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View Outliers PnL Drill-Down: AMRN240315P00001000

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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
2023-12-21	AMRN	AMRN240315P00001000	1.00	540.0	141.000	1.406	0.400	0.0	0.1	0.000	0.180	0.260	0.31	0.92	2024-03-15	PUT	Long	0.360	0.376	0.112

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
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.17	-0.55	$0.07	0.08	1.87	0.31	0.14	0.89	0.82	-0.17	$-17.00	31.00	84	6.0	1533.000	0.07	2024-03-14
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.16	-0.52	$0.03	0.03	0.93	0.31	0.15	0.89	0.86	-0.16	$-16.00	31.00	83	39.0	1528.000	0.03	2024-03-13
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.18	-0.58	$0.03	0.03	0.30	0.31	0.13	0.89	0.86	-0.18	$-18.00	31.00	82	204.0	1588.000	0.03	2024-03-12
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.23	-0.74	$-0.01	-0.01	0.12	0.31	0.08	0.89	0.90	-0.23	$-23.00	31.00	81	3.0	1588.000	-0.01	2024-03-11
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.03	-0.03	-0.26	0.31	0.10	0.89	0.92	-0.21	$-21.00	31.00	78	10.0	1598.000	-0.03	2024-03-08
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.17	-0.55	$-0.04	-0.04	-0.26	0.31	0.14	0.89	0.93	-0.17	$-17.00	31.00	77	15.0	1603.000	-0.04	2024-03-07
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.06	-0.07	-0.07	0.31	0.10	0.89	0.95	-0.21	$-21.00	31.00	76	12.0	1603.000	-0.06	2024-03-06
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.06	-0.07	-0.54	0.31	0.10	0.89	0.95	-0.21	$-21.00	31.00	75	12.0	1591.000	-0.06	2024-03-05
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.19	-0.61	$-0.03	-0.03	-1.20	0.31	0.12	0.89	0.92	-0.19	$-19.00	31.00	74	408.0	0.000	-0.03	2024-03-04
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.17	-0.19	-0.21	0.31	0.06	0.89	1.06	-0.25	$-25.00	31.00	73	365.0	1496.000	-0.17	2024-03-03
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.17	-0.19	-0.21	0.31	0.06	0.89	1.06	-0.25	$-25.00	31.00	72	365.0	1496.000	-0.17	2024-03-02
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.16	-0.18	0.02	0.31	0.10	0.89	1.05	-0.21	$-21.00	31.00	71	364.0	1496.000	-0.16	2024-03-01
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.18	-0.20	0.04	0.31	0.05	0.89	1.07	-0.26	$-26.00	31.00	70	969.0	1758.000	-0.18	2024-02-29
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.28	-0.90	$-0.43	-0.48	0.12	0.31	0.03	0.89	1.32	-0.28	$-28.00	31.00	69	50.0	1758.000	-0.43	2024-02-28
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.28	-0.90	$-0.46	-0.52	0.09	0.31	0.03	0.89	1.35	-0.28	$-28.00	31.00	68	50.0	1808.000	-0.46	2024-02-27
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.32	-0.36	-0.24	0.31	0.05	0.89	1.21	-0.26	$-26.00	31.00	67	76.0	1808.000	-0.32	2024-02-26
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.30	-0.34	0.04	0.31	0.05	0.89	1.19	-0.26	$-26.00	31.00	66	76.0	1808.000	-0.30	2024-02-25
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.30	-0.34	-0.04	0.31	0.05	0.89	1.19	-0.26	$-26.00	31.00	64	76.0	1808.000	-0.30	2024-02-23
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.29	-0.33	0.18	0.31	0.05	0.89	1.18	-0.26	$-26.00	31.00	63	76.0	1808.000	-0.29	2024-02-22
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.27	-0.30	-0.16	0.31	0.05	0.89	1.16	-0.26	$-26.00	31.00	62	76.0	1808.000	-0.27	2024-02-21
