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View Outliers PnL Drill-Down: ACMR240419P00025000

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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
2024-02-28	ACMR	ACMR240419P00025000	25.00	151.0	3.000	0.728	0.471	6.0	0.2	-0.060	6.520	0.700	1.04	30.68	2024-04-19	PUT	Long	0.337	0.479	0.408

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
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-1.00	-0.96	$3.27	0.11	-0.02	1.04	0.04	30.68	27.41	-1.00	$-100.00	104.00	50	38.0	914.000	3.27	2024-04-18
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.99	-0.95	$2.77	0.09	0.05	1.04	0.05	30.68	27.91	-0.99	$-99.00	104.00	49	11.0	915.000	2.77	2024-04-17
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.94	-0.90	$1.84	0.06	0.17	1.04	0.10	30.68	28.84	-0.94	$-94.00	104.00	48	311.0	829.000	1.84	2024-04-16
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.89	-0.86	$2.47	0.08	0.12	1.04	0.15	30.68	28.21	-0.89	$-89.00	104.00	47	18.0	843.000	2.47	2024-04-15
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.86	-0.83	$2.07	0.07	0.02	1.04	0.18	30.68	28.61	-0.86	$-86.00	104.00	44	22.0	825.000	2.07	2024-04-12
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.91	-0.88	$0.63	0.02	0.08	1.04	0.13	30.68	30.05	-0.91	$-91.00	104.00	43	6.0	820.000	0.63	2024-04-11
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.84	-0.81	$2.07	0.07	-0.03	1.04	0.20	30.68	28.61	-0.84	$-84.00	104.00	42	13.0	819.000	2.07	2024-04-10
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.88	-0.85	$0.92	0.03	0.01	1.04	0.16	30.68	29.76	-0.88	$-88.00	104.00	41	50.0	804.000	0.92	2024-04-09
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.94	-0.90	$-0.51	-0.02	-0.01	1.04	0.10	30.68	31.19	-0.94	$-94.00	104.00	40	22.0	795.000	-0.51	2024-04-08
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.89	-0.86	$-1.36	-0.04	0.06	1.04	0.15	30.68	32.04	-0.89	$-89.00	104.00	37	3.0	794.000	-1.36	2024-04-05
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.89	-0.86	$0.07	0.00	0.03	1.04	0.15	30.68	30.61	-0.89	$-89.00	104.00	36	88.0	828.000	0.07	2024-04-04
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.87	-0.84	$-0.53	-0.02	0.00	1.04	0.17	30.68	31.21	-0.87	$-87.00	104.00	35	87.0	838.000	-0.53	2024-04-03
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.79	-0.76	$0.20	0.01	-0.05	1.04	0.25	30.68	30.48	-0.79	$-79.00	104.00	34	48.0	815.000	0.20	2024-04-02
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.82	-0.79	$0.36	0.01	-0.02	1.04	0.22	30.68	30.32	-0.82	$-82.00	104.00	33	14.0	821.000	0.36	2024-04-01
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.64	-0.62	$1.54	0.05	-0.03	1.04	0.40	30.68	29.14	-0.64	$-64.00	104.00	32	9.0	822.000	1.54	2024-03-31
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.64	-0.62	$1.54	0.05	-0.07	1.04	0.40	30.68	29.14	-0.64	$-64.00	104.00	31	9.0	822.000	1.54	2024-03-30
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.64	-0.62	$1.54	0.05	-0.08	1.04	0.40	30.68	29.14	-0.64	$-64.00	104.00	30	9.0	822.000	1.54	2024-03-29
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.64	-0.62	$1.54	0.05	-0.10	1.04	0.40	30.68	29.14	-0.64	$-64.00	104.00	29	9.0	822.000	1.54	2024-03-28
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.49	-0.47	$1.98	0.06	-0.07	1.04	0.55	30.68	28.70	-0.49	$-49.00	104.00	28	33.0	792.000	1.98	2024-03-27
