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View Outliers PnL Drill-Down: AUR241018P00004000

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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
2024-08-23	AUR	AUR241018P00004000	4.00	10.0	127.000	0.852	0.485	0.4	0.2	0.000	0.660	0.420	0.45	4.20	2024-10-18	PUT	Long	0.440	0.470	0.185

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
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.43	-0.96	$-1.88	-0.44	1.97	0.45	0.02	4.30	6.18	-0.43	$-43.00	45.00	54	2.0	808.000	-1.88	2024-10-16
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.53	-0.36	1.08	0.45	0.05	4.30	5.83	-0.40	$-40.00	45.00	52	1.0	808.000	-1.53	2024-10-14
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.45	-0.34	0.63	0.45	0.05	4.30	5.75	-0.40	$-40.00	45.00	49	1.0	808.000	-1.45	2024-10-11
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.42	-0.33	0.54	0.45	0.05	4.30	5.72	-0.40	$-40.00	45.00	48	1.0	808.000	-1.42	2024-10-10
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.18	-0.27	0.33	0.45	0.05	4.30	5.48	-0.40	$-40.00	45.00	47	1.0	808.000	-1.18	2024-10-09
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.44	-0.98	$-1.01	-0.23	0.13	0.45	0.01	4.30	5.31	-0.44	$-44.00	45.00	45	1.0	808.000	-1.01	2024-10-07
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.44	-0.98	$-1.25	-0.29	-0.40	0.45	0.01	4.30	5.55	-0.44	$-44.00	45.00	44	1.0	0.000	-1.25	2024-10-06
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.44	-0.98	$-1.25	-0.29	0.51	0.45	0.01	4.30	5.55	-0.44	$-44.00	45.00	43	1.0	808.000	-1.25	2024-10-05
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.44	-0.98	$-1.25	-0.29	0.46	0.45	0.01	4.30	5.55	-0.44	$-44.00	45.00	42	1.0	808.000	-1.25	2024-10-04
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-0.90	-0.21	0.11	0.45	0.05	4.30	5.20	-0.40	$-40.00	45.00	41	3.0	808.000	-0.90	2024-10-03
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.41	-0.91	$-1.14	-0.27	0.02	0.45	0.04	4.30	5.44	-0.41	$-41.00	45.00	40	5.0	808.000	-1.14	2024-10-02
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.25	-0.29	0.21	0.45	0.05	4.30	5.55	-0.40	$-40.00	45.00	39	8.0	808.000	-1.25	2024-10-01
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.62	-0.38	0.14	0.45	0.05	4.30	5.92	-0.40	$-40.00	45.00	38	8.0	808.000	-1.62	2024-09-30
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.66	-0.39	-0.40	0.45	0.05	4.30	5.96	-0.40	$-40.00	45.00	37	8.0	808.000	-1.66	2024-09-29
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.66	-0.39	0.11	0.45	0.05	4.30	5.96	-0.40	$-40.00	45.00	36	8.0	808.000	-1.66	2024-09-28
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.66	-0.39	0.08	0.45	0.05	4.30	5.96	-0.40	$-40.00	45.00	35	8.0	808.000	-1.66	2024-09-27
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.40	-0.89	$-1.50	-0.35	0.29	0.45	0.05	4.30	5.80	-0.40	$-40.00	45.00	34	8.0	811.000	-1.50	2024-09-26
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.35	-0.78	$-2.10	-0.49	0.35	0.45	0.10	4.30	6.40	-0.35	$-35.00	45.00	33	261.0	600.000	-2.10	2024-09-25
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.38	-0.84	$-2.00	-0.47	0.29	0.45	0.07	4.30	6.30	-0.38	$-38.00	45.00	32	39.0	600.000	-2.00	2024-09-24
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.38	-0.84	$-0.79	-0.18	-0.05	0.45	0.07	4.30	5.09	-0.38	$-38.00	45.00	31	109.0	507.000	-0.79	2024-09-23
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.35	-0.78	$-0.70	-0.16	-0.65	0.45	0.10	4.30	5.00	-0.35	$-35.00	45.00	30	171.0	0.000	-0.70	2024-09-22
