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View Outliers PnL Drill-Down: BCRX240621P00006000

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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
2024-05-15	BCRX	BCRX240621P00006000	6.00	703.0	124.000	0.543	0.335	0.5	0.1	-0.010	0.610	0.220	0.35	6.36	2024-06-21	PUT	Long	0.312	0.357	0.187

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
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.25	-0.71	$0.36	0.06	-0.04	0.35	0.10	6.36	6.00	-0.25	$-25.00	35.00	34	9.0	1369.000	0.36	2024-06-18
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.25	-0.71	$0.12	0.02	0.14	0.35	0.10	6.36	6.24	-0.25	$-25.00	35.00	33	8.0	1370.000	0.12	2024-06-17
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.17	-0.49	$0.19	0.03	0.16	0.35	0.18	6.36	6.17	-0.17	$-17.00	35.00	30	14.0	1361.000	0.19	2024-06-14
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.15	-0.43	$0.13	0.02	0.10	0.35	0.20	6.36	6.23	-0.15	$-15.00	35.00	29	20.0	1341.000	0.13	2024-06-13
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.20	-0.57	$0.06	0.01	0.07	0.35	0.15	6.36	6.30	-0.20	$-20.00	35.00	28	2.0	1341.000	0.06	2024-06-12
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.20	-0.57	$-0.12	-0.02	0.10	0.35	0.15	6.36	6.48	-0.20	$-20.00	35.00	27	2.0	1340.000	-0.12	2024-06-11
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.15	-0.43	$-0.16	-0.03	0.09	0.35	0.20	6.36	6.52	-0.15	$-15.00	35.00	26	41.0	1340.000	-0.16	2024-06-10
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.15	-0.43	$0.05	0.01	0.20	0.35	0.20	6.36	6.31	-0.15	$-15.00	35.00	25	41.0	1299.000	0.05	2024-06-09
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.15	-0.43	$0.05	0.01	0.07	0.35	0.20	6.36	6.31	-0.15	$-15.00	35.00	23	41.0	1299.000	0.05	2024-06-07
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.20	-0.57	$-0.08	-0.01	0.08	0.35	0.15	6.36	6.44	-0.20	$-20.00	35.00	22	49.0	1274.000	-0.08	2024-06-06
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.22	-0.63	$-0.43	-0.07	0.31	0.35	0.13	6.36	6.79	-0.22	$-22.00	35.00	21	30.0	1304.000	-0.43	2024-06-05
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.25	-0.71	$-0.38	-0.06	0.14	0.35	0.10	6.36	6.74	-0.25	$-25.00	35.00	20	5.0	1309.000	-0.38	2024-06-04
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.18	-0.51	$-0.43	-0.07	0.26	0.35	0.17	6.36	6.79	-0.18	$-18.00	35.00	19	4.0	1309.000	-0.43	2024-06-03
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.18	-0.51	$-0.10	-0.02	0.09	0.35	0.17	6.36	6.46	-0.18	$-18.00	35.00	16	4.0	1313.000	-0.10	2024-05-31
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.10	-0.29	$-0.21	-0.03	0.09	0.35	0.25	6.36	6.57	-0.10	$-10.00	35.00	15	43.0	1290.000	-0.21	2024-05-30
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$0.00	0.00	$0.21	0.03	0.14	0.35	0.35	6.36	6.15	0.00	$0.00	35.00	14	7.0	1295.000	0.21	2024-05-29
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.05	-0.14	$0.17	0.03	0.12	0.35	0.30	6.36	6.19	-0.05	$-5.00	35.00	13	73.0	1237.000	0.17	2024-05-28
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$0.00	0.00	$0.23	0.04	0.06	0.35	0.35	6.36	6.13	0.00	$0.00	35.00	12	21.0	1219.000	0.23	2024-05-27
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.05	-0.14	$0.23	0.04	-0.01	0.35	0.30	6.36	6.13	-0.05	$-5.00	35.00	9	18.0	1219.000	0.23	2024-05-24
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.14	-0.40	$0.03	0.00	0.02	0.35	0.21	6.36	6.33	-0.14	$-14.00	35.00	8	437.0	1217.000	0.03	2024-05-23
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.15	-0.43	$-0.30	-0.05	0.08	0.35	0.20	6.36	6.66	-0.15	$-15.00	35.00	7	434.0	1600.000	-0.30	2024-05-22
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.08	-0.23	$-0.06	-0.01	0.04	0.35	0.27	6.36	6.42	-0.08	$-8.00	35.00	6	396.0	1244.000	-0.06	2024-05-21
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.06	-0.17	$0.23	0.04	-0.51	0.35	0.29	6.36	6.13	-0.06	$-6.00	35.00	5	253.0	0.000	0.23	2024-05-20
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.08	-0.23	$0.08	0.01	-0.01	0.35	0.27	6.36	6.28	-0.08	$-8.00	35.00	4	228.0	814.000	0.08	2024-05-19
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$-0.08	-0.23	$0.08	0.01	-0.02	0.35	0.27	6.36	6.28	-0.08	$-8.00	35.00	3	228.0	814.000	0.08	2024-05-18
BCRX240621P00006000	BCRX	PUT	Long	6.00	Exit OP PnL: $-0.10;Exit EQ PnL: -0.16; Position is Long and position continued to lose. Latest OP price is: $0.25 (EQ: $6.52). Initial OP price was: $0.35 (EQ: $6.36). Surpassed Stop Loss Percentage: -0.2857142857142857142857142857 < -0.16.	$-0.08	-0.23	$0.08	0.01	-0.02	0.35	0.27	6.36	6.28	-0.08	$-8.00	35.00	2	228.0	814.000	0.08	2024-05-17
BCRX240621P00006000	BCRX	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	6.36	6.36	0.00	$0.00	35.00	0	703.0	124.000	-0.00	2024-05-15

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