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View Outliers PnL Drill-Down: ARLO240920C00014000

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
2024-08-09	ARLO	ARLO240920C00014000	14.00	2.0	3.000	0.531	0.316	0.0	2.5	0.010	0.110	2.640	0.87	11.40	2024-09-20	CALL	Long	0.296	0.343	-0.156

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
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.26	0.02	1.74	0.87	0.20	11.40	11.66	-0.67	$-67.00	87.00	41	5.0	12.000	0.26	2024-09-19
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.08	-0.01	1.53	0.87	0.20	11.40	11.32	-0.67	$-67.00	87.00	40	5.0	12.000	-0.08	2024-09-18
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.16	0.01	1.13	0.87	0.20	11.40	11.56	-0.67	$-67.00	87.00	39	5.0	12.000	0.16	2024-09-17
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.15	0.01	0.95	0.87	0.20	11.40	11.55	-0.67	$-67.00	87.00	38	5.0	12.000	0.15	2024-09-16
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.57	0.05	0.64	0.87	0.20	11.40	11.97	-0.67	$-67.00	87.00	36	5.0	12.000	0.57	2024-09-14
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.57	0.05	0.48	0.87	0.20	11.40	11.97	-0.67	$-67.00	87.00	35	5.0	12.000	0.57	2024-09-13
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.20	0.02	0.56	0.87	0.20	11.40	11.60	-0.67	$-67.00	87.00	34	5.0	12.000	0.20	2024-09-12
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.14	-0.01	0.22	0.87	0.20	11.40	11.26	-0.67	$-67.00	87.00	33	5.0	12.000	-0.14	2024-09-11
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.20	-0.02	0.20	0.87	0.20	11.40	11.20	-0.67	$-67.00	87.00	32	5.0	12.000	-0.20	2024-09-10
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.40	-0.04	0.60	0.87	0.20	11.40	11.00	-0.67	$-67.00	87.00	31	5.0	12.000	-0.40	2024-09-09
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.38	-0.03	0.21	0.87	0.20	11.40	11.02	-0.67	$-67.00	87.00	30	5.0	12.000	-0.38	2024-09-08
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.38	-0.03	0.13	0.87	0.20	11.40	11.02	-0.67	$-67.00	87.00	28	5.0	12.000	-0.38	2024-09-06
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.20	-0.02	0.40	0.87	0.20	11.40	11.20	-0.67	$-67.00	87.00	27	5.0	12.000	-0.20	2024-09-05
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$-0.06	-0.01	0.33	0.87	0.20	11.40	11.34	-0.67	$-67.00	87.00	26	5.0	12.000	-0.06	2024-09-04
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.34	0.03	0.17	0.87	0.20	11.40	11.74	-0.67	$-67.00	87.00	22	5.0	12.000	0.34	2024-08-31
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.34	0.03	0.13	0.87	0.20	11.40	11.74	-0.67	$-67.00	87.00	21	5.0	12.000	0.34	2024-08-30
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.66	0.06	-0.02	0.87	0.20	11.40	12.06	-0.67	$-67.00	87.00	20	5.0	12.000	0.66	2024-08-29
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.79	0.07	0.01	0.87	0.20	11.40	12.19	-0.67	$-67.00	87.00	19	5.0	12.000	0.79	2024-08-28
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$1.23	0.11	-0.41	0.87	0.20	11.40	12.63	-0.67	$-67.00	87.00	18	5.0	12.000	1.23	2024-08-27
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$1.23	0.11	0.04	0.87	0.20	11.40	12.63	-0.67	$-67.00	87.00	17	5.0	12.000	1.23	2024-08-26
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$1.04	0.09	0.03	0.87	0.20	11.40	12.44	-0.67	$-67.00	87.00	16	5.0	12.000	1.04	2024-08-25
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$1.04	0.09	0.02	0.87	0.20	11.40	12.44	-0.67	$-67.00	87.00	15	5.0	12.000	1.04	2024-08-24
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$1.04	0.09	0.01	0.87	0.20	11.40	12.44	-0.67	$-67.00	87.00	14	5.0	12.000	1.04	2024-08-23
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.59	0.05	0.04	0.87	0.20	11.40	11.99	-0.67	$-67.00	87.00	13	5.0	12.000	0.59	2024-08-22
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.86	0.08	0.12	0.87	0.20	11.40	12.26	-0.67	$-67.00	87.00	12	5.0	12.000	0.86	2024-08-21
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.72	0.06	0.07	0.87	0.20	11.40	12.12	-0.67	$-67.00	87.00	11	5.0	12.000	0.72	2024-08-20
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.85	0.07	0.18	0.87	0.20	11.40	12.25	-0.67	$-67.00	87.00	10	5.0	12.000	0.85	2024-08-19
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.70	0.06	0.04	0.87	0.20	11.40	12.10	-0.67	$-67.00	87.00	9	5.0	7.000	0.70	2024-08-18
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.70	0.06	0.03	0.87	0.20	11.40	12.10	-0.67	$-67.00	87.00	8	5.0	7.000	0.70	2024-08-17
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.67	-0.77	$0.70	0.06	0.02	0.87	0.20	11.40	12.10	-0.67	$-67.00	87.00	7	5.0	7.000	0.70	2024-08-16
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$-0.78	-0.90	$0.75	0.07	0.00	0.87	0.09	11.40	12.15	-0.78	$-78.00	87.00	6	6.0	3.000	0.75	2024-08-15
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$0.00	0.00	$0.49	0.04	0.46	0.87	0.87	11.40	11.89	0.00	$0.00	87.00	5	2.0	3.000	0.49	2024-08-14
ARLO240920C00014000	ARLO	CALL	Long	14.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.23	0.02	0.09	0.87	0.87	11.40	11.63	0.00	$0.00	87.00	4	2.0	3.000	0.23	2024-08-13
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$0.00	0.00	$0.65	0.06	0.04	0.87	0.87	11.40	12.05	0.00	$0.00	87.00	3	2.0	3.000	0.65	2024-08-12
ARLO240920C00014000	ARLO	CALL	Long	14.00	None	$0.00	0.00	$0.00	0.00	0.00	0.87	0.87	11.40	11.40	0.00	$0.00	87.00	0	2.0	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