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View Outliers PnL Drill-Down: AON240920P00310000

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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
2024-07-26	AON	AON240920P00310000	310.00	12.0	5.000	0.181	0.142	17.7	2.1	0.000	19.200	3.590	3.75	322.99	2024-09-20	PUT	Long	0.080	0.111	0.080

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	AON	0.636	0.028	0.089	0.057	0.042	-0.032	358.88	0.192	0.0000	275.82	393.31	21	1y	371.16

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
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.70	-0.99	$-24.03	-0.07	0.50	3.75	0.05	322.99	347.02	-3.70	$-370.00	375.00	55	4.0	291.000	-24.03	2024-09-19
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.65	-0.97	$-26.46	-0.08	0.41	3.75	0.10	322.99	349.45	-3.65	$-365.00	375.00	54	1.0	291.000	-26.46	2024-09-18
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.60	-0.96	$-25.45	-0.08	0.36	3.75	0.15	322.99	348.44	-3.60	$-360.00	375.00	53	1.0	291.000	-25.45	2024-09-17
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.64	-0.97	$-27.68	-0.09	0.35	3.75	0.11	322.99	350.67	-3.64	$-364.00	375.00	52	190.0	291.000	-27.68	2024-09-16
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.64	-0.97	$-24.86	-0.08	0.26	3.75	0.11	322.99	347.85	-3.64	$-364.00	375.00	50	190.0	128.000	-24.86	2024-09-14
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.65	-0.97	$-24.86	-0.08	0.20	3.75	0.10	322.99	347.85	-3.65	$-365.00	375.00	49	115.0	128.000	-24.86	2024-09-13
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.55	-0.95	$-25.27	-0.08	0.25	3.75	0.20	322.99	348.26	-3.55	$-355.00	375.00	48	2.0	128.000	-25.27	2024-09-12
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.50	-0.93	$-21.53	-0.07	0.20	3.75	0.25	322.99	344.52	-3.50	$-350.00	375.00	47	1.0	128.000	-21.53	2024-09-11
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.65	-0.97	$-28.07	-0.09	0.28	3.75	0.10	322.99	351.06	-3.65	$-365.00	375.00	46	10.0	128.000	-28.07	2024-09-10
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.65	-0.97	$-27.50	-0.09	0.15	3.75	0.10	322.99	350.49	-3.65	$-365.00	375.00	45	10.0	118.000	-27.50	2024-09-09
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.60	-0.96	$-25.04	-0.08	0.29	3.75	0.15	322.99	348.03	-3.60	$-360.00	375.00	44	15.0	118.000	-25.04	2024-09-08
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.60	-0.96	$-25.12	-0.08	0.14	3.75	0.15	322.99	348.11	-3.60	$-360.00	375.00	42	5.0	118.000	-25.12	2024-09-06
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.40	-0.91	$-26.05	-0.08	0.16	3.75	0.35	322.99	349.04	-3.40	$-340.00	375.00	41	1.0	118.000	-26.05	2024-09-05
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.33	-0.89	$-25.56	-0.08	0.12	3.75	0.42	322.99	348.55	-3.33	$-333.00	375.00	40	2.0	118.000	-25.56	2024-09-04
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.33	-0.89	$-20.73	-0.06	0.13	3.75	0.42	322.99	343.72	-3.33	$-333.00	375.00	36	2.0	118.000	-20.73	2024-08-31
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.33	-0.89	$-20.72	-0.06	0.11	3.75	0.42	322.99	343.71	-3.33	$-333.00	375.00	35	2.0	118.000	-20.72	2024-08-30
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.33	-0.89	$-20.47	-0.06	0.10	3.75	0.42	322.99	343.46	-3.33	$-333.00	375.00	34	2.0	118.000	-20.47	2024-08-29
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.33	-0.89	$-16.57	-0.05	0.07	3.75	0.42	322.99	339.56	-3.33	$-333.00	375.00	33	2.0	118.000	-16.57	2024-08-28
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.33	-0.89	$-14.20	-0.04	-0.12	3.75	0.42	322.99	337.19	-3.33	$-333.00	375.00	32	2.0	118.000	-14.20	2024-08-27
