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View Outliers PnL Drill-Down: AUR241220C00005000

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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
2024-10-31	AUR	AUR241220C00005000	5.00	287.0	1947.000	0.822	0.492	0.4	0.2	0.010	0.650	0.430	0.78	5.20	2024-12-20	CALL	Long	0.465	0.530	-0.218

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
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.34	1.79	$1.98	0.38	1.92	0.75	2.09	5.20	7.18	1.34	$134.00	75.00	49	1.0	1141.000	1.98	2024-12-19
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.45	1.93	$1.96	0.38	2.31	0.75	2.20	5.20	7.16	1.45	$145.00	75.00	48	154.0	1257.000	1.96	2024-12-18
AUR241220C00005000	AUR	CALL	Long	5.00	None	$2.25	3.00	$2.86	0.55	-0.89	0.75	3.00	5.20	8.06	2.25	$225.00	75.00	47	5.0	1262.000	2.86	2024-12-17
AUR241220C00005000	AUR	CALL	Long	5.00	None	$2.24	2.99	$2.79	0.54	-0.89	0.75	2.99	5.20	7.99	2.24	$224.00	75.00	46	4.0	1276.000	2.79	2024-12-16
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.33	1.77	$1.77	0.34	1.20	0.75	2.08	5.20	6.97	1.33	$133.00	75.00	43	316.0	1562.000	1.77	2024-12-13
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.33	1.77	$2.16	0.42	-0.89	0.75	2.08	5.20	7.36	1.33	$133.00	75.00	42	79.0	1634.000	2.16	2024-12-12
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.65	2.20	$2.17	0.42	1.50	0.75	2.40	5.20	7.37	1.65	$165.00	75.00	41	75.0	1709.000	2.17	2024-12-11
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.70	2.27	$2.19	0.42	0.70	0.75	2.45	5.20	7.39	1.70	$170.00	75.00	40	2.0	1709.000	2.19	2024-12-10
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.85	2.47	$2.42	0.47	0.14	0.75	2.60	5.20	7.62	1.85	$185.00	75.00	39	156.0	1763.000	2.42	2024-12-09
AUR241220C00005000	AUR	CALL	Long	5.00	None	$2.10	2.80	$2.65	0.51	2.48	0.75	2.85	5.20	7.85	2.10	$210.00	75.00	38	88.0	1837.000	2.65	2024-12-08
AUR241220C00005000	AUR	CALL	Long	5.00	None	$2.05	2.73	$2.65	0.51	-0.39	0.75	2.80	5.20	7.85	2.05	$205.00	75.00	36	82.0	1837.000	2.65	2024-12-06
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.21	1.61	$1.72	0.33	0.37	0.75	1.96	5.20	6.92	1.21	$121.00	75.00	35	153.0	1781.000	1.72	2024-12-05
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.45	0.60	$0.83	0.16	0.09	0.75	1.20	5.20	6.03	0.45	$45.00	75.00	34	128.0	1850.000	0.83	2024-12-04
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.20	0.27	$0.72	0.14	-0.04	0.75	0.95	5.20	5.92	0.20	$20.00	75.00	33	9.0	1851.000	0.72	2024-12-03
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.54	0.72	$0.86	0.17	0.25	0.75	1.29	5.20	6.06	0.54	$54.00	75.00	32	12.0	1849.000	0.86	2024-12-02
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.05	1.40	$1.27	0.24	-0.89	0.75	1.80	5.20	6.47	1.05	$105.00	75.00	31	2.0	0.000	1.27	2024-12-01
AUR241220C00005000	AUR	CALL	Long	5.00	None	$1.05	1.40	$1.27	0.24	0.28	0.75	1.80	5.20	6.47	1.05	$105.00	75.00	30	2.0	1847.000	1.27	2024-11-30
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.78	1.04	$1.29	0.25	0.05	0.75	1.53	5.20	6.49	0.78	$78.00	75.00	28	201.0	2013.000	1.29	2024-11-28
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.45	0.60	$1.15	0.22	-0.18	0.75	1.20	5.20	6.35	0.45	$45.00	75.00	27	113.0	2013.000	1.15	2024-11-27
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.54	0.72	$0.85	0.16	0.00	0.75	1.29	5.20	6.05	0.54	$54.00	75.00	26	112.0	2124.000	0.85	2024-11-26
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.75	1.00	$1.25	0.24	0.01	0.75	1.50	5.20	6.45	0.75	$75.00	75.00	25	64.0	2186.000	1.25	2024-11-25
