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View Outliers PnL Drill-Down: ACMR231215C00015000

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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
2023-10-27	ACMR	ACMR231215C00015000	15.00	33.0	140.000	0.901	0.385	0.3	1.5	0.020	1.080	2.290	1.64	13.71	2023-12-15	CALL	Long	0.350	0.432	-0.219

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	ACMR	1.000	0.141	0.411	0.216	0.235	0.086	15.30	0.139	0.0000	14.10	33.91	21	1y	19.12

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
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.19	0.73	$4.18	0.30	0.26	1.64	2.83	13.71	17.89	1.19	$119.00	164.00	48	6.0	456.000	4.18	2023-12-14
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.56	0.34	$3.96	0.29	0.79	1.64	2.20	13.71	17.67	0.56	$56.00	164.00	47	74.0	502.000	3.96	2023-12-13
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.36	0.22	$3.29	0.24	0.26	1.64	2.00	13.71	17.00	0.36	$36.00	164.00	46	15.0	517.000	3.29	2023-12-12
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.21	0.13	$3.54	0.26	0.69	1.64	1.85	13.71	17.25	0.21	$21.00	164.00	45	10.0	522.000	3.54	2023-12-11
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.34	-0.21	$2.29	0.17	-0.28	1.64	1.30	13.71	16.00	-0.34	$-34.00	164.00	42	11.0	525.000	2.29	2023-12-08
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.30	-0.18	$2.41	0.18	-0.20	1.64	1.34	13.71	16.12	-0.30	$-30.00	164.00	41	60.0	515.000	2.41	2023-12-07
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.04	-0.02	$2.15	0.16	-0.23	1.64	1.60	13.71	15.86	-0.04	$-4.00	164.00	40	0.0	510.000	2.15	2023-12-06
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.09	-0.05	$2.32	0.17	-0.23	1.64	1.55	13.71	16.03	-0.09	$-9.00	164.00	39	0.0	508.000	2.32	2023-12-05
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$2.91	0.21	0.22	1.64	2.55	13.71	16.62	0.91	$91.00	164.00	38	0.0	508.000	2.91	2023-12-04
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$3.15	0.23	-0.27	1.64	2.55	13.71	16.86	0.91	$91.00	164.00	37	0.0	508.000	3.15	2023-12-03
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$3.15	0.23	-0.29	1.64	2.55	13.71	16.86	0.91	$91.00	164.00	36	0.0	508.000	3.15	2023-12-02
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$3.15	0.23	0.12	1.64	2.55	13.71	16.86	0.91	$91.00	164.00	35	0.0	508.000	3.15	2023-12-01
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$2.93	0.21	-0.32	1.64	2.55	13.71	16.64	0.91	$91.00	164.00	34	0.0	508.000	2.93	2023-11-30
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$2.99	0.22	-0.14	1.64	2.55	13.71	16.70	0.91	$91.00	164.00	33	0.0	508.000	2.99	2023-11-29
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$3.49	0.25	-0.36	1.64	2.55	13.71	17.20	0.91	$91.00	164.00	32	0.0	508.000	3.49	2023-11-28
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.91	0.55	$3.59	0.26	-0.04	1.64	2.55	13.71	17.30	0.91	$91.00	164.00	31	0.0	508.000	3.59	2023-11-27
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.06	0.65	$3.59	0.26	-0.20	1.64	2.70	13.71	17.30	1.06	$106.00	164.00	28	0.0	483.000	3.59	2023-11-24
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.66	1.01	$3.91	0.29	-0.90	1.64	3.30	13.71	17.62	1.66	$166.00	164.00	27	0.0	483.000	3.91	2023-11-23
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.66	1.01	$3.83	0.28	-0.22	1.64	3.30	13.71	17.54	1.66	$166.00	164.00	26	0.0	483.000	3.83	2023-11-22
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.66	1.01	$3.79	0.28	-0.13	1.64	3.30	13.71	17.50	1.66	$166.00	164.00	25	0.0	483.000	3.79	2023-11-21
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.66	1.01	$4.95	0.36	0.44	1.64	3.30	13.71	18.66	1.66	$166.00	164.00	24	0.0	485.000	4.95	2023-11-20
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.36	0.83	$3.97	0.29	-0.30	1.64	3.00	13.71	17.68	1.36	$136.00	164.00	23	0.0	485.000	3.97	2023-11-19
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.36	0.83	$3.97	0.29	-0.31	1.64	3.00	13.71	17.68	1.36	$136.00	164.00	21	0.0	485.000	3.97	2023-11-17
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.39	0.85	$4.22	0.31	-0.16	1.64	3.03	13.71	17.93	1.39	$139.00	164.00	20	0.0	502.000	4.22	2023-11-16
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.66	1.01	$4.53	0.33	-0.14	1.64	3.30	13.71	18.24	1.66	$166.00	164.00	19	0.0	502.000	4.53	2023-11-15
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.66	1.01	$4.13	0.30	-0.13	1.64	3.30	13.71	17.84	1.66	$166.00	164.00	18	0.0	518.000	4.13	2023-11-14
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.23	0.75	$3.52	0.26	-0.12	1.64	2.87	13.71	17.23	1.23	$123.00	164.00	17	0.0	519.000	3.52	2023-11-13
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.06	0.65	$3.32	0.24	-0.12	1.64	2.70	13.71	17.03	1.06	$106.00	164.00	14	0.0	522.000	3.32	2023-11-10
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.81	0.49	$2.60	0.19	-0.90	1.64	2.45	13.71	16.31	0.81	$81.00	164.00	13	0.0	0.000	2.60	2023-11-09
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.81	0.49	$2.60	0.19	-0.12	1.64	2.45	13.71	16.31	0.81	$81.00	164.00	12	0.0	500.000	2.60	2023-11-08
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$1.66	1.01	$3.97	0.29	-0.12	1.64	3.30	13.71	17.68	1.66	$166.00	164.00	11	0.0	477.000	3.97	2023-11-07
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.11	-0.07	$1.29	0.09	-0.08	1.64	1.53	13.71	15.00	-0.11	$-11.00	164.00	10	0.0	417.000	1.29	2023-11-06
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.11	-0.07	$1.29	0.09	-0.08	1.64	1.53	13.71	15.00	-0.11	$-11.00	164.00	9	0.0	417.000	1.29	2023-11-05
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.14	0.09	$1.39	0.10	-0.08	1.64	1.78	13.71	15.10	0.14	$14.00	164.00	7	0.0	400.000	1.39	2023-11-03
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.47	-0.29	$0.83	0.06	-0.08	1.64	1.17	13.71	14.54	-0.47	$-47.00	164.00	6	0.0	400.000	0.83	2023-11-02
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.60	-0.37	$-0.13	-0.01	-0.09	1.64	1.04	13.71	13.58	-0.60	$-60.00	164.00	5	0.0	398.000	-0.13	2023-11-01
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$-0.59	-0.36	$-0.11	-0.01	-0.06	1.64	1.05	13.71	13.60	-0.59	$-59.00	164.00	4	0.0	387.000	-0.11	2023-10-31
ACMR231215C00015000	ACMR	CALL	Long	15.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.89; Exit EQ PnL: -0.90	$-0.89	-0.54	$-0.90	-0.07	-0.05	1.64	0.75	13.71	12.81	-0.89	$-89.00	164.00	3	0.0	167.000	-0.90	2023-10-30
ACMR231215C00015000	ACMR	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	1.64	1.64	13.71	13.71	0.00	$0.00	164.00	0	33.0	140.000	0.00	2023-10-27

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