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View Outliers PnL Drill-Down: AFRM241004P00040000

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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
2024-08-29	AFRM	AFRM241004P00040000	40.00	25.0	2.000	0.579	0.364	2.7	0.9	-0.030	3.560	1.750	2.65	41.66	2024-10-04	PUT	Long	0.327	0.428	0.317

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
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-0.87	-0.33	$3.16	0.08	0.18	2.65	1.78	41.66	38.50	-0.87	$-87.00	265.00	35	59.0	5373.000	3.16	2024-10-03
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.26	-0.48	$2.61	0.06	-0.05	2.65	1.39	41.66	39.05	-1.26	$-126.00	265.00	34	261.0	5194.000	2.61	2024-10-02
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-0.87	-0.33	$3.18	0.08	-0.04	2.65	1.78	41.66	38.48	-0.87	$-87.00	265.00	33	435.0	5164.000	3.18	2024-10-01
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.60	-0.60	$0.84	0.02	0.19	2.65	1.05	41.66	40.82	-1.60	$-160.00	265.00	32	3971.0	1924.000	0.84	2024-09-30
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.75	-0.66	$0.50	0.01	-0.52	2.65	0.90	41.66	41.16	-1.75	$-175.00	265.00	31	319.0	1924.000	0.50	2024-09-29
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.75	-0.66	$0.50	0.01	0.04	2.65	0.90	41.66	41.16	-1.75	$-175.00	265.00	30	319.0	1823.000	0.50	2024-09-28
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.68	-0.63	$0.50	0.01	0.03	2.65	0.97	41.66	41.16	-1.68	$-168.00	265.00	29	303.0	1823.000	0.50	2024-09-27
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.87	-0.71	$0.02	0.00	-0.02	2.65	0.78	41.66	41.64	-1.87	$-187.00	265.00	28	1351.0	1820.000	0.02	2024-09-26
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-2.13	-0.80	$-1.58	-0.04	0.04	2.65	0.52	41.66	43.24	-2.13	$-213.00	265.00	27	34.0	1815.000	-1.58	2024-09-25
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-2.22	-0.84	$-2.96	-0.07	0.07	2.65	0.43	41.66	44.62	-2.22	$-222.00	265.00	26	350.0	2061.000	-2.96	2024-09-24
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-2.28	-0.86	$-3.01	-0.07	0.02	2.65	0.37	41.66	44.67	-2.28	$-228.00	265.00	25	100.0	1976.000	-3.01	2024-09-23
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-2.13	-0.80	$-3.27	-0.08	-0.45	2.65	0.52	41.66	44.93	-2.13	$-213.00	265.00	24	1244.0	0.000	-3.27	2024-09-22
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-2.13	-0.80	$-3.27	-0.08	0.05	2.65	0.52	41.66	44.93	-2.13	$-213.00	265.00	22	1240.0	871.000	-3.27	2024-09-20
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-2.01	-0.76	$-3.32	-0.08	0.05	2.65	0.64	41.66	44.98	-2.01	$-201.00	265.00	21	232.0	726.000	-3.32	2024-09-19
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.73	-0.65	$-2.62	-0.06	0.08	2.65	0.92	41.66	44.28	-1.73	$-173.00	265.00	20	69.0	670.000	-2.62	2024-09-18
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.60	-0.60	$-1.85	-0.04	0.08	2.65	1.05	41.66	43.51	-1.60	$-160.00	265.00	19	53.0	642.000	-1.85	2024-09-17
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.59	-0.60	$-2.40	-0.06	0.10	2.65	1.06	41.66	44.06	-1.59	$-159.00	265.00	18	24.0	623.000	-2.40	2024-09-16
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.53	-0.58	$-2.35	-0.06	0.11	2.65	1.12	41.66	44.01	-1.53	$-153.00	265.00	16	60.0	574.000	-2.35	2024-09-14
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.46	-0.55	$-2.35	-0.06	0.10	2.65	1.19	41.66	44.01	-1.46	$-146.00	265.00	15	48.0	574.000	-2.35	2024-09-13
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-0.90	-0.34	$-0.08	-0.00	0.04	2.65	1.75	41.66	41.74	-0.90	$-90.00	265.00	14	38.0	555.000	-0.08	2024-09-12
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$1.79	0.68	$1.42	0.03	0.08	2.65	4.44	41.66	40.24	1.79	$179.00	265.00	13	15.0	555.000	1.42	2024-09-11
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$1.79	0.68	$4.39	0.11	-0.01	2.65	4.44	41.66	37.27	1.79	$179.00	265.00	12	15.0	569.000	4.39	2024-09-10
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$0.77	0.29	$3.49	0.08	-0.02	2.65	3.42	41.66	38.17	0.77	$77.00	265.00	11	13.0	567.000	3.49	2024-09-09
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$1.20	0.45	$3.22	0.08	0.07	2.65	3.85	41.66	38.44	1.20	$120.00	265.00	10	42.0	560.000	3.22	2024-09-08
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$1.20	0.45	$3.22	0.08	0.06	2.65	3.85	41.66	38.44	1.20	$120.00	265.00	8	42.0	560.000	3.22	2024-09-06
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-0.05	-0.02	$2.02	0.05	-0.02	2.65	2.60	41.66	39.64	-0.05	$-5.00	265.00	7	21.0	539.000	2.02	2024-09-05
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$0.45	0.17	$1.43	0.03	0.09	2.65	3.10	41.66	40.23	0.45	$45.00	265.00	6	67.0	131.000	1.43	2024-09-04
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$-1.07	-0.40	$-2.35	-0.06	0.04	2.65	1.58	41.66	44.01	-1.07	$-107.00	265.00	2	38.0	27.000	-2.35	2024-08-31
AFRM241004P00040000	AFRM	PUT	Long	40.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.69; Exit EQ PnL: -2.00	$-0.85	-0.32	$-2.35	-0.06	0.03	2.65	1.80	41.66	44.01	-0.85	$-85.00	265.00	1	37.0	27.000	-2.35	2024-08-30
AFRM241004P00040000	AFRM	PUT	Long	40.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.65	2.65	41.66	41.66	0.00	$0.00	265.00	0	25.0	2.000	-0.00	2024-08-29

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