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View Outliers PnL Drill-Down: YUMC241115P00042500

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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
2024-09-26	YUMC	YUMC241115P00042500	42.50	3.0	2.000	0.404	0.225	2.6	0.6	-0.010	3.600	1.520	1.48	44.42	2024-11-15	PUT	Long	0.176	0.223	0.148

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	YUMC	0.909	0.046	0.216	0.107	0.096	-0.013	49.68	0.075	0.0000	29.24	51.46	21	1y	46.26

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
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-3.37	-0.08	0.29	1.95	0.05	43.86	47.23	-1.90	$-190.00	195.00	49	1.0	1264.000	-3.37	2024-11-14
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-3.65	-0.08	0.19	1.95	0.05	43.86	47.51	-1.90	$-190.00	195.00	48	1.0	1264.000	-3.65	2024-11-13
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-4.04	-0.09	0.14	1.95	0.05	43.86	47.90	-1.90	$-190.00	195.00	47	1.0	1264.000	-4.04	2024-11-12
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-5.37	-0.12	0.18	1.95	0.05	43.86	49.23	-1.90	$-190.00	195.00	46	1.0	1264.000	-5.37	2024-11-11
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-5.45	-0.12	0.13	1.95	0.05	43.86	49.31	-1.90	$-190.00	195.00	45	1.0	1264.000	-5.45	2024-11-10
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-5.45	-0.12	0.08	1.95	0.05	43.86	49.31	-1.90	$-190.00	195.00	44	1.0	1264.000	-5.45	2024-11-09
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-6.01	-0.14	0.08	1.95	0.05	43.86	49.87	-1.90	$-190.00	195.00	43	1.0	1264.000	-6.01	2024-11-08
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.91	-0.98	$-7.60	-0.17	0.75	1.95	0.04	43.86	51.46	-1.91	$-191.00	195.00	42	14.0	1264.000	-7.60	2024-11-07
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.91	-0.98	$-5.94	-0.14	0.08	1.95	0.04	43.86	49.80	-1.91	$-191.00	195.00	41	14.0	1277.000	-5.94	2024-11-06
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.90	-0.97	$-4.50	-0.10	0.04	1.95	0.05	43.86	48.36	-1.90	$-190.00	195.00	40	50.0	1241.000	-4.50	2024-11-05
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.85	-0.95	$-4.44	-0.10	0.02	1.95	0.10	43.86	48.30	-1.85	$-185.00	195.00	39	42.0	1253.000	-4.44	2024-11-04
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.90	-0.46	$-1.21	-0.03	0.14	1.95	1.05	43.86	45.07	-0.90	$-90.00	195.00	36	178.0	1258.000	-1.21	2024-11-01
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.85	-0.44	$-0.28	-0.01	0.07	1.95	1.10	43.86	44.14	-0.85	$-85.00	195.00	35	4.0	1257.000	-0.28	2024-10-31
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.00	-0.51	$-0.84	-0.02	0.08	1.95	0.95	43.86	44.70	-1.00	$-100.00	195.00	34	20.0	1237.000	-0.84	2024-10-30
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.95	-0.49	$-0.63	-0.01	0.06	1.95	1.00	43.86	44.49	-0.95	$-95.00	195.00	33	36.0	1221.000	-0.63	2024-10-29
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.95	-0.49	$-0.83	-0.02	0.05	1.95	1.00	43.86	44.69	-0.95	$-95.00	195.00	32	5.0	1223.000	-0.83	2024-10-28
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.55	-0.28	$0.23	0.01	0.05	1.95	1.40	43.86	43.63	-0.55	$-55.00	195.00	31	2.0	1223.000	0.23	2024-10-27
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.55	-0.28	$0.23	0.01	0.04	1.95	1.40	43.86	43.63	-0.55	$-55.00	195.00	30	2.0	1223.000	0.23	2024-10-26
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.75	-0.38	$0.35	0.01	0.00	1.95	1.20	43.86	43.51	-0.75	$-75.00	195.00	28	8.0	1223.000	0.35	2024-10-24
