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View Outliers PnL Drill-Down: AUR231215P00002000

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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
2023-11-14	AUR	AUR231215P00002000	2.00	39.0	55.000	0.797	0.269	0.2	0.0	-0.010	0.260	0.100	0.15	2.15	2023-12-15	PUT	Long	0.379	0.415	0.168

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	AUR	0.636	0.182	0.344	0.255	0.295	-0.050	8.06	0.000	0.0000	2.12	8.06	21	1y	5.85

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
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-1.45	-0.67	8.11	0.15	0.05	2.15	3.60	-0.10	$-10.00	15.00	30	2.0	1053.000	-1.45	2023-12-14
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.99	-0.46	3.83	0.15	0.05	2.15	3.14	-0.10	$-10.00	15.00	29	2.0	1053.000	-0.99	2023-12-13
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.75	-0.35	1.77	0.15	0.05	2.15	2.90	-0.10	$-10.00	15.00	28	2.0	1053.000	-0.75	2023-12-12
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.69	-0.32	1.70	0.15	0.05	2.15	2.84	-0.10	$-10.00	15.00	27	2.0	1053.000	-0.69	2023-12-11
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.56	-0.26	1.14	0.15	0.05	2.15	2.71	-0.10	$-10.00	15.00	24	2.0	1053.000	-0.56	2023-12-08
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.48	-0.22	1.02	0.15	0.05	2.15	2.63	-0.10	$-10.00	15.00	23	2.0	1053.000	-0.48	2023-12-07
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.32	-0.15	0.84	0.15	0.05	2.15	2.47	-0.10	$-10.00	15.00	22	0.0	1053.000	-0.32	2023-12-06
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.24	-0.11	0.14	0.15	0.05	2.15	2.39	-0.10	$-10.00	15.00	21	0.0	1053.000	-0.24	2023-12-05
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.28	-0.13	0.64	0.15	0.05	2.15	2.43	-0.10	$-10.00	15.00	20	0.0	1053.000	-0.28	2023-12-04
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.27	-0.13	0.36	0.15	0.05	2.15	2.42	-0.10	$-10.00	15.00	19	0.0	1053.000	-0.27	2023-12-03
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.27	-0.13	0.31	0.15	0.05	2.15	2.42	-0.10	$-10.00	15.00	18	0.0	1053.000	-0.27	2023-12-02
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.27	-0.13	0.28	0.15	0.05	2.15	2.42	-0.10	$-10.00	15.00	17	0.0	1053.000	-0.27	2023-12-01
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.10	-0.67	$-0.04	-0.02	-0.09	0.15	0.05	2.15	2.19	-0.10	$-10.00	15.00	16	0.0	1053.000	-0.04	2023-11-30
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.12	-0.80	$-0.16	-0.07	0.09	0.15	0.03	2.15	2.31	-0.12	$-12.00	15.00	15	0.0	1073.000	-0.16	2023-11-29
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.09	-0.60	$-0.01	-0.00	-0.17	0.15	0.06	2.15	2.16	-0.09	$-9.00	15.00	14	0.0	73.000	-0.01	2023-11-28
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.07	-0.47	$0.05	0.02	-0.02	0.15	0.08	2.15	2.10	-0.07	$-7.00	15.00	13	0.0	73.000	0.05	2023-11-27
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.07	-0.47	$-0.03	-0.01	-0.06	0.15	0.08	2.15	2.18	-0.07	$-7.00	15.00	10	0.0	0.000	-0.03	2023-11-24
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.07	-0.47	$-0.01	-0.00	-0.67	0.15	0.08	2.15	2.16	-0.07	$-7.00	15.00	9	0.0	0.000	-0.01	2023-11-23
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.07	-0.47	$-0.02	-0.01	-0.11	0.15	0.08	2.15	2.17	-0.07	$-7.00	15.00	8	0.0	81.000	-0.02	2023-11-22
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.07	-0.47	$-0.06	-0.03	-0.06	0.15	0.08	2.15	2.21	-0.07	$-7.00	15.00	7	0.0	75.000	-0.06	2023-11-21
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.05	-0.33	$-0.07	-0.03	0.07	0.15	0.10	2.15	2.22	-0.05	$-5.00	15.00	6	0.0	92.000	-0.07	2023-11-20
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.05	-0.33	$-0.05	-0.02	0.01	0.15	0.10	2.15	2.20	-0.05	$-5.00	15.00	5	0.0	74.000	-0.05	2023-11-19
AUR231215P00002000	AUR	PUT	Long	2.00	Exit OP PnL: $-0.03;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $0.12 (EQ: $2.18). Initial OP price was: $0.15 (EQ: $2.15). Surpassed Stop Loss Percentage: -0.2 < -0.16.	$-0.05	-0.33	$-0.05	-0.02	-0.01	0.15	0.10	2.15	2.20	-0.05	$-5.00	15.00	3	0.0	74.000	-0.05	2023-11-17
AUR231215P00002000	AUR	PUT	Long	2.00	None	$-0.02	-0.13	$0.03	0.01	0.09	0.15	0.13	2.15	2.12	-0.02	$-2.00	15.00	2	0.0	71.000	0.03	2023-11-16
AUR231215P00002000	AUR	PUT	Long	2.00	None	$0.00	0.00	$0.06	0.03	0.02	0.15	0.15	2.15	2.09	0.00	$0.00	15.00	1	0.0	71.000	0.06	2023-11-15
AUR231215P00002000	AUR	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	2.15	2.15	0.00	$0.00	15.00	0	0.0	55.000	-0.00	2023-11-14

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