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View Outliers PnL Drill-Down: AUR240816P00002500

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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
2024-07-12	AUR	AUR240816P00002500	2.50	18.0	69.000	1.063	0.370	1.3	0.0	0.000	1.380	0.050	0.04	3.82	2024-08-16	PUT	Long	0.375	0.391	0.118

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
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.01	-0.25	$0.01	0.00	2.55	0.04	0.03	3.70	3.69	-0.01	$-1.00	4.00	34	42.0	692.000	0.01	2024-08-15
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.01	-0.25	$0.32	0.09	1.42	0.04	0.03	3.70	3.38	-0.01	$-1.00	4.00	33	42.0	692.000	0.32	2024-08-14
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.01	-0.25	$0.09	0.02	1.42	0.04	0.03	3.70	3.61	-0.01	$-1.00	4.00	32	42.0	692.000	0.09	2024-08-13
AUR240816P00002500	AUR	PUT	Long	2.50	None	$-0.01	-0.25	$0.18	0.05	1.05	0.04	0.03	3.70	3.52	-0.01	$-1.00	4.00	31	42.0	692.000	0.18	2024-08-12
AUR240816P00002500	AUR	PUT	Long	2.50	None	$-0.01	-0.25	$0.19	0.05	0.61	0.04	0.03	3.70	3.51	-0.01	$-1.00	4.00	28	42.0	692.000	0.19	2024-08-09
AUR240816P00002500	AUR	PUT	Long	2.50	None	$-0.01	-0.25	$0.17	0.05	0.52	0.04	0.03	3.70	3.53	-0.01	$-1.00	4.00	27	42.0	692.000	0.17	2024-08-08
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.01	-0.25	$0.39	0.11	0.25	0.04	0.03	3.70	3.31	-0.01	$-1.00	4.00	26	42.0	692.000	0.39	2024-08-07
AUR240816P00002500	AUR	PUT	Long	2.50	None	$-0.01	-0.25	$0.18	0.05	0.38	0.04	0.03	3.70	3.52	-0.01	$-1.00	4.00	25	42.0	692.000	0.18	2024-08-06
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.56	-0.15	-0.52	0.04	0.04	3.70	4.26	0.00	$0.00	4.00	17	10.0	618.000	-0.56	2024-07-29
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.53	-0.14	0.33	0.04	0.04	3.70	4.23	0.00	$0.00	4.00	14	10.0	618.000	-0.53	2024-07-26
AUR240816P00002500	AUR	PUT	Long	2.50	None	$0.00	0.00	$-0.46	-0.12	0.26	0.04	0.04	3.70	4.16	0.00	$0.00	4.00	13	10.0	618.000	-0.46	2024-07-25
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.44	-0.12	0.23	0.04	0.04	3.70	4.14	0.00	$0.00	4.00	12	10.0	618.000	-0.44	2024-07-24
AUR240816P00002500	AUR	PUT	Long	2.50	None	$0.00	0.00	$-0.71	-0.19	0.33	0.04	0.04	3.70	4.41	0.00	$0.00	4.00	11	10.0	608.000	-0.71	2024-07-23
AUR240816P00002500	AUR	PUT	Long	2.50	None	$0.01	0.25	$-0.50	-0.14	0.20	0.04	0.05	3.70	4.20	0.01	$1.00	4.00	10	41.0	598.000	-0.50	2024-07-22
AUR240816P00002500	AUR	PUT	Long	2.50	None	$0.00	0.00	$-0.53	-0.14	0.16	0.04	0.04	3.70	4.23	0.00	$0.00	4.00	7	1.0	598.000	-0.53	2024-07-19
AUR240816P00002500	AUR	PUT	Long	2.50	None	$0.00	0.00	$-0.59	-0.16	0.16	0.04	0.04	3.70	4.29	0.00	$0.00	4.00	6	1.0	597.000	-0.59	2024-07-18
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.25	$-0.62	-0.17	0.14	0.04	0.05	3.70	4.32	0.01	$1.00	4.00	5	4.0	593.000	-0.62	2024-07-17
AUR240816P00002500	AUR	PUT	Long	2.50	None	$-0.02	-0.50	$-1.23	-0.33	0.33	0.04	0.02	3.70	4.93	-0.02	$-2.00	4.00	4	15.0	0.000	-1.23	2024-07-16
AUR240816P00002500	AUR	PUT	Long	2.50	None	$0.01	0.25	$-0.91	-0.25	0.20	0.04	0.05	3.70	4.61	0.01	$1.00	4.00	3	537.0	73.000	-0.91	2024-07-15
AUR240816P00002500	AUR	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.01	0.04	0.04	3.70	3.70	0.00	$0.00	4.00	1	18.0	69.000	-0.00	2024-07-13
AUR240816P00002500	AUR	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.04	0.04	3.70	3.70	0.00	$0.00	4.00	0	18.0	69.000	-0.00	2024-07-12

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