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View Outliers PnL Drill-Down: ALLO240920P00002500

View in yFinance: ALLO

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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
2024-08-19	ALLO	ALLO240920P00002500	2.50	2.0	10.000	0.703	0.393	0.2	0.1	0.000	0.310	0.150	0.35	2.65	2024-09-20	PUT	Long	0.402	0.429	0.157

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.30	-0.86	$-0.26	-0.10	1.17	0.35	0.05	2.65	2.91	-0.30	$-30.00	35.00	31	5.0	27.000	-0.26	2024-09-19
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.30	-0.86	$-0.23	-0.09	0.74	0.35	0.05	2.65	2.88	-0.30	$-30.00	35.00	30	5.0	27.000	-0.23	2024-09-18
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.30	-0.86	$-0.22	-0.08	0.52	0.35	0.05	2.65	2.87	-0.30	$-30.00	35.00	29	5.0	27.000	-0.22	2024-09-17
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.30	-0.86	$-0.11	-0.04	0.74	0.35	0.05	2.65	2.76	-0.30	$-30.00	35.00	28	5.0	27.000	-0.11	2024-09-16
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.25	-0.71	$-0.31	-0.12	0.75	0.35	0.10	2.65	2.96	-0.25	$-25.00	35.00	26	5.0	27.000	-0.31	2024-09-14
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.25	-0.71	$-0.31	-0.12	0.55	0.35	0.10	2.65	2.96	-0.25	$-25.00	35.00	25	5.0	27.000	-0.31	2024-09-13
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.25	-0.71	$-0.01	-0.00	-0.01	0.35	0.10	2.65	2.66	-0.25	$-25.00	35.00	24	5.0	22.000	-0.01	2024-09-12
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.30	-0.86	$-0.26	-0.10	0.72	0.35	0.05	2.65	2.91	-0.30	$-30.00	35.00	23	1.0	21.000	-0.26	2024-09-11
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$-0.18	-0.07	0.53	0.35	0.20	2.65	2.83	-0.15	$-15.00	35.00	22	5.0	21.000	-0.18	2024-09-10
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.18	-0.51	$0.17	0.06	0.63	0.35	0.17	2.65	2.48	-0.18	$-18.00	35.00	21	7.0	21.000	0.17	2024-09-09
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.18	-0.51	$0.24	0.09	0.15	0.35	0.17	2.65	2.41	-0.18	$-18.00	35.00	20	7.0	21.000	0.24	2024-09-08
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.18	-0.51	$0.24	0.09	-0.08	0.35	0.17	2.65	2.41	-0.18	$-18.00	35.00	18	7.0	21.000	0.24	2024-09-06
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.30	-0.86	$0.14	0.05	0.04	0.35	0.05	2.65	2.51	-0.30	$-30.00	35.00	17	1.0	21.000	0.14	2024-09-05
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.30	-0.86	$0.07	0.03	0.39	0.35	0.05	2.65	2.58	-0.30	$-30.00	35.00	16	1.0	21.000	0.07	2024-09-04
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$0.02	0.01	0.06	0.35	0.20	2.65	2.63	-0.15	$-15.00	35.00	12	1.0	21.000	0.02	2024-08-31
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$0.02	0.01	0.02	0.35	0.20	2.65	2.63	-0.15	$-15.00	35.00	11	1.0	21.000	0.02	2024-08-30
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$-0.01	-0.00	0.06	0.35	0.20	2.65	2.66	-0.15	$-15.00	35.00	10	1.0	21.000	-0.01	2024-08-29
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$0.08	0.03	0.10	0.35	0.20	2.65	2.57	-0.15	$-15.00	35.00	9	1.0	20.000	0.08	2024-08-28
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$-0.17	-0.06	-0.58	0.35	0.20	2.65	2.82	-0.15	$-15.00	35.00	8	4.0	14.000	-0.17	2024-08-27
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$-0.15	-0.06	-0.03	0.35	0.20	2.65	2.80	-0.15	$-15.00	35.00	7	4.0	0.000	-0.15	2024-08-26
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$0.04	0.02	0.02	0.35	0.20	2.65	2.61	-0.15	$-15.00	35.00	6	4.0	14.000	0.04	2024-08-25
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$0.04	0.02	0.01	0.35	0.20	2.65	2.61	-0.15	$-15.00	35.00	5	4.0	14.000	0.04	2024-08-24
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$0.04	0.02	-0.01	0.35	0.20	2.65	2.61	-0.15	$-15.00	35.00	4	4.0	14.000	0.04	2024-08-23
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$-0.15	-0.43	$0.06	0.02	-0.05	0.35	0.20	2.65	2.59	-0.15	$-15.00	35.00	3	4.0	14.000	0.06	2024-08-22
ALLO240920P00002500	ALLO	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.17	$-0.15	-0.43	$-0.09	-0.03	0.22	0.35	0.20	2.65	2.74	-0.15	$-15.00	35.00	2	4.0	10.000	-0.09	2024-08-21
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$0.00	0.00	$0.01	0.00	0.17	0.35	0.35	2.65	2.64	0.00	$0.00	35.00	1	2.0	10.000	0.01	2024-08-20
ALLO240920P00002500	ALLO	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	2.65	2.65	0.00	$0.00	35.00	0	2.0	10.000	-0.00	2024-08-19

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