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View Outliers PnL Drill-Down: AAOI240920P00007500

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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	AAOI	AAOI240920P00007500	7.50	34.0	618.000	0.973	0.478	1.2	0.1	-0.010	1.600	0.490	0.68	8.57	2024-09-20	PUT	Long	0.466	0.519	0.247

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	AAOI	0.636	0.141	0.496	0.313	0.427	-0.069	32.11	-0.258	0.0000	6.87	44.03	21	1y	20.07

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
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.65	-0.96	$-5.63	-0.66	6.72	0.68	0.03	8.57	14.20	-0.65	$-65.00	68.00	42	15.0	663.000	-5.63	2024-09-19
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.65	-0.96	$-4.71	-0.55	3.90	0.68	0.03	8.57	13.28	-0.65	$-65.00	68.00	41	15.0	663.000	-4.71	2024-09-18
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.65	-0.96	$-5.03	-0.59	3.06	0.68	0.03	8.57	13.60	-0.65	$-65.00	68.00	40	15.0	663.000	-5.03	2024-09-17
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.65	-0.96	$-4.62	-0.54	1.46	0.68	0.03	8.57	13.19	-0.65	$-65.00	68.00	39	15.0	663.000	-4.62	2024-09-16
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.65	-0.96	$-6.04	-0.70	1.56	0.68	0.03	8.57	14.61	-0.65	$-65.00	68.00	37	15.0	663.000	-6.04	2024-09-14
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.65	-0.96	$-6.04	-0.70	1.22	0.68	0.03	8.57	14.61	-0.65	$-65.00	68.00	36	15.0	663.000	-6.04	2024-09-13
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.65	-0.96	$-5.95	-0.69	1.09	0.68	0.03	8.57	14.52	-0.65	$-65.00	68.00	35	19.0	666.000	-5.95	2024-09-12
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.63	-0.93	$-4.46	-0.52	0.72	0.68	0.05	8.57	13.03	-0.63	$-63.00	68.00	34	4.0	666.000	-4.46	2024-09-11
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.63	-0.93	$-3.95	-0.46	0.54	0.68	0.05	8.57	12.52	-0.63	$-63.00	68.00	33	4.0	666.000	-3.95	2024-09-10
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.63	-0.93	$-4.45	-0.52	0.57	0.68	0.05	8.57	13.02	-0.63	$-63.00	68.00	32	4.0	670.000	-4.45	2024-09-09
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.54	-0.79	$-3.24	-0.38	1.04	0.68	0.14	8.57	11.81	-0.54	$-54.00	68.00	31	92.0	670.000	-3.24	2024-09-08
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.54	-0.79	$-3.24	-0.38	0.49	0.68	0.14	8.57	11.81	-0.54	$-54.00	68.00	29	92.0	670.000	-3.24	2024-09-06
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.56	-0.82	$-3.67	-0.43	0.79	0.68	0.12	8.57	12.24	-0.56	$-56.00	68.00	28	91.0	724.000	-3.67	2024-09-05
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.63	-0.93	$-4.43	-0.52	0.32	0.68	0.05	8.57	13.00	-0.63	$-63.00	68.00	27	17.0	0.000	-4.43	2024-09-04
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.63	-0.93	$-2.78	-0.32	0.11	0.68	0.05	8.57	11.35	-0.63	$-63.00	68.00	23	31.0	741.000	-2.78	2024-08-31
AAOI240920P00007500	AAOI	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.58	-0.85	$-2.78	-0.32	0.15	0.68	0.10	8.57	11.35	-0.58	$-58.00	68.00	22	17.0	741.000	-2.78	2024-08-30
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.59	-0.87	$-1.73	-0.20	-0.06	0.68	0.09	8.57	10.30	-0.59	$-59.00	68.00	21	20.0	727.000	-1.73	2024-08-29
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.41	-0.60	$-0.55	-0.06	-0.01	0.68	0.27	8.57	9.12	-0.41	$-41.00	68.00	20	4.0	723.000	-0.55	2024-08-28
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.53	-0.78	$-0.97	-0.11	-0.72	0.68	0.15	8.57	9.54	-0.53	$-53.00	68.00	19	177.0	723.000	-0.97	2024-08-27
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.53	-0.78	$-1.05	-0.12	-0.09	0.68	0.15	8.57	9.62	-0.53	$-53.00	68.00	18	177.0	606.000	-1.05	2024-08-26
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.48	-0.71	$-1.14	-0.13	-0.04	0.68	0.20	8.57	9.71	-0.48	$-48.00	68.00	17	15.0	597.000	-1.14	2024-08-25
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.48	-0.71	$-1.14	-0.13	-0.06	0.68	0.20	8.57	9.71	-0.48	$-48.00	68.00	16	15.0	597.000	-1.14	2024-08-24
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.48	-0.71	$-1.14	-0.13	-0.03	0.68	0.20	8.57	9.71	-0.48	$-48.00	68.00	15	15.0	597.000	-1.14	2024-08-23
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.42	-0.62	$-0.46	-0.05	-0.13	0.68	0.26	8.57	9.03	-0.42	$-42.00	68.00	14	80.0	589.000	-0.46	2024-08-22
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.39	-0.57	$-0.35	-0.04	-0.08	0.68	0.29	8.57	8.92	-0.39	$-39.00	68.00	13	6.0	593.000	-0.35	2024-08-21
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.28	-0.41	$-0.21	-0.02	-0.06	0.68	0.40	8.57	8.78	-0.28	$-28.00	68.00	12	12.0	593.000	-0.21	2024-08-20
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.28	-0.41	$-0.03	-0.00	-0.10	0.68	0.40	8.57	8.60	-0.28	$-28.00	68.00	11	12.0	586.000	-0.03	2024-08-19
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.19	-0.28	$0.29	0.03	-0.13	0.68	0.49	8.57	8.28	-0.19	$-19.00	68.00	10	3.0	585.000	0.29	2024-08-18
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.19	-0.28	$0.29	0.03	-0.14	0.68	0.49	8.57	8.28	-0.19	$-19.00	68.00	9	3.0	585.000	0.29	2024-08-17
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.19	-0.28	$0.29	0.03	-0.18	0.68	0.49	8.57	8.28	-0.19	$-19.00	68.00	8	3.0	585.000	0.29	2024-08-16
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$-0.20	-0.29	$0.04	0.00	-0.00	0.68	0.48	8.57	8.53	-0.20	$-20.00	68.00	7	5.0	588.000	0.04	2024-08-15
AAOI240920P00007500	AAOI	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.03	-0.04	$0.43	0.05	-0.12	0.68	0.65	8.57	8.14	-0.03	$-3.00	68.00	6	97.0	0.000	0.43	2024-08-14
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$0.05	0.07	$0.55	0.06	-0.09	0.68	0.73	8.57	8.02	0.05	$5.00	68.00	5	5.0	652.000	0.55	2024-08-13
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$0.07	0.10	$0.72	0.08	-0.07	0.68	0.75	8.57	7.85	0.07	$7.00	68.00	4	1.0	651.000	0.72	2024-08-12
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$0.07	0.10	$0.83	0.10	0.01	0.68	0.75	8.57	7.74	0.07	$7.00	68.00	1	31.0	646.000	0.83	2024-08-09
AAOI240920P00007500	AAOI	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.68	0.68	8.57	8.57	0.00	$0.00	68.00	0	34.0	618.000	-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