.50	0.40	0.17	1.60	-0.10	$-10.00	50.00	38	2.0	0.000	-1.43	2024-04-11
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.50	-8.82	0.50	0.50	0.40	0.17	1.67	-0.10	$-10.00	50.00	37	2.0	0.000	-1.50	2024-04-10
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.68	-9.88	0.50	0.50	0.40	0.17	1.85	-0.10	$-10.00	50.00	36	2.0	0.000	-1.68	2024-04-09
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.96	-11.53	1.00	0.50	0.40	0.17	2.13	-0.10	$-10.00	50.00	35	2.0	0.000	-1.96	2024-04-08
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-3.39	-19.94	0.50	0.50	0.40	0.17	3.56	-0.10	$-10.00	50.00	32	2.0	0.000	-3.39	2024-04-05
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.31	-7.71	0.50	0.50	0.40	0.17	1.48	-0.10	$-10.00	50.00	31	2.0	0.000	-1.31	2024-04-04
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.60	-9.41	0.50	0.50	0.40	0.17	1.77	-0.10	$-10.00	50.00	30	2.0	0.000	-1.60	2024-04-03
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.78	-10.47	0.50	0.50	0.40	0.17	1.95	-0.10	$-10.00	50.00	29	2.0	6.000	-1.78	2024-04-02
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$-1.65	-9.71	0.00	0.50	0.40	0.17	1.82	-0.10	$-10.00	50.00	28	2.0	6.000	-1.65	2024-04-01
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.05	0.29	10.62	0.50	0.40	0.17	0.12	-0.10	$-10.00	50.00	27	2.0	5.000	0.05	2024-03-31
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.05	0.29	10.00	0.50	0.40	0.17	0.12	-0.10	$-10.00	50.00	26	2.0	5.000	0.05	2024-03-30
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.05	0.29	9.88	0.50	0.40	0.17	0.12	-0.10	$-10.00	50.00	25	2.0	5.000	0.05	2024-03-29
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.05	0.29	0.00	0.50	0.40	0.17	0.12	-0.10	$-10.00	50.00	24	2.0	5.000	0.05	2024-03-28
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.04	0.24	3.50	0.50	0.40	0.17	0.13	-0.10	$-10.00	50.00	23	1.0	5.000	0.04	2024-03-27
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.04	0.24	3.50	0.50	0.40	0.17	0.13	-0.10	$-10.00	50.00	22	1.0	5.000	0.04	2024-03-26
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.04	0.24	3.25	0.50	0.40	0.17	0.13	-0.10	$-10.00	50.00	21	1.0	5.000	0.04	2024-03-25
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.03	0.18	0.00	0.50	0.40	0.17	0.14	-0.10	$-10.00	50.00	18	1.0	5.000	0.03	2024-03-22
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.10	-0.20	$0.04	0.24	0.00	0.50	0.40	0.17	0.13	-0.10	$-10.00	50.00	17	1.0	5.000	0.04	2024-03-21
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.03	0.18	5.25	0.50	0.30	0.17	0.14	-0.20	$-20.00	50.00	16	3.0	5.000	0.03	2024-03-20
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.04	0.24	3.00	0.50	0.30	0.17	0.13	-0.20	$-20.00	50.00	15	3.0	5.000	0.04	2024-03-19
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.05	0.29	0.00	0.50	0.30	0.17	0.12	-0.20	$-20.00	50.00	14	3.0	5.000	0.05	2024-03-18
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.05	0.29	7.75	0.50	0.30	0.17	0.12	-0.20	$-20.00	50.00	11	3.0	5.000	0.05	2024-03-15
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.04	0.24	0.00	0.50	0.30	0.17	0.13	-0.20	$-20.00	50.00	10	3.0	5.000	0.04	2024-03-14
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.04	0.24	3.00	0.50	0.30	0.17	0.13	-0.20	$-20.00	50.00	9	3.0	5.000	0.04	2024-03-13
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.04	0.24	2.50	0.50	0.30	0.17	0.13	-0.20	$-20.00	50.00	8	3.0	5.000	0.04	2024-03-12
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.03	0.18	7.62	0.50	0.30	0.17	0.14	-0.20	$-20.00	50.00	7	3.0	5.000	0.03	2024-03-11
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.03	0.18	4.56	0.50	0.30	0.17	0.14	-0.20	$-20.00	50.00	4	3.0	5.000	0.03	2024-03-08
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.03	0.18	7.38	0.50	0.30	0.17	0.14	-0.20	$-20.00	50.00	3	3.0	5.000	0.03	2024-03-07
XXII240419P00000500	XXII	PUT	Long	0.50	None	$-0.20	-0.40	$0.01	0.06	3.81	0.50	0.30	0.17	0.16	-0.20	$-20.00	50.00	2	3.0	5.000	0.01	2024-03-06
XXII240419P00000500	XXII	PUT	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.01	$-0.25	-0.50	$0.01	0.06	7.50	0.50	0.25	0.17	0.16	-0.25	$-25.00	50.00	1	2.0	5.000	0.01	2024-03-05
XXII240419P00000500	XXII	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	0.17	0.17	0.00	$0.00	50.00	0	4.0	5.000	-0.00	2024-03-04

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