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View Outliers PnL Drill-Down: BCRX241220C00007000

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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
2024-11-04	BCRX	BCRX241220C00007000	7.00	113.0	734.000	0.594	0.235	0.3	0.1	0.010	0.630	0.450	0.65	7.15	2024-12-20	CALL	Long	0.207	0.250	-0.128

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
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.25	-0.38	$0.04	0.01	0.68	0.65	0.40	7.35	7.39	-0.25	$-25.00	65.00	45	2.0	988.000	0.04	2024-12-19
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.22	-0.34	$-0.04	-0.01	0.14	0.65	0.43	7.35	7.31	-0.22	$-22.00	65.00	44	378.0	1222.000	-0.04	2024-12-18
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.28	0.43	$0.14	0.02	0.43	0.65	0.93	7.35	7.49	0.28	$28.00	65.00	43	312.0	1222.000	0.14	2024-12-17
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.28	0.43	$0.11	0.01	0.01	0.65	0.93	7.35	7.46	0.28	$28.00	65.00	42	312.0	1222.000	0.11	2024-12-16
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.28	0.43	$0.18	0.02	0.47	0.65	0.93	7.35	7.53	0.28	$28.00	65.00	39	312.0	1222.000	0.18	2024-12-13
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.28	0.43	$0.25	0.03	0.54	0.65	0.93	7.35	7.60	0.28	$28.00	65.00	38	312.0	1222.000	0.25	2024-12-12
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.28	0.43	$0.51	0.07	0.74	0.65	0.93	7.35	7.86	0.28	$28.00	65.00	37	312.0	1222.000	0.51	2024-12-11
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.28	0.43	$0.58	0.08	0.15	0.65	0.93	7.35	7.93	0.28	$28.00	65.00	36	312.0	1224.000	0.58	2024-12-10
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.10	-0.15	$0.38	0.05	0.51	0.65	0.55	7.35	7.73	-0.10	$-10.00	65.00	35	10.0	1224.000	0.38	2024-12-09
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.10	-0.15	$0.26	0.04	0.09	0.65	0.55	7.35	7.61	-0.10	$-10.00	65.00	34	10.0	1224.000	0.26	2024-12-08
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.10	-0.15	$0.26	0.04	0.08	0.65	0.55	7.35	7.61	-0.10	$-10.00	65.00	32	10.0	1224.000	0.26	2024-12-06
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.10	-0.15	$0.49	0.07	0.04	0.65	0.55	7.35	7.84	-0.10	$-10.00	65.00	31	10.0	1214.000	0.49	2024-12-05
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.08	-0.12	$-0.02	-0.00	0.04	0.65	0.57	7.35	7.33	-0.08	$-8.00	65.00	30	4.0	1212.000	-0.02	2024-12-04
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.15	-0.23	$-0.16	-0.02	0.17	0.65	0.50	7.35	7.19	-0.15	$-15.00	65.00	29	2.0	1212.000	-0.16	2024-12-03
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.15	-0.23	$0.03	0.00	0.04	0.65	0.50	7.35	7.38	-0.15	$-15.00	65.00	28	2.0	1212.000	0.03	2024-12-02
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.02	0.03	$0.15	0.02	-0.54	0.65	0.67	7.35	7.50	0.02	$2.00	65.00	27	1.0	0.000	0.15	2024-12-01
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.02	0.03	$0.15	0.02	0.12	0.65	0.67	7.35	7.50	0.02	$2.00	65.00	26	1.0	1212.000	0.15	2024-11-30
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.02	0.03	$0.15	0.02	0.10	0.65	0.67	7.35	7.50	0.02	$2.00	65.00	24	1.0	1213.000	0.15	2024-11-28
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.13	-0.20	$0.22	0.03	0.08	0.65	0.52	7.35	7.57	-0.13	$-13.00	65.00	23	10.0	1213.000	0.22	2024-11-27
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.13	-0.20	$0.14	0.02	0.07	0.65	0.52	7.35	7.49	-0.13	$-13.00	65.00	22	10.0	1203.000	0.14	2024-11-26
