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View Outliers PnL Drill-Down: ARRY241018P00006000

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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
2024-09-11	ARRY	ARRY241018P00006000	6.00	9.0	288.000	0.879	0.379	0.7	0.1	-0.010	1.020	0.390	0.45	6.60	2024-10-18	PUT	Long	0.400	0.432	0.160

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
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.42	-0.93	$-0.27	-0.04	0.22	0.45	0.03	6.60	6.87	-0.42	$-42.00	45.00	35	2.0	1373.000	-0.27	2024-10-16
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.40	-0.89	$-0.13	-0.02	0.18	0.45	0.05	6.60	6.73	-0.40	$-40.00	45.00	33	131.0	1264.000	-0.13	2024-10-14
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.37	-0.82	$-0.56	-0.08	0.22	0.45	0.08	6.60	7.16	-0.37	$-37.00	45.00	30	52.0	1284.000	-0.56	2024-10-11
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.32	-0.71	$0.08	0.01	-0.06	0.45	0.13	6.60	6.52	-0.32	$-32.00	45.00	29	33.0	1284.000	0.08	2024-10-10
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.40	-0.89	$-0.31	-0.05	-0.03	0.45	0.05	6.60	6.91	-0.40	$-40.00	45.00	28	30.0	1288.000	-0.31	2024-10-09
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.28	-0.62	$0.14	0.02	-0.02	0.45	0.17	6.60	6.46	-0.28	$-28.00	45.00	26	95.0	1228.000	0.14	2024-10-07
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.24	-0.53	$0.15	0.02	-0.75	0.45	0.21	6.60	6.45	-0.24	$-24.00	45.00	25	64.0	0.000	0.15	2024-10-06
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.24	-0.53	$0.15	0.02	-0.03	0.45	0.21	6.60	6.45	-0.24	$-24.00	45.00	24	64.0	1184.000	0.15	2024-10-05
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.20	-0.44	$0.15	0.02	-0.00	0.45	0.25	6.60	6.45	-0.20	$-20.00	45.00	23	14.0	1184.000	0.15	2024-10-04
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.17	-0.38	$0.28	0.04	-0.07	0.45	0.28	6.60	6.32	-0.17	$-17.00	45.00	22	4.0	1181.000	0.28	2024-10-03
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.19	-0.42	$0.19	0.03	-0.09	0.45	0.26	6.60	6.41	-0.19	$-19.00	45.00	21	28.0	1167.000	0.19	2024-10-02
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.20	-0.44	$-0.20	-0.03	0.06	0.45	0.25	6.60	6.80	-0.20	$-20.00	45.00	20	35.0	1151.000	-0.20	2024-10-01
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.20	-0.44	$-0.00	-0.00	-0.07	0.45	0.25	6.60	6.60	-0.20	$-20.00	45.00	19	20.0	1155.000	-0.00	2024-09-30
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.24	-0.53	$-0.13	-0.02	-0.75	0.45	0.21	6.60	6.73	-0.24	$-24.00	45.00	18	118.0	1155.000	-0.13	2024-09-29
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.24	-0.53	$-0.13	-0.02	-0.04	0.45	0.21	6.60	6.73	-0.24	$-24.00	45.00	17	118.0	1225.000	-0.13	2024-09-28
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.24	-0.53	$-0.13	-0.02	-0.06	0.45	0.21	6.60	6.73	-0.24	$-24.00	45.00	16	118.0	1225.000	-0.13	2024-09-27
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.15	-0.33	$0.15	0.02	-0.13	0.45	0.30	6.60	6.45	-0.15	$-15.00	45.00	15	28.0	1248.000	0.15	2024-09-26
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.05	-0.11	$0.56	0.08	-0.16	0.45	0.40	6.60	6.04	-0.05	$-5.00	45.00	14	706.0	763.000	0.56	2024-09-25
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.15	-0.33	$0.25	0.04	-0.17	0.45	0.30	6.60	6.35	-0.15	$-15.00	45.00	13	39.0	746.000	0.25	2024-09-24
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.05	-0.11	$0.23	0.03	-0.10	0.45	0.40	6.60	6.37	-0.05	$-5.00	45.00	12	68.0	678.000	0.23	2024-09-23
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.10	-0.22	$0.19	0.03	-0.82	0.45	0.35	6.60	6.41	-0.10	$-10.00	45.00	11	175.0	0.000	0.19	2024-09-22
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.09	-0.20	$0.19	0.03	-0.08	0.45	0.36	6.60	6.41	-0.09	$-9.00	45.00	9	124.0	504.000	0.19	2024-09-20
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.10	-0.22	$-0.02	-0.00	-0.07	0.45	0.35	6.60	6.62	-0.10	$-10.00	45.00	8	41.0	476.000	-0.02	2024-09-19
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.20	-0.44	$-0.23	-0.03	-0.11	0.45	0.25	6.60	6.83	-0.20	$-20.00	45.00	7	12.0	480.000	-0.23	2024-09-18
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.24	-0.53	$-0.60	-0.09	-0.03	0.45	0.21	6.60	7.20	-0.24	$-24.00	45.00	6	23.0	471.000	-0.60	2024-09-17
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.18	-0.40	$-0.38	-0.06	-0.04	0.45	0.27	6.60	6.98	-0.18	$-18.00	45.00	5	33.0	462.000	-0.38	2024-09-16
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.11	-0.24	$-0.22	-0.03	-0.04	0.45	0.34	6.60	6.82	-0.11	$-11.00	45.00	3	14.0	465.000	-0.22	2024-09-14
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$-0.11	-0.24	$-0.22	-0.03	-0.06	0.45	0.34	6.60	6.82	-0.11	$-11.00	45.00	2	14.0	465.000	-0.22	2024-09-13
ARRY241018P00006000	ARRY	PUT	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.24	$-0.15	-0.33	$-0.08	-0.01	-0.12	0.45	0.30	6.60	6.68	-0.15	$-15.00	45.00	1	115.0	375.000	-0.08	2024-09-12
ARRY241018P00006000	ARRY	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	6.60	6.60	0.00	$0.00	45.00	0	9.0	288.000	-0.00	2024-09-11

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