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View Outliers PnL Drill-Down: YETI240920P00040000

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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
2024-08-08	YETI	YETI240920P00040000	40.00	23.0	124.000	0.427	0.210	3.0	0.2	-0.010	3.830	1.020	1.20	42.63	2024-09-20	PUT	Long	0.181	0.238	0.164

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	YETI	0.818	0.072	0.213	0.120	0.090	-0.049	42.52	0.102	0.0000	34.39	53.60	21	1y	37.43

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
YETI240920P00040000	YETI	PUT	Long	40.00	None	$-0.60	-0.63	$3.15	0.07	-0.08	0.95	0.35	43.12	39.97	-0.60	$-60.00	95.00	42	41.0	309.000	3.15	2024-09-19
YETI240920P00040000	YETI	PUT	Long	40.00	None	$-0.44	-0.46	$4.04	0.09	-0.05	0.95	0.51	43.12	39.08	-0.44	$-44.00	95.00	41	2.0	309.000	4.04	2024-09-18
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.65	0.68	$3.74	0.09	0.05	0.95	1.60	43.12	39.38	0.65	$65.00	95.00	40	2.0	309.000	3.74	2024-09-17
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.65	0.68	$3.91	0.09	0.02	0.95	1.60	43.12	39.21	0.65	$65.00	95.00	39	2.0	309.000	3.91	2024-09-16
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.65	0.68	$4.06	0.09	-0.01	0.95	1.60	43.12	39.06	0.65	$65.00	95.00	37	2.0	309.000	4.06	2024-09-14
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.65	0.68	$4.06	0.09	-0.04	0.95	1.60	43.12	39.06	0.65	$65.00	95.00	36	2.0	309.000	4.06	2024-09-13
YETI240920P00040000	YETI	PUT	Long	40.00	None	$1.58	1.66	$5.20	0.12	0.02	0.95	2.53	43.12	37.92	1.58	$158.00	95.00	35	1.0	309.000	5.20	2024-09-12
YETI240920P00040000	YETI	PUT	Long	40.00	None	$2.35	2.47	$5.62	0.13	-0.02	0.95	3.30	43.12	37.50	2.35	$235.00	95.00	34	7.0	302.000	5.62	2024-09-11
YETI240920P00040000	YETI	PUT	Long	40.00	None	$3.35	3.53	$7.05	0.16	0.12	0.95	4.30	43.12	36.07	3.35	$335.00	95.00	33	3.0	306.000	7.05	2024-09-10
YETI240920P00040000	YETI	PUT	Long	40.00	None	$2.05	2.16	$6.85	0.16	-0.41	0.95	3.00	43.12	36.27	2.05	$205.00	95.00	32	4.0	307.000	6.85	2024-09-09
YETI240920P00040000	YETI	PUT	Long	40.00	None	$2.05	2.16	$5.81	0.13	0.08	0.95	3.00	43.12	37.31	2.05	$205.00	95.00	31	4.0	309.000	5.81	2024-09-08
YETI240920P00040000	YETI	PUT	Long	40.00	None	$2.05	2.16	$5.81	0.13	0.07	0.95	3.00	43.12	37.31	2.05	$205.00	95.00	29	4.0	309.000	5.81	2024-09-06
YETI240920P00040000	YETI	PUT	Long	40.00	None	$1.40	1.47	$5.15	0.12	-0.05	0.95	2.35	43.12	37.97	1.40	$140.00	95.00	28	9.0	309.000	5.15	2024-09-05
YETI240920P00040000	YETI	PUT	Long	40.00	None	$1.07	1.13	$4.60	0.11	-0.08	0.95	2.02	43.12	38.52	1.07	$107.00	95.00	27	94.0	334.000	4.60	2024-09-04
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.20	0.21	$2.80	0.06	-0.08	0.95	1.15	43.12	40.32	0.20	$20.00	95.00	23	20.0	375.000	2.80	2024-08-31
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.20	0.21	$2.84	0.07	-0.10	0.95	1.15	43.12	40.28	0.20	$20.00	95.00	22	20.0	375.000	2.84	2024-08-30
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.20	0.21	$2.75	0.06	-0.09	0.95	1.15	43.12	40.37	0.20	$20.00	95.00	21	15.0	376.000	2.75	2024-08-29
