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View Outliers PnL Drill-Down: ACRS241220P00003000

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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
2024-11-18	ACRS	ACRS241220P00003000	3.00	70.0	9.000	1.414	0.563	0.3	0.1	-0.100	0.570	0.420	0.40	3.14	2024-12-20	PUT	Long	0.400	0.582	0.532

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	ACRS	0.727	0.085	0.509	0.227	0.509	0.137	3.26	-2.831	0.0000	0.92	4.59	21	1y	1.93

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
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.25	-0.62	$0.37	0.12	-0.32	0.40	0.15	3.14	2.77	-0.25	$-25.00	40.00	31	43.0	128.000	0.37	2024-12-19
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.35	-0.88	$0.06	0.02	0.06	0.40	0.05	3.14	3.08	-0.35	$-35.00	40.00	30	25.0	133.000	0.06	2024-12-18
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.25	-0.62	$-0.12	-0.04	-0.07	0.40	0.15	3.14	3.26	-0.25	$-25.00	40.00	29	33.0	161.000	-0.12	2024-12-17
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.30	-0.75	$0.12	0.04	-0.46	0.40	0.10	3.14	3.02	-0.30	$-30.00	40.00	28	14.0	174.000	0.12	2024-12-16
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.30	-0.75	$-0.08	-0.03	-0.38	0.40	0.10	3.14	3.22	-0.30	$-30.00	40.00	25	2.0	174.000	-0.08	2024-12-13
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.35	-0.88	$-0.13	-0.04	-0.51	0.40	0.05	3.14	3.27	-0.35	$-35.00	40.00	24	30.0	192.000	-0.13	2024-12-12
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.28	-0.70	$-0.40	-0.13	-0.38	0.40	0.12	3.14	3.54	-0.28	$-28.00	40.00	23	10.0	192.000	-0.40	2024-12-11
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.32	-0.80	$-0.49	-0.16	-0.01	0.40	0.08	3.14	3.63	-0.32	$-32.00	40.00	22	10.0	197.000	-0.49	2024-12-10
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.35	-0.88	$-0.77	-0.25	-0.13	0.40	0.05	3.14	3.91	-0.35	$-35.00	40.00	21	1.0	197.000	-0.77	2024-12-09
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.35	-0.88	$-0.80	-0.25	-0.12	0.40	0.05	3.14	3.94	-0.35	$-35.00	40.00	20	1.0	197.000	-0.80	2024-12-08
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.35	-0.88	$-0.80	-0.25	-0.24	0.40	0.05	3.14	3.94	-0.35	$-35.00	40.00	18	1.0	197.000	-0.80	2024-12-06
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.35	-0.88	$-0.67	-0.21	-0.23	0.40	0.05	3.14	3.81	-0.35	$-35.00	40.00	17	1.0	0.000	-0.67	2024-12-05
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.35	-0.88	$-0.62	-0.20	-0.44	0.40	0.05	3.14	3.76	-0.35	$-35.00	40.00	16	1.0	197.000	-0.62	2024-12-04
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.29	-0.72	$-0.71	-0.23	-0.14	0.40	0.11	3.14	3.85	-0.29	$-29.00	40.00	15	11.0	196.000	-0.71	2024-12-03
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.30	-0.75	$-0.82	-0.26	-0.09	0.40	0.10	3.14	3.96	-0.30	$-30.00	40.00	14	2.0	197.000	-0.82	2024-12-02
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.30	-0.75	$-0.93	-0.30	-0.91	0.40	0.10	3.14	4.07	-0.30	$-30.00	40.00	13	50.0	0.000	-0.93	2024-12-01
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.30	-0.75	$-0.93	-0.30	0.03	0.40	0.10	3.14	4.07	-0.30	$-30.00	40.00	12	50.0	0.000	-0.93	2024-11-30
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.25	-0.62	$-0.68	-0.22	0.03	0.40	0.15	3.14	3.82	-0.25	$-25.00	40.00	10	2.0	213.000	-0.68	2024-11-28
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.25	-0.62	$-0.53	-0.17	-0.06	0.40	0.15	3.14	3.67	-0.25	$-25.00	40.00	9	1.0	213.000	-0.53	2024-11-27
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.15	-0.38	$-0.49	-0.16	-0.03	0.40	0.25	3.14	3.63	-0.15	$-15.00	40.00	8	20.0	198.000	-0.49	2024-11-26
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.21	-0.52	$-0.85	-0.27	-0.07	0.40	0.19	3.14	3.99	-0.21	$-21.00	40.00	7	3.0	196.000	-0.85	2024-11-25
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.20	-0.50	$-0.66	-0.21	0.07	0.40	0.20	3.14	3.80	-0.20	$-20.00	40.00	6	45.0	209.000	-0.66	2024-11-24
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.20	-0.50	$-0.66	-0.21	0.02	0.40	0.20	3.14	3.80	-0.20	$-20.00	40.00	5	45.0	209.000	-0.66	2024-11-23
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.20	-0.50	$-0.66	-0.21	-0.01	0.40	0.20	3.14	3.80	-0.20	$-20.00	40.00	4	45.0	209.000	-0.66	2024-11-22
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.15	-0.38	$-1.18	-0.38	0.20	0.40	0.25	3.14	4.32	-0.15	$-15.00	40.00	3	42.0	228.000	-1.18	2024-11-21
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.12	-0.30	$-0.82	-0.26	0.20	0.40	0.28	3.14	3.96	-0.12	$-12.00	40.00	2	127.0	250.000	-0.82	2024-11-20
ACRS241220P00003000	ACRS	PUT	Long	3.00	None	$-0.28	-0.70	$-1.45	-0.46	0.02	0.40	0.12	3.14	4.59	-0.28	$-28.00	40.00	1	384.0	101.000	-1.45	2024-11-19
ACRS241220P00003000	ACRS	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	3.14	3.14	0.00	$0.00	40.00	0	70.0	9.000	-0.00	2024-11-18

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