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View Outliers PnL Drill-Down: ASPN240621P00020000

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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
2024-05-02	ASPN	ASPN240621P00020000	20.00	302.0	2.000	0.667	0.532	4.2	0.3	-0.120	4.460	0.500	0.85	23.85	2024-06-21	PUT	Long	0.367	0.578	0.567

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
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.08	-0.25	1.11	0.85	0.04	23.85	29.93	-0.81	$-81.00	85.00	47	5.0	162.000	-6.08	2024-06-18
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.65	-0.24	0.88	0.85	0.04	23.85	29.50	-0.81	$-81.00	85.00	46	5.0	162.000	-5.65	2024-06-17
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.24	-0.26	0.61	0.85	0.04	23.85	30.09	-0.81	$-81.00	85.00	43	5.0	162.000	-6.24	2024-06-14
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.84	-0.29	0.58	0.85	0.04	23.85	30.69	-0.81	$-81.00	85.00	42	5.0	162.000	-6.84	2024-06-13
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.59	-0.28	0.50	0.85	0.04	23.85	30.44	-0.81	$-81.00	85.00	41	5.0	162.000	-6.59	2024-06-12
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.39	-0.23	0.36	0.85	0.04	23.85	29.24	-0.81	$-81.00	85.00	40	5.0	162.000	-5.39	2024-06-11
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-7.50	-0.31	0.46	0.85	0.04	23.85	31.35	-0.81	$-81.00	85.00	39	5.0	162.000	-7.50	2024-06-10
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.36	-0.27	0.38	0.85	0.04	23.85	30.21	-0.81	$-81.00	85.00	38	5.0	162.000	-6.36	2024-06-09
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.35	-0.27	0.27	0.85	0.04	23.85	30.20	-0.81	$-81.00	85.00	36	5.0	162.000	-6.35	2024-06-07
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-7.09	-0.30	0.29	0.85	0.04	23.85	30.94	-0.81	$-81.00	85.00	35	5.0	162.000	-7.09	2024-06-06
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-7.56	-0.32	0.29	0.85	0.04	23.85	31.41	-0.81	$-81.00	85.00	34	5.0	162.000	-7.56	2024-06-05
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.14	-0.22	0.11	0.85	0.04	23.85	28.99	-0.81	$-81.00	85.00	33	5.0	162.000	-5.14	2024-06-04
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.02	-0.25	0.24	0.85	0.04	23.85	29.87	-0.81	$-81.00	85.00	32	5.0	162.000	-6.02	2024-06-03
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-6.08	-0.25	0.41	0.85	0.04	23.85	29.93	-0.81	$-81.00	85.00	29	5.0	162.000	-6.08	2024-05-31
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.63	-0.24	0.13	0.85	0.04	23.85	29.48	-0.81	$-81.00	85.00	28	5.0	162.000	-5.63	2024-05-30
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.61	-0.24	0.54	0.85	0.04	23.85	29.46	-0.81	$-81.00	85.00	27	5.0	162.000	-5.61	2024-05-29
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.34	-0.22	0.52	0.85	0.04	23.85	29.19	-0.81	$-81.00	85.00	26	5.0	162.000	-5.34	2024-05-28
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.82	-0.24	0.10	0.85	0.04	23.85	29.67	-0.81	$-81.00	85.00	25	5.0	162.000	-5.82	2024-05-27
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.81	-0.95	$-5.82	-0.24	0.06	0.85	0.04	23.85	29.67	-0.81	$-81.00	85.00	22	5.0	162.000	-5.82	2024-05-24
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.80	-0.94	$-3.74	-0.16	0.29	0.85	0.05	23.85	27.59	-0.80	$-80.00	85.00	21	2.0	162.000	-3.74	2024-05-23
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.80	-0.94	$-3.24	-0.14	0.24	0.85	0.05	23.85	27.09	-0.80	$-80.00	85.00	20	2.0	162.000	-3.24	2024-05-22
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.80	-0.94	$-3.03	-0.13	0.21	0.85	0.05	23.85	26.88	-0.80	$-80.00	85.00	19	2.0	162.000	-3.03	2024-05-21
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.80	-0.94	$-3.56	-0.15	-0.42	0.85	0.05	23.85	27.41	-0.80	$-80.00	85.00	18	2.0	0.000	-3.56	2024-05-20
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.80	-0.94	$-2.84	-0.12	0.13	0.85	0.05	23.85	26.69	-0.80	$-80.00	85.00	17	2.0	162.000	-2.84	2024-05-19
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.80	-0.94	$-2.84	-0.12	0.12	0.85	0.05	23.85	26.69	-0.80	$-80.00	85.00	16	2.0	162.000	-2.84	2024-05-18
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.80	-0.94	$-2.78	-0.12	0.10	0.85	0.05	23.85	26.63	-0.80	$-80.00	85.00	15	2.0	162.000	-2.78	2024-05-17
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.74	-0.87	$-2.30	-0.10	-0.11	0.85	0.11	23.85	26.15	-0.74	$-74.00	85.00	13	175.0	293.000	-2.30	2024-05-15
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.68	-0.80	$-1.53	-0.06	-0.10	0.85	0.17	23.85	25.38	-0.68	$-68.00	85.00	12	4.0	295.000	-1.53	2024-05-14
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.71	-0.84	$-3.48	-0.15	-0.06	0.85	0.14	23.85	27.33	-0.71	$-71.00	85.00	11	9.0	294.000	-3.48	2024-05-13
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.72	-0.85	$-3.16	-0.13	-0.42	0.85	0.13	23.85	27.01	-0.72	$-72.00	85.00	10	111.0	294.000	-3.16	2024-05-12
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.72	-0.85	$-2.86	-0.12	-0.14	0.85	0.13	23.85	26.71	-0.72	$-72.00	85.00	7	10.0	272.000	-2.86	2024-05-09
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.60	-0.71	$-2.79	-0.12	-0.08	0.85	0.25	23.85	26.64	-0.60	$-60.00	85.00	6	31.0	243.000	-2.79	2024-05-08
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$-0.65	-0.76	$-2.42	-0.10	-0.09	0.85	0.20	23.85	26.27	-0.65	$-65.00	85.00	5	46.0	204.000	-2.42	2024-05-07
ASPN240621P00020000	ASPN	PUT	Long	20.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.07	-0.00	-0.54	0.85	0.85	23.85	23.92	0.00	$0.00	85.00	1	302.0	199.000	-0.07	2024-05-03
ASPN240621P00020000	ASPN	PUT	Long	20.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	23.85	23.85	0.00	$0.00	85.00	0	302.0	2.000	-0.00	2024-05-02

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