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.58	-0.30	$-0.06	-0.00	0.01	1.95	1.37	43.86	43.92	-0.58	$-58.00	195.00	27	7.0	1224.000	-0.06	2024-10-23
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.65	-0.33	$0.24	0.01	-0.01	1.95	1.30	43.86	43.62	-0.65	$-65.00	195.00	26	19.0	1216.000	0.24	2024-10-22
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.53	-0.27	$0.31	0.01	0.13	1.95	1.42	43.86	43.55	-0.53	$-53.00	195.00	25	464.0	756.000	0.31	2024-10-21
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.31	-0.16	$0.03	0.00	0.03	1.95	1.64	43.86	43.83	-0.31	$-31.00	195.00	23	10.0	749.000	0.03	2024-10-19
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.60	-0.31	$0.09	0.00	0.01	1.95	1.35	43.86	43.77	-0.60	$-60.00	195.00	22	8.0	749.000	0.09	2024-10-18
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.40	-0.21	$-0.29	-0.01	0.02	1.95	1.55	43.86	44.15	-0.40	$-40.00	195.00	20	88.0	705.000	-0.29	2024-10-16
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.15	-0.59	$-2.97	-0.07	0.04	1.95	0.80	43.86	46.83	-1.15	$-115.00	195.00	18	688.0	551.000	-2.97	2024-10-14
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.94	-0.48	$-3.64	-0.08	0.07	1.95	1.01	43.86	47.50	-0.94	$-94.00	195.00	15	4.0	551.000	-3.64	2024-10-11
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.85	-0.44	$-3.44	-0.08	0.07	1.95	1.10	43.86	47.30	-0.85	$-85.00	195.00	14	6.0	547.000	-3.44	2024-10-10
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.43	-0.22	$-2.66	-0.06	0.06	1.95	1.52	43.86	46.52	-0.43	$-43.00	195.00	13	34.0	536.000	-2.66	2024-10-09
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.86	-0.44	$-6.21	-0.14	0.15	1.95	1.09	43.86	50.07	-0.86	$-86.00	195.00	11	10.0	534.000	-6.21	2024-10-07
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.06	-0.54	$-6.55	-0.15	-0.32	1.95	0.89	43.86	50.41	-1.06	$-106.00	195.00	10	1.0	0.000	-6.55	2024-10-06
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.06	-0.54	$-6.55	-0.15	0.15	1.95	0.89	43.86	50.41	-1.06	$-106.00	195.00	9	1.0	533.000	-6.55	2024-10-05
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.06	-0.54	$-6.55	-0.15	0.12	1.95	0.89	43.86	50.41	-1.06	$-106.00	195.00	8	1.0	533.000	-6.55	2024-10-04
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.98	-0.50	$-5.37	-0.12	0.08	1.95	0.97	43.86	49.23	-0.98	$-98.00	195.00	7	18.0	533.000	-5.37	2024-10-03
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-1.05	-0.54	$-7.16	-0.16	0.13	1.95	0.90	43.86	51.02	-1.05	$-105.00	195.00	6	535.0	36.000	-7.16	2024-10-02
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.59	-0.30	$-3.49	-0.08	0.14	1.95	1.36	43.86	47.35	-0.59	$-59.00	195.00	5	4.0	32.000	-3.49	2024-10-01
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.60	-0.31	$-1.15	-0.03	-0.04	1.95	1.35	43.86	45.01	-0.60	$-60.00	195.00	4	1.0	31.000	-1.15	2024-09-30
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.37	-0.19	$-1.49	-0.03	-0.38	1.95	1.58	43.86	45.35	-0.37	$-37.00	195.00	3	22.0	31.000	-1.49	2024-09-29
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.37	-0.19	$-1.49	-0.03	-0.02	1.95	1.58	43.86	45.35	-0.37	$-37.00	195.00	2	22.0	9.000	-1.49	2024-09-28
YUMC241115P00042500	YUMC	PUT	Long	42.50	None	$-0.37	-0.19	$-1.51	-0.03	-0.02	1.95	1.58	43.86	45.37	-0.37	$-37.00	195.00	1	22.0	9.000	-1.51	2024-09-27
YUMC241115P00042500	YUMC	PUT	Long	42.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.95	1.95	43.86	43.86	0.00	$0.00	195.00	0	10.0	2.000	-0.00	2024-09-26

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