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View Outliers PnL Drill-Down: ARLO240621C00012000

View in yFinance: ARLO

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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
2024-05-10	ARLO	ARLO240621C00012000	12.00	2.0	147.000	0.436	0.257	0.2	0.7	0.010	0.380	0.890	0.60	11.43	2024-06-21	CALL	Long	0.249	0.324	-0.179
2024-05-12	ARLO	ARLO240621C00012000	12.00	2.0	149.000	0.063	0.253	0.1	0.7	0.010	0.000	0.510	0.60	11.44	2024-06-21	CALL	Long	0.241	0.317	-0.179

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	ARLO	0.636	0.090	0.246	0.154	0.167	0.034	12.39	-0.045	0.0000	8.48	17.10	21	1y	11.20

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
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.45	0.75	$1.47	0.13	1.18	0.60	1.05	11.44	12.91	0.45	$45.00	60.00	37	20.0	407.000	1.47	2024-06-18
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.25	0.42	$1.46	0.13	0.96	0.60	0.85	11.44	12.90	0.25	$25.00	60.00	36	1.0	407.000	1.46	2024-06-17
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.25	0.42	$1.38	0.12	0.76	0.60	0.85	11.44	12.82	0.25	$25.00	60.00	33	1.0	408.000	1.38	2024-06-14
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.50	2.50	$1.71	0.15	2.19	0.60	2.10	11.44	13.15	1.50	$150.00	60.00	32	10.0	408.000	1.71	2024-06-13
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.50	2.50	$2.17	0.19	1.67	0.60	2.10	11.44	13.61	1.50	$150.00	60.00	31	10.0	408.000	2.17	2024-06-12
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.60	1.00	$2.15	0.19	0.61	0.60	1.20	11.44	13.59	0.60	$60.00	60.00	30	1.0	408.000	2.15	2024-06-11
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.60	1.00	$1.74	0.15	1.16	0.60	1.20	11.44	13.18	0.60	$60.00	60.00	29	1.0	408.000	1.74	2024-06-10
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.45	2.42	$1.97	0.17	1.02	0.60	2.05	11.44	13.41	1.45	$145.00	60.00	28	8.0	408.000	1.97	2024-06-09
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.45	2.42	$1.98	0.17	0.75	0.60	2.05	11.44	13.42	1.45	$145.00	60.00	26	8.0	408.000	1.98	2024-06-07
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.45	2.42	$2.53	0.22	0.70	0.60	2.05	11.44	13.97	1.45	$145.00	60.00	25	8.0	411.000	2.53	2024-06-06
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.45	2.42	$2.68	0.23	0.89	0.60	2.05	11.44	14.12	1.45	$145.00	60.00	24	2.0	411.000	2.68	2024-06-05
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.56	2.60	$2.40	0.21	0.72	0.60	2.16	11.44	13.84	1.56	$156.00	60.00	23	1.0	411.000	2.40	2024-06-04
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.56	2.60	$2.82	0.25	0.67	0.60	2.16	11.44	14.26	1.56	$156.00	60.00	22	1.0	411.000	2.82	2024-06-03
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.56	2.60	$2.76	0.24	0.76	0.60	2.16	11.44	14.20	1.56	$156.00	60.00	19	1.0	411.000	2.76	2024-05-31
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.25	2.08	$2.81	0.25	0.70	0.60	1.85	11.44	14.25	1.25	$125.00	60.00	18	10.0	411.000	2.81	2024-05-30
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.25	2.08	$2.56	0.22	0.64	0.60	1.85	11.44	14.00	1.25	$125.00	60.00	17	10.0	411.000	2.56	2024-05-29
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$1.05	1.75	$2.20	0.19	0.68	0.60	1.65	11.44	13.64	1.05	$105.00	60.00	16	28.0	411.000	2.20	2024-05-28
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.05	0.08	$0.95	0.08	0.43	0.60	0.65	11.44	12.39	0.05	$5.00	60.00	15	2.0	411.000	0.95	2024-05-27
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.05	0.08	$0.96	0.08	0.40	0.60	0.65	11.44	12.40	0.05	$5.00	60.00	12	2.0	411.000	0.96	2024-05-24
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.05	0.08	$0.68	0.06	0.51	0.60	0.65	11.44	12.12	0.05	$5.00	60.00	11	2.0	411.000	0.68	2024-05-23
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.14	0.23	$0.87	0.08	0.46	0.60	0.74	11.44	12.31	0.14	$14.00	60.00	10	20.0	411.000	0.87	2024-05-22
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.03	0.05	$0.78	0.07	0.56	0.60	0.63	11.44	12.22	0.03	$3.00	60.00	9	113.0	411.000	0.78	2024-05-21
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.03	0.05	$0.74	0.06	-0.06	0.60	0.63	11.44	12.18	0.03	$3.00	60.00	8	113.0	0.000	0.74	2024-05-20
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.00	0.00	$0.47	0.04	0.45	0.60	0.60	11.44	11.91	0.00	$0.00	60.00	7	210.0	248.000	0.47	2024-05-19
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.00	0.00	$0.47	0.04	0.44	0.60	0.60	11.44	11.91	0.00	$0.00	60.00	6	210.0	248.000	0.47	2024-05-18
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.00	0.00	$0.47	0.04	0.37	0.60	0.60	11.44	11.91	0.00	$0.00	60.00	5	210.0	248.000	0.47	2024-05-17
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.05	0.08	$0.59	0.05	0.41	0.60	0.65	11.44	12.03	0.05	$5.00	60.00	3	11.0	151.000	0.59	2024-05-15
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$-0.25	-0.42	$0.01	0.00	0.36	0.60	0.35	11.44	11.45	-0.25	$-25.00	60.00	2	82.0	149.000	0.01	2024-05-14
ARLO240621C00012000	ARLO	CALL	Long	12.00	Exit OP PnL: $-0.38;Exit EQ PnL: -0.20; Position is Long and position continued to lose. Latest OP price is: $0.22 (EQ: $11.24). Initial OP price was: $0.60 (EQ: $11.44). Surpassed Stop Loss Percentage: -0.6333333333333333333333333333 < -0.16.	$-0.38	-0.63	$-0.15	-0.01	0.39	0.60	0.22	11.44	11.29	-0.38	$-38.00	60.00	1	7.0	149.000	-0.15	2024-05-13
ARLO240621C00012000	ARLO	CALL	Long	12.00	None	$0.00	0.00	$0.00	0.00	0.00	0.60	0.60	11.44	11.44	0.00	$0.00	60.00	0	2.0	149.000	0.00	2024-05-12

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