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.33	-0.89	$-14.74	-0.05	0.03	3.75	0.42	322.99	337.73	-3.33	$-333.00	375.00	31	2.0	0.000	-14.74	2024-08-26
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.20	-0.85	$-13.83	-0.04	0.04	3.75	0.55	322.99	336.82	-3.20	$-320.00	375.00	30	25.0	93.000	-13.83	2024-08-25
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.20	-0.85	$-13.83	-0.04	0.04	3.75	0.55	322.99	336.82	-3.20	$-320.00	375.00	29	25.0	93.000	-13.83	2024-08-24
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.20	-0.85	$-13.97	-0.04	0.02	3.75	0.55	322.99	336.96	-3.20	$-320.00	375.00	28	25.0	93.000	-13.97	2024-08-23
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.22	-0.86	$-16.89	-0.05	0.03	3.75	0.53	322.99	339.88	-3.22	$-322.00	375.00	27	51.0	93.000	-16.89	2024-08-22
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.22	-0.86	$-15.08	-0.05	0.02	3.75	0.53	322.99	338.07	-3.22	$-322.00	375.00	26	51.0	44.000	-15.08	2024-08-21
AON240920P00310000	AON	PUT	Long	310.00	None	$-3.17	-0.85	$-13.74	-0.04	0.01	3.75	0.58	322.99	336.73	-3.17	$-317.00	375.00	25	6.0	44.000	-13.74	2024-08-20
AON240920P00310000	AON	PUT	Long	310.00	None	$-2.85	-0.76	$-11.53	-0.04	0.03	3.75	0.90	322.99	334.52	-2.85	$-285.00	375.00	24	2.0	44.000	-11.53	2024-08-19
AON240920P00310000	AON	PUT	Long	310.00	None	$-2.70	-0.72	$-9.06	-0.03	0.05	3.75	1.05	322.99	332.05	-2.70	$-270.00	375.00	23	13.0	40.000	-9.06	2024-08-18
AON240920P00310000	AON	PUT	Long	310.00	None	$-2.70	-0.72	$-9.06	-0.03	0.04	3.75	1.05	322.99	332.05	-2.70	$-270.00	375.00	22	13.0	40.000	-9.06	2024-08-17
AON240920P00310000	AON	PUT	Long	310.00	None	$-2.87	-0.77	$-9.13	-0.03	0.00	3.75	0.88	322.99	332.12	-2.87	$-287.00	375.00	21	12.0	40.000	-9.13	2024-08-16
AON240920P00310000	AON	PUT	Long	310.00	None	$-2.59	-0.69	$-8.45	-0.03	0.01	3.75	1.16	322.99	331.44	-2.59	$-259.00	375.00	20	16.0	46.000	-8.45	2024-08-15
AON240920P00310000	AON	PUT	Long	310.00	None	$-2.20	-0.59	$-7.89	-0.02	0.01	3.75	1.55	322.99	330.88	-2.20	$-220.00	375.00	19	8.0	50.000	-7.89	2024-08-14
AON240920P00310000	AON	PUT	Long	310.00	None	$-1.65	-0.44	$-4.59	-0.01	0.02	3.75	2.10	322.99	327.58	-1.65	$-165.00	375.00	18	8.0	49.000	-4.59	2024-08-13
AON240920P00310000	AON	PUT	Long	310.00	None	$-1.70	-0.45	$-5.87	-0.02	0.04	3.75	2.05	322.99	328.86	-1.70	$-170.00	375.00	17	1.0	49.000	-5.87	2024-08-12
AON240920P00310000	AON	PUT	Long	310.00	None	$-1.30	-0.35	$-6.45	-0.02	0.01	3.75	2.45	322.99	329.44	-1.30	$-130.00	375.00	14	20.0	49.000	-6.45	2024-08-09
AON240920P00310000	AON	PUT	Long	310.00	None	$-1.30	-0.35	$-3.95	-0.01	0.02	3.75	2.45	322.99	326.94	-1.30	$-130.00	375.00	13	20.0	31.000	-3.95	2024-08-08
AON240920P00310000	AON	PUT	Long	310.00	None	$-1.65	-0.44	$-3.01	-0.01	0.04	3.75	2.10	322.99	326.00	-1.65	$-165.00	375.00	12	20.0	21.000	-3.01	2024-08-07
AON240920P00310000	AON	PUT	Long	310.00	None	$-1.00	-0.27	$-0.41	-0.00	0.02	3.75	2.75	322.99	323.40	-1.00	$-100.00	375.00	11	5.0	22.000	-0.41	2024-08-06
AON240920P00310000	AON	PUT	Long	310.00	Exit OP PnL: $-1.60;Exit EQ PnL: -5.52; Position is Long and position continued to lose. Latest OP price is: $2.15 (EQ: $328.51). Initial OP price was: $3.75 (EQ: $322.99). Surpassed Stop Loss Percentage: -0.4266666666666666666666666667 < -0.16.	$-1.60	-0.43	$-5.52	-0.02	-0.15	3.75	2.15	322.99	328.51	-1.60	$-160.00	375.00	5	1.0	14.000	-5.52	2024-07-31
AON240920P00310000	AON	PUT	Long	310.00	None	$0.35	0.09	$4.51	0.01	0.06	3.75	4.10	322.99	318.48	0.35	$35.00	375.00	3	20.0	15.000	4.51	2024-07-29
AON240920P00310000	AON	PUT	Long	310.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.75	3.75	322.99	322.99	0.00	$0.00	375.00	0	12.0	5.000	-0.00	2024-07-26

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