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View Outliers PnL Drill-Down: YMM241220P00010000

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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
2024-11-20	YMM	YMM241220P00010000	10.00	84.0	1063.000	0.498	0.186	0.1	0.3	-0.010	0.450	0.560	0.60	9.85	2024-12-20	PUT	Long	0.230	0.269	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	YMM	0.727	0.069	0.226	0.121	0.226	0.141	10.92	0.262	0.0000	5.90	12.28	21	1y	8.85

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
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.56	-0.93	$-1.08	-0.11	0.36	0.60	0.04	9.85	10.93	-0.56	$-56.00	60.00	29	2.0	1205.000	-1.08	2024-12-19
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.56	-0.93	$-1.05	-0.11	0.19	0.60	0.04	9.85	10.90	-0.56	$-56.00	60.00	28	2.0	1205.000	-1.05	2024-12-18
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.56	-0.93	$-1.07	-0.11	0.11	0.60	0.04	9.85	10.92	-0.56	$-56.00	60.00	27	2.0	1205.000	-1.07	2024-12-17
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.54	-0.90	$-0.70	-0.07	-0.03	0.60	0.06	9.85	10.55	-0.54	$-54.00	60.00	26	155.0	1207.000	-0.70	2024-12-16
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.54	-0.90	$-1.38	-0.14	0.02	0.60	0.06	9.85	11.23	-0.54	$-54.00	60.00	23	155.0	1207.000	-1.38	2024-12-13
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.54	-0.90	$-1.40	-0.14	0.10	0.60	0.06	9.85	11.25	-0.54	$-54.00	60.00	22	155.0	1207.000	-1.40	2024-12-12
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.54	-0.90	$-1.65	-0.17	0.05	0.60	0.06	9.85	11.50	-0.54	$-54.00	60.00	21	155.0	1207.000	-1.65	2024-12-11
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.54	-0.90	$-2.07	-0.21	0.49	0.60	0.06	9.85	11.92	-0.54	$-54.00	60.00	20	155.0	1207.000	-2.07	2024-12-10
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.54	-0.90	$-2.44	-0.25	0.28	0.60	0.06	9.85	12.29	-0.54	$-54.00	60.00	19	155.0	1116.000	-2.44	2024-12-09
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.50	-0.83	$-0.91	-0.09	-0.02	0.60	0.10	9.85	10.76	-0.50	$-50.00	60.00	18	1.0	1117.000	-0.91	2024-12-08
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.50	-0.83	$-0.92	-0.09	0.01	0.60	0.10	9.85	10.77	-0.50	$-50.00	60.00	16	1.0	1117.000	-0.92	2024-12-06
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.47	-0.78	$-0.70	-0.07	-0.08	0.60	0.13	9.85	10.55	-0.47	$-47.00	60.00	15	5.0	1112.000	-0.70	2024-12-05
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.38	-0.63	$-0.42	-0.04	-0.08	0.60	0.22	9.85	10.27	-0.38	$-38.00	60.00	14	6.0	1106.000	-0.42	2024-12-04
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.20	-0.33	$-0.36	-0.04	-0.06	0.60	0.40	9.85	10.21	-0.20	$-20.00	60.00	13	41.0	1106.000	-0.36	2024-12-03
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.20	-0.33	$-0.21	-0.02	-0.03	0.60	0.40	9.85	10.06	-0.20	$-20.00	60.00	12	41.0	1106.000	-0.21	2024-12-02
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.20	-0.33	$-0.16	-0.02	-0.49	0.60	0.40	9.85	10.01	-0.20	$-20.00	60.00	11	41.0	0.000	-0.16	2024-12-01
YMM241220P00010000	YMM	PUT	Long	10.00	None	$-0.20	-0.33	$-0.16	-0.02	-0.07	0.60	0.40	9.85	10.01	-0.20	$-20.00	60.00	10	41.0	1065.000	-0.16	2024-11-30
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.15	0.25	$-0.12	-0.01	-0.00	0.60	0.75	9.85	9.97	0.15	$15.00	60.00	8	2.0	1065.000	-0.12	2024-11-28
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.15	0.25	$-0.05	-0.01	-0.01	0.60	0.75	9.85	9.90	0.15	$15.00	60.00	7	2.0	1065.000	-0.05	2024-11-27
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.15	0.25	$-0.09	-0.01	0.05	0.60	0.75	9.85	9.94	0.15	$15.00	60.00	6	2.0	1065.000	-0.09	2024-11-26
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.15	0.25	$0.36	0.04	-0.01	0.60	0.75	9.85	9.49	0.15	$15.00	60.00	5	2.0	1065.000	0.36	2024-11-25
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.30	0.50	$0.48	0.05	0.01	0.60	0.90	9.85	9.37	0.30	$30.00	60.00	4	7.0	1065.000	0.48	2024-11-24
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.30	0.50	$0.48	0.05	-0.01	0.60	0.90	9.85	9.37	0.30	$30.00	60.00	3	7.0	1065.000	0.48	2024-11-23
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.30	0.50	$0.46	0.05	-0.00	0.60	0.90	9.85	9.39	0.30	$30.00	60.00	2	7.0	1065.000	0.46	2024-11-22
YMM241220P00010000	YMM	PUT	Long	10.00	None	$0.16	0.27	$0.15	0.02	-0.02	0.60	0.76	9.85	9.70	0.16	$16.00	60.00	1	2.0	1064.000	0.15	2024-11-21
YMM241220P00010000	YMM	PUT	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	9.85	9.85	0.00	$0.00	60.00	0	84.0	1063.000	-0.00	2024-11-20

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