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.07	-0.11	$-0.08	-0.01	0.05	0.65	0.58	7.35	7.27	-0.07	$-7.00	65.00	21	20.0	1183.000	-0.08	2024-11-25
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.15	0.23	$0.25	0.03	0.37	0.65	0.80	7.35	7.60	0.15	$15.00	65.00	20	1.0	1182.000	0.25	2024-11-24
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.15	0.23	$0.25	0.03	0.34	0.65	0.80	7.35	7.60	0.15	$15.00	65.00	19	1.0	1182.000	0.25	2024-11-23
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.15	0.23	$0.25	0.03	0.13	0.65	0.80	7.35	7.60	0.15	$15.00	65.00	18	1.0	1182.000	0.25	2024-11-22
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.00	0.00	$0.14	0.02	-0.02	0.65	0.65	7.35	7.49	0.00	$0.00	65.00	17	352.0	1220.000	0.14	2024-11-21
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.05	-0.08	$-0.05	-0.01	0.04	0.65	0.60	7.35	7.30	-0.05	$-5.00	65.00	16	5.0	1220.000	-0.05	2024-11-20
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.15	-0.23	$-0.14	-0.02	0.05	0.65	0.50	7.35	7.21	-0.15	$-15.00	65.00	15	10.0	1212.000	-0.14	2024-11-19
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.10	-0.15	$-0.29	-0.04	-0.02	0.65	0.55	7.35	7.06	-0.10	$-10.00	65.00	14	341.0	1022.000	-0.29	2024-11-18
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.21	-0.32	$-0.32	-0.04	-0.02	0.65	0.44	7.35	7.03	-0.21	$-21.00	65.00	13	160.0	875.000	-0.32	2024-11-17
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.21	-0.32	$-0.32	-0.04	-0.03	0.65	0.44	7.35	7.03	-0.21	$-21.00	65.00	12	160.0	875.000	-0.32	2024-11-16
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$-0.21	-0.32	$-0.32	-0.04	-0.05	0.65	0.44	7.35	7.03	-0.21	$-21.00	65.00	11	160.0	875.000	-0.32	2024-11-15
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.30	0.46	$0.10	0.01	-0.01	0.65	0.95	7.35	7.45	0.30	$30.00	65.00	10	80.0	875.000	0.10	2024-11-14
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.30	0.46	$0.29	0.04	0.10	0.65	0.95	7.35	7.64	0.30	$30.00	65.00	9	80.0	828.000	0.29	2024-11-13
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.48	0.74	$0.47	0.06	0.02	0.65	1.13	7.35	7.82	0.48	$48.00	65.00	8	60.0	817.000	0.47	2024-11-12
BCRX241220C00007000	BCRX	CALL	Long	7.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.54	$0.84	0.11	0.28	0.65	1.00	7.35	8.19	0.35	$35.00	65.00	7	20.0	817.000	0.84	2024-11-11
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.35	0.54	$0.43	0.06	0.10	0.65	1.00	7.35	7.78	0.35	$35.00	65.00	6	20.0	817.000	0.43	2024-11-10
BCRX241220C00007000	BCRX	CALL	Long	7.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.54	$0.43	0.06	0.09	0.65	1.00	7.35	7.78	0.35	$35.00	65.00	5	20.0	817.000	0.43	2024-11-09
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.35	0.54	$0.35	0.05	-0.04	0.65	1.00	7.35	7.70	0.35	$35.00	65.00	4	20.0	817.000	0.35	2024-11-08
BCRX241220C00007000	BCRX	CALL	Long	7.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.54	$0.32	0.04	0.11	0.65	1.00	7.35	7.67	0.35	$35.00	65.00	3	20.0	817.000	0.32	2024-11-07
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.25	0.38	$0.38	0.05	0.00	0.65	0.90	7.35	7.73	0.25	$25.00	65.00	2	9.0	811.000	0.38	2024-11-06
BCRX241220C00007000	BCRX	CALL	Long	7.00	None	$0.05	0.08	$-0.30	-0.04	0.06	0.65	0.70	7.35	7.05	0.05	$5.00	65.00	1	1.0	810.000	-0.30	2024-11-05
BCRX241220C00007000	BCRX	CALL	Long	7.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.65	0.65	7.35	7.35	0.00	$0.00	65.00	0	113.0	734.000	0.00	2024-11-04

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