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View Outliers PnL Drill-Down: BCRX240216P00007000

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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
2024-01-08	BCRX	BCRX240216P00007000	7.00	5.0	10.000	0.850	0.349	0.8	0.1	-0.020	1.100	0.420	0.55	7.65	2024-02-16	PUT	Long	0.332	0.404	0.256

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	BCRX	0.727	0.089	0.303	0.176	0.121	-0.111	7.49	-0.684	0.0000	4.13	8.69	21	1y	7.81

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
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.78	1.42	$1.80	0.24	0.77	0.55	1.33	7.65	5.85	0.78	$78.00	55.00	32	1.0	13.000	1.80	2024-02-09
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.33	0.30	1.50	0.55	1.60	7.65	5.32	1.05	$105.00	55.00	31	1.0	13.000	2.33	2024-02-08
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.35	0.31	1.06	0.55	1.60	7.65	5.30	1.05	$105.00	55.00	30	1.0	13.000	2.35	2024-02-07
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.14	0.28	2.26	0.55	1.60	7.65	5.51	1.05	$105.00	55.00	29	1.0	13.000	2.14	2024-02-06
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.51	0.33	-0.85	0.55	1.60	7.65	5.14	1.05	$105.00	55.00	28	1.0	13.000	2.51	2024-02-05
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.57	0.34	-0.85	0.55	1.60	7.65	5.08	1.05	$105.00	55.00	27	1.0	0.000	2.57	2024-02-04
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.57	0.34	0.97	0.55	1.60	7.65	5.08	1.05	$105.00	55.00	25	1.0	14.000	2.57	2024-02-02
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.37	0.31	2.11	0.55	1.60	7.65	5.28	1.05	$105.00	55.00	24	1.0	14.000	2.37	2024-02-01
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.35	0.31	1.60	0.55	1.60	7.65	5.30	1.05	$105.00	55.00	23	1.0	14.000	2.35	2024-01-31
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.15	0.28	-0.15	0.55	1.60	7.65	5.50	1.05	$105.00	55.00	22	1.0	14.000	2.15	2024-01-30
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$1.98	0.26	-0.05	0.55	1.60	7.65	5.67	1.05	$105.00	55.00	21	1.0	14.000	1.98	2024-01-29
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.21	0.29	0.52	0.55	1.60	7.65	5.44	1.05	$105.00	55.00	20	1.0	14.000	2.21	2024-01-28
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.21	0.29	0.48	0.55	1.60	7.65	5.44	1.05	$105.00	55.00	19	1.0	14.000	2.21	2024-01-27
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.21	0.29	-0.12	0.55	1.60	7.65	5.44	1.05	$105.00	55.00	18	1.0	14.000	2.21	2024-01-26
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.20	0.29	0.14	0.55	1.60	7.65	5.45	1.05	$105.00	55.00	17	1.0	14.000	2.20	2024-01-25
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.25	0.29	-0.09	0.55	1.60	7.65	5.40	1.05	$105.00	55.00	16	1.0	14.000	2.25	2024-01-24
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.10	0.27	0.05	0.55	1.60	7.65	5.55	1.05	$105.00	55.00	15	1.0	14.000	2.10	2024-01-23
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$1.05	1.91	$2.03	0.27	0.31	0.55	1.60	7.65	5.62	1.05	$105.00	55.00	14	1.0	15.000	2.03	2024-01-22
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.70	1.27	$1.98	0.26	0.13	0.55	1.25	7.65	5.67	0.70	$70.00	55.00	11	1.0	15.000	1.98	2024-01-19
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.70	1.27	$1.89	0.25	-0.16	0.55	1.25	7.65	5.76	0.70	$70.00	55.00	10	1.0	15.000	1.89	2024-01-18
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.70	1.27	$1.69	0.22	-0.10	0.55	1.25	7.65	5.96	0.70	$70.00	55.00	9	1.0	15.000	1.69	2024-01-17
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.33	0.60	$1.70	0.22	0.34	0.55	0.88	7.65	5.95	0.33	$33.00	55.00	8	1.0	15.000	1.70	2024-01-16
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.33	0.60	$1.30	0.17	-0.10	0.55	0.88	7.65	6.35	0.33	$33.00	55.00	4	1.0	15.000	1.30	2024-01-12
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.33	0.60	$1.18	0.15	-0.15	0.55	0.88	7.65	6.47	0.33	$33.00	55.00	3	1.0	15.000	1.18	2024-01-11
BCRX240216P00007000	BCRX	PUT	Long	7.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.06	0.11	$0.77	0.10	-0.08	0.55	0.61	7.65	6.88	0.06	$6.00	55.00	2	3.0	14.000	0.77	2024-01-10
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$-0.05	-0.09	$0.21	0.03	-0.11	0.55	0.50	7.65	7.44	-0.05	$-5.00	55.00	1	4.0	13.000	0.21	2024-01-09
BCRX240216P00007000	BCRX	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	7.65	7.65	0.00	$0.00	55.00	0	5.0	10.000	-0.00	2024-01-08

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