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View Outliers PnL Drill-Down: ARHS240920C00015000

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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
2024-08-08	ARHS	ARHS240920C00015000	15.00	31.0	1.000	0.559	0.274	0.0	3.2	0.010	0.080	3.280	0.15	11.74	2024-09-20	CALL	Long	0.255	0.288	-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	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
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.11	-0.73	$1.23	0.10	0.47	0.15	0.04	12.10	13.33	-0.11	$-11.00	15.00	42	1.0	106.000	1.23	2024-09-19
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$1.21	0.10	0.30	0.15	0.05	12.10	13.31	-0.10	$-10.00	15.00	41	1.0	106.000	1.21	2024-09-18
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$1.05	0.09	0.48	0.15	0.05	12.10	13.15	-0.10	$-10.00	15.00	40	1.0	106.000	1.05	2024-09-17
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$0.25	0.02	0.42	0.15	0.05	12.10	12.35	-0.10	$-10.00	15.00	39	1.0	106.000	0.25	2024-09-16
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.09	-0.60	$0.35	0.03	0.62	0.15	0.06	12.10	12.45	-0.09	$-9.00	15.00	37	3.0	107.000	0.35	2024-09-14
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.09	-0.60	$0.35	0.03	0.47	0.15	0.06	12.10	12.45	-0.09	$-9.00	15.00	36	3.0	107.000	0.35	2024-09-13
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-0.93	-0.08	0.48	0.15	0.05	12.10	11.17	-0.10	$-10.00	15.00	35	51.0	107.000	-0.93	2024-09-12
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-1.16	-0.10	0.73	0.15	0.05	12.10	10.94	-0.10	$-10.00	15.00	34	51.0	107.000	-1.16	2024-09-11
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-1.36	-0.11	0.48	0.15	0.05	12.10	10.74	-0.10	$-10.00	15.00	33	51.0	107.000	-1.36	2024-09-10
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-1.24	-0.10	0.41	0.15	0.05	12.10	10.86	-0.10	$-10.00	15.00	32	51.0	107.000	-1.24	2024-09-09
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-1.09	-0.09	0.60	0.15	0.05	12.10	11.01	-0.10	$-10.00	15.00	31	51.0	107.000	-1.09	2024-09-08
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-1.09	-0.09	0.48	0.15	0.05	12.10	11.01	-0.10	$-10.00	15.00	29	51.0	107.000	-1.09	2024-09-06
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-0.97	-0.08	0.42	0.15	0.05	12.10	11.13	-0.10	$-10.00	15.00	28	51.0	107.000	-0.97	2024-09-05
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$-0.85	-0.07	0.36	0.15	0.05	12.10	11.25	-0.10	$-10.00	15.00	27	51.0	57.000	-0.85	2024-09-04
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.04	-0.27	$0.21	0.02	0.08	0.15	0.11	12.10	12.31	-0.04	$-4.00	15.00	23	1.0	57.000	0.21	2024-08-31
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.04	-0.27	$0.21	0.02	0.06	0.15	0.11	12.10	12.31	-0.04	$-4.00	15.00	22	1.0	57.000	0.21	2024-08-30
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.04	-0.27	$0.21	0.02	0.04	0.15	0.11	12.10	12.31	-0.04	$-4.00	15.00	21	1.0	57.000	0.21	2024-08-29
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.04	-0.27	$0.34	0.03	0.00	0.15	0.11	12.10	12.44	-0.04	$-4.00	15.00	20	1.0	57.000	0.34	2024-08-28
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$0.33	0.03	-0.28	0.15	0.05	12.10	12.43	-0.10	$-10.00	15.00	19	1.0	56.000	0.33	2024-08-27
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.10	-0.67	$0.31	0.03	0.03	0.15	0.05	12.10	12.41	-0.10	$-10.00	15.00	18	1.0	57.000	0.31	2024-08-26
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.03	-0.20	$0.61	0.05	0.03	0.15	0.12	12.10	12.71	-0.03	$-3.00	15.00	17	30.0	57.000	0.61	2024-08-25
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.03	-0.20	$0.61	0.05	0.02	0.15	0.12	12.10	12.71	-0.03	$-3.00	15.00	16	30.0	57.000	0.61	2024-08-24
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.05	-0.33	$0.61	0.05	0.01	0.15	0.10	12.10	12.71	-0.05	$-5.00	15.00	15	27.0	57.000	0.61	2024-08-23
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.06	-0.40	$-0.30	-0.02	0.00	0.15	0.09	12.10	11.80	-0.06	$-6.00	15.00	14	51.0	29.000	-0.30	2024-08-22
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.05	-0.33	$0.05	0.00	0.03	0.15	0.10	12.10	12.15	-0.05	$-5.00	15.00	13	1.0	28.000	0.05	2024-08-21
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$-0.14	-0.93	$-0.63	-0.05	0.03	0.15	0.01	12.10	11.47	-0.14	$-14.00	15.00	12	1.0	28.000	-0.63	2024-08-20
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$-0.65	-0.05	0.03	0.15	0.15	12.10	11.45	0.00	$0.00	15.00	11	31.0	28.000	-0.65	2024-08-19
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$-0.54	-0.04	0.13	0.15	0.15	12.10	11.56	0.00	$0.00	15.00	10	31.0	28.000	-0.54	2024-08-18
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$-0.54	-0.04	0.12	0.15	0.15	12.10	11.56	0.00	$0.00	15.00	9	31.0	28.000	-0.54	2024-08-17
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$-0.54	-0.04	0.11	0.15	0.15	12.10	11.56	0.00	$0.00	15.00	8	31.0	28.000	-0.54	2024-08-16
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$-0.32	-0.03	0.07	0.15	0.15	12.10	11.78	0.00	$0.00	15.00	7	31.0	28.000	-0.32	2024-08-15
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$-0.16	-0.01	0.07	0.15	0.15	12.10	11.94	0.00	$0.00	15.00	6	31.0	28.000	-0.16	2024-08-14
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$-0.39	-0.03	0.07	0.15	0.15	12.10	11.71	0.00	$0.00	15.00	5	31.0	28.000	-0.39	2024-08-13
ARHS240920C00015000	ARHS	CALL	Long	15.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.37	$0.00	0.00	$-0.38	-0.03	0.33	0.15	0.15	12.10	11.72	0.00	$0.00	15.00	4	31.0	28.000	-0.38	2024-08-12
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$0.56	0.05	0.01	0.15	0.15	12.10	12.66	0.00	$0.00	15.00	1	31.0	28.000	0.56	2024-08-09
ARHS240920C00015000	ARHS	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	12.10	12.10	0.00	$0.00	15.00	0	31.0	1.000	0.00	2024-08-08

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