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View Outliers PnL Drill-Down: AMRN240920C00000500

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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
2024-07-31	AMRN	AMRN240920C00000500	0.50	23.0	195.000	6.938	0.400	0.2	0.0	0.010	0.520	0.350	0.30	0.66	2024-09-20	CALL	Long	0.416	0.437	-0.126

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
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.08	-0.44	$-0.11	-0.15	2.50	0.18	0.10	0.71	0.60	-0.08	$-8.00	18.00	44	33.0	265.000	-0.11	2024-09-19
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.08	-0.44	$-0.11	-0.15	0.06	0.18	0.10	0.71	0.60	-0.08	$-8.00	18.00	43	1.0	266.000	-0.11	2024-09-18
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.08	-0.44	$-0.12	-0.17	0.19	0.18	0.10	0.71	0.59	-0.08	$-8.00	18.00	42	4.0	264.000	-0.12	2024-09-17
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.09	-0.50	$-0.12	-0.17	0.06	0.18	0.09	0.71	0.59	-0.09	$-9.00	18.00	41	40.0	264.000	-0.12	2024-09-16
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.09	-0.50	$-0.11	-0.15	0.81	0.18	0.09	0.71	0.60	-0.09	$-9.00	18.00	39	40.0	264.000	-0.11	2024-09-14
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.09	-0.50	$-0.11	-0.15	-0.94	0.18	0.09	0.71	0.60	-0.09	$-9.00	18.00	38	40.0	264.000	-0.11	2024-09-13
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.09	-0.50	$-0.13	-0.18	0.00	0.18	0.09	0.71	0.58	-0.09	$-9.00	18.00	37	40.0	264.000	-0.13	2024-09-12
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.09	-0.50	$-0.12	-0.17	-0.25	0.18	0.09	0.71	0.59	-0.09	$-9.00	18.00	36	40.0	275.000	-0.12	2024-09-11
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.08	-0.44	$-0.11	-0.15	-0.69	0.18	0.10	0.71	0.60	-0.08	$-8.00	18.00	35	6.0	275.000	-0.11	2024-09-10
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.08	-0.44	$-0.11	-0.15	-0.94	0.18	0.10	0.71	0.60	-0.08	$-8.00	18.00	34	6.0	276.000	-0.11	2024-09-09
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.04	-0.22	$-0.11	-0.15	-0.94	0.18	0.14	0.71	0.60	-0.04	$-4.00	18.00	33	9.0	276.000	-0.11	2024-09-08
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.04	-0.22	$-0.11	-0.15	0.62	0.18	0.14	0.71	0.60	-0.04	$-4.00	18.00	31	9.0	276.000	-0.11	2024-09-06
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.04	-0.22	$-0.10	-0.14	-0.31	0.18	0.14	0.71	0.61	-0.04	$-4.00	18.00	30	9.0	276.000	-0.10	2024-09-05
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.04	-0.22	$-0.10	-0.14	-0.38	0.18	0.14	0.71	0.61	-0.04	$-4.00	18.00	29	9.0	276.000	-0.10	2024-09-04
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.04	-0.22	$-0.08	-0.11	2.12	0.18	0.14	0.71	0.63	-0.04	$-4.00	18.00	25	9.0	269.000	-0.08	2024-08-31
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.04	-0.22	$-0.08	-0.11	2.47	0.18	0.14	0.71	0.63	-0.04	$-4.00	18.00	24	9.0	269.000	-0.08	2024-08-30
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$0.02	0.11	$-0.10	-0.14	-0.41	0.18	0.20	0.71	0.61	0.02	$2.00	18.00	23	41.0	269.000	-0.10	2024-08-29
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$0.02	0.11	$-0.10	-0.14	-0.62	0.18	0.20	0.71	0.61	0.02	$2.00	18.00	22	41.0	269.000	-0.10	2024-08-28
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.05	-0.28	$-0.09	-0.13	-1.44	0.18	0.13	0.71	0.62	-0.05	$-5.00	18.00	21	2.0	231.000	-0.09	2024-08-27
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.05	-0.28	$-0.07	-0.10	-0.50	0.18	0.13	0.71	0.64	-0.05	$-5.00	18.00	20	2.0	233.000	-0.07	2024-08-26
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.08	-0.11	-0.34	0.18	0.15	0.71	0.63	-0.03	$-3.00	18.00	19	21.0	234.000	-0.08	2024-08-25
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.08	-0.11	-0.38	0.18	0.15	0.71	0.63	-0.03	$-3.00	18.00	18	21.0	234.000	-0.08	2024-08-24
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.08	-0.11	0.56	0.18	0.15	0.71	0.63	-0.03	$-3.00	18.00	17	1.0	234.000	-0.08	2024-08-23
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.09	-0.13	2.06	0.18	0.15	0.71	0.62	-0.03	$-3.00	18.00	16	2.0	234.000	-0.09	2024-08-22
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.06	-0.08	-0.94	0.18	0.15	0.71	0.65	-0.03	$-3.00	18.00	15	2.0	234.000	-0.06	2024-08-21
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.07	-0.10	-0.69	0.18	0.15	0.71	0.64	-0.03	$-3.00	18.00	14	2.0	232.000	-0.07	2024-08-20
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$0.00	0.00	$-0.04	-0.06	-0.06	0.18	0.18	0.71	0.67	0.00	$0.00	18.00	13	4.0	229.000	-0.04	2024-08-19
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.09	-0.13	4.75	0.18	0.15	0.71	0.62	-0.03	$-3.00	18.00	12	3.0	226.000	-0.09	2024-08-18
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.09	-0.13	4.62	0.18	0.15	0.71	0.62	-0.03	$-3.00	18.00	11	3.0	226.000	-0.09	2024-08-17
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.04	-0.22	$-0.09	-0.13	4.56	0.18	0.14	0.71	0.62	-0.04	$-4.00	18.00	10	1.0	226.000	-0.09	2024-08-16
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$0.52	2.89	$-0.09	-0.13	3.41	0.18	0.70	0.71	0.62	0.52	$52.00	18.00	9	2.0	226.000	-0.09	2024-08-15
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.08	-0.44	$-0.10	-0.14	0.12	0.18	0.10	0.71	0.61	-0.08	$-8.00	18.00	8	1.0	223.000	-0.10	2024-08-14
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.08	-0.44	$-0.10	-0.14	-0.31	0.18	0.10	0.71	0.61	-0.08	$-8.00	18.00	7	1.0	224.000	-0.10	2024-08-13
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.10	-0.14	-0.31	0.18	0.15	0.71	0.61	-0.03	$-3.00	18.00	6	1.0	224.000	-0.10	2024-08-12
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$-0.03	-0.17	$-0.08	-0.11	-0.56	0.18	0.15	0.71	0.63	-0.03	$-3.00	18.00	3	1.0	223.000	-0.08	2024-08-09
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$0.00	0.00	$-0.05	-0.07	0.97	0.18	0.18	0.71	0.66	0.00	$0.00	18.00	2	11.0	223.000	-0.05	2024-08-08
AMRN240920C00000500	AMRN	CALL	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03	$0.00	0.00	$-0.05	-0.07	-0.56	0.18	0.18	0.71	0.66	0.00	$0.00	18.00	1	11.0	223.000	-0.05	2024-08-07
AMRN240920C00000500	AMRN	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.18	0.18	0.71	0.71	0.00	$0.00	18.00	0	11.0	223.000	0.00	2024-08-06

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