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.95	1.27	$1.29	0.25	0.47	0.75	1.70	5.20	6.49	0.95	$95.00	75.00	24	26.0	2166.000	1.29	2024-11-24
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.95	1.27	$1.29	0.25	0.42	0.75	1.70	5.20	6.49	0.95	$95.00	75.00	23	26.0	2166.000	1.29	2024-11-23
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.85	1.13	$1.29	0.25	0.06	0.75	1.60	5.20	6.49	0.85	$85.00	75.00	22	25.0	2166.000	1.29	2024-11-22
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.55	0.73	$0.74	0.14	0.15	0.75	1.30	5.20	5.94	0.55	$55.00	75.00	21	95.0	2221.000	0.74	2024-11-21
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.47	0.63	$0.81	0.16	-0.07	0.75	1.22	5.20	6.01	0.47	$47.00	75.00	20	92.0	2311.000	0.81	2024-11-20
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.65	0.87	$1.04	0.20	0.06	0.75	1.40	5.20	6.24	0.65	$65.00	75.00	19	286.0	2110.000	1.04	2024-11-19
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.60	0.80	$0.95	0.18	0.12	0.75	1.35	5.20	6.15	0.60	$60.00	75.00	18	614.0	1847.000	0.95	2024-11-18
AUR241220C00005000	AUR	CALL	Long	5.00	None	$-0.18	-0.24	$-0.21	-0.04	-0.00	0.75	0.57	5.20	4.99	-0.18	$-18.00	75.00	17	25.0	1844.000	-0.21	2024-11-17
AUR241220C00005000	AUR	CALL	Long	5.00	None	$-0.18	-0.24	$-0.21	-0.04	-0.02	0.75	0.57	5.20	4.99	-0.18	$-18.00	75.00	16	25.0	1844.000	-0.21	2024-11-16
AUR241220C00005000	AUR	CALL	Long	5.00	None	$-0.18	-0.24	$-0.21	-0.04	0.00	0.75	0.57	5.20	4.99	-0.18	$-18.00	75.00	15	25.0	1844.000	-0.21	2024-11-15
AUR241220C00005000	AUR	CALL	Long	5.00	None	$-0.03	-0.04	$0.18	0.03	-0.07	0.75	0.72	5.20	5.38	-0.03	$-3.00	75.00	14	4.0	1844.000	0.18	2024-11-14
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.16	0.21	$0.09	0.02	-0.07	0.75	0.91	5.20	5.29	0.16	$16.00	75.00	13	21.0	1849.000	0.09	2024-11-13
AUR241220C00005000	AUR	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.04	-0.05	$0.20	0.04	-0.11	0.75	0.71	5.20	5.40	-0.04	$-4.00	75.00	12	2.0	1849.000	0.20	2024-11-12
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.15	0.20	$0.26	0.05	0.01	0.75	0.90	5.20	5.46	0.15	$15.00	75.00	11	5.0	1850.000	0.26	2024-11-11
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.30	0.40	$0.41	0.08	-0.01	0.75	1.05	5.20	5.61	0.30	$30.00	75.00	10	205.0	2045.000	0.41	2024-11-10
AUR241220C00005000	AUR	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.30	0.40	$0.41	0.08	-0.02	0.75	1.05	5.20	5.61	0.30	$30.00	75.00	9	205.0	2045.000	0.41	2024-11-09
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.13	0.17	$0.36	0.07	-0.02	0.75	0.88	5.20	5.56	0.13	$13.00	75.00	8	200.0	2045.000	0.36	2024-11-08
AUR241220C00005000	AUR	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.27	$0.29	0.06	-0.03	0.75	0.95	5.20	5.49	0.20	$20.00	75.00	7	30.0	2062.000	0.29	2024-11-07
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.30	0.40	$0.51	0.10	-0.01	0.75	1.05	5.20	5.71	0.30	$30.00	75.00	6	7.0	2065.000	0.51	2024-11-06
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.00	0.00	$-0.02	-0.00	0.09	0.75	0.75	5.20	5.18	0.00	$0.00	75.00	5	17.0	2073.000	-0.02	2024-11-05
AUR241220C00005000	AUR	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.19	0.25	$0.35	0.07	-0.01	0.75	0.94	5.20	5.55	0.19	$19.00	75.00	4	15.0	2068.000	0.35	2024-11-04
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.25	0.33	$0.61	0.12	0.09	0.75	1.00	5.20	5.81	0.25	$25.00	75.00	1	101.0	1969.000	0.61	2024-11-01
AUR241220C00005000	AUR	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.75	0.75	5.20	5.20	0.00	$0.00	75.00	0	387.0	1947.000	0.00	2024-10-31

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