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.30	-0.34	-0.41	0.31	0.05	0.89	1.19	-0.26	$-26.00	31.00	61	76.0	1863.000	-0.30	2024-02-20
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.32	-0.36	0.18	0.31	0.05	0.89	1.21	-0.26	$-26.00	31.00	60	160.0	1705.000	-0.32	2024-02-19
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.33	-0.37	0.18	0.31	0.05	0.89	1.22	-0.26	$-26.00	31.00	50	12.0	1452.000	-0.33	2024-02-09
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.34	-0.38	-0.02	0.31	0.06	0.89	1.23	-0.25	$-25.00	31.00	49	60.0	1492.000	-0.34	2024-02-08
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.31	-0.35	-0.09	0.31	0.06	0.89	1.20	-0.25	$-25.00	31.00	48	7.0	1485.000	-0.31	2024-02-07
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.34	-0.38	-0.05	0.31	0.06	0.89	1.23	-0.25	$-25.00	31.00	47	20.0	1465.000	-0.34	2024-02-06
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.29	-0.33	-0.94	0.31	0.06	0.89	1.18	-0.25	$-25.00	31.00	46	10.0	1465.000	-0.29	2024-02-05
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.30	-0.34	-0.94	0.31	0.10	0.89	1.19	-0.21	$-21.00	31.00	45	2.0	1455.000	-0.30	2024-02-04
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.30	-0.34	-0.18	0.31	0.10	0.89	1.19	-0.21	$-21.00	31.00	43	2.0	1455.000	-0.30	2024-02-02
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.32	-0.36	-0.15	0.31	0.10	0.89	1.21	-0.21	$-21.00	31.00	42	2.0	1457.000	-0.32	2024-02-01
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.24	-0.27	-0.32	0.31	0.06	0.89	1.13	-0.25	$-25.00	31.00	41	8.0	1452.000	-0.24	2024-01-31
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.25	-0.81	$-0.35	-0.39	-0.12	0.31	0.06	0.89	1.24	-0.25	$-25.00	31.00	40	31.0	1451.000	-0.35	2024-01-30
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.26	-0.84	$-0.46	-0.52	0.04	0.31	0.05	0.89	1.35	-0.26	$-26.00	31.00	39	171.0	1396.000	-0.46	2024-01-29
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.23	-0.74	$-0.43	-0.48	-0.02	0.31	0.08	0.89	1.32	-0.23	$-23.00	31.00	38	11.0	1396.000	-0.43	2024-01-28
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.23	-0.74	$-0.43	-0.48	-0.04	0.31	0.08	0.89	1.32	-0.23	$-23.00	31.00	37	11.0	1396.000	-0.43	2024-01-27
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.23	-0.74	$-0.43	-0.48	-0.04	0.31	0.08	0.89	1.32	-0.23	$-23.00	31.00	36	11.0	1396.000	-0.43	2024-01-26
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.37	-0.42	-0.15	0.31	0.10	0.89	1.26	-0.21	$-21.00	31.00	35	54.0	1346.000	-0.37	2024-01-25
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.20	-0.65	$-0.26	-0.29	-0.01	0.31	0.11	0.89	1.15	-0.20	$-20.00	31.00	34	60.0	1286.000	-0.26	2024-01-24
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.21	-0.68	$-0.36	-0.40	0.01	0.31	0.10	0.89	1.25	-0.21	$-21.00	31.00	33	4.0	1242.000	-0.36	2024-01-23
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.20	-0.65	$-0.26	-0.29	-0.02	0.31	0.11	0.89	1.15	-0.20	$-20.00	31.00	32	20.0	1222.000	-0.26	2024-01-22
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.15	-0.48	$-0.16	-0.18	0.06	0.31	0.16	0.89	1.05	-0.15	$-15.00	31.00	29	68.0	1154.000	-0.16	2024-01-19
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.16	-0.52	$-0.20	-0.22	-0.19	0.31	0.15	0.89	1.09	-0.16	$-16.00	31.00	28	40.0	1163.000	-0.20	2024-01-18
