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View Outliers PnL Drill-Down: ASPN240920P00027500

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
2024-08-16	ASPN	ASPN240920P00027500	27.50	33.0	19.000	0.672	0.353	2.1	0.6	-0.010	3.120	1.630	1.70	28.86	2024-09-20	PUT	Long	0.343	0.401	0.226

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
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-1.05	-0.81	$1.16	0.04	0.04	1.30	0.25	29.92	28.76	-1.05	$-105.00	130.00	34	95.0	213.000	1.16	2024-09-19
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$1.05	0.81	$5.04	0.17	0.17	1.30	2.35	29.92	24.88	1.05	$105.00	130.00	33	3.0	214.000	5.04	2024-09-18
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$2.20	1.69	$5.47	0.18	-0.65	1.30	3.50	29.92	24.45	2.20	$220.00	130.00	32	3.0	214.000	5.47	2024-09-17
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$2.20	1.69	$5.83	0.19	0.26	1.30	3.50	29.92	24.09	2.20	$220.00	130.00	31	3.0	215.000	5.83	2024-09-16
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$1.36	1.05	$5.08	0.17	0.43	1.30	2.66	29.92	24.84	1.36	$136.00	130.00	29	6.0	221.000	5.08	2024-09-14
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$1.36	1.05	$5.08	0.17	-0.03	1.30	2.66	29.92	24.84	1.36	$136.00	130.00	28	6.0	221.000	5.08	2024-09-13
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$2.10	1.62	$5.71	0.19	0.00	1.30	3.40	29.92	24.21	2.10	$210.00	130.00	27	6.0	216.000	5.71	2024-09-12
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$2.75	2.12	$5.58	0.19	0.06	1.30	4.05	29.92	24.34	2.75	$275.00	130.00	26	1.0	216.000	5.58	2024-09-11
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$2.75	2.12	$6.80	0.23	0.07	1.30	4.05	29.92	23.12	2.75	$275.00	130.00	25	1.0	216.000	6.80	2024-09-10
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$2.10	1.62	$6.90	0.23	0.05	1.30	3.40	29.92	23.02	2.10	$210.00	130.00	24	1.0	217.000	6.90	2024-09-09
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$2.60	2.00	$6.14	0.21	0.08	1.30	3.90	29.92	23.78	2.60	$260.00	130.00	21	43.0	224.000	6.14	2024-09-06
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$1.05	0.81	$4.34	0.15	-0.15	1.30	2.35	29.92	25.58	1.05	$105.00	130.00	20	7.0	231.000	4.34	2024-09-05
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$0.56	0.43	$3.12	0.10	0.04	1.30	1.86	29.92	26.80	0.56	$56.00	130.00	19	30.0	253.000	3.12	2024-09-04
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.30	-0.23	$1.23	0.04	-0.05	1.30	1.00	29.92	28.69	-0.30	$-30.00	130.00	15	33.0	233.000	1.23	2024-08-31
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.20	-0.15	$1.24	0.04	-0.07	1.30	1.10	29.92	28.68	-0.20	$-20.00	130.00	14	32.0	233.000	1.24	2024-08-30
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.30	-0.23	$1.18	0.04	-0.07	1.30	1.00	29.92	28.74	-0.30	$-30.00	130.00	13	30.0	223.000	1.18	2024-08-29
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$0.05	0.04	$1.39	0.05	-0.07	1.30	1.35	29.92	28.53	0.05	$5.00	130.00	12	35.0	233.000	1.39	2024-08-28
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.45	-0.35	$-0.22	-0.01	-0.53	1.30	0.85	29.92	30.14	-0.45	$-45.00	130.00	11	21.0	226.000	-0.22	2024-08-27
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.45	-0.35	$-0.34	-0.01	0.00	1.30	0.85	29.92	30.26	-0.45	$-45.00	130.00	10	21.0	208.000	-0.34	2024-08-26
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.40	-0.31	$-0.22	-0.01	0.03	1.30	0.90	29.92	30.14	-0.40	$-40.00	130.00	9	41.0	184.000	-0.22	2024-08-25
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.40	-0.31	$-0.22	-0.01	0.01	1.30	0.90	29.92	30.14	-0.40	$-40.00	130.00	8	41.0	184.000	-0.22	2024-08-24
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.40	-0.31	$-0.23	-0.01	0.03	1.30	0.90	29.92	30.15	-0.40	$-40.00	130.00	7	41.0	184.000	-0.23	2024-08-23
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.02	-0.02	$0.70	0.02	-0.00	1.30	1.28	29.92	29.22	-0.02	$-2.00	130.00	6	28.0	163.000	0.70	2024-08-22
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.37	-0.28	$-1.06	-0.04	0.00	1.30	0.93	29.92	30.98	-0.37	$-37.00	130.00	5	94.0	174.000	-1.06	2024-08-21
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.33	-0.25	$-0.77	-0.03	0.00	1.30	0.97	29.92	30.69	-0.33	$-33.00	130.00	4	164.0	85.000	-0.77	2024-08-20
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$-0.50	-0.38	$-1.81	-0.06	0.02	1.30	0.80	29.92	31.73	-0.50	$-50.00	130.00	3	59.0	75.000	-1.81	2024-08-19
ASPN240920P00027500	ASPN	PUT	Long	27.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	-0.00	1.30	1.30	29.92	29.92	0.00	$0.00	130.00	2	144.0	19.000	-0.00	2024-08-18
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$0.00	0.00	$-0.00	-0.00	-0.01	1.30	1.30	29.92	29.92	0.00	$0.00	130.00	1	144.0	19.000	-0.00	2024-08-17
ASPN240920P00027500	ASPN	PUT	Long	27.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.30	1.30	29.92	29.92	0.00	$0.00	130.00	0	143.0	19.000	-0.00	2024-08-16

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