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.65	-0.62	$1.03	0.03	-0.08	1.04	0.39	30.68	29.65	-0.65	$-65.00	104.00	27	37.0	793.000	1.03	2024-03-26
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.64	-0.62	$0.52	0.02	-0.06	1.04	0.40	30.68	30.16	-0.64	$-64.00	104.00	26	67.0	739.000	0.52	2024-03-25
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.74	-0.71	$-0.16	-0.01	-0.09	1.04	0.30	30.68	30.84	-0.74	$-74.00	104.00	23	11.0	746.000	-0.16	2024-03-22
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.64	-0.62	$0.49	0.02	-0.10	1.04	0.40	30.68	30.19	-0.64	$-64.00	104.00	22	24.0	749.000	0.49	2024-03-21
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.44	-0.42	$1.46	0.05	-0.09	1.04	0.60	30.68	29.22	-0.44	$-44.00	104.00	21	52.0	745.000	1.46	2024-03-20
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.04	-0.04	$3.13	0.10	-0.11	1.04	1.00	30.68	27.55	-0.04	$-4.00	104.00	20	127.0	732.000	3.13	2024-03-19
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.26	-0.25	$2.05	0.07	-0.08	1.04	0.78	30.68	28.63	-0.26	$-26.00	104.00	19	55.0	720.000	2.05	2024-03-18
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$0.16	0.15	$3.57	0.12	-0.08	1.04	1.20	30.68	27.11	0.16	$16.00	104.00	16	54.0	704.000	3.57	2024-03-15
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$0.21	0.20	$3.21	0.10	-0.06	1.04	1.25	30.68	27.47	0.21	$21.00	104.00	15	123.0	595.000	3.21	2024-03-14
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.14	-0.13	$1.93	0.06	-0.05	1.04	0.90	30.68	28.75	-0.14	$-14.00	104.00	14	59.0	548.000	1.93	2024-03-13
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.18	-0.17	$1.33	0.04	-0.04	1.04	0.86	30.68	29.35	-0.18	$-18.00	104.00	13	38.0	532.000	1.33	2024-03-12
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$0.11	0.11	$2.34	0.08	-0.03	1.04	1.15	30.68	28.34	0.11	$11.00	104.00	12	52.0	502.000	2.34	2024-03-11
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.17	-0.16	$0.52	0.02	-0.03	1.04	0.87	30.68	30.16	-0.17	$-17.00	104.00	9	267.0	290.000	0.52	2024-03-08
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.34	-0.33	$0.28	0.01	-0.03	1.04	0.70	30.68	30.40	-0.34	$-34.00	104.00	8	50.0	235.000	0.28	2024-03-07
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.04	-0.04	$0.22	0.01	-0.02	1.04	1.00	30.68	30.46	-0.04	$-4.00	104.00	7	8.0	222.000	0.22	2024-03-06
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$0.46	0.44	$2.11	0.07	0.06	1.04	1.50	30.68	28.57	0.46	$46.00	104.00	6	34.0	187.000	2.11	2024-03-05
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.34	-0.33	$-1.24	-0.04	-0.62	1.04	0.70	30.68	31.92	-0.34	$-34.00	104.00	5	46.0	0.000	-1.24	2024-03-04
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.63	-0.61	$-3.23	-0.11	-0.04	1.04	0.41	30.68	33.91	-0.63	$-63.00	104.00	4	7.0	153.000	-3.23	2024-03-03
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.63	-0.61	$-3.23	-0.11	-0.04	1.04	0.41	30.68	33.91	-0.63	$-63.00	104.00	3	7.0	153.000	-3.23	2024-03-02
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$-0.59	-0.57	$-3.23	-0.11	-0.06	1.04	0.45	30.68	33.91	-0.59	$-59.00	104.00	2	4.0	153.000	-3.23	2024-03-01
ACMR240419P00025000	ACMR	PUT	Long	25.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -2.02	$-0.26	-0.25	$-0.24	-0.01	-0.09	1.04	0.78	30.68	30.92	-0.26	$-26.00	104.00	1	9.0	148.000	-0.24	2024-02-29
ACMR240419P00025000	ACMR	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.04	1.04	30.68	30.68	0.00	$0.00	104.00	0	151.0	3.000	-0.00	2024-02-28

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