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View Outliers PnL Drill-Down: ASPN240920P00020000

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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
2024-08-08	ASPN	ASPN240920P00020000	20.00	36.0	19.000	0.807	0.310	1.8	0.2	-0.010	2.900	1.340	1.35	21.46	2024-09-20	PUT	Long	0.308	0.345	0.160

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
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-7.30	-0.34	1.77	1.35	0.05	21.46	28.76	-1.30	$-130.00	135.00	42	1.0	163.000	-7.30	2024-09-19
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-3.42	-0.16	0.90	1.35	0.05	21.46	24.88	-1.30	$-130.00	135.00	41	1.0	163.000	-3.42	2024-09-18
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-2.99	-0.14	0.59	1.35	0.05	21.46	24.45	-1.30	$-130.00	135.00	40	1.0	163.000	-2.99	2024-09-17
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-2.63	-0.12	0.15	1.35	0.05	21.46	24.09	-1.30	$-130.00	135.00	39	1.0	163.000	-2.63	2024-09-16
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-3.38	-0.16	0.26	1.35	0.05	21.46	24.84	-1.30	$-130.00	135.00	37	1.0	164.000	-3.38	2024-09-14
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-3.38	-0.16	0.12	1.35	0.05	21.46	24.84	-1.30	$-130.00	135.00	36	1.0	164.000	-3.38	2024-09-13
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-2.75	-0.13	0.04	1.35	0.05	21.46	24.21	-1.30	$-130.00	135.00	35	20.0	184.000	-2.75	2024-09-12
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.21	-0.90	$-2.88	-0.13	0.06	1.35	0.14	21.46	24.34	-1.21	$-121.00	135.00	34	12.0	173.000	-2.88	2024-09-11
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.18	-0.87	$-1.66	-0.08	-0.07	1.35	0.17	21.46	23.12	-1.18	$-118.00	135.00	33	16.0	162.000	-1.66	2024-09-10
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.16	-0.86	$-1.56	-0.07	-0.12	1.35	0.19	21.46	23.02	-1.16	$-116.00	135.00	32	15.0	160.000	-1.56	2024-09-09
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.17	-0.87	$-2.31	-0.11	-0.05	1.35	0.18	21.46	23.77	-1.17	$-117.00	135.00	31	37.0	130.000	-2.31	2024-09-08
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.15	-0.85	$-2.32	-0.11	-0.10	1.35	0.20	21.46	23.78	-1.15	$-115.00	135.00	29	27.0	130.000	-2.32	2024-09-06
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.25	-0.93	$-4.12	-0.19	-0.04	1.35	0.10	21.46	25.58	-1.25	$-125.00	135.00	28	10.0	130.000	-4.12	2024-09-05
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.25	-0.93	$-5.34	-0.25	0.04	1.35	0.10	21.46	26.80	-1.25	$-125.00	135.00	27	10.0	129.000	-5.34	2024-09-04
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.29	-0.96	$-7.23	-0.34	0.06	1.35	0.06	21.46	28.69	-1.29	$-129.00	135.00	23	2.0	128.000	-7.23	2024-08-31
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.29	-0.96	$-7.22	-0.34	0.02	1.35	0.06	21.46	28.68	-1.29	$-129.00	135.00	22	2.0	128.000	-7.22	2024-08-30
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.30	-0.96	$-7.28	-0.34	0.01	1.35	0.05	21.46	28.74	-1.30	$-130.00	135.00	21	4.0	128.000	-7.28	2024-08-29
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.29	-0.96	$-7.07	-0.33	0.02	1.35	0.06	21.46	28.53	-1.29	$-129.00	135.00	20	1.0	127.000	-7.07	2024-08-28
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.29	-0.96	$-8.61	-0.40	-0.31	1.35	0.06	21.46	30.07	-1.29	$-129.00	135.00	19	5.0	127.000	-8.61	2024-08-27
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.29	-0.96	$-8.80	-0.41	0.04	1.35	0.06	21.46	30.26	-1.29	$-129.00	135.00	18	5.0	123.000	-8.80	2024-08-26
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.26	-0.93	$-8.68	-0.40	0.07	1.35	0.09	21.46	30.14	-1.26	$-126.00	135.00	17	11.0	123.000	-8.68	2024-08-25
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.26	-0.93	$-8.68	-0.40	0.05	1.35	0.09	21.46	30.14	-1.26	$-126.00	135.00	16	11.0	123.000	-8.68	2024-08-24
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.26	-0.93	$-8.69	-0.40	0.04	1.35	0.09	21.46	30.15	-1.26	$-126.00	135.00	15	11.0	123.000	-8.69	2024-08-23
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.26	-0.93	$-7.76	-0.36	0.01	1.35	0.09	21.46	29.22	-1.26	$-126.00	135.00	14	11.0	123.000	-7.76	2024-08-22
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.26	-0.93	$-9.52	-0.44	0.09	1.35	0.09	21.46	30.98	-1.26	$-126.00	135.00	13	11.0	128.000	-9.52	2024-08-21
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.25	-0.93	$-9.23	-0.43	0.06	1.35	0.10	21.46	30.69	-1.25	$-125.00	135.00	12	1.0	128.000	-9.23	2024-08-20
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.25	-0.93	$-10.27	-0.48	-0.04	1.35	0.10	21.46	31.73	-1.25	$-125.00	135.00	11	19.0	132.000	-10.27	2024-08-19
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.25	-0.93	$-8.46	-0.39	-0.00	1.35	0.10	21.46	29.92	-1.25	$-125.00	135.00	10	62.0	110.000	-8.46	2024-08-18
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.25	-0.93	$-8.46	-0.39	-0.02	1.35	0.10	21.46	29.92	-1.25	$-125.00	135.00	9	62.0	110.000	-8.46	2024-08-17
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-1.25	-0.93	$-8.46	-0.39	-0.06	1.35	0.10	21.46	29.92	-1.25	$-125.00	135.00	8	62.0	110.000	-8.46	2024-08-16
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-0.96	-0.71	$-2.95	-0.14	-0.15	1.35	0.39	21.46	24.41	-0.96	$-96.00	135.00	7	6.0	108.000	-2.95	2024-08-15
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-0.78	-0.58	$-2.16	-0.10	-0.16	1.35	0.57	21.46	23.62	-0.78	$-78.00	135.00	6	56.0	93.000	-2.16	2024-08-14
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-0.65	-0.48	$-2.01	-0.09	-0.12	1.35	0.70	21.46	23.47	-0.65	$-65.00	135.00	5	25.0	81.000	-2.01	2024-08-13
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$-0.49	-0.36	$-1.58	-0.07	-0.11	1.35	0.86	21.46	23.04	-0.49	$-49.00	135.00	4	12.0	69.000	-1.58	2024-08-12
ASPN240920P00020000	ASPN	PUT	Long	20.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.12; Exit EQ PnL: -0.76	$-0.16	-0.12	$-0.39	-0.02	-0.11	1.35	1.19	21.46	21.85	-0.16	$-16.00	135.00	1	30.0	34.000	-0.39	2024-08-09
ASPN240920P00020000	ASPN	PUT	Long	20.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.35	1.35	21.46	21.46	0.00	$0.00	135.00	0	36.0	19.000	-0.00	2024-08-08

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