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View Outliers PnL Drill-Down: AMC240503C00003500

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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
2024-03-28	AMC	AMC240503C00003500	3.50	174.0	7.000	0.898	0.337	0.2	0.1	0.010	0.460	0.290	0.50	3.65	2024-05-03	CALL	Long	0.345	0.376	-0.143

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	AMC	1.000	0.102	0.759	0.238	0.175	0.043	4.26	-0.082	0.0000	2.47	6.85	21	1y	4.42

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
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.48	-0.96	$-0.59	-0.16	1.07	0.50	0.02	3.72	3.13	-0.48	$-48.00	50.00	35	22101.0	22784.000	-0.59	2024-05-02
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.44	-0.88	$-0.65	-0.17	0.51	0.50	0.06	3.72	3.07	-0.44	$-44.00	50.00	32	7356.0	14778.000	-0.65	2024-04-29
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.34	-0.68	$-0.31	-0.08	0.12	0.50	0.16	3.72	3.41	-0.34	$-34.00	50.00	29	12370.0	12882.000	-0.31	2024-04-26
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.36	-0.72	$-0.44	-0.12	0.23	0.50	0.14	3.72	3.28	-0.36	$-36.00	50.00	28	2615.0	11400.000	-0.44	2024-04-25
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.31	-0.62	$-0.44	-0.12	0.36	0.50	0.19	3.72	3.28	-0.31	$-31.00	50.00	27	5069.0	8416.000	-0.44	2024-04-24
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.26	-0.52	$-0.33	-0.09	0.34	0.50	0.24	3.72	3.39	-0.26	$-26.00	50.00	26	3206.0	8152.000	-0.33	2024-04-23
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.22	-0.44	$-0.30	-0.08	0.36	0.50	0.28	3.72	3.42	-0.22	$-22.00	50.00	25	8501.0	5471.000	-0.30	2024-04-22
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.29	-0.58	$-0.56	-0.15	0.46	0.50	0.21	3.72	3.16	-0.29	$-29.00	50.00	22	4674.0	3580.000	-0.56	2024-04-19
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.38	-0.76	$-0.79	-0.21	0.36	0.50	0.12	3.72	2.93	-0.38	$-38.00	50.00	21	446.0	3547.000	-0.79	2024-04-18
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.34	-0.68	$-0.74	-0.20	0.38	0.50	0.16	3.72	2.98	-0.34	$-34.00	50.00	20	4500.0	2822.000	-0.74	2024-04-17
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.43	-0.86	$-1.00	-0.27	0.35	0.50	0.07	3.72	2.72	-0.43	$-43.00	50.00	19	2444.0	1367.000	-1.00	2024-04-16
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.45	-0.90	$-1.25	-0.34	0.35	0.50	0.05	3.72	2.47	-0.45	$-45.00	50.00	18	163.0	1293.000	-1.25	2024-04-15
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.43	-0.86	$-1.07	-0.29	0.21	0.50	0.07	3.72	2.65	-0.43	$-43.00	50.00	15	354.0	1359.000	-1.07	2024-04-12
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.40	-0.80	$-0.92	-0.25	0.17	0.50	0.10	3.72	2.80	-0.40	$-40.00	50.00	14	278.0	1338.000	-0.92	2024-04-11
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.39	-0.78	$-0.89	-0.24	0.16	0.50	0.11	3.72	2.83	-0.39	$-39.00	50.00	13	379.0	1235.000	-0.89	2024-04-10
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.37	-0.74	$-0.75	-0.20	0.11	0.50	0.13	3.72	2.97	-0.37	$-37.00	50.00	12	196.0	1270.000	-0.75	2024-04-09
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.34	-0.68	$-0.77	-0.21	0.16	0.50	0.16	3.72	2.95	-0.34	$-34.00	50.00	11	680.0	968.000	-0.77	2024-04-08
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.32	-0.64	$-0.71	-0.19	0.17	0.50	0.18	3.72	3.01	-0.32	$-32.00	50.00	8	187.0	826.000	-0.71	2024-04-05
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.30	-0.60	$-0.72	-0.19	0.11	0.50	0.20	3.72	3.00	-0.30	$-30.00	50.00	7	146.0	743.000	-0.72	2024-04-04
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.29	-0.58	$-0.71	-0.19	0.18	0.50	0.21	3.72	3.01	-0.29	$-29.00	50.00	6	427.0	736.000	-0.71	2024-04-03
AMC240503C00003500	AMC	CALL	Long	3.50	None	$-0.25	-0.50	$-0.62	-0.17	0.16	0.50	0.25	3.72	3.10	-0.25	$-25.00	50.00	5	328.0	547.000	-0.62	2024-04-02
AMC240503C00003500	AMC	CALL	Long	3.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.24; Exit EQ PnL: -0.58	$-0.24	-0.48	$-0.58	-0.16	0.15	0.50	0.26	3.72	3.14	-0.24	$-24.00	50.00	4	546.0	145.000	-0.58	2024-04-01
AMC240503C00003500	AMC	CALL	Long	3.50	None	$0.07	0.14	$0.00	0.00	-0.90	0.50	0.57	3.72	3.72	0.07	$7.00	50.00	3	186.0	145.000	0.00	2024-03-31
AMC240503C00003500	AMC	CALL	Long	3.50	None	$0.07	0.14	$0.00	0.00	0.19	0.50	0.57	3.72	3.72	0.07	$7.00	50.00	2	186.0	7.000	0.00	2024-03-30
AMC240503C00003500	AMC	CALL	Long	3.50	None	$0.07	0.14	$0.00	0.00	0.17	0.50	0.57	3.72	3.72	0.07	$7.00	50.00	1	186.0	7.000	0.00	2024-03-29
AMC240503C00003500	AMC	CALL	Long	3.50	None	$0.00	0.00	$0.00	0.00	0.00	0.50	0.50	3.72	3.72	0.00	$0.00	50.00	0	174.0	7.000	0.00	2024-03-28

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