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View Outliers PnL Drill-Down: ACAD240920C00016000

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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	ACAD240920C00016000	16.00	118.0	109.000	0.533	0.257	0.2	0.9	0.020	0.730	1.360	0.70	15.29	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
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.27	-0.39	$1.25	0.08	-0.10	0.70	0.43	15.17	16.42	-0.27	$-27.00	70.00	43	16.0	334.000	1.25	2024-09-19
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.00	0.00	$1.16	0.08	0.12	0.70	0.70	15.17	16.33	0.00	$0.00	70.00	42	33.0	331.000	1.16	2024-09-18
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.29	-0.41	$1.04	0.07	-0.09	0.70	0.41	15.17	16.21	-0.29	$-29.00	70.00	41	4.0	333.000	1.04	2024-09-17
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.15	-0.21	$0.97	0.06	0.05	0.70	0.55	15.17	16.14	-0.15	$-15.00	70.00	40	26.0	333.000	0.97	2024-09-16
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.15	-0.21	$1.15	0.08	-0.07	0.70	0.55	15.17	16.32	-0.15	$-15.00	70.00	38	26.0	321.000	1.15	2024-09-14
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.15	-0.21	$1.15	0.08	-0.14	0.70	0.55	15.17	16.32	-0.15	$-15.00	70.00	37	26.0	321.000	1.15	2024-09-13
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.50	-0.71	$0.78	0.05	-0.06	0.70	0.20	15.17	15.95	-0.50	$-50.00	70.00	36	1.0	321.000	0.78	2024-09-12
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.45	-0.64	$0.77	0.05	-0.22	0.70	0.25	15.17	15.94	-0.45	$-45.00	70.00	35	14.0	307.000	0.77	2024-09-11
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.35	-0.50	$0.46	0.03	-0.07	0.70	0.35	15.17	15.63	-0.35	$-35.00	70.00	34	49.0	310.000	0.46	2024-09-10
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.25	-0.36	$0.60	0.04	-0.06	0.70	0.45	15.17	15.77	-0.25	$-25.00	70.00	33	28.0	298.000	0.60	2024-09-09
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.05	-0.07	$0.90	0.06	-0.01	0.70	0.65	15.17	16.07	-0.05	$-5.00	70.00	32	39.0	278.000	0.90	2024-09-08
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.05	-0.07	$0.90	0.06	-0.07	0.70	0.65	15.17	16.07	-0.05	$-5.00	70.00	30	39.0	278.000	0.90	2024-09-06
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.20	0.29	$1.05	0.07	-0.04	0.70	0.90	15.17	16.22	0.20	$20.00	70.00	29	2.0	278.000	1.05	2024-09-05
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.35	0.50	$1.52	0.10	-0.01	0.70	1.05	15.17	16.69	0.35	$35.00	70.00	28	5.0	278.000	1.52	2024-09-04
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.25	0.36	$1.41	0.09	-0.07	0.70	0.95	15.17	16.58	0.25	$25.00	70.00	24	23.0	256.000	1.41	2024-08-31
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.22	0.31	$1.41	0.09	-0.13	0.70	0.92	15.17	16.58	0.22	$22.00	70.00	23	17.0	256.000	1.41	2024-08-30
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.19	0.27	$1.15	0.08	-0.10	0.70	0.89	15.17	16.32	0.19	$19.00	70.00	22	16.0	249.000	1.15	2024-08-29
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.10	-0.14	$0.53	0.03	-0.13	0.70	0.60	15.17	15.70	-0.10	$-10.00	70.00	21	31.0	270.000	0.53	2024-08-28
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.10	0.14	$0.97	0.06	-0.58	0.70	0.80	15.17	16.14	0.10	$10.00	70.00	20	30.0	269.000	0.97	2024-08-27
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.10	0.14	$0.92	0.06	-0.02	0.70	0.80	15.17	16.09	0.10	$10.00	70.00	19	30.0	0.000	0.92	2024-08-26
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.05	0.07	$0.77	0.05	-0.13	0.70	0.75	15.17	15.94	0.05	$5.00	70.00	18	31.0	248.000	0.77	2024-08-25
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.05	0.07	$0.77	0.05	-0.14	0.70	0.75	15.17	15.94	0.05	$5.00	70.00	17	31.0	248.000	0.77	2024-08-24
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.05	0.07	$0.77	0.05	-0.15	0.70	0.75	15.17	15.94	0.05	$5.00	70.00	16	31.0	248.000	0.77	2024-08-23
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.11	-0.16	$0.51	0.03	-0.11	0.70	0.59	15.17	15.68	-0.11	$-11.00	70.00	15	31.0	237.000	0.51	2024-08-22
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.05	-0.07	$0.76	0.05	-0.19	0.70	0.65	15.17	15.93	-0.05	$-5.00	70.00	14	25.0	246.000	0.76	2024-08-21
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.15	-0.21	$0.40	0.03	-0.18	0.70	0.55	15.17	15.57	-0.15	$-15.00	70.00	13	14.0	235.000	0.40	2024-08-20
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.14	-0.20	$0.59	0.04	-0.18	0.70	0.56	15.17	15.76	-0.14	$-14.00	70.00	12	19.0	219.000	0.59	2024-08-19
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.05	-0.07	$0.23	0.02	-0.08	0.70	0.65	15.17	15.40	-0.05	$-5.00	70.00	11	68.0	222.000	0.23	2024-08-18
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.05	-0.07	$0.23	0.02	-0.08	0.70	0.65	15.17	15.40	-0.05	$-5.00	70.00	10	68.0	222.000	0.23	2024-08-17
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.05	-0.07	$0.23	0.02	-0.09	0.70	0.65	15.17	15.40	-0.05	$-5.00	70.00	9	38.0	222.000	0.23	2024-08-16
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.20	-0.29	$0.23	0.02	-0.02	0.70	0.50	15.17	15.40	-0.20	$-20.00	70.00	8	1.0	223.000	0.23	2024-08-15
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.10	-0.14	$-0.03	-0.00	0.21	0.70	0.60	15.17	15.14	-0.10	$-10.00	70.00	7	174.0	223.000	-0.03	2024-08-14
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$-0.10	-0.14	$0.56	0.04	-0.11	0.70	0.60	15.17	15.73	-0.10	$-10.00	70.00	6	174.0	223.000	0.56	2024-08-13
ACAD240920C00016000	ACAD	CALL	Long	16.00	Exit OP PnL: $-0.21;Exit EQ PnL: 0.09; Position is Long and position continued to lose. Latest OP price is: $0.49 (EQ: $15.26). Initial OP price was: $0.70 (EQ: $15.17). Surpassed Stop Loss Percentage: -0.3 < -0.16.	$-0.10	-0.14	$0.12	0.01	-0.14	0.70	0.60	15.17	15.29	-0.10	$-10.00	70.00	5	174.0	338.000	0.12	2024-08-12
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.14	0.20	$0.46	0.03	-0.13	0.70	0.84	15.17	15.63	0.14	$14.00	70.00	2	165.0	174.000	0.46	2024-08-09
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.10	0.14	$0.55	0.04	-0.01	0.70	0.80	15.17	15.72	0.10	$10.00	70.00	1	15.0	159.000	0.55	2024-08-08
ACAD240920C00016000	ACAD	CALL	Long	16.00	None	$0.00	0.00	$0.00	0.00	0.00	0.70	0.70	15.17	15.17	0.00	$0.00	70.00	0	118.0	109.000	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