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View Outliers PnL Drill-Down: ADMA240920P00016000

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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
2024-08-09	ADMA	ADMA240920P00016000	16.00	27.0	1.000	0.506	0.322	0.6	0.6	-0.040	1.000	0.960	1.10	15.96	2024-09-20	PUT	Long	0.191	0.328	0.309

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	ADMA	0.727	0.075	0.316	0.168	0.146	-0.115	18.63	-0.109	0.0000	4.09	22.62	21	1y	18.34

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
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.05	-0.95	$-3.78	-0.24	1.53	1.10	0.05	15.96	19.74	-1.05	$-105.00	110.00	41	100.0	264.000	-3.78	2024-09-19
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.05	-0.95	$-3.36	-0.21	1.51	1.10	0.05	15.96	19.32	-1.05	$-105.00	110.00	40	100.0	264.000	-3.36	2024-09-18
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.05	-0.95	$-2.65	-0.17	1.01	1.10	0.05	15.96	18.61	-1.05	$-105.00	110.00	39	100.0	264.000	-2.65	2024-09-17
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.05	-0.95	$-2.24	-0.14	0.73	1.10	0.05	15.96	18.20	-1.05	$-105.00	110.00	38	100.0	165.000	-2.24	2024-09-16
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.75	-0.68	$-2.13	-0.13	0.59	1.10	0.35	15.96	18.09	-0.75	$-75.00	110.00	36	6.0	165.000	-2.13	2024-09-14
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.75	-0.68	$-2.13	-0.13	0.40	1.10	0.35	15.96	18.09	-0.75	$-75.00	110.00	35	6.0	165.000	-2.13	2024-09-13
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.75	-0.68	$-1.69	-0.11	0.10	1.10	0.35	15.96	17.65	-0.75	$-75.00	110.00	34	6.0	165.000	-1.69	2024-09-12
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.85	-0.77	$-0.95	-0.06	0.13	1.10	0.25	15.96	16.91	-0.85	$-85.00	110.00	33	1.0	166.000	-0.95	2024-09-11
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.55	-0.50	$-1.33	-0.08	0.20	1.10	0.55	15.96	17.29	-0.55	$-55.00	110.00	32	1.0	167.000	-1.33	2024-09-10
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.03	-0.94	$-2.42	-0.15	0.11	1.10	0.07	15.96	18.38	-1.03	$-103.00	110.00	31	1.0	167.000	-2.42	2024-09-09
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.80	-0.73	$-0.30	-0.02	0.16	1.10	0.30	15.96	16.26	-0.80	$-80.00	110.00	28	135.0	232.000	-0.30	2024-09-06
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.85	-0.77	$-0.78	-0.05	0.05	1.10	0.25	15.96	16.74	-0.85	$-85.00	110.00	27	33.0	232.000	-0.78	2024-09-05
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.85	-0.77	$-0.91	-0.06	0.11	1.10	0.25	15.96	16.87	-0.85	$-85.00	110.00	26	33.0	233.000	-0.91	2024-09-04
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.75	-0.68	$-1.35	-0.08	0.10	1.10	0.35	15.96	17.31	-0.75	$-75.00	110.00	22	1.0	233.000	-1.35	2024-08-31
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.75	-0.68	$-1.35	-0.08	0.07	1.10	0.35	15.96	17.31	-0.75	$-75.00	110.00	21	1.0	233.000	-1.35	2024-08-30
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.75	-0.68	$-1.26	-0.08	0.09	1.10	0.35	15.96	17.22	-0.75	$-75.00	110.00	20	1.0	233.000	-1.26	2024-08-29
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.75	-0.68	$-1.28	-0.08	0.21	1.10	0.35	15.96	17.24	-0.75	$-75.00	110.00	19	1.0	232.000	-1.28	2024-08-28
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.99	-0.90	$-1.31	-0.08	-0.44	1.10	0.11	15.96	17.27	-0.99	$-99.00	110.00	18	1.0	232.000	-1.31	2024-08-27
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.99	-0.90	$-1.50	-0.09	0.02	1.10	0.11	15.96	17.46	-0.99	$-99.00	110.00	17	1.0	232.000	-1.50	2024-08-26
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.00	-0.91	$-2.44	-0.15	0.13	1.10	0.10	15.96	18.40	-1.00	$-100.00	110.00	16	2.0	234.000	-2.44	2024-08-25
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.00	-0.91	$-2.44	-0.15	0.12	1.10	0.10	15.96	18.40	-1.00	$-100.00	110.00	15	2.0	234.000	-2.44	2024-08-24
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-1.00	-0.91	$-2.44	-0.15	0.11	1.10	0.10	15.96	18.40	-1.00	$-100.00	110.00	14	2.0	234.000	-2.44	2024-08-23
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.79	-0.72	$-1.54	-0.10	0.02	1.10	0.31	15.96	17.50	-0.79	$-79.00	110.00	13	1.0	234.000	-1.54	2024-08-22
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.79	-0.72	$-1.88	-0.12	0.04	1.10	0.31	15.96	17.84	-0.79	$-79.00	110.00	12	1.0	234.000	-1.88	2024-08-21
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.79	-0.72	$-1.97	-0.12	0.06	1.10	0.31	15.96	17.93	-0.79	$-79.00	110.00	11	1.0	234.000	-1.97	2024-08-20
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.89	-0.81	$-2.26	-0.14	0.10	1.10	0.21	15.96	18.22	-0.89	$-89.00	110.00	10	41.0	234.000	-2.26	2024-08-19
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.80	-0.73	$-1.59	-0.10	0.04	1.10	0.30	15.96	17.55	-0.80	$-80.00	110.00	9	13.0	224.000	-1.59	2024-08-18
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.80	-0.73	$-1.59	-0.10	0.03	1.10	0.30	15.96	17.55	-0.80	$-80.00	110.00	8	13.0	224.000	-1.59	2024-08-17
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.80	-0.73	$-1.59	-0.10	0.01	1.10	0.30	15.96	17.55	-0.80	$-80.00	110.00	7	13.0	224.000	-1.59	2024-08-16
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.57	-0.52	$-1.63	-0.10	0.06	1.10	0.53	15.96	17.59	-0.57	$-57.00	110.00	6	52.0	172.000	-1.63	2024-08-15
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.72	-0.65	$-1.61	-0.10	0.17	1.10	0.38	15.96	17.57	-0.72	$-72.00	110.00	5	54.0	139.000	-1.61	2024-08-14
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$-0.60	-0.55	$-1.31	-0.08	-0.01	1.10	0.50	15.96	17.27	-0.60	$-60.00	110.00	4	2.0	137.000	-1.31	2024-08-13
ADMA240920P00016000	ADMA	PUT	Long	16.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.45; Exit EQ PnL: -0.79	$-0.10	-0.09	$-0.49	-0.03	0.01	1.10	1.00	15.96	16.45	-0.10	$-10.00	110.00	3	112.0	25.000	-0.49	2024-08-12
ADMA240920P00016000	ADMA	PUT	Long	16.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.10	1.10	15.96	15.96	0.00	$0.00	110.00	0	27.0	1.000	-0.00	2024-08-09

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