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View Outliers PnL Drill-Down: AMRN240719P00000500

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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
2024-06-11 AMRN AMRN240719P00000500 0.50 10.0 59.000 1.344 0.416 0.3 0.0 -0.010 0.280 0.020 0.05 0.76 2024-07-19 PUT Long 0.385 0.437 0.222

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
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $-0.02 -0.03 4.84 0.05 0.05 0.77 0.79 0.00 $0.00 5.00 37 10.0 59.000 -0.02 2024-07-18
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $-0.01 -0.01 3.34 0.05 0.05 0.77 0.78 0.00 $0.00 5.00 36 10.0 59.000 -0.01 2024-07-17
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $-0.02 -0.03 2.47 0.05 0.05 0.77 0.79 0.00 $0.00 5.00 35 10.0 59.000 -0.02 2024-07-16
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.02 0.03 1.59 0.05 0.05 0.77 0.75 0.00 $0.00 5.00 34 10.0 59.000 0.02 2024-07-15
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $-0.01 -0.01 0.72 0.05 0.05 0.77 0.78 0.00 $0.00 5.00 31 10.0 59.000 -0.01 2024-07-12
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.02 0.03 0.28 0.05 0.05 0.77 0.75 0.00 $0.00 5.00 30 10.0 59.000 0.02 2024-07-11
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.01 0.01 0.16 0.05 0.05 0.77 0.76 0.00 $0.00 5.00 29 10.0 59.000 0.01 2024-07-10
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.07 0.09 -0.34 0.05 0.05 0.77 0.70 0.00 $0.00 5.00 28 10.0 59.000 0.07 2024-07-09
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.03 0.04 -0.22 0.05 0.05 0.77 0.74 0.00 $0.00 5.00 27 10.0 59.000 0.03 2024-07-08
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.03 0.04 -0.59 0.05 0.05 0.77 0.74 0.00 $0.00 5.00 24 10.0 59.000 0.03 2024-07-05
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.08 0.10 -0.91 0.05 0.05 0.77 0.69 0.00 $0.00 5.00 23 10.0 59.000 0.08 2024-07-04
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.08 0.10 -0.97 0.05 0.05 0.77 0.69 0.00 $0.00 5.00 22 10.0 59.000 0.08 2024-07-03
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.07 0.09 -1.59 0.05 0.05 0.77 0.70 0.00 $0.00 5.00 21 10.0 59.000 0.07 2024-07-02
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.08 0.10 -1.72 0.05 0.05 0.77 0.69 0.00 $0.00 5.00 20 10.0 59.000 0.08 2024-07-01
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.08 0.10 -1.84 0.05 0.05 0.77 0.69 0.00 $0.00 5.00 17 10.0 59.000 0.08 2024-06-28
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.07 0.09 -1.84 0.05 0.05 0.77 0.70 0.00 $0.00 5.00 16 10.0 59.000 0.07 2024-06-27
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.03 0.04 4.66 0.05 0.05 0.77 0.74 0.00 $0.00 5.00 14 10.0 59.000 0.03 2024-06-25
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.06 0.08 -1.91 0.05 0.05 0.77 0.71 0.00 $0.00 5.00 13 10.0 59.000 0.06 2024-06-24
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.04 0.05 -1.97 0.05 0.05 0.77 0.73 0.00 $0.00 5.00 7 10.0 59.000 0.04 2024-06-18
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $0.01 0.01 -1.94 0.05 0.05 0.77 0.76 0.00 $0.00 5.00 6 10.0 59.000 0.01 2024-06-17
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $-0.01 -0.01 -1.94 0.05 0.05 0.77 0.78 0.00 $0.00 5.00 3 10.0 59.000 -0.01 2024-06-14
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $-0.04 -0.05 1.00 0.05 0.05 0.77 0.81 0.00 $0.00 5.00 2 10.0 59.000 -0.04 2024-06-13
AMRN240719P00000500 AMRN PUT Long 0.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.04 $0.00 0.00 $-0.04 -0.05 -1.91 0.05 0.05 0.77 0.81 0.00 $0.00 5.00 1 10.0 59.000 -0.04 2024-06-12
AMRN240719P00000500 AMRN PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.05 0.05 0.77 0.77 0.00 $0.00 5.00 0 10.0 59.000 -0.00 2024-06-11

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