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View Outliers PnL Drill-Down: AQN240920C00005000

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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
2024-08-09	AQN	AQN240920C00005000	5.00	2.0	3.000	0.887	0.198	0.3	0.0	0.010	0.720	0.410	1.25	5.28	2024-09-20	CALL	Long	0.129	0.187	-0.126

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	AQN	0.909	0.056	0.164	0.086	0.076	0.006	4.46	0.011	0.0000	4.46	6.75	21	1y	4.88

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
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.25	-0.33	$0.05	0.01	0.62	0.75	0.50	5.41	5.46	-0.25	$-25.00	75.00	41	14.0	181.000	0.05	2024-09-19
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.15	-0.20	$0.10	0.02	0.20	0.75	0.60	5.41	5.51	-0.15	$-15.00	75.00	40	1.0	181.000	0.10	2024-09-18
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.10	-0.13	$0.10	0.02	0.15	0.75	0.65	5.41	5.51	-0.10	$-10.00	75.00	39	2.0	181.000	0.10	2024-09-17
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.30	-0.40	$0.12	0.02	0.46	0.75	0.45	5.41	5.53	-0.30	$-30.00	75.00	38	1.0	181.000	0.12	2024-09-16
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$0.09	0.02	0.22	0.75	0.40	5.41	5.50	-0.35	$-35.00	75.00	36	2.0	181.000	0.09	2024-09-14
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$0.09	0.02	0.11	0.75	0.40	5.41	5.50	-0.35	$-35.00	75.00	35	2.0	181.000	0.09	2024-09-13
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$-0.02	-0.00	0.90	0.75	0.40	5.41	5.39	-0.35	$-35.00	75.00	34	2.0	181.000	-0.02	2024-09-12
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$-0.05	-0.01	0.09	0.75	0.40	5.41	5.36	-0.35	$-35.00	75.00	33	2.0	181.000	-0.05	2024-09-11
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.10	-0.02	0.17	0.75	0.35	5.41	5.31	-0.40	$-40.00	75.00	32	6.0	181.000	-0.10	2024-09-10
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.13	-0.02	-0.03	0.75	0.35	5.41	5.28	-0.40	$-40.00	75.00	31	6.0	181.000	-0.13	2024-09-09
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.20	-0.04	0.95	0.75	0.35	5.41	5.21	-0.40	$-40.00	75.00	30	6.0	181.000	-0.20	2024-09-08
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.19	-0.04	-0.04	0.75	0.35	5.41	5.22	-0.40	$-40.00	75.00	28	6.0	181.000	-0.19	2024-09-06
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.12	-0.02	-0.06	0.75	0.35	5.41	5.29	-0.40	$-40.00	75.00	27	6.0	186.000	-0.12	2024-09-05
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$-0.08	-0.01	-0.02	0.75	0.40	5.41	5.33	-0.35	$-35.00	75.00	26	2.0	186.000	-0.08	2024-09-04
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$0.00	0.00	-0.08	0.75	0.35	5.41	5.41	-0.40	$-40.00	75.00	22	2.0	185.000	0.00	2024-08-31
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$0.00	0.00	-0.10	0.75	0.35	5.41	5.41	-0.40	$-40.00	75.00	21	2.0	185.000	0.00	2024-08-30
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.05	-0.01	-0.04	0.75	0.35	5.41	5.36	-0.40	$-40.00	75.00	20	2.0	185.000	-0.05	2024-08-29
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.34	-0.45	$-0.13	-0.02	-0.14	0.75	0.41	5.41	5.28	-0.34	$-34.00	75.00	19	11.0	185.000	-0.13	2024-08-28
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.30	-0.40	$-0.03	-0.01	-0.58	0.75	0.45	5.41	5.38	-0.30	$-30.00	75.00	18	202.0	184.000	-0.03	2024-08-27
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.30	-0.40	$0.00	0.00	-0.04	0.75	0.45	5.41	5.41	-0.30	$-30.00	75.00	17	202.0	324.000	0.00	2024-08-26
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.25	-0.33	$-0.03	-0.01	-0.00	0.75	0.50	5.41	5.38	-0.25	$-25.00	75.00	16	5.0	321.000	-0.03	2024-08-25
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.25	-0.33	$-0.03	-0.01	-0.02	0.75	0.50	5.41	5.38	-0.25	$-25.00	75.00	15	5.0	321.000	-0.03	2024-08-24
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.25	-0.33	$-0.03	-0.01	-0.02	0.75	0.50	5.41	5.38	-0.25	$-25.00	75.00	14	5.0	321.000	-0.03	2024-08-23
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.45	-0.60	$-0.19	-0.04	-0.11	0.75	0.30	5.41	5.22	-0.45	$-45.00	75.00	13	15.0	324.000	-0.19	2024-08-22
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.13	-0.02	-0.10	0.75	0.35	5.41	5.28	-0.40	$-40.00	75.00	12	5.0	324.000	-0.13	2024-08-21
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$-0.15	-0.03	-0.17	0.75	0.40	5.41	5.26	-0.35	$-35.00	75.00	11	34.0	350.000	-0.15	2024-08-20
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.04	-0.01	0.30	0.75	0.35	5.41	5.37	-0.40	$-40.00	75.00	10	5.0	351.000	-0.04	2024-08-19
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$-0.06	-0.01	-0.12	0.75	0.40	5.41	5.35	-0.35	$-35.00	75.00	9	7.0	347.000	-0.06	2024-08-18
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.35	-0.47	$-0.06	-0.01	-0.12	0.75	0.40	5.41	5.35	-0.35	$-35.00	75.00	8	7.0	347.000	-0.06	2024-08-17
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.30	-0.40	$-0.05	-0.01	-0.14	0.75	0.45	5.41	5.36	-0.30	$-30.00	75.00	7	3.0	347.000	-0.05	2024-08-16
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.40	-0.53	$-0.21	-0.04	-0.14	0.75	0.35	5.41	5.20	-0.40	$-40.00	75.00	6	204.0	159.000	-0.21	2024-08-15
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.44	-0.59	$-0.28	-0.05	-0.15	0.75	0.31	5.41	5.13	-0.44	$-44.00	75.00	5	26.0	149.000	-0.28	2024-08-14
AQN240920C00005000	AQN	CALL	Long	5.00	None	$-0.45	-0.60	$-0.30	-0.06	0.55	0.75	0.30	5.41	5.11	-0.45	$-45.00	75.00	4	126.0	30.000	-0.30	2024-08-13
AQN240920C00005000	AQN	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.17; Exit EQ PnL: -0.23	$-0.40	-0.53	$-0.26	-0.05	-0.03	0.75	0.35	5.41	5.15	-0.40	$-40.00	75.00	3	28.0	9.000	-0.26	2024-08-12
AQN240920C00005000	AQN	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.75	0.75	5.41	5.41	0.00	$0.00	75.00	0	8.0	3.000	0.00	2024-08-09

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