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View Outliers PnL Drill-Down: ACAD240920C00015000

View in yFinance: ACAD

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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
2024-08-07	ACAD	ACAD240920C00015000	15.00	14.0	74.000	0.646	0.263	0.6	0.4	0.020	1.310	1.070	1.18	15.17	2024-09-20	CALL	Long	0.200	0.297	-0.194

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	ACAD	0.818	0.068	0.245	0.130	0.141	0.002	17.41	-0.084	0.0000	14.29	31.77	21	1y	15.68

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
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.22	0.19	$1.25	0.08	1.91	1.18	1.40	15.17	16.42	0.22	$22.00	118.00	43	10.0	685.000	1.25	2024-09-19
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.07	0.06	$1.16	0.08	0.57	1.18	1.25	15.17	16.33	0.07	$7.00	118.00	42	16.0	685.000	1.16	2024-09-18
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.17	0.14	$1.05	0.07	0.19	1.18	1.35	15.17	16.22	0.17	$17.00	118.00	41	1.0	696.000	1.05	2024-09-17
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.17	0.14	$0.97	0.06	0.42	1.18	1.35	15.17	16.14	0.17	$17.00	118.00	40	4.0	700.000	0.97	2024-09-16
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.12	-0.10	$1.15	0.08	0.27	1.18	1.06	15.17	16.32	-0.12	$-12.00	118.00	38	5.0	700.000	1.15	2024-09-14
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.12	-0.10	$1.15	0.08	0.54	1.18	1.06	15.17	16.32	-0.12	$-12.00	118.00	37	5.0	700.000	1.15	2024-09-13
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.12	-0.10	$0.78	0.05	0.34	1.18	1.06	15.17	15.95	-0.12	$-12.00	118.00	36	5.0	695.000	0.78	2024-09-12
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$0.77	0.05	-0.31	1.18	1.50	15.17	15.94	0.32	$32.00	118.00	35	10.0	685.000	0.77	2024-09-11
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$0.46	0.03	-0.12	1.18	1.50	15.17	15.63	0.32	$32.00	118.00	34	10.0	686.000	0.46	2024-09-10
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$0.60	0.04	-0.02	1.18	1.50	15.17	15.77	0.32	$32.00	118.00	33	10.0	686.000	0.60	2024-09-09
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$0.90	0.06	-0.09	1.18	1.50	15.17	16.07	0.32	$32.00	118.00	32	10.0	686.000	0.90	2024-09-08
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$0.90	0.06	-0.10	1.18	1.50	15.17	16.07	0.32	$32.00	118.00	30	10.0	686.000	0.90	2024-09-06
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$1.05	0.07	0.23	1.18	1.50	15.17	16.22	0.32	$32.00	118.00	29	10.0	691.000	1.05	2024-09-05
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.82	0.69	$1.52	0.10	0.38	1.18	2.00	15.17	16.69	0.82	$82.00	118.00	28	1.0	691.000	1.52	2024-09-04
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.22	0.19	$1.41	0.09	-0.04	1.18	1.40	15.17	16.58	0.22	$22.00	118.00	24	2.0	691.000	1.41	2024-08-31
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.22	0.19	$1.41	0.09	0.02	1.18	1.40	15.17	16.58	0.22	$22.00	118.00	23	2.0	691.000	1.41	2024-08-30
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.22	0.19	$1.15	0.08	0.07	1.18	1.40	15.17	16.32	0.22	$22.00	118.00	22	2.0	691.000	1.15	2024-08-29
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.03	-0.03	$0.53	0.03	-0.13	1.18	1.15	15.17	15.70	-0.03	$-3.00	118.00	21	1.0	691.000	0.53	2024-08-28
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$0.97	0.06	-0.65	1.18	1.50	15.17	16.14	0.32	$32.00	118.00	20	6.0	690.000	0.97	2024-08-27
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.32	0.27	$0.92	0.06	-0.12	1.18	1.50	15.17	16.09	0.32	$32.00	118.00	19	6.0	686.000	0.92	2024-08-26
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.07	0.06	$0.77	0.05	-0.17	1.18	1.25	15.17	15.94	0.07	$7.00	118.00	18	12.0	679.000	0.77	2024-08-25
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.07	0.06	$0.77	0.05	-0.18	1.18	1.25	15.17	15.94	0.07	$7.00	118.00	17	12.0	679.000	0.77	2024-08-24
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.07	0.06	$0.77	0.05	-0.19	1.18	1.25	15.17	15.94	0.07	$7.00	118.00	16	12.0	679.000	0.77	2024-08-23
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.12	0.10	$0.51	0.03	-0.18	1.18	1.30	15.17	15.68	0.12	$12.00	118.00	15	21.0	658.000	0.51	2024-08-22
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.07	0.06	$0.76	0.05	-0.17	1.18	1.25	15.17	15.93	0.07	$7.00	118.00	14	11.0	651.000	0.76	2024-08-21
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.03	-0.03	$0.40	0.03	-0.21	1.18	1.15	15.17	15.57	-0.03	$-3.00	118.00	13	510.0	141.000	0.40	2024-08-20
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.08	-0.07	$0.59	0.04	-0.29	1.18	1.10	15.17	15.76	-0.08	$-8.00	118.00	12	13.0	123.000	0.59	2024-08-19
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.02	0.02	$0.23	0.02	-0.00	1.18	1.20	15.17	15.40	0.02	$2.00	118.00	11	25.0	104.000	0.23	2024-08-18
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.02	0.02	$0.23	0.02	-0.01	1.18	1.20	15.17	15.40	0.02	$2.00	118.00	10	25.0	104.000	0.23	2024-08-17
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.02	0.02	$0.23	0.02	-0.10	1.18	1.20	15.17	15.40	0.02	$2.00	118.00	9	25.0	104.000	0.23	2024-08-16
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.29	-0.25	$0.23	0.02	-0.13	1.18	0.89	15.17	15.40	-0.29	$-29.00	118.00	8	3.0	103.000	0.23	2024-08-15
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.13	-0.11	$-0.03	-0.00	-0.19	1.18	1.05	15.17	15.14	-0.13	$-13.00	118.00	7	4.0	99.000	-0.03	2024-08-14
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$-0.23	-0.19	$0.56	0.04	-0.15	1.18	0.95	15.17	15.73	-0.23	$-23.00	118.00	6	39.0	99.000	0.56	2024-08-13
ACAD240920C00015000	ACAD	CALL	Long	15.00	Exit OP PnL: $-0.23;Exit EQ PnL: 0.12; Position is Long and position continued to lose. Latest OP price is: $0.95 (EQ: $15.29). Initial OP price was: $1.18 (EQ: $15.17). Surpassed Stop Loss Percentage: -0.1949152542372881355932203390 < -0.16.	$-0.23	-0.19	$0.12	0.01	-0.17	1.18	0.95	15.17	15.29	-0.23	$-23.00	118.00	5	39.0	112.000	0.12	2024-08-12
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.27	0.23	$0.46	0.03	-0.17	1.18	1.45	15.17	15.63	0.27	$27.00	118.00	2	37.0	77.000	0.46	2024-08-09
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.00	0.00	$0.55	0.04	-0.12	1.18	1.18	15.17	15.72	0.00	$0.00	118.00	1	14.0	77.000	0.55	2024-08-08
ACAD240920C00015000	ACAD	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	1.18	1.18	15.17	15.17	0.00	$0.00	118.00	0	14.0	74.000	0.00	2024-08-07

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