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View Outliers PnL Drill-Down: AUR241220C00005500

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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	AUR241220C00005500	5.50	98.0	112.000	0.871	0.492	0.2	0.5	0.010	0.470	0.740	0.55	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
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.25	2.27	$1.98	0.38	-0.87	0.55	1.80	5.20	7.18	1.25	$125.00	55.00	49	1.0	587.000	1.98	2024-12-19
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.25	2.27	$1.96	0.38	1.16	0.55	1.80	5.20	7.16	1.25	$125.00	55.00	48	37.0	592.000	1.96	2024-12-18
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.95	3.55	$2.86	0.55	-0.87	0.55	2.50	5.20	8.06	1.95	$195.00	55.00	47	43.0	612.000	2.86	2024-12-17
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.83	3.33	$2.71	0.52	1.71	0.55	2.38	5.20	7.91	1.83	$183.00	55.00	46	15.0	621.000	2.71	2024-12-16
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.15	2.09	$1.77	0.34	1.17	0.55	1.70	5.20	6.97	1.15	$115.00	55.00	43	26.0	636.000	1.77	2024-12-13
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.23	2.24	$2.16	0.42	-0.87	0.55	1.78	5.20	7.36	1.23	$123.00	55.00	42	3.0	638.000	2.16	2024-12-12
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.50	2.73	$2.17	0.42	1.09	0.55	2.05	5.20	7.37	1.50	$150.00	55.00	41	9.0	638.000	2.17	2024-12-11
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.50	2.73	$2.19	0.42	0.25	0.55	2.05	5.20	7.39	1.50	$150.00	55.00	40	9.0	638.000	2.19	2024-12-10
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.50	2.73	$2.42	0.47	-0.06	0.55	2.05	5.20	7.62	1.50	$150.00	55.00	39	9.0	647.000	2.42	2024-12-09
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.94	3.53	$2.65	0.51	0.72	0.55	2.49	5.20	7.85	1.94	$194.00	55.00	38	146.0	742.000	2.65	2024-12-08
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.94	3.53	$2.65	0.51	0.32	0.55	2.49	5.20	7.85	1.94	$194.00	55.00	36	146.0	742.000	2.65	2024-12-06
AUR241220C00005500	AUR	CALL	Long	5.50	None	$1.00	1.82	$1.72	0.33	0.18	0.55	1.55	5.20	6.92	1.00	$100.00	55.00	35	17.0	743.000	1.72	2024-12-05
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.20	0.36	$0.83	0.16	0.12	0.55	0.75	5.20	6.03	0.20	$20.00	55.00	34	4.0	739.000	0.83	2024-12-04
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.11	0.20	$0.72	0.14	-0.01	0.55	0.66	5.20	5.92	0.11	$11.00	55.00	33	1.0	738.000	0.72	2024-12-03
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.50	0.91	$0.86	0.17	0.23	0.55	1.05	5.20	6.06	0.50	$50.00	55.00	32	17.0	738.000	0.86	2024-12-02
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.45	0.82	$1.27	0.24	-0.87	0.55	1.00	5.20	6.47	0.45	$45.00	55.00	31	2.0	0.000	1.27	2024-12-01
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.45	0.82	$1.27	0.24	0.68	0.55	1.00	5.20	6.47	0.45	$45.00	55.00	30	2.0	738.000	1.27	2024-11-30
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.45	0.82	$1.29	0.25	0.11	0.55	1.00	5.20	6.49	0.45	$45.00	55.00	28	2.0	739.000	1.29	2024-11-28
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.35	0.64	$1.14	0.22	-0.16	0.55	0.90	5.20	6.34	0.35	$35.00	55.00	27	14.0	739.000	1.14	2024-11-27
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.35	0.64	$0.85	0.16	0.01	0.55	0.90	5.20	6.05	0.35	$35.00	55.00	26	14.0	733.000	0.85	2024-11-26
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.60	1.09	$1.25	0.24	0.09	0.55	1.15	5.20	6.45	0.60	$60.00	55.00	25	28.0	734.000	1.25	2024-11-25
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.67	1.22	$1.29	0.25	0.13	0.55	1.22	5.20	6.49	0.67	$67.00	55.00	24	28.0	738.000	1.29	2024-11-24
