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View Outliers PnL Drill-Down: AFRM231208P00020000

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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
2023-11-02	AFRM	AFRM231208P00020000	20.00	1.0	6.000	0.989	0.353	1.5	0.4	-0.010	2.790	1.680	2.50	21.04	2023-12-08	PUT	Long	0.430	0.466	0.195

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	AFRM	0.727	0.141	0.318	0.220	0.160	-0.123	70.89	-0.223	0.0000	24.12	72.86	21	1y	47.04

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
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-18.37	-0.87	4.01	2.50	0.01	21.04	39.41	-2.49	$-249.00	250.00	35	1.0	251.000	-18.37	2023-12-07
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-17.34	-0.82	1.57	2.50	0.01	21.04	38.38	-2.49	$-249.00	250.00	34	0.0	252.000	-17.34	2023-12-06
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-17.15	-0.82	2.86	2.50	0.01	21.04	38.19	-2.49	$-249.00	250.00	33	0.0	252.000	-17.15	2023-12-05
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-17.52	-0.83	3.34	2.50	0.01	21.04	38.56	-2.49	$-249.00	250.00	32	0.0	252.000	-17.52	2023-12-04
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-16.63	-0.79	1.23	2.50	0.01	21.04	37.67	-2.49	$-249.00	250.00	31	0.0	253.000	-16.63	2023-12-03
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-16.63	-0.79	1.06	2.50	0.01	21.04	37.67	-2.49	$-249.00	250.00	30	0.0	253.000	-16.63	2023-12-02
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-16.63	-0.79	0.93	2.50	0.01	21.04	37.67	-2.49	$-249.00	250.00	29	0.0	253.000	-16.63	2023-12-01
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.49	-1.00	$-13.37	-0.64	0.53	2.50	0.01	21.04	34.41	-2.49	$-249.00	250.00	28	0.0	253.000	-13.37	2023-11-30
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.48	-0.99	$-13.08	-0.62	0.59	2.50	0.02	21.04	34.12	-2.48	$-248.00	250.00	27	0.0	253.000	-13.08	2023-11-29
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.48	-0.99	$-11.71	-0.56	0.32	2.50	0.02	21.04	32.75	-2.48	$-248.00	250.00	26	0.0	253.000	-11.71	2023-11-28
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.48	-0.99	$-8.72	-0.41	0.04	2.50	0.02	21.04	29.76	-2.48	$-248.00	250.00	25	0.0	253.000	-8.72	2023-11-27
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.44	-0.98	$-5.19	-0.25	-0.22	2.50	0.06	21.04	26.23	-2.44	$-244.00	250.00	22	0.0	0.000	-5.19	2023-11-24
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.42	-0.97	$-4.53	-0.22	-0.74	2.50	0.08	21.04	25.57	-2.42	$-242.00	250.00	21	0.0	0.000	-4.53	2023-11-23
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.35	-0.94	$-4.27	-0.20	-0.25	2.50	0.15	21.04	25.31	-2.35	$-235.00	250.00	20	0.0	261.000	-4.27	2023-11-22
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.35	-0.94	$-3.99	-0.19	-0.26	2.50	0.15	21.04	25.03	-2.35	$-235.00	250.00	19	0.0	259.000	-3.99	2023-11-21
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.39	-0.96	$-4.42	-0.21	-0.25	2.50	0.11	21.04	25.46	-2.39	$-239.00	250.00	18	0.0	258.000	-4.42	2023-11-20
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.29	-0.92	$-3.75	-0.18	-0.24	2.50	0.21	21.04	24.79	-2.29	$-229.00	250.00	17	0.0	74.000	-3.75	2023-11-19
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.29	-0.92	$-3.75	-0.18	-0.26	2.50	0.21	21.04	24.79	-2.29	$-229.00	250.00	15	0.0	74.000	-3.75	2023-11-17
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.19	-0.88	$-3.50	-0.17	-0.23	2.50	0.31	21.04	24.54	-2.19	$-219.00	250.00	14	0.0	56.000	-3.50	2023-11-16
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.31	-0.92	$-4.94	-0.23	-0.21	2.50	0.19	21.04	25.98	-2.31	$-231.00	250.00	13	0.0	63.000	-4.94	2023-11-15
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.24	-0.90	$-4.52	-0.21	-0.21	2.50	0.26	21.04	25.56	-2.24	$-224.00	250.00	12	0.0	58.000	-4.52	2023-11-14
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-1.90	-0.76	$-1.84	-0.09	-0.24	2.50	0.60	21.04	22.88	-1.90	$-190.00	250.00	11	0.0	53.000	-1.84	2023-11-13
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-1.60	-0.64	$-1.39	-0.07	-0.21	2.50	0.90	21.04	22.43	-1.60	$-160.00	250.00	8	0.0	37.000	-1.39	2023-11-10
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.05	-0.82	$-3.82	-0.18	-0.74	2.50	0.45	21.04	24.86	-2.05	$-205.00	250.00	7	0.0	0.000	-3.82	2023-11-09
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-2.05	-0.82	$-3.82	-0.18	-0.21	2.50	0.45	21.04	24.86	-2.05	$-205.00	250.00	6	0.0	25.000	-3.82	2023-11-08
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-0.86	-0.34	$-0.72	-0.03	0.03	2.50	1.64	21.04	21.76	-0.86	$-86.00	250.00	5	0.0	27.000	-0.72	2023-11-07
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-0.90	-0.36	$-0.67	-0.03	-0.01	2.50	1.60	21.04	21.71	-0.90	$-90.00	250.00	4	0.0	14.000	-0.67	2023-11-06
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$-0.90	-0.36	$-0.67	-0.03	-0.01	2.50	1.60	21.04	21.71	-0.90	$-90.00	250.00	3	0.0	14.000	-0.67	2023-11-05
AFRM231208P00020000	AFRM	PUT	Long	20.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.90; Exit EQ PnL: -1.39	$-0.90	-0.36	$-1.39	-0.07	-0.05	2.50	1.60	21.04	22.43	-0.90	$-90.00	250.00	1	0.0	7.000	-1.39	2023-11-03
AFRM231208P00020000	AFRM	PUT	Long	20.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.50	2.50	21.04	21.04	0.00	$0.00	250.00	0	1.0	6.000	-0.00	2023-11-02

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