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View Outliers PnL Drill-Down: ARRY241220C00006000

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
2024-11-06	ARRY	ARRY241220C00006000	6.00	34.0	46.000	1.119	0.429	0.3	0.3	0.010	0.840	0.870	0.90	5.94	2024-12-20	CALL	Long	0.440	0.505	-0.219

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
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.86	-0.96	$-0.60	-0.10	0.13	0.90	0.04	5.94	5.34	-0.86	$-86.00	90.00	43	584.0	1010.000	-0.60	2024-12-19
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.85	-0.94	$-0.56	-0.09	-0.15	0.90	0.05	5.94	5.38	-0.85	$-85.00	90.00	42	579.0	968.000	-0.56	2024-12-18
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.85	-0.94	$-0.47	-0.08	-0.38	0.90	0.05	5.94	5.47	-0.85	$-85.00	90.00	41	321.0	884.000	-0.47	2024-12-17
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.85	-0.94	$-0.78	-0.13	0.20	0.90	0.05	5.94	5.16	-0.85	$-85.00	90.00	40	127.0	830.000	-0.78	2024-12-16
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.82	-0.91	$-0.41	-0.07	-0.42	0.90	0.08	5.94	5.53	-0.82	$-82.00	90.00	37	67.0	780.000	-0.41	2024-12-13
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.77	-0.86	$-0.43	-0.07	-0.26	0.90	0.13	5.94	5.51	-0.77	$-77.00	90.00	36	46.0	754.000	-0.43	2024-12-12
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.69	-0.77	$-0.24	-0.04	-0.20	0.90	0.21	5.94	5.70	-0.69	$-69.00	90.00	35	18.0	747.000	-0.24	2024-12-11
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.60	-0.67	$-0.08	-0.01	-0.23	0.90	0.30	5.94	5.86	-0.60	$-60.00	90.00	34	357.0	710.000	-0.08	2024-12-10
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.53	-0.59	$0.16	0.03	-0.32	0.90	0.37	5.94	6.10	-0.53	$-53.00	90.00	33	503.0	462.000	0.16	2024-12-09
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.70	-0.78	$-0.32	-0.05	-0.20	0.90	0.20	5.94	5.62	-0.70	$-70.00	90.00	32	61.0	450.000	-0.32	2024-12-08
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.70	-0.78	$-0.32	-0.05	-0.30	0.90	0.20	5.94	5.62	-0.70	$-70.00	90.00	30	61.0	450.000	-0.32	2024-12-06
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.55	-0.61	$0.03	0.01	-0.34	0.90	0.35	5.94	5.97	-0.55	$-55.00	90.00	29	42.0	411.000	0.03	2024-12-05
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.43	-0.48	$0.25	0.04	-0.36	0.90	0.47	5.94	6.19	-0.43	$-43.00	90.00	28	135.0	403.000	0.25	2024-12-04
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.26	-0.29	$0.40	0.07	-0.32	0.90	0.64	5.94	6.34	-0.26	$-26.00	90.00	27	64.0	391.000	0.40	2024-12-03
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.02	-0.02	$0.74	0.12	-0.28	0.90	0.88	5.94	6.68	-0.02	$-2.00	90.00	26	169.0	331.000	0.74	2024-12-02
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.05	0.06	$0.77	0.13	-1.12	0.90	0.95	5.94	6.71	0.05	$5.00	90.00	25	24.0	0.000	0.77	2024-12-01
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.05	0.06	$0.77	0.13	-0.08	0.90	0.95	5.94	6.71	0.05	$5.00	90.00	24	24.0	0.000	0.77	2024-11-30
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.20	0.22	$1.06	0.18	-0.23	0.90	1.10	5.94	7.00	0.20	$20.00	90.00	22	52.0	302.000	1.06	2024-11-28
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.05	0.06	$0.87	0.15	-0.33	0.90	0.95	5.94	6.81	0.05	$5.00	90.00	21	39.0	302.000	0.87	2024-11-27
