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View Outliers PnL Drill-Down: AMSC241220P00025000

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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
2024-11-01	AMSC	AMSC241220P00025000	25.00	13.0	22.000	0.754	0.393	3.9	0.2	0.000	4.820	1.150	1.54	28.54	2024-12-20	PUT	Long	0.411	0.437	0.164

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	AMSC	0.727	0.104	0.441	0.231	0.247	-0.090	25.92	-0.076	0.0000	9.67	36.81	21	1y	27.76

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
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.34	-0.22	$4.40	0.15	-0.14	1.54	1.20	28.54	24.14	-0.34	$-34.00	154.00	48	34.0	172.000	4.40	2024-12-19
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.12	-0.73	$3.59	0.13	0.02	1.54	0.42	28.54	24.95	-1.12	$-112.00	154.00	47	13.0	177.000	3.59	2024-12-18
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.84	-0.55	$2.62	0.09	0.16	1.54	0.70	28.54	25.92	-0.84	$-84.00	154.00	46	32.0	188.000	2.62	2024-12-17
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.03	-0.67	$2.76	0.10	0.04	1.54	0.51	28.54	25.78	-1.03	$-103.00	154.00	45	28.0	169.000	2.76	2024-12-16
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.66	-0.43	$2.71	0.09	0.01	1.54	0.88	28.54	25.83	-0.66	$-66.00	154.00	42	30.0	154.000	2.71	2024-12-13
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.69	-0.45	$2.17	0.08	0.12	1.54	0.85	28.54	26.37	-0.69	$-69.00	154.00	41	41.0	154.000	2.17	2024-12-12
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.29	-0.84	$-0.27	-0.01	0.06	1.54	0.25	28.54	28.81	-1.29	$-129.00	154.00	40	203.0	301.000	-0.27	2024-12-11
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.74	-0.48	$1.50	0.05	0.16	1.54	0.80	28.54	27.04	-0.74	$-74.00	154.00	39	84.0	353.000	1.50	2024-12-10
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.24	-0.81	$-0.19	-0.01	0.12	1.54	0.30	28.54	28.73	-1.24	$-124.00	154.00	38	19.0	118.000	-0.19	2024-12-09
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.24	-0.81	$-2.66	-0.09	0.28	1.54	0.30	28.54	31.20	-1.24	$-124.00	154.00	37	19.0	121.000	-2.66	2024-12-08
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.39	-0.90	$-2.66	-0.09	0.23	1.54	0.15	28.54	31.20	-1.39	$-139.00	154.00	35	12.0	121.000	-2.66	2024-12-06
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.44	-0.94	$-6.35	-0.22	0.17	1.54	0.10	28.54	34.89	-1.44	$-144.00	154.00	34	13.0	131.000	-6.35	2024-12-05
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.44	-0.94	$-6.69	-0.23	0.21	1.54	0.10	28.54	35.23	-1.44	$-144.00	154.00	33	1.0	131.000	-6.69	2024-12-04
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.39	-0.90	$-4.30	-0.15	0.06	1.54	0.15	28.54	32.84	-1.39	$-139.00	154.00	32	3.0	131.000	-4.30	2024-12-03
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.39	-0.90	$-5.95	-0.21	0.14	1.54	0.15	28.54	34.49	-1.39	$-139.00	154.00	31	2.0	133.000	-5.95	2024-12-02
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.34	-0.87	$-5.52	-0.19	-0.50	1.54	0.20	28.54	34.06	-1.34	$-134.00	154.00	30	2.0	0.000	-5.52	2024-12-01
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.34	-0.87	$-5.52	-0.19	0.13	1.54	0.20	28.54	34.06	-1.34	$-134.00	154.00	29	2.0	0.000	-5.52	2024-11-30
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.39	-0.90	$-3.83	-0.13	0.05	1.54	0.15	28.54	32.37	-1.39	$-139.00	154.00	27	1.0	135.000	-3.83	2024-11-28
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.32	-0.86	$-5.62	-0.20	0.36	1.54	0.22	28.54	34.16	-1.32	$-132.00	154.00	26	11.0	135.000	-5.62	2024-11-27
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.32	-0.86	$-5.14	-0.18	0.04	1.54	0.22	28.54	33.68	-1.32	$-132.00	154.00	25	11.0	144.000	-5.14	2024-11-26
