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View Outliers PnL Drill-Down: ACVA240419P00015000

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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
2024-02-22	ACVA	ACVA240419P00015000	15.00	6.0	34.000	0.537	0.277	1.6	0.1	-0.010	2.060	0.560	0.60	16.41	2024-04-19	PUT	Long	0.233	0.283	0.172

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	ACVA	0.818	0.081	0.240	0.130	0.113	-0.016	21.08	-0.156	0.0000	12.97	23.17	21	1y	18.74

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
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-0.88	-0.05	1.96	0.60	0.05	16.41	17.29	-0.55	$-55.00	60.00	56	54.0	84.000	-0.88	2024-04-18
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-1.39	-0.08	1.40	0.60	0.05	16.41	17.80	-0.55	$-55.00	60.00	55	54.0	84.000	-1.39	2024-04-17
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-0.88	-0.05	1.22	0.60	0.05	16.41	17.29	-0.55	$-55.00	60.00	54	54.0	84.000	-0.88	2024-04-16
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-0.55	-0.03	0.69	0.60	0.05	16.41	16.96	-0.55	$-55.00	60.00	53	54.0	84.000	-0.55	2024-04-15
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-1.29	-0.08	1.66	0.60	0.05	16.41	17.70	-0.55	$-55.00	60.00	50	54.0	84.000	-1.29	2024-04-12
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-1.83	-0.11	0.87	0.60	0.05	16.41	18.24	-0.55	$-55.00	60.00	49	54.0	84.000	-1.83	2024-04-11
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-1.55	-0.09	0.73	0.60	0.05	16.41	17.96	-0.55	$-55.00	60.00	48	54.0	84.000	-1.55	2024-04-10
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.55	-0.92	$-2.24	-0.14	0.37	0.60	0.05	16.41	18.65	-0.55	$-55.00	60.00	47	54.0	30.000	-2.24	2024-04-09
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.93	-0.12	0.23	0.60	0.17	16.41	18.34	-0.43	$-43.00	60.00	46	1.0	30.000	-1.93	2024-04-08
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.00	-0.12	0.15	0.60	0.17	16.41	18.41	-0.43	$-43.00	60.00	43	1.0	30.000	-2.00	2024-04-05
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.94	-0.12	0.13	0.60	0.17	16.41	18.35	-0.43	$-43.00	60.00	42	1.0	30.000	-1.94	2024-04-04
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.10	-0.13	0.13	0.60	0.17	16.41	18.51	-0.43	$-43.00	60.00	41	1.0	30.000	-2.10	2024-04-03
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.83	-0.11	0.07	0.60	0.17	16.41	18.24	-0.43	$-43.00	60.00	40	1.0	30.000	-1.83	2024-04-02
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.87	-0.11	0.08	0.60	0.17	16.41	18.28	-0.43	$-43.00	60.00	39	1.0	30.000	-1.87	2024-04-01
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.36	-0.14	0.12	0.60	0.17	16.41	18.77	-0.43	$-43.00	60.00	38	1.0	30.000	-2.36	2024-03-31
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.36	-0.14	0.09	0.60	0.17	16.41	18.77	-0.43	$-43.00	60.00	37	1.0	30.000	-2.36	2024-03-30
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.36	-0.14	0.08	0.60	0.17	16.41	18.77	-0.43	$-43.00	60.00	36	1.0	30.000	-2.36	2024-03-29
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.36	-0.14	0.06	0.60	0.17	16.41	18.77	-0.43	$-43.00	60.00	35	1.0	30.000	-2.36	2024-03-28
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.45	-0.15	0.06	0.60	0.17	16.41	18.86	-0.43	$-43.00	60.00	34	1.0	30.000	-2.45	2024-03-27
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.14	-0.13	0.89	0.60	0.17	16.41	18.55	-0.43	$-43.00	60.00	33	1.0	30.000	-2.14	2024-03-26
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.38	-0.15	0.53	0.60	0.17	16.41	18.79	-0.43	$-43.00	60.00	32	1.0	30.000	-2.38	2024-03-25
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.74	-0.17	0.07	0.60	0.17	16.41	19.15	-0.43	$-43.00	60.00	29	1.0	30.000	-2.74	2024-03-22
