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View Outliers PnL Drill-Down: ASPN240419C00015000

View in yFinance: ASPN

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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
2024-03-14	ASPN	ASPN240419C00015000	15.00	88.0	323.000	0.810	0.332	0.6	0.5	0.010	1.430	1.260	1.61	15.11	2024-04-19	CALL	Long	0.340	0.378	-0.147

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	ASPN	1.000	0.143	0.486	0.227	0.180	0.017	12.97	-0.192	0.0000	10.91	31.72	21	1y	18.01

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
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$-1.15	-0.79	$-0.44	-0.03	-0.15	1.45	0.30	15.26	14.82	-1.15	$-115.00	145.00	35	54.0	609.000	-0.44	2024-04-18
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$-1.10	-0.76	$-0.19	-0.01	-0.05	1.45	0.35	15.26	15.07	-1.10	$-110.00	145.00	34	352.0	369.000	-0.19	2024-04-17
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$-0.85	-0.59	$-0.12	-0.01	0.24	1.45	0.60	15.26	15.14	-0.85	$-85.00	145.00	33	53.0	335.000	-0.12	2024-04-16
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$-0.37	-0.26	$0.03	0.00	0.31	1.45	1.08	15.26	15.29	-0.37	$-37.00	145.00	32	6.0	341.000	0.03	2024-04-15
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$-0.15	-0.10	$0.66	0.04	0.18	1.45	1.30	15.26	15.92	-0.15	$-15.00	145.00	29	11.0	341.000	0.66	2024-04-12
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.46	0.32	$1.53	0.10	0.14	1.45	1.91	15.26	16.79	0.46	$46.00	145.00	28	1.0	342.000	1.53	2024-04-11
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.21	0.14	$1.22	0.08	0.28	1.45	1.66	15.26	16.48	0.21	$21.00	145.00	27	1.0	343.000	1.22	2024-04-10
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.46	0.32	$1.47	0.10	0.06	1.45	1.91	15.26	16.73	0.46	$46.00	145.00	26	1.0	344.000	1.47	2024-04-09
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$2.15	1.48	$1.38	0.09	0.12	1.45	3.60	15.26	16.64	2.15	$215.00	145.00	25	17.0	344.000	1.38	2024-04-08
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$2.15	1.48	$1.38	0.09	0.11	1.45	3.60	15.26	16.64	2.15	$215.00	145.00	22	17.0	344.000	1.38	2024-04-05
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$2.15	1.48	$1.58	0.10	0.20	1.45	3.60	15.26	16.84	2.15	$215.00	145.00	21	17.0	344.000	1.58	2024-04-04
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.90	0.62	$1.80	0.12	0.03	1.45	2.35	15.26	17.06	0.90	$90.00	145.00	20	23.0	358.000	1.80	2024-04-03
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$1.75	1.21	$1.50	0.10	0.14	1.45	3.20	15.26	16.76	1.75	$175.00	145.00	19	21.0	358.000	1.50	2024-04-02
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$1.75	1.21	$2.37	0.16	-0.67	1.45	3.20	15.26	17.63	1.75	$175.00	145.00	18	21.0	358.000	2.37	2024-04-01
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$1.50	1.03	$2.34	0.15	0.09	1.45	2.95	15.26	17.60	1.50	$150.00	145.00	17	29.0	375.000	2.34	2024-03-31
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$1.50	1.03	$2.34	0.15	0.05	1.45	2.95	15.26	17.60	1.50	$150.00	145.00	16	29.0	375.000	2.34	2024-03-30
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$1.50	1.03	$2.34	0.15	0.04	1.45	2.95	15.26	17.60	1.50	$150.00	145.00	15	29.0	375.000	2.34	2024-03-29
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$1.50	1.03	$2.34	0.15	0.13	1.45	2.95	15.26	17.60	1.50	$150.00	145.00	14	29.0	375.000	2.34	2024-03-28
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$1.05	0.72	$2.09	0.14	-0.08	1.45	2.50	15.26	17.35	1.05	$105.00	145.00	13	20.0	387.000	2.09	2024-03-27
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.17	0.12	$0.87	0.06	0.02	1.45	1.62	15.26	16.13	0.17	$17.00	145.00	12	85.0	387.000	0.87	2024-03-26
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.17	0.12	$0.56	0.04	0.01	1.45	1.62	15.26	15.82	0.17	$17.00	145.00	11	85.0	358.000	0.56	2024-03-25
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.13	0.09	$0.37	0.02	0.00	1.45	1.58	15.26	15.63	0.13	$13.00	145.00	8	10.0	348.000	0.37	2024-03-22
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.28	0.19	$0.77	0.05	0.04	1.45	1.73	15.26	16.03	0.28	$28.00	145.00	7	26.0	340.000	0.77	2024-03-21
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$-0.05	-0.03	$-0.13	-0.01	0.06	1.45	1.40	15.26	15.13	-0.05	$-5.00	145.00	6	28.0	343.000	-0.13	2024-03-20
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.00	0.00	$0.11	0.01	0.03	1.45	1.45	15.26	15.37	0.00	$0.00	145.00	5	12.0	344.000	0.11	2024-03-19
ASPN240419C00015000	ASPN	CALL	Long	15.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.15; Exit EQ PnL: -0.58	$0.15	0.10	$0.14	0.01	0.02	1.45	1.60	15.26	15.40	0.15	$15.00	145.00	4	20.0	349.000	0.14	2024-03-18
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.15	0.10	$0.02	0.00	0.14	1.45	1.60	15.26	15.28	0.15	$15.00	145.00	1	24.0	347.000	0.02	2024-03-15
ASPN240419C00015000	ASPN	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	1.45	1.45	15.26	15.26	0.00	$0.00	145.00	0	98.0	323.000	0.00	2024-03-14

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