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View Outliers PnL Drill-Down: AAP240927C00060000

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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
2024-08-22	AAP	AAP240927C00060000	60.00	70.0	132.000	0.550	0.252	0.1	8.6	0.010	1.060	9.640	0.65	51.10	2024-09-27	CALL	Long	0.227	0.297	-0.175

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	AAP	0.727	0.062	0.216	0.126	0.154	-0.003	44.47	0.003	0.0000	35.69	86.45	21	1y	38.28

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
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-10.87	-0.21	1.51	0.65	0.01	51.10	40.23	-0.64	$-64.00	65.00	35	252.0	519.000	-10.87	2024-09-26
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-11.50	-0.23	1.20	0.65	0.01	51.10	39.60	-0.64	$-64.00	65.00	34	252.0	519.000	-11.50	2024-09-25
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-10.19	-0.20	0.76	0.65	0.01	51.10	40.91	-0.64	$-64.00	65.00	33	252.0	276.000	-10.19	2024-09-24
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-10.53	-0.21	0.73	0.65	0.01	51.10	40.57	-0.64	$-64.00	65.00	32	3.0	276.000	-10.53	2024-09-23
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-10.11	-0.20	-0.05	0.65	0.01	51.10	40.99	-0.64	$-64.00	65.00	31	3.0	0.000	-10.11	2024-09-22
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-10.11	-0.20	1.18	0.65	0.01	51.10	40.99	-0.64	$-64.00	65.00	29	3.0	276.000	-10.11	2024-09-20
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-8.64	-0.17	0.76	0.65	0.01	51.10	42.46	-0.64	$-64.00	65.00	28	3.0	279.000	-8.64	2024-09-19
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-9.04	-0.18	0.99	0.65	0.01	51.10	42.06	-0.64	$-64.00	65.00	27	2.0	279.000	-9.04	2024-09-18
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-10.09	-0.20	0.92	0.65	0.01	51.10	41.01	-0.64	$-64.00	65.00	26	2.0	279.000	-10.09	2024-09-17
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-9.96	-0.19	0.33	0.65	0.01	51.10	41.14	-0.64	$-64.00	65.00	25	2.0	279.000	-9.96	2024-09-16
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-9.67	-0.19	0.96	0.65	0.01	51.10	41.43	-0.64	$-64.00	65.00	23	507.0	279.000	-9.67	2024-09-14
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-9.67	-0.19	1.02	0.65	0.01	51.10	41.43	-0.64	$-64.00	65.00	22	507.0	279.000	-9.67	2024-09-13
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-11.62	-0.23	0.86	0.65	0.01	51.10	39.48	-0.64	$-64.00	65.00	21	507.0	279.000	-11.62	2024-09-12
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.64	-0.98	$-12.32	-0.24	0.38	0.65	0.01	51.10	38.78	-0.64	$-64.00	65.00	20	507.0	550.000	-12.32	2024-09-11
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.62	-0.95	$-12.57	-0.25	0.47	0.65	0.03	51.10	38.53	-0.62	$-62.00	65.00	19	2.0	550.000	-12.57	2024-09-10
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.62	-0.95	$-12.38	-0.24	0.50	0.65	0.03	51.10	38.72	-0.62	$-62.00	65.00	18	2.0	550.000	-12.38	2024-09-09
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.62	-0.95	$-11.36	-0.22	0.40	0.65	0.03	51.10	39.74	-0.62	$-62.00	65.00	15	2.0	550.000	-11.36	2024-09-06
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.62	-0.95	$-10.64	-0.21	0.26	0.65	0.03	51.10	40.46	-0.62	$-62.00	65.00	14	2.0	552.000	-10.64	2024-09-05
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.53	-0.82	$-8.68	-0.17	0.13	0.65	0.12	51.10	42.42	-0.53	$-53.00	65.00	13	20.0	552.000	-8.68	2024-09-04
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.53	-0.82	$-5.79	-0.11	0.07	0.65	0.12	51.10	45.31	-0.53	$-53.00	65.00	9	20.0	552.000	-5.79	2024-08-31
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.53	-0.82	$-5.79	-0.11	0.05	0.65	0.12	51.10	45.31	-0.53	$-53.00	65.00	8	20.0	552.000	-5.79	2024-08-30
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.53	-0.82	$-4.95	-0.10	0.01	0.65	0.12	51.10	46.15	-0.53	$-53.00	65.00	7	20.0	552.000	-4.95	2024-08-29
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.53	-0.82	$-4.48	-0.09	-0.07	0.65	0.12	51.10	46.62	-0.53	$-53.00	65.00	6	20.0	532.000	-4.48	2024-08-28
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.40	-0.62	$-2.53	-0.05	-0.42	0.65	0.25	51.10	48.57	-0.40	$-40.00	65.00	5	7.0	532.000	-2.53	2024-08-27
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.40	-0.62	$-1.99	-0.04	-0.01	0.65	0.25	51.10	49.11	-0.40	$-40.00	65.00	4	7.0	527.000	-1.99	2024-08-26
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.46	-0.71	$-1.95	-0.04	-0.00	0.65	0.19	51.10	49.15	-0.46	$-46.00	65.00	3	325.0	202.000	-1.95	2024-08-25
AAP240927C00060000	AAP	CALL	Long	60.00	None	$-0.46	-0.71	$-1.95	-0.04	-0.01	0.65	0.19	51.10	49.15	-0.46	$-46.00	65.00	2	325.0	202.000	-1.95	2024-08-24
AAP240927C00060000	AAP	CALL	Long	60.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.13; Exit EQ PnL: -1.54	$-0.46	-0.71	$-1.97	-0.04	-0.03	0.65	0.19	51.10	49.13	-0.46	$-46.00	65.00	1	325.0	202.000	-1.97	2024-08-23
AAP240927C00060000	AAP	CALL	Long	60.00	None	$0.00	0.00	$0.00	0.00	0.00	0.65	0.65	51.10	51.10	0.00	$0.00	65.00	0	70.0	132.000	0.00	2024-08-22

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