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.44	0.46	$3.52	0.08	-0.10	0.95	1.39	43.12	39.60	0.44	$44.00	95.00	20	175.0	357.000	3.52	2024-08-28
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.00	0.00	$2.18	0.05	-0.38	0.95	0.95	43.12	40.94	0.00	$0.00	95.00	19	20.0	363.000	2.18	2024-08-27
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.00	0.00	$2.18	0.05	-0.08	0.95	0.95	43.12	40.94	0.00	$0.00	95.00	18	20.0	364.000	2.18	2024-08-26
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.10	0.11	$2.38	0.06	-0.08	0.95	1.05	43.12	40.74	0.10	$10.00	95.00	17	27.0	367.000	2.38	2024-08-25
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.10	0.11	$2.38	0.06	-0.08	0.95	1.05	43.12	40.74	0.10	$10.00	95.00	16	27.0	367.000	2.38	2024-08-24
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.10	0.11	$2.37	0.05	-0.09	0.95	1.05	43.12	40.75	0.10	$10.00	95.00	15	27.0	367.000	2.37	2024-08-23
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.30	0.32	$2.55	0.06	-0.06	0.95	1.25	43.12	40.57	0.30	$30.00	95.00	14	30.0	386.000	2.55	2024-08-22
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.03	0.03	$2.04	0.05	-0.09	0.95	0.98	43.12	41.08	0.03	$3.00	95.00	13	32.0	393.000	2.04	2024-08-21
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.60	0.63	$3.34	0.08	-0.10	0.95	1.55	43.12	39.78	0.60	$60.00	95.00	12	41.0	407.000	3.34	2024-08-20
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.10	0.11	$2.31	0.05	-0.09	0.95	1.05	43.12	40.81	0.10	$10.00	95.00	11	63.0	408.000	2.31	2024-08-19
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.00	0.00	$1.51	0.04	-0.08	0.95	0.95	43.12	41.61	0.00	$0.00	95.00	10	62.0	411.000	1.51	2024-08-18
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.00	0.00	$1.51	0.04	-0.08	0.95	0.95	43.12	41.61	0.00	$0.00	95.00	9	62.0	411.000	1.51	2024-08-17
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.00	0.00	$1.51	0.04	-0.08	0.95	0.95	43.12	41.61	0.00	$0.00	95.00	8	62.0	411.000	1.51	2024-08-16
YETI240920P00040000	YETI	PUT	Long	40.00	None	$-0.10	-0.11	$1.32	0.03	-0.10	0.95	0.85	43.12	41.80	-0.10	$-10.00	95.00	7	210.0	311.000	1.32	2024-08-15
YETI240920P00040000	YETI	PUT	Long	40.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.66	0.69	$3.11	0.07	-0.08	0.95	1.61	43.12	40.01	0.66	$66.00	95.00	6	257.0	130.000	3.11	2024-08-14
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.12	0.13	$1.41	0.03	-0.07	0.95	1.07	43.12	41.71	0.12	$12.00	95.00	5	13.0	119.000	1.41	2024-08-13
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.95	1.00	$3.37	0.08	-0.05	0.95	1.90	43.12	39.75	0.95	$95.00	95.00	4	124.0	126.000	3.37	2024-08-12
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.50	0.53	$2.14	0.05	-0.05	0.95	1.45	43.12	40.98	0.50	$50.00	95.00	1	45.0	148.000	2.14	2024-08-09
YETI240920P00040000	YETI	PUT	Long	40.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	43.12	43.12	0.00	$0.00	95.00	0	27.0	124.000	-0.00	2024-08-08

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