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View Outliers PnL Drill-Down: AMRX231215P00005000

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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
2023-10-24	AMRX	AMRX231215P00005000	5.00	5.0	66.000	1.357	0.321	0.0	1.0	-0.010	0.390	1.370	1.60	4.00	2023-12-15	PUT	Long	0.372	0.410	0.190

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	AMRX	0.818	0.063	0.164	0.111	0.096	-0.009	8.07	-0.035	0.0000	5.24	9.25	21	1y	8.60

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
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.26	-0.79	$-0.99	-0.25	0.66	1.60	0.34	4.00	4.99	-1.26	$-126.00	160.00	51	1.0	82.000	-0.99	2023-12-14
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.26	-0.79	$-0.71	-0.18	-0.61	1.60	0.34	4.00	4.71	-1.26	$-126.00	160.00	50	1.0	82.000	-0.71	2023-12-13
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.26	-0.79	$-0.65	-0.16	0.37	1.60	0.34	4.00	4.65	-1.26	$-126.00	160.00	49	1.0	0.000	-0.65	2023-12-12
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.40	-0.88	$-0.90	-0.22	1.55	1.60	0.20	4.00	4.90	-1.40	$-140.00	160.00	48	5.0	78.000	-0.90	2023-12-11
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.45	-0.91	$-1.05	-0.26	-0.77	1.60	0.15	4.00	5.05	-1.45	$-145.00	160.00	45	1.0	78.000	-1.05	2023-12-08
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.45	-0.91	$-0.69	-0.17	-0.62	1.60	0.15	4.00	4.69	-1.45	$-145.00	160.00	44	1.0	78.000	-0.69	2023-12-07
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.45	-0.91	$-0.55	-0.14	-0.32	1.60	0.15	4.00	4.55	-1.45	$-145.00	160.00	43	0.0	78.000	-0.55	2023-12-06
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-1.45	-0.91	$-0.62	-0.16	-0.13	1.60	0.15	4.00	4.62	-1.45	$-145.00	160.00	42	0.0	78.000	-0.62	2023-12-05
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.72	-0.18	-0.54	1.60	0.76	4.00	4.72	-0.84	$-84.00	160.00	41	0.0	78.000	-0.72	2023-12-04
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.66	-0.16	-0.77	1.60	0.76	4.00	4.66	-0.84	$-84.00	160.00	40	0.0	78.000	-0.66	2023-12-03
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.66	-0.16	-0.79	1.60	0.76	4.00	4.66	-0.84	$-84.00	160.00	39	0.0	78.000	-0.66	2023-12-02
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.66	-0.16	-0.80	1.60	0.76	4.00	4.66	-0.84	$-84.00	160.00	38	0.0	78.000	-0.66	2023-12-01
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.31	-0.08	-0.12	1.60	0.76	4.00	4.31	-0.84	$-84.00	160.00	37	0.0	78.000	-0.31	2023-11-30
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.35	-0.09	-0.83	1.60	0.76	4.00	4.35	-0.84	$-84.00	160.00	36	0.0	78.000	-0.35	2023-11-29
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.24	-0.06	-0.34	1.60	0.76	4.00	4.24	-0.84	$-84.00	160.00	35	0.0	78.000	-0.24	2023-11-28
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.84	-0.52	$-0.22	-0.06	-0.40	1.60	0.76	4.00	4.22	-0.84	$-84.00	160.00	34	0.0	78.000	-0.22	2023-11-27
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.52	-0.13	-0.76	1.60	0.94	4.00	4.52	-0.66	$-66.00	160.00	31	0.0	0.000	-0.52	2023-11-24
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.45	-0.11	-1.36	1.60	0.94	4.00	4.45	-0.66	$-66.00	160.00	30	0.0	0.000	-0.45	2023-11-23
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.45	-0.11	-0.82	1.60	0.94	4.00	4.45	-0.66	$-66.00	160.00	29	0.0	67.000	-0.45	2023-11-22
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.47	-0.12	-0.77	1.60	0.94	4.00	4.47	-0.66	$-66.00	160.00	28	0.0	67.000	-0.47	2023-11-21