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.63	-0.16	0.85	0.60	0.17	16.41	19.04	-0.43	$-43.00	60.00	28	1.0	30.000	-2.63	2024-03-21
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.50	-0.15	0.03	0.60	0.17	16.41	18.91	-0.43	$-43.00	60.00	27	1.0	30.000	-2.50	2024-03-20
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.04	-0.12	0.74	0.60	0.17	16.41	18.45	-0.43	$-43.00	60.00	26	1.0	30.000	-2.04	2024-03-19
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.01	-0.12	0.16	0.60	0.17	16.41	18.42	-0.43	$-43.00	60.00	25	1.0	30.000	-2.01	2024-03-18
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.27	-0.08	0.61	0.60	0.17	16.41	17.68	-0.43	$-43.00	60.00	22	1.0	30.000	-1.27	2024-03-15
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-0.94	-0.06	0.13	0.60	0.17	16.41	17.35	-0.43	$-43.00	60.00	21	1.0	30.000	-0.94	2024-03-14
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.19	-0.07	-0.01	0.60	0.17	16.41	17.60	-0.43	$-43.00	60.00	20	1.0	30.000	-1.19	2024-03-13
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.20	-0.07	0.08	0.60	0.17	16.41	17.61	-0.43	$-43.00	60.00	19	1.0	30.000	-1.20	2024-03-12
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-0.83	-0.05	-0.04	0.60	0.17	16.41	17.24	-0.43	$-43.00	60.00	18	1.0	30.000	-0.83	2024-03-11
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.51	-0.09	0.04	0.60	0.17	16.41	17.92	-0.43	$-43.00	60.00	15	1.0	30.000	-1.51	2024-03-08
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.59	-0.10	0.54	0.60	0.17	16.41	18.00	-0.43	$-43.00	60.00	14	1.0	30.000	-1.59	2024-03-07
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.75	-0.11	0.20	0.60	0.17	16.41	18.16	-0.43	$-43.00	60.00	13	1.0	30.000	-1.75	2024-03-06
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.09	-0.13	-0.01	0.60	0.17	16.41	18.50	-0.43	$-43.00	60.00	12	1.0	30.000	-2.09	2024-03-05
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-2.19	-0.13	-0.41	0.60	0.17	16.41	18.60	-0.43	$-43.00	60.00	11	1.0	0.000	-2.19	2024-03-04
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.48	-0.09	-0.01	0.60	0.17	16.41	17.89	-0.43	$-43.00	60.00	10	1.0	29.000	-1.48	2024-03-03
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.43	-0.72	$-1.48	-0.09	-0.01	0.60	0.17	16.41	17.89	-0.43	$-43.00	60.00	9	1.0	29.000	-1.48	2024-03-02
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.05	-0.08	$-1.47	-0.09	-0.06	0.60	0.55	16.41	17.88	-0.05	$-5.00	60.00	8	5.0	29.000	-1.47	2024-03-01
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.05	-0.08	$-1.34	-0.08	0.42	0.60	0.55	16.41	17.75	-0.05	$-5.00	60.00	7	5.0	29.000	-1.34	2024-02-29
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.05	-0.08	$-1.33	-0.08	-0.04	0.60	0.55	16.41	17.74	-0.05	$-5.00	60.00	6	5.0	29.000	-1.33	2024-02-28
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.05	-0.08	$-1.15	-0.07	-0.07	0.60	0.55	16.41	17.56	-0.05	$-5.00	60.00	5	5.0	29.000	-1.15	2024-02-27
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.05	-0.08	$0.02	0.00	-0.05	0.60	0.55	16.41	16.39	-0.05	$-5.00	60.00	4	5.0	29.000	0.02	2024-02-26
ACVA240419P00015000	ACVA	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.08	$-0.11	-0.01	-0.01	0.60	0.55	16.41	16.52	-0.05	$-5.00	60.00	3	5.0	34.000	-0.11	2024-02-25
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$-0.05	-0.08	$-0.11	-0.01	-0.05	0.60	0.55	16.41	16.52	-0.05	$-5.00	60.00	1	5.0	34.000	-0.11	2024-02-23
ACVA240419P00015000	ACVA	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	16.41	16.41	0.00	$0.00	60.00	0	6.0	34.000	-0.00	2024-02-22

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