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.67	1.22	$1.29	0.25	0.09	0.55	1.22	5.20	6.49	0.67	$67.00	55.00	23	28.0	738.000	1.29	2024-11-23
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.71	1.29	$1.29	0.25	0.08	0.55	1.26	5.20	6.49	0.71	$71.00	55.00	22	25.0	738.000	1.29	2024-11-22
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.45	0.82	$0.74	0.14	0.14	0.55	1.00	5.20	5.94	0.45	$45.00	55.00	21	48.0	752.000	0.74	2024-11-21
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.35	0.64	$0.81	0.16	0.05	0.55	0.90	5.20	6.01	0.35	$35.00	55.00	20	2.0	752.000	0.81	2024-11-20
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.53	0.96	$1.04	0.20	0.11	0.55	1.08	5.20	6.24	0.53	$53.00	55.00	19	37.0	760.000	1.04	2024-11-19
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.49	0.89	$0.95	0.18	0.06	0.55	1.04	5.20	6.15	0.49	$49.00	55.00	18	314.0	708.000	0.95	2024-11-18
AUR241220C00005500	AUR	CALL	Long	5.50	None	$-0.16	-0.29	$-0.21	-0.04	0.08	0.55	0.39	5.20	4.99	-0.16	$-16.00	55.00	17	81.0	640.000	-0.21	2024-11-17
AUR241220C00005500	AUR	CALL	Long	5.50	None	$-0.16	-0.29	$-0.21	-0.04	0.07	0.55	0.39	5.20	4.99	-0.16	$-16.00	55.00	16	81.0	640.000	-0.21	2024-11-16
AUR241220C00005500	AUR	CALL	Long	5.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.10	-0.18	$-0.21	-0.04	0.04	0.55	0.45	5.20	4.99	-0.10	$-10.00	55.00	15	58.0	640.000	-0.21	2024-11-15
AUR241220C00005500	AUR	CALL	Long	5.50	None	$-0.05	-0.09	$0.18	0.03	-0.14	0.55	0.50	5.20	5.38	-0.05	$-5.00	55.00	14	5.0	633.000	0.18	2024-11-14
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.23	0.42	$0.09	0.02	-0.04	0.55	0.78	5.20	5.29	0.23	$23.00	55.00	13	37.0	596.000	0.09	2024-11-13
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.00	0.00	$0.20	0.04	0.01	0.55	0.55	5.20	5.40	0.00	$0.00	55.00	12	68.0	528.000	0.20	2024-11-12
AUR241220C00005500	AUR	CALL	Long	5.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.10	0.18	$0.26	0.05	0.02	0.55	0.65	5.20	5.46	0.10	$10.00	55.00	11	16.0	512.000	0.26	2024-11-11
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.05	0.09	$0.41	0.08	-0.00	0.55	0.60	5.20	5.61	0.05	$5.00	55.00	10	8.0	515.000	0.41	2024-11-10
AUR241220C00005500	AUR	CALL	Long	5.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.09	$0.41	0.08	-0.01	0.55	0.60	5.20	5.61	0.05	$5.00	55.00	9	8.0	515.000	0.41	2024-11-09
AUR241220C00005500	AUR	CALL	Long	5.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.38	0.07	-0.06	0.55	0.55	5.20	5.58	0.00	$0.00	55.00	8	1.0	515.000	0.38	2024-11-08
AUR241220C00005500	AUR	CALL	Long	5.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.36	$0.29	0.06	0.06	0.55	0.75	5.20	5.49	0.20	$20.00	55.00	7	6.0	620.000	0.29	2024-11-07
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.25	0.45	$0.51	0.10	0.04	0.55	0.80	5.20	5.71	0.25	$25.00	55.00	6	42.0	589.000	0.51	2024-11-06
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.00	0.00	$-0.02	-0.00	0.02	0.55	0.55	5.20	5.18	0.00	$0.00	55.00	5	36.0	558.000	-0.02	2024-11-05
AUR241220C00005500	AUR	CALL	Long	5.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.15	0.27	$0.35	0.07	0.05	0.55	0.70	5.20	5.55	0.15	$15.00	55.00	4	14.0	552.000	0.35	2024-11-04
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.29	0.53	$0.61	0.12	0.14	0.55	0.84	5.20	5.81	0.29	$29.00	55.00	1	507.0	183.000	0.61	2024-11-01
AUR241220C00005500	AUR	CALL	Long	5.50	None	$0.00	0.00	$0.00	0.00	0.00	0.55	0.55	5.20	5.20	0.00	$0.00	55.00	0	98.0	112.000	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