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.49	-0.12	-0.74	1.60	0.94	4.00	4.49	-0.66	$-66.00	160.00	27	0.0	67.000	-0.49	2023-11-20
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.53	-0.13	-0.82	1.60	0.94	4.00	4.53	-0.66	$-66.00	160.00	26	0.0	67.000	-0.53	2023-11-19
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.53	-0.13	-0.83	1.60	0.94	4.00	4.53	-0.66	$-66.00	160.00	24	0.0	67.000	-0.53	2023-11-17
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.66	-0.41	$-0.37	-0.09	-0.69	1.60	0.94	4.00	4.37	-0.66	$-66.00	160.00	23	0.0	67.000	-0.37	2023-11-16
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.60	-0.38	$-0.49	-0.12	-0.79	1.60	1.00	4.00	4.49	-0.60	$-60.00	160.00	22	0.0	67.000	-0.49	2023-11-15
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.60	-0.38	$-0.57	-0.14	-0.64	1.60	1.00	4.00	4.57	-0.60	$-60.00	160.00	21	0.0	67.000	-0.57	2023-11-14
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.60	-0.38	$-0.28	-0.07	-0.77	1.60	1.00	4.00	4.28	-0.60	$-60.00	160.00	20	0.0	67.000	-0.28	2023-11-13
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.60	-0.38	$-0.22	-0.06	-0.71	1.60	1.00	4.00	4.22	-0.60	$-60.00	160.00	17	0.0	67.000	-0.22	2023-11-10
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.60	-0.38	$-0.15	-0.04	-1.36	1.60	1.00	4.00	4.15	-0.60	$-60.00	160.00	16	0.0	0.000	-0.15	2023-11-09
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.60	-0.38	$-0.15	-0.04	-0.75	1.60	1.00	4.00	4.15	-0.60	$-60.00	160.00	15	0.0	67.000	-0.15	2023-11-08
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.60	-0.38	$-0.06	-0.02	-0.68	1.60	1.00	4.00	4.06	-0.60	$-60.00	160.00	14	0.0	62.000	-0.06	2023-11-07
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.55	-0.34	$-0.21	-0.05	-0.55	1.60	1.05	4.00	4.21	-0.55	$-55.00	160.00	13	0.0	62.000	-0.21	2023-11-06
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.55	-0.34	$-0.21	-0.05	-0.55	1.60	1.05	4.00	4.21	-0.55	$-55.00	160.00	12	0.0	62.000	-0.21	2023-11-05
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$-0.70	-0.44	$-0.29	-0.07	-0.68	1.60	0.90	4.00	4.29	-0.70	$-70.00	160.00	10	0.0	66.000	-0.29	2023-11-03
AMRX231215P00005000	AMRX	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.15	$0.00	0.00	$-0.15	-0.04	-0.68	1.60	1.60	4.00	4.15	0.00	$0.00	160.00	9	0.0	66.000	-0.15	2023-11-02
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$0.00	0.00	$0.11	0.03	-0.72	1.60	1.60	4.00	3.89	0.00	$0.00	160.00	8	0.0	66.000	0.11	2023-11-01
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$0.00	0.00	$0.13	0.03	-0.13	1.60	1.60	4.00	3.87	0.00	$0.00	160.00	7	0.0	66.000	0.13	2023-10-31
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$0.00	0.00	$0.12	0.03	-0.13	1.60	1.60	4.00	3.88	0.00	$0.00	160.00	6	0.0	66.000	0.12	2023-10-30
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$0.00	0.00	$0.23	0.06	-0.75	1.60	1.60	4.00	3.77	0.00	$0.00	160.00	3	0.0	66.000	0.23	2023-10-27
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$0.00	0.00	$0.19	0.05	-1.36	1.60	1.60	4.00	3.81	0.00	$0.00	160.00	2	0.0	66.000	0.19	2023-10-26
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$0.00	0.00	$0.08	0.02	-0.70	1.60	1.60	4.00	3.92	0.00	$0.00	160.00	1	0.0	66.000	0.08	2023-10-25
AMRX231215P00005000	AMRX	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.60	1.60	4.00	4.00	0.00	$0.00	160.00	0	5.0	66.000	-0.00	2023-10-24

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