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View Outliers PnL Drill-Down: ARHS240621P00012500

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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
2024-05-09 ARHS ARHS240621P00012500 12.50 3.0 38.000 0.576 0.259 3.1 0.0 -0.010 3.180 0.120 0.10 15.50 2024-06-21 PUT Long 0.247 0.294 0.172

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 ARHS 0.636 0.104 0.211 0.154 0.176 0.072 10.15 0.097 0.0000 8.48 19.68 21 1y 9.08

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
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.43 -0.22 2.97 0.10 0.10 15.50 18.93 0.00 $0.00 10.00 40 3.0 38.000 -3.43 2024-06-18
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-2.94 -0.19 2.47 0.10 0.10 15.50 18.44 0.00 $0.00 10.00 39 3.0 38.000 -2.94 2024-06-17
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-2.70 -0.17 1.78 0.10 0.10 15.50 18.20 0.00 $0.00 10.00 36 3.0 38.000 -2.70 2024-06-14
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.39 -0.22 1.78 0.10 0.10 15.50 18.89 0.00 $0.00 10.00 35 3.0 38.000 -3.39 2024-06-13
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.47 -0.22 1.68 0.10 0.10 15.50 18.97 0.00 $0.00 10.00 34 3.0 38.000 -3.47 2024-06-12
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.60 -0.23 1.59 0.10 0.10 15.50 19.10 0.00 $0.00 10.00 33 3.0 38.000 -3.60 2024-06-11
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.50 -0.23 1.48 0.10 0.10 15.50 19.00 0.00 $0.00 10.00 32 3.0 38.000 -3.50 2024-06-10
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-4.18 -0.27 1.59 0.10 0.10 15.50 19.68 0.00 $0.00 10.00 31 3.0 38.000 -4.18 2024-06-09
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-4.18 -0.27 -0.08 0.10 0.10 15.50 19.68 0.00 $0.00 10.00 29 2.0 38.000 -4.18 2024-06-07
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.72 -0.24 0.72 0.10 0.10 15.50 19.22 0.00 $0.00 10.00 28 3.0 38.000 -3.72 2024-06-06
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-4.01 -0.26 1.22 0.10 0.10 15.50 19.51 0.00 $0.00 10.00 27 3.0 38.000 -4.01 2024-06-05
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.37 -0.22 1.09 0.10 0.10 15.50 18.87 0.00 $0.00 10.00 26 3.0 38.000 -3.37 2024-06-04
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.48 -0.22 1.22 0.10 0.10 15.50 18.98 0.00 $0.00 10.00 25 3.0 38.000 -3.48 2024-06-03
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-3.31 -0.21 -0.08 0.10 0.10 15.50 18.81 0.00 $0.00 10.00 22 3.0 0.000 -3.31 2024-05-31
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-2.55 -0.16 0.80 0.10 0.10 15.50 18.05 0.00 $0.00 10.00 21 3.0 38.000 -2.55 2024-05-30
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-2.08 -0.13 0.84 0.10 0.10 15.50 17.58 0.00 $0.00 10.00 20 3.0 38.000 -2.08 2024-05-29
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-1.99 -0.13 1.23 0.10 0.10 15.50 17.49 0.00 $0.00 10.00 19 3.0 38.000 -1.99 2024-05-28
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-1.30 -0.08 0.70 0.10 0.10 15.50 16.80 0.00 $0.00 10.00 18 3.0 38.000 -1.30 2024-05-27
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-1.30 -0.08 0.64 0.10 0.10 15.50 16.80 0.00 $0.00 10.00 15 3.0 38.000 -1.30 2024-05-24
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.51 -0.03 0.59 0.10 0.10 15.50 16.01 0.00 $0.00 10.00 14 2.0 38.000 -0.51 2024-05-23
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.48 -0.03 0.46 0.10 0.10 15.50 15.98 0.00 $0.00 10.00 13 3.0 38.000 -0.48 2024-05-22
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.47 -0.03 -0.33 0.10 0.10 15.50 15.97 0.00 $0.00 10.00 12 3.0 38.000 -0.47 2024-05-21
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.90 -0.06 -0.33 0.10 0.10 15.50 16.40 0.00 $0.00 10.00 11 3.0 0.000 -0.90 2024-05-20
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.85 -0.05 0.46 0.10 0.10 15.50 16.35 0.00 $0.00 10.00 10 3.0 38.000 -0.85 2024-05-19
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.85 -0.05 0.45 0.10 0.10 15.50 16.35 0.00 $0.00 10.00 9 3.0 38.000 -0.85 2024-05-18
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.85 -0.05 0.44 0.10 0.10 15.50 16.35 0.00 $0.00 10.00 8 3.0 38.000 -0.85 2024-05-17
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-1.40 -0.09 0.46 0.10 0.10 15.50 16.90 0.00 $0.00 10.00 6 2.0 38.000 -1.40 2024-05-15
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-1.46 -0.09 0.20 0.10 0.10 15.50 16.96 0.00 $0.00 10.00 5 2.0 38.000 -1.46 2024-05-14
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.90 -0.06 0.35 0.10 0.10 15.50 16.40 0.00 $0.00 10.00 4 2.0 38.000 -0.90 2024-05-13
ARHS240621P00012500 ARHS PUT Long 12.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.82 $0.00 0.00 $-0.82 -0.05 0.19 0.10 0.10 15.50 16.32 0.00 $0.00 10.00 3 2.0 38.000 -0.82 2024-05-12
ARHS240621P00012500 ARHS PUT Long 12.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.10 0.10 15.50 15.50 0.00 $0.00 10.00 0 3.0 38.000 -0.00 2024-05-09

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