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.17	-0.55	$-0.20	-0.22	-0.19	0.31	0.14	0.89	1.09	-0.17	$-17.00	31.00	27	42.0	1201.000	-0.20	2024-01-17
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.16	-0.52	$-0.28	-0.31	-0.04	0.31	0.15	0.89	1.17	-0.16	$-16.00	31.00	26	12.0	1221.000	-0.28	2024-01-16
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.16	-0.52	$-0.29	-0.33	0.08	0.31	0.15	0.89	1.18	-0.16	$-16.00	31.00	22	12.0	1213.000	-0.29	2024-01-12
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.16	-0.52	$-0.28	-0.31	0.06	0.31	0.15	0.89	1.17	-0.16	$-16.00	31.00	21	40.0	1185.000	-0.28	2024-01-11
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.16	-0.52	$-0.40	-0.45	0.08	0.31	0.15	0.89	1.29	-0.16	$-16.00	31.00	20	138.0	1060.000	-0.40	2024-01-10
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.08	-0.26	$-0.08	-0.09	0.07	0.31	0.23	0.89	0.97	-0.08	$-8.00	31.00	19	60.0	1000.000	-0.08	2024-01-09
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.06	-0.19	$-0.02	-0.02	0.04	0.31	0.25	0.89	0.91	-0.06	$-6.00	31.00	18	50.0	950.000	-0.02	2024-01-08
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$0.00	0.00	$0.03	0.03	0.20	0.31	0.31	0.89	0.86	0.00	$0.00	31.00	15	8.0	950.000	0.03	2024-01-05
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$0.00	0.00	$0.03	0.03	-1.20	0.31	0.31	0.89	0.86	0.00	$0.00	31.00	14	8.0	950.000	0.03	2024-01-04
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$0.00	0.00	$0.02	0.02	-1.20	0.31	0.31	0.89	0.87	0.00	$0.00	31.00	13	8.0	950.000	0.02	2024-01-03
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.05	-0.16	$-0.00	-0.00	-1.20	0.31	0.26	0.89	0.89	-0.05	$-5.00	31.00	12	20.0	0.000	-0.00	2024-01-02
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.06	-0.19	$0.02	0.02	0.04	0.31	0.25	0.89	0.87	-0.06	$-6.00	31.00	11	100.0	822.000	0.02	2024-01-01
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.06	-0.19	$0.02	0.02	0.02	0.31	0.25	0.89	0.87	-0.06	$-6.00	31.00	9	100.0	822.000	0.02	2023-12-30
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.06	-0.19	$0.02	0.02	0.00	0.31	0.25	0.89	0.87	-0.06	$-6.00	31.00	8	100.0	822.000	0.02	2023-12-29
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.02	-0.06	$-0.01	-0.01	0.24	0.31	0.29	0.89	0.90	-0.02	$-2.00	31.00	7	20.0	802.000	-0.01	2023-12-28
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.05	-0.16	$-0.01	-0.01	0.07	0.31	0.26	0.89	0.90	-0.05	$-5.00	31.00	6	20.0	782.000	-0.01	2023-12-27
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.04	-0.13	$-0.02	-0.02	0.08	0.31	0.27	0.89	0.91	-0.04	$-4.00	31.00	5	112.0	782.000	-0.02	2023-12-26
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.04	-0.13	$-0.02	-0.02	0.24	0.31	0.27	0.89	0.91	-0.04	$-4.00	31.00	4	112.0	670.000	-0.02	2023-12-25
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$-0.04	-0.13	$-0.02	-0.02	0.21	0.31	0.27	0.89	0.91	-0.04	$-4.00	31.00	2	112.0	670.000	-0.02	2023-12-23
AMRN240315P00001000	AMRN	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.03	$-0.04	-0.13	$-0.02	-0.02	0.06	0.31	0.27	0.89	0.91	-0.04	$-4.00	31.00	1	112.0	670.000	-0.02	2023-12-22
AMRN240315P00001000	AMRN	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.31	0.31	0.89	0.89	0.00	$0.00	31.00	0	540.0	141.000	-0.00	2023-12-21

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