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View Outliers PnL Drill-Down: ARQT240119P00002500

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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
2023-12-13	ARQT	ARQT240119P00002500	2.50	22.0	254.000	2.070	0.370	0.1	0.2	0.000	0.500	0.610	0.80	2.38	2024-01-19	PUT	Long	0.498	0.525	0.155

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	ARQT	0.818	0.138	0.335	0.230	0.202	0.019	14.86	-4.398	0.0000	2.54	14.86	21	1y	9.20

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
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-0.89	-0.37	0.68	0.80	0.05	2.38	3.27	-0.75	$-75.00	80.00	36	2.0	1191.000	-0.89	2024-01-18
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-0.96	-0.40	0.80	0.80	0.05	2.38	3.34	-0.75	$-75.00	80.00	35	2.0	1193.000	-0.96	2024-01-17
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.15	-0.48	-1.57	0.80	0.05	2.38	3.53	-0.75	$-75.00	80.00	34	20.0	1193.000	-1.15	2024-01-16
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.26	-0.53	-0.32	0.80	0.05	2.38	3.64	-0.75	$-75.00	80.00	30	20.0	1213.000	-1.26	2024-01-12
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.32	-0.55	-0.38	0.80	0.05	2.38	3.70	-0.75	$-75.00	80.00	29	3.0	1216.000	-1.32	2024-01-11
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.76	-0.74	-0.13	0.80	0.05	2.38	4.14	-0.75	$-75.00	80.00	28	5.0	1216.000	-1.76	2024-01-10
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.67	-0.70	-0.29	0.80	0.05	2.38	4.05	-0.75	$-75.00	80.00	27	5.0	1221.000	-1.67	2024-01-09
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.67	-0.70	-0.29	0.80	0.05	2.38	4.05	-0.75	$-75.00	80.00	26	22.0	1238.000	-1.67	2024-01-08
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.33	-0.56	-0.76	0.80	0.05	2.38	3.71	-0.75	$-75.00	80.00	23	12.0	1240.000	-1.33	2024-01-05
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.66	-0.70	-1.57	0.80	0.05	2.38	4.04	-0.75	$-75.00	80.00	22	20.0	1240.000	-1.66	2024-01-04
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.75	-0.94	$-1.53	-0.64	-1.57	0.80	0.05	2.38	3.91	-0.75	$-75.00	80.00	21	256.0	1255.000	-1.53	2024-01-03
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.70	-0.88	$-1.05	-0.44	-1.57	0.80	0.10	2.38	3.43	-0.70	$-70.00	80.00	20	34.0	0.000	-1.05	2024-01-02
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.68	-0.85	$-0.85	-0.36	-0.54	0.80	0.12	2.38	3.23	-0.68	$-68.00	80.00	19	72.0	1387.000	-0.85	2024-01-01
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.68	-0.85	$-0.85	-0.36	-0.62	0.80	0.12	2.38	3.23	-0.68	$-68.00	80.00	17	72.0	1387.000	-0.85	2023-12-30
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.68	-0.85	$-0.85	-0.36	-0.69	0.80	0.12	2.38	3.23	-0.68	$-68.00	80.00	16	72.0	1387.000	-0.85	2023-12-29
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.67	-0.84	$-0.92	-0.39	-0.62	0.80	0.13	2.38	3.30	-0.67	$-67.00	80.00	15	175.0	1267.000	-0.92	2023-12-28
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.60	-0.75	$-0.64	-0.27	-0.51	0.80	0.20	2.38	3.02	-0.60	$-60.00	80.00	14	210.0	1469.000	-0.64	2023-12-27
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.55	-0.69	$-0.72	-0.30	-0.46	0.80	0.25	2.38	3.10	-0.55	$-55.00	80.00	13	195.0	1650.000	-0.72	2023-12-26
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.55	-0.69	$-0.58	-0.24	-0.44	0.80	0.25	2.38	2.96	-0.55	$-55.00	80.00	12	129.0	1592.000	-0.58	2023-12-25
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.55	-0.69	$-0.58	-0.24	-0.50	0.80	0.25	2.38	2.96	-0.55	$-55.00	80.00	10	129.0	1592.000	-0.58	2023-12-23
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.55	-0.69	$-0.58	-0.24	-0.52	0.80	0.25	2.38	2.96	-0.55	$-55.00	80.00	9	129.0	1592.000	-0.58	2023-12-22
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.47	-0.59	$-0.22	-0.09	-0.78	0.80	0.33	2.38	2.60	-0.47	$-47.00	80.00	8	189.0	1543.000	-0.22	2023-12-21
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.50	-0.62	$-0.41	-0.17	-0.58	0.80	0.30	2.38	2.79	-0.50	$-50.00	80.00	7	25.0	1558.000	-0.41	2023-12-20
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.40	-0.50	$-0.18	-0.08	-0.62	0.80	0.40	2.38	2.56	-0.40	$-40.00	80.00	6	455.0	1364.000	-0.18	2023-12-19
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.35	-0.44	$-0.16	-0.07	-0.65	0.80	0.45	2.38	2.54	-0.35	$-35.00	80.00	5	1297.0	297.000	-0.16	2023-12-18
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.10	-0.12	$-0.06	-0.03	0.08	0.80	0.70	2.38	2.44	-0.10	$-10.00	80.00	3	53.0	261.000	-0.06	2023-12-16
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$-0.10	-0.12	$-0.06	-0.03	0.31	0.80	0.70	2.38	2.44	-0.10	$-10.00	80.00	2	49.0	261.000	-0.06	2023-12-15
ARQT240119P00002500	ARQT	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.19	$-0.20	-0.25	$-0.16	-0.07	0.15	0.80	0.60	2.38	2.54	-0.20	$-20.00	80.00	1	67.0	266.000	-0.16	2023-12-14
ARQT240119P00002500	ARQT	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	2.38	2.38	0.00	$0.00	80.00	0	22.0	254.000	-0.00	2023-12-13

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