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View Outliers PnL Drill-Down: YETI240920P00045000

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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	YETI240920P00045000	45.00	16.0	2.000	0.367	0.218	0.5	2.2	-0.010	1.240	2.910	3.42	43.12	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
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$3.15	0.07	0.75	3.42	5.35	43.12	39.97	1.93	$193.00	342.00	42	10.0	11.000	3.15	2024-09-19
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$4.04	0.09	0.93	3.42	5.35	43.12	39.08	1.93	$193.00	342.00	41	10.0	11.000	4.04	2024-09-18
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$3.74	0.09	1.01	3.42	5.35	43.12	39.38	1.93	$193.00	342.00	40	10.0	11.000	3.74	2024-09-17
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$3.91	0.09	0.48	3.42	5.35	43.12	39.21	1.93	$193.00	342.00	39	10.0	11.000	3.91	2024-09-16
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$4.06	0.09	1.12	3.42	5.35	43.12	39.06	1.93	$193.00	342.00	37	10.0	11.000	4.06	2024-09-14
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$4.06	0.09	0.60	3.42	5.35	43.12	39.06	1.93	$193.00	342.00	36	10.0	11.000	4.06	2024-09-13
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$5.20	0.12	0.53	3.42	5.35	43.12	37.92	1.93	$193.00	342.00	35	10.0	11.000	5.20	2024-09-12
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$5.62	0.13	0.51	3.42	5.35	43.12	37.50	1.93	$193.00	342.00	34	10.0	11.000	5.62	2024-09-11
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$7.05	0.16	0.42	3.42	5.35	43.12	36.07	1.93	$193.00	342.00	33	10.0	11.000	7.05	2024-09-10
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$6.85	0.16	-0.37	3.42	5.35	43.12	36.27	1.93	$193.00	342.00	32	10.0	14.000	6.85	2024-09-09
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$5.81	0.13	0.14	3.42	5.35	43.12	37.31	1.93	$193.00	342.00	29	10.0	16.000	5.81	2024-09-06
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$5.15	0.12	0.11	3.42	5.35	43.12	37.97	1.93	$193.00	342.00	28	10.0	16.000	5.15	2024-09-05
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$4.60	0.11	0.11	3.42	5.35	43.12	38.52	1.93	$193.00	342.00	27	10.0	20.000	4.60	2024-09-04
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$2.80	0.06	0.32	3.42	5.35	43.12	40.32	1.93	$193.00	342.00	23	10.0	20.000	2.80	2024-08-31
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$2.84	0.07	0.04	3.42	5.35	43.12	40.28	1.93	$193.00	342.00	22	10.0	20.000	2.84	2024-08-30
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$2.75	0.06	0.10	3.42	5.35	43.12	40.37	1.93	$193.00	342.00	21	10.0	20.000	2.75	2024-08-29
YETI240920P00045000	YETI	PUT	Long	45.00	None	$1.93	0.56	$3.52	0.08	-0.24	3.42	5.35	43.12	39.60	1.93	$193.00	342.00	20	10.0	14.000	3.52	2024-08-28
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.28	0.08	$2.18	0.05	-0.37	3.42	3.70	43.12	40.94	0.28	$28.00	342.00	19	1.0	14.000	2.18	2024-08-27
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.28	0.08	$2.18	0.05	-0.05	3.42	3.70	43.12	40.94	0.28	$28.00	342.00	18	1.0	14.000	2.18	2024-08-26
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$2.38	0.06	-0.04	3.42	3.68	43.12	40.74	0.26	$26.00	342.00	17	5.0	14.000	2.38	2024-08-25
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$2.38	0.06	-0.05	3.42	3.68	43.12	40.74	0.26	$26.00	342.00	16	5.0	14.000	2.38	2024-08-24
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$2.37	0.05	-0.10	3.42	3.68	43.12	40.75	0.26	$26.00	342.00	15	5.0	14.000	2.37	2024-08-23
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$2.55	0.06	-0.00	3.42	3.68	43.12	40.57	0.26	$26.00	342.00	14	5.0	14.000	2.55	2024-08-22
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$2.04	0.05	-0.07	3.42	3.68	43.12	41.08	0.26	$26.00	342.00	13	5.0	14.000	2.04	2024-08-21
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$3.34	0.08	-0.01	3.42	3.68	43.12	39.78	0.26	$26.00	342.00	12	5.0	14.000	3.34	2024-08-20
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$2.31	0.05	-0.05	3.42	3.68	43.12	40.81	0.26	$26.00	342.00	11	5.0	14.000	2.31	2024-08-19
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$1.51	0.04	-0.07	3.42	3.68	43.12	41.61	0.26	$26.00	342.00	10	5.0	10.000	1.51	2024-08-18
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.26	0.08	$1.51	0.04	-0.08	3.42	3.68	43.12	41.61	0.26	$26.00	342.00	9	5.0	10.000	1.51	2024-08-17
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.38	0.11	$1.51	0.04	-0.01	3.42	3.80	43.12	41.61	0.38	$38.00	342.00	8	3.0	10.000	1.51	2024-08-16
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.07	0.02	$1.14	0.03	-0.04	3.42	3.49	43.12	41.98	0.07	$7.00	342.00	7	2.0	8.000	1.14	2024-08-15
YETI240920P00045000	YETI	PUT	Long	45.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.30	0.09	$3.11	0.07	-0.04	3.42	3.72	43.12	40.01	0.30	$30.00	342.00	6	7.0	8.000	3.11	2024-08-14
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.30	0.09	$1.41	0.03	-0.05	3.42	3.72	43.12	41.71	0.30	$30.00	342.00	5	7.0	8.000	1.41	2024-08-13
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.30	0.09	$3.37	0.08	-0.02	3.42	3.72	43.12	39.75	0.30	$30.00	342.00	4	7.0	8.000	3.37	2024-08-12
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.30	0.09	$2.14	0.05	-0.03	3.42	3.72	43.12	40.98	0.30	$30.00	342.00	1	7.0	9.000	2.14	2024-08-09
YETI240920P00045000	YETI	PUT	Long	45.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.42	3.42	43.12	43.12	0.00	$0.00	342.00	0	16.0	2.000	-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