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View Outliers PnL Drill-Down: ASAN240105C00020000

View in yFinance: ASAN

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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
2023-12-06	ASAN	ASAN240105C00020000	20.00	139.0	22.000	0.521	0.297	0.4	0.9	0.010	0.830	1.340	0.90	19.42	2024-01-05	CALL	Long	0.295	0.348	-0.166

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	ASAN	1.000	0.084	0.418	0.163	0.418	0.288	26.33	-0.394	0.0000	11.17	27.52	21	1y	12.97

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
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.87	-0.97	$-2.44	-0.13	1.23	0.90	0.03	19.42	16.98	-0.87	$-87.00	90.00	29	12.0	302.000	-2.44	2024-01-04
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.87	-0.97	$-2.37	-0.12	-0.02	0.90	0.03	19.42	17.05	-0.87	$-87.00	90.00	28	53.0	302.000	-2.37	2024-01-03
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.87	-0.97	$-1.67	-0.09	-0.27	0.90	0.03	19.42	17.75	-0.87	$-87.00	90.00	27	53.0	302.000	-1.67	2024-01-02
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.73	-0.81	$-0.41	-0.02	0.09	0.90	0.17	19.42	19.01	-0.73	$-73.00	90.00	26	44.0	237.000	-0.41	2024-01-01
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.73	-0.81	$-0.41	-0.02	0.04	0.90	0.17	19.42	19.01	-0.73	$-73.00	90.00	24	44.0	237.000	-0.41	2023-12-30
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.73	-0.81	$-0.41	-0.02	-0.03	0.90	0.17	19.42	19.01	-0.73	$-73.00	90.00	23	44.0	237.000	-0.41	2023-12-29
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.62	-0.69	$0.05	0.00	-0.03	0.90	0.28	19.42	19.47	-0.62	$-62.00	90.00	22	10.0	231.000	0.05	2023-12-28
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.50	-0.56	$0.03	0.00	-0.03	0.90	0.40	19.42	19.45	-0.50	$-50.00	90.00	21	16.0	229.000	0.03	2023-12-27
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.35	-0.39	$0.26	0.01	0.02	0.90	0.55	19.42	19.68	-0.35	$-35.00	90.00	20	77.0	183.000	0.26	2023-12-26
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.29	-0.32	$0.24	0.01	0.01	0.90	0.61	19.42	19.66	-0.29	$-29.00	90.00	19	5.0	184.000	0.24	2023-12-25
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.29	-0.32	$0.24	0.01	0.00	0.90	0.61	19.42	19.66	-0.29	$-29.00	90.00	17	5.0	184.000	0.24	2023-12-23
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.29	-0.32	$0.22	0.01	-0.01	0.90	0.61	19.42	19.64	-0.29	$-29.00	90.00	16	5.0	184.000	0.22	2023-12-22
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.40	-0.44	$-0.15	-0.01	0.01	0.90	0.50	19.42	19.27	-0.40	$-40.00	90.00	15	111.0	233.000	-0.15	2023-12-21
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.35	-0.39	$-0.14	-0.01	0.02	0.90	0.55	19.42	19.28	-0.35	$-35.00	90.00	14	21.0	209.000	-0.14	2023-12-20
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.05	-0.06	$0.54	0.03	-0.02	0.90	0.85	19.42	19.96	-0.05	$-5.00	90.00	13	65.0	208.000	0.54	2023-12-19
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.10	-0.11	$0.61	0.03	0.01	0.90	0.80	19.42	20.03	-0.10	$-10.00	90.00	12	17.0	203.000	0.61	2023-12-18
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$0.15	0.17	$0.76	0.04	-0.02	0.90	1.05	19.42	20.18	0.15	$15.00	90.00	10	24.0	181.000	0.76	2023-12-16
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.03	-0.03	$0.74	0.04	-0.03	0.90	0.87	19.42	20.16	-0.03	$-3.00	90.00	9	23.0	181.000	0.74	2023-12-15
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$0.15	0.17	$0.98	0.05	-0.01	0.90	1.05	19.42	20.40	0.15	$15.00	90.00	8	53.0	175.000	0.98	2023-12-14
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.14	-0.16	$0.50	0.03	-0.01	0.90	0.76	19.42	19.92	-0.14	$-14.00	90.00	7	6.0	178.000	0.50	2023-12-13
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.40	-0.44	$-0.61	-0.03	-0.04	0.90	0.50	19.42	18.81	-0.40	$-40.00	90.00	6	11.0	187.000	-0.61	2023-12-12
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.10	-0.11	$-0.01	-0.00	0.00	0.90	0.80	19.42	19.41	-0.10	$-10.00	90.00	5	153.0	187.000	-0.01	2023-12-11
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$-0.05	-0.06	$0.03	0.00	-0.02	0.90	0.85	19.42	19.45	-0.05	$-5.00	90.00	2	13.0	175.000	0.03	2023-12-08
ASAN240105C00020000	ASAN	CALL	Long	20.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.63	$-0.32	-0.36	$-0.70	-0.04	-0.00	0.90	0.58	19.42	18.72	-0.32	$-32.00	90.00	1	56.0	143.000	-0.70	2023-12-07
ASAN240105C00020000	ASAN	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	0.90	0.90	19.42	19.42	0.00	$0.00	90.00	0	0.0	22.000	0.00	2023-12-06

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