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View Outliers PnL Drill-Down: ARRY241220P00008000

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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
2024-11-14	ARRY	ARRY241220P00008000	8.00	100.0	166.000	0.869	0.409	0.3	0.5	0.000	0.670	0.900	1.90	7.76	2024-12-20	PUT	Long	0.456	0.474	0.137

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
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.55	1.63	$2.29	0.30	2.73	0.95	2.50	7.63	5.34	1.55	$155.00	95.00	35	1.0	162.000	2.29	2024-12-19
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.55	1.63	$2.25	0.29	1.92	0.95	2.50	7.63	5.38	1.55	$155.00	95.00	34	1.0	162.000	2.25	2024-12-18
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.37	1.44	$2.16	0.28	1.32	0.95	2.32	7.63	5.47	1.37	$137.00	95.00	33	5.0	162.000	2.16	2024-12-17
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.37	1.44	$2.47	0.32	1.84	0.95	2.32	7.63	5.16	1.37	$137.00	95.00	32	5.0	162.000	2.47	2024-12-16
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.37	1.44	$2.10	0.28	0.42	0.95	2.32	7.63	5.53	1.37	$137.00	95.00	29	5.0	162.000	2.10	2024-12-13
ARRY241220P00008000	ARRY	PUT	Long	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.37	1.44	$2.12	0.28	0.96	0.95	2.32	7.63	5.51	1.37	$137.00	95.00	28	5.0	181.000	2.12	2024-12-12
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.15	1.21	$1.93	0.25	-0.71	0.95	2.10	7.63	5.70	1.15	$115.00	95.00	27	2.0	181.000	1.93	2024-12-11
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.15	1.21	$1.77	0.23	0.60	0.95	2.10	7.63	5.86	1.15	$115.00	95.00	26	2.0	181.000	1.77	2024-12-10
ARRY241220P00008000	ARRY	PUT	Long	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.15	1.21	$1.53	0.20	0.22	0.95	2.10	7.63	6.10	1.15	$115.00	95.00	25	2.0	181.000	1.53	2024-12-09
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.15	1.21	$2.01	0.26	0.39	0.95	2.10	7.63	5.62	1.15	$115.00	95.00	24	2.0	240.000	2.01	2024-12-08
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$1.15	1.21	$2.01	0.26	0.57	0.95	2.10	7.63	5.62	1.15	$115.00	95.00	22	2.0	240.000	2.01	2024-12-06
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.90	0.95	$1.66	0.22	0.11	0.95	1.85	7.63	5.97	0.90	$90.00	95.00	21	3.0	240.000	1.66	2024-12-05
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.55	0.58	$1.44	0.19	0.11	0.95	1.50	7.63	6.19	0.55	$55.00	95.00	20	1.0	240.000	1.44	2024-12-04
ARRY241220P00008000	ARRY	PUT	Long	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.55	0.58	$1.29	0.17	0.12	0.95	1.50	7.63	6.34	0.55	$55.00	95.00	19	1.0	239.000	1.29	2024-12-03
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.40	0.42	$0.95	0.12	0.07	0.95	1.35	7.63	6.68	0.40	$40.00	95.00	18	3.0	239.000	0.95	2024-12-02
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.40	0.42	$0.92	0.12	-0.71	0.95	1.35	7.63	6.71	0.40	$40.00	95.00	17	3.0	0.000	0.92	2024-12-01
ARRY241220P00008000	ARRY	PUT	Long	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.40	0.42	$0.92	0.12	0.24	0.95	1.35	7.63	6.71	0.40	$40.00	95.00	16	3.0	238.000	0.92	2024-11-30
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.25	0.26	$0.63	0.08	0.06	0.95	1.20	7.63	7.00	0.25	$25.00	95.00	14	3.0	238.000	0.63	2024-11-28
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.56	0.59	$0.82	0.11	0.10	0.95	1.51	7.63	6.81	0.56	$56.00	95.00	13	40.0	238.000	0.82	2024-11-27
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.56	0.59	$0.97	0.13	0.14	0.95	1.51	7.63	6.66	0.56	$56.00	95.00	12	40.0	199.000	0.97	2024-11-26
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.74	0.78	$0.61	0.08	0.02	0.95	1.69	7.63	7.02	0.74	$74.00	95.00	11	2.0	199.000	0.61	2024-11-25
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.74	0.78	$1.00	0.13	0.13	0.95	1.69	7.63	6.63	0.74	$74.00	95.00	10	2.0	199.000	1.00	2024-11-24
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.74	0.78	$1.00	0.13	0.10	0.95	1.69	7.63	6.63	0.74	$74.00	95.00	9	2.0	199.000	1.00	2024-11-23
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.74	0.78	$1.00	0.13	0.17	0.95	1.69	7.63	6.63	0.74	$74.00	95.00	8	2.0	199.000	1.00	2024-11-22
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.74	0.78	$1.30	0.17	-0.02	0.95	1.69	7.63	6.33	0.74	$74.00	95.00	7	2.0	199.000	1.30	2024-11-21
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.74	0.78	$1.26	0.17	0.04	0.95	1.69	7.63	6.37	0.74	$74.00	95.00	6	2.0	198.000	1.26	2024-11-20
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.75	0.79	$1.53	0.20	0.10	0.95	1.70	7.63	6.10	0.75	$75.00	95.00	5	13.0	198.000	1.53	2024-11-19
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.75	0.79	$1.26	0.17	0.02	0.95	1.70	7.63	6.37	0.75	$75.00	95.00	4	13.0	185.000	1.26	2024-11-18
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.50	0.53	$0.78	0.10	0.16	0.95	1.45	7.63	6.85	0.50	$50.00	95.00	3	24.0	166.000	0.78	2024-11-17
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.50	0.53	$0.78	0.10	0.14	0.95	1.45	7.63	6.85	0.50	$50.00	95.00	2	24.0	166.000	0.78	2024-11-16
ARRY241220P00008000	ARRY	PUT	Long	8.00	None	$0.40	0.42	$0.78	0.10	0.06	0.95	1.35	7.63	6.85	0.40	$40.00	95.00	1	23.0	166.000	0.78	2024-11-15
ARRY241220P00008000	ARRY	PUT	Long	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	7.63	7.63	0.00	$0.00	95.00	0	5.0	166.000	-0.00	2024-11-14

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