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.33	-0.86	$-6.07	-0.21	0.14	1.54	0.21	28.54	34.61	-1.33	$-133.00	154.00	24	12.0	146.000	-6.07	2024-11-25
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.04	-0.68	$-5.68	-0.20	0.14	1.54	0.50	28.54	34.22	-1.04	$-104.00	154.00	23	1.0	145.000	-5.68	2024-11-24
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.04	-0.68	$-5.68	-0.20	0.10	1.54	0.50	28.54	34.22	-1.04	$-104.00	154.00	22	1.0	145.000	-5.68	2024-11-23
AMSC241220P00025000	AMSC	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.04	-0.68	$-5.68	-0.20	0.09	1.54	0.50	28.54	34.22	-1.04	$-104.00	154.00	21	1.0	145.000	-5.68	2024-11-22
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.29	-0.84	$-5.42	-0.19	0.08	1.54	0.25	28.54	33.96	-1.29	$-129.00	154.00	20	27.0	109.000	-5.42	2024-11-21
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.79	-0.51	$-2.62	-0.09	0.10	1.54	0.75	28.54	31.16	-0.79	$-79.00	154.00	19	7.0	102.000	-2.62	2024-11-20
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.89	-0.58	$-3.03	-0.11	0.10	1.54	0.65	28.54	31.57	-0.89	$-89.00	154.00	18	6.0	96.000	-3.03	2024-11-19
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.72	-0.47	$-2.03	-0.07	0.06	1.54	0.82	28.54	30.57	-0.72	$-72.00	154.00	17	17.0	79.000	-2.03	2024-11-18
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.42	-0.27	$-1.54	-0.05	0.15	1.54	1.12	28.54	30.08	-0.42	$-42.00	154.00	16	50.0	74.000	-1.54	2024-11-17
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.42	-0.27	$-1.54	-0.05	0.14	1.54	1.12	28.54	30.08	-0.42	$-42.00	154.00	15	50.0	74.000	-1.54	2024-11-16
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.42	-0.27	$-1.54	-0.05	0.13	1.54	1.12	28.54	30.08	-0.42	$-42.00	154.00	14	50.0	74.000	-1.54	2024-11-15
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-0.71	-0.46	$-3.37	-0.12	0.11	1.54	0.83	28.54	31.91	-0.71	$-71.00	154.00	13	13.0	74.000	-3.37	2024-11-14
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.09	-0.71	$-8.11	-0.28	0.14	1.54	0.45	28.54	36.65	-1.09	$-109.00	154.00	12	43.0	74.000	-8.11	2024-11-13
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.09	-0.71	$-7.52	-0.26	0.16	1.54	0.45	28.54	36.06	-1.09	$-109.00	154.00	11	43.0	79.000	-7.52	2024-11-12
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.09	-0.71	$-8.27	-0.29	0.14	1.54	0.45	28.54	36.81	-1.09	$-109.00	154.00	10	7.0	77.000	-8.27	2024-11-11
AMSC241220P00025000	AMSC	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.04	-0.68	$-5.60	-0.20	0.23	1.54	0.50	28.54	34.14	-1.04	$-104.00	154.00	9	26.0	65.000	-5.60	2024-11-10
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$-1.04	-0.68	$-5.60	-0.20	0.22	1.54	0.50	28.54	34.14	-1.04	$-104.00	154.00	8	26.0	65.000	-5.60	2024-11-09
AMSC241220P00025000	AMSC	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.95	-0.62	$-5.36	-0.19	0.06	1.54	0.59	28.54	33.90	-0.95	$-95.00	154.00	7	17.0	65.000	-5.36	2024-11-08
AMSC241220P00025000	AMSC	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.35	-0.23	$0.23	0.01	-0.04	1.54	1.19	28.54	28.31	-0.35	$-35.00	154.00	6	2.0	64.000	0.23	2024-11-07
AMSC241220P00025000	AMSC	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.32	-0.21	$-0.08	-0.00	-0.04	1.54	1.22	28.54	28.62	-0.32	$-32.00	154.00	5	35.0	68.000	-0.08	2024-11-06
AMSC241220P00025000	AMSC	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.31	0.20	$-0.16	-0.01	0.02	1.54	1.85	28.54	28.70	0.31	$31.00	154.00	4	1.0	68.000	-0.16	2024-11-05
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$0.51	0.33	$1.50	0.05	0.06	1.54	2.05	28.54	27.04	0.51	$51.00	154.00	3	54.0	33.000	1.50	2024-11-04
AMSC241220P00025000	AMSC	PUT	Long	25.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.54	1.54	28.54	28.54	0.00	$0.00	154.00	0	13.0	22.000	-0.00	2024-11-01

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