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.01	0.01	$0.72	0.12	-0.31	0.90	0.91	5.94	6.66	0.01	$1.00	90.00	20	36.0	334.000	0.72	2024-11-26
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.45	0.50	$1.08	0.18	-0.19	0.90	1.35	5.94	7.02	0.45	$45.00	90.00	19	53.0	317.000	1.08	2024-11-25
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.05	0.06	$0.69	0.12	-0.25	0.90	0.95	5.94	6.63	0.05	$5.00	90.00	18	27.0	310.000	0.69	2024-11-24
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.05	0.06	$0.69	0.12	-0.28	0.90	0.95	5.94	6.63	0.05	$5.00	90.00	17	27.0	310.000	0.69	2024-11-23
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.15	-0.17	$0.69	0.12	-0.38	0.90	0.75	5.94	6.63	-0.15	$-15.00	90.00	16	26.0	310.000	0.69	2024-11-22
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.07	-0.08	$0.39	0.07	-0.20	0.90	0.83	5.94	6.33	-0.07	$-7.00	90.00	15	27.0	320.000	0.39	2024-11-21
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.05	-0.06	$0.43	0.07	-0.25	0.90	0.85	5.94	6.37	-0.05	$-5.00	90.00	14	180.0	304.000	0.43	2024-11-20
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.24	-0.27	$0.16	0.03	-0.26	0.90	0.66	5.94	6.10	-0.24	$-24.00	90.00	13	74.0	257.000	0.16	2024-11-19
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.04	-0.04	$0.43	0.07	-0.21	0.90	0.86	5.94	6.37	-0.04	$-4.00	90.00	12	95.0	261.000	0.43	2024-11-18
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.35	0.39	$0.91	0.15	-0.18	0.90	1.25	5.94	6.85	0.35	$35.00	90.00	11	43.0	284.000	0.91	2024-11-17
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.35	0.39	$0.91	0.15	-0.19	0.90	1.25	5.94	6.85	0.35	$35.00	90.00	10	43.0	284.000	0.91	2024-11-16
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.47	0.52	$0.91	0.15	-0.12	0.90	1.37	5.94	6.85	0.47	$47.00	90.00	9	17.0	284.000	0.91	2024-11-15
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$1.07	1.19	$1.69	0.28	0.02	0.90	1.97	5.94	7.63	1.07	$107.00	90.00	8	55.0	265.000	1.69	2024-11-14
ARRY241220C00006000	ARRY	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.10	0.11	$0.77	0.13	-0.38	0.90	1.00	5.94	6.71	0.10	$10.00	90.00	7	96.0	231.000	0.77	2024-11-13
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.04	0.04	$0.65	0.11	-0.31	0.90	0.94	5.94	6.59	0.04	$4.00	90.00	6	32.0	251.000	0.65	2024-11-12
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.20	0.22	$0.74	0.12	-0.24	0.90	1.10	5.94	6.68	0.20	$20.00	90.00	5	7.0	242.000	0.74	2024-11-11
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.25	-0.28	$0.10	0.02	-0.27	0.90	0.65	5.94	6.04	-0.25	$-25.00	90.00	4	76.0	167.000	0.10	2024-11-10
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$-0.25	-0.28	$0.10	0.02	-0.28	0.90	0.65	5.94	6.04	-0.25	$-25.00	90.00	3	76.0	167.000	0.10	2024-11-09
ARRY241220C00006000	ARRY	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.02	0.02	$0.24	0.04	-0.15	0.90	0.92	5.94	6.18	0.02	$2.00	90.00	2	41.0	167.000	0.24	2024-11-08
ARRY241220C00006000	ARRY	CALL	Long	6.00	None	$0.14	0.16	$0.26	0.04	-0.05	0.90	1.04	5.94	6.20	0.14	$14.00	90.00	1	27.0	141.000	0.26	2024-11-07
ARRY241220C00006000	ARRY	CALL	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.90	0.90	5.94	5.94	0.00	$0.00	90.00	0	34.0	46.000	0.00	2024-11-06

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