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View Outliers PnL Drill-Down: ARRY231215C00015000

View in yFinance: ARRY

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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
2023-11-08	ARRY	ARRY231215C00015000	15.00	228.0	113.000	0.602	0.288	0.5	0.4	0.010	1.030	0.960	1.14	15.01	2023-12-15	CALL	Long	0.299	0.355	-0.176

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	ARRY	0.909	0.133	0.376	0.214	0.215	-0.161	5.47	0.087	0.0000	5.16	18.97	21	1y	6.64

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
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$3.17	2.78	$4.23	0.28	1.49	1.14	4.31	15.01	19.24	3.17	$317.00	114.00	36	73.0	3231.000	4.23	2023-12-14
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$1.86	1.63	$3.44	0.23	0.82	1.14	3.00	15.01	18.45	1.86	$186.00	114.00	35	61.0	3254.000	3.44	2023-12-13
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.86	0.75	$1.72	0.11	0.67	1.14	2.00	15.01	16.73	0.86	$86.00	114.00	34	140.0	3269.000	1.72	2023-12-12
ARRY231215C00015000	ARRY	CALL	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.31	0.27	$1.38	0.09	0.35	1.14	1.45	15.01	16.39	0.31	$31.00	114.00	33	51.0	3302.000	1.38	2023-12-11
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.05	-0.04	$0.80	0.05	0.13	1.14	1.09	15.01	15.81	-0.05	$-5.00	114.00	30	799.0	2889.000	0.80	2023-12-08
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.12	0.11	$0.87	0.06	0.20	1.14	1.26	15.01	15.88	0.12	$12.00	114.00	29	15.0	2878.000	0.87	2023-12-07
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.27	0.24	$0.81	0.05	0.26	1.14	1.41	15.01	15.82	0.27	$27.00	114.00	28	0.0	2712.000	0.81	2023-12-06
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.36	0.32	$1.11	0.07	0.24	1.14	1.50	15.01	16.12	0.36	$36.00	114.00	27	0.0	2711.000	1.11	2023-12-05
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.26	0.23	$0.98	0.07	0.15	1.14	1.40	15.01	15.99	0.26	$26.00	114.00	26	0.0	2692.000	0.98	2023-12-04
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.51	0.45	$1.26	0.08	0.14	1.14	1.65	15.01	16.27	0.51	$51.00	114.00	25	0.0	2631.000	1.26	2023-12-03
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.51	0.45	$1.26	0.08	0.11	1.14	1.65	15.01	16.27	0.51	$51.00	114.00	24	0.0	2631.000	1.26	2023-12-02
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.41	0.36	$1.26	0.08	0.06	1.14	1.55	15.01	16.27	0.41	$41.00	114.00	23	0.0	2631.000	1.26	2023-12-01
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.01	0.01	$0.46	0.03	0.14	1.14	1.15	15.01	15.47	0.01	$1.00	114.00	22	0.0	986.000	0.46	2023-11-30
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.39	-0.34	$-0.10	-0.01	0.04	1.14	0.75	15.01	14.91	-0.39	$-39.00	114.00	21	0.0	1013.000	-0.10	2023-11-29
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.34	-0.30	$-0.10	-0.01	-0.00	1.14	0.80	15.01	14.91	-0.34	$-34.00	114.00	20	0.0	1010.000	-0.10	2023-11-28
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.56	-0.49	$-0.32	-0.02	-0.08	1.14	0.58	15.01	14.69	-0.56	$-56.00	114.00	19	0.0	1010.000	-0.32	2023-11-27
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.24	-0.21	$0.06	0.00	0.00	1.14	0.90	15.01	15.07	-0.24	$-24.00	114.00	16	0.0	0.000	0.06	2023-11-24
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.09	-0.08	$0.33	0.02	-0.60	1.14	1.05	15.01	15.34	-0.09	$-9.00	114.00	15	0.0	0.000	0.33	2023-11-23
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.04	-0.04	$0.22	0.01	0.00	1.14	1.10	15.01	15.23	-0.04	$-4.00	114.00	14	0.0	840.000	0.22	2023-11-22
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.04	-0.04	$0.25	0.02	0.02	1.14	1.10	15.01	15.26	-0.04	$-4.00	114.00	13	0.0	840.000	0.25	2023-11-21
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.34	0.30	$0.80	0.05	0.03	1.14	1.48	15.01	15.81	0.34	$34.00	114.00	12	0.0	773.000	0.80	2023-11-20
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.01	-0.01	$0.15	0.01	0.02	1.14	1.13	15.01	15.16	-0.01	$-1.00	114.00	11	0.0	626.000	0.15	2023-11-19
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.01	-0.01	$0.15	0.01	0.01	1.14	1.13	15.01	15.16	-0.01	$-1.00	114.00	9	0.0	626.000	0.15	2023-11-17
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.06	0.05	$0.21	0.01	0.01	1.14	1.20	15.01	15.22	0.06	$6.00	114.00	8	0.0	586.000	0.21	2023-11-16
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.36	0.32	$0.59	0.04	0.06	1.14	1.50	15.01	15.60	0.36	$36.00	114.00	7	0.0	588.000	0.59	2023-11-15
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.20	0.18	$0.29	0.02	0.03	1.14	1.34	15.01	15.30	0.20	$20.00	114.00	6	0.0	689.000	0.29	2023-11-14
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.39	-0.34	$-1.07	-0.07	0.05	1.14	0.75	15.01	13.94	-0.39	$-39.00	114.00	5	0.0	669.000	-1.07	2023-11-13
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.49	-0.43	$-1.00	-0.07	0.02	1.14	0.65	15.01	14.01	-0.49	$-49.00	114.00	2	0.0	564.000	-1.00	2023-11-10
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$-0.59	-0.52	$-1.24	-0.08	-0.54	1.14	0.55	15.01	13.77	-0.59	$-59.00	114.00	1	0.0	0.000	-1.24	2023-11-09
ARRY231215C00015000	ARRY	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	1.14	1.14	15.01	15.01	0.00	$0.00	114.00	0	228.0	113.000	0.00	2023-11-08

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