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.35	-0.78	$-0.70	-0.16	-0.06	0.45	0.10	4.30	5.00	-0.35	$-35.00	45.00	28	171.0	426.000	-0.70	2024-09-20
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.35	-0.78	$-0.92	-0.21	0.02	0.45	0.10	4.30	5.22	-0.35	$-35.00	45.00	27	20.0	416.000	-0.92	2024-09-19
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.35	-0.78	$-0.44	-0.10	-0.14	0.45	0.10	4.30	4.74	-0.35	$-35.00	45.00	26	15.0	421.000	-0.44	2024-09-18
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.33	-0.73	$-0.45	-0.10	-0.14	0.45	0.12	4.30	4.75	-0.33	$-33.00	45.00	25	1.0	421.000	-0.45	2024-09-17
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.30	-0.67	$-0.58	-0.13	-0.03	0.45	0.15	4.30	4.88	-0.30	$-30.00	45.00	24	35.0	421.000	-0.58	2024-09-16
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.28	-0.62	$-0.75	-0.17	0.04	0.45	0.17	4.30	5.05	-0.28	$-28.00	45.00	22	33.0	421.000	-0.75	2024-09-14
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.28	-0.62	$-0.75	-0.17	0.01	0.45	0.17	4.30	5.05	-0.28	$-28.00	45.00	21	33.0	421.000	-0.75	2024-09-13
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.25	-0.56	$-0.53	-0.12	-0.04	0.45	0.20	4.30	4.83	-0.25	$-25.00	45.00	20	162.0	303.000	-0.53	2024-09-12
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.10	-0.22	$-0.16	-0.04	-0.09	0.45	0.35	4.30	4.46	-0.10	$-10.00	45.00	19	56.0	248.000	-0.16	2024-09-11
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.03	-0.07	$-0.06	-0.01	-0.01	0.45	0.42	4.30	4.36	-0.03	$-3.00	45.00	18	1.0	247.000	-0.06	2024-09-10
AUR241018P00004000	AUR	PUT	Long	4.00	None	$0.05	0.11	$0.45	0.10	-0.09	0.45	0.50	4.30	3.85	0.05	$5.00	45.00	17	55.0	247.000	0.45	2024-09-09
AUR241018P00004000	AUR	PUT	Long	4.00	None	$0.05	0.11	$0.40	0.09	-0.07	0.45	0.50	4.30	3.90	0.05	$5.00	45.00	14	55.0	194.000	0.40	2024-09-06
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.06	-0.13	$0.25	0.06	-0.14	0.45	0.39	4.30	4.05	-0.06	$-6.00	45.00	13	8.0	194.000	0.25	2024-09-05
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.15	-0.33	$0.11	0.03	-0.05	0.45	0.30	4.30	4.19	-0.15	$-15.00	45.00	12	4.0	190.000	0.11	2024-09-04
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.20	-0.44	$-0.37	-0.09	-0.07	0.45	0.25	4.30	4.67	-0.20	$-20.00	45.00	8	6.0	174.000	-0.37	2024-08-31
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.20	-0.44	$-0.37	-0.09	-0.09	0.45	0.25	4.30	4.67	-0.20	$-20.00	45.00	7	6.0	174.000	-0.37	2024-08-30
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.10	-0.22	$-0.17	-0.04	-0.06	0.45	0.35	4.30	4.47	-0.10	$-10.00	45.00	6	33.0	144.000	-0.17	2024-08-29
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.05	-0.11	$0.16	0.04	-0.10	0.45	0.40	4.30	4.14	-0.05	$-5.00	45.00	5	17.0	144.000	0.16	2024-08-28
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.05	-0.11	$0.02	0.00	-0.84	0.45	0.40	4.30	4.28	-0.05	$-5.00	45.00	4	17.0	144.000	0.02	2024-08-27
AUR241018P00004000	AUR	PUT	Long	4.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.14	$-0.05	-0.11	$-0.08	-0.02	-0.09	0.45	0.40	4.30	4.38	-0.05	$-5.00	45.00	3	17.0	144.000	-0.08	2024-08-26
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.05	-0.11	$-0.00	-0.00	0.18	0.45	0.40	4.30	4.30	-0.05	$-5.00	45.00	2	17.0	127.000	-0.00	2024-08-25
AUR241018P00004000	AUR	PUT	Long	4.00	None	$-0.05	-0.11	$-0.00	-0.00	0.17	0.45	0.40	4.30	4.30	-0.05	$-5.00	45.00	1	17.0	127.000	-0.00	2024-08-24
AUR241018P00004000	AUR	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	4.30	4.30	0.00	$0.00	45.00	0	10.0	127.000	-0.00	2024-08-23

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