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View Outliers PnL Drill-Down: BHVN240621C00040000

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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
2024-05-10	BHVN	BHVN240621C00040000	40.00	53.0	145.000	1.043	0.290	0.1	4.7	0.010	2.670	7.240	3.40	35.26	2024-06-21	CALL	Long	0.311	0.343	-0.137

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	BHVN	0.636	0.109	0.217	0.171	0.175	0.042	39.12	0.000	0.0000	32.77	59.75	21	1y	51.21

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
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.67	-0.99	$-2.93	-0.08	1.18	3.72	0.05	35.69	32.76	-3.67	$-367.00	372.00	37	533.0	3686.000	-2.93	2024-06-18
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.52	-0.95	$-2.69	-0.08	0.84	3.72	0.20	35.69	33.00	-3.52	$-352.00	372.00	36	165.0	3686.000	-2.69	2024-06-17
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.52	-0.95	$-1.85	-0.05	0.82	3.72	0.20	35.69	33.84	-3.52	$-352.00	372.00	33	165.0	3783.000	-1.85	2024-06-14
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.62	-0.97	$-2.25	-0.06	0.76	3.72	0.10	35.69	33.44	-3.62	$-362.00	372.00	32	7.0	3789.000	-2.25	2024-06-13
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.58	-0.96	$-1.94	-0.05	0.68	3.72	0.14	35.69	33.75	-3.58	$-358.00	372.00	31	34.0	3789.000	-1.94	2024-06-12
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.58	-0.96	$-1.46	-0.04	0.55	3.72	0.14	35.69	34.23	-3.58	$-358.00	372.00	30	34.0	3475.000	-1.46	2024-06-11
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.51	-0.94	$-0.60	-0.02	0.55	3.72	0.21	35.69	35.09	-3.51	$-351.00	372.00	29	1344.0	4153.000	-0.60	2024-06-10
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.52	-0.95	$-2.05	-0.06	0.83	3.72	0.20	35.69	33.64	-3.52	$-352.00	372.00	28	31.0	4181.000	-2.05	2024-06-09
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.52	-0.95	$-2.05	-0.06	0.60	3.72	0.20	35.69	33.64	-3.52	$-352.00	372.00	26	31.0	4181.000	-2.05	2024-06-07
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.42	-0.92	$-2.09	-0.06	0.63	3.72	0.30	35.69	33.60	-3.42	$-342.00	372.00	25	24.0	4194.000	-2.09	2024-06-06
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.27	-0.88	$-0.91	-0.03	0.58	3.72	0.45	35.69	34.78	-3.27	$-327.00	372.00	24	8.0	4187.000	-0.91	2024-06-05
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.32	-0.89	$-2.32	-0.07	0.73	3.72	0.40	35.69	33.37	-3.32	$-332.00	372.00	23	24.0	4187.000	-2.32	2024-06-04
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-2.97	-0.80	$-1.15	-0.03	0.68	3.72	0.75	35.69	34.54	-2.97	$-297.00	372.00	22	24.0	4169.000	-1.15	2024-06-03
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-2.87	-0.77	$-0.62	-0.02	0.59	3.72	0.85	35.69	35.07	-2.87	$-287.00	372.00	19	42.0	4147.000	-0.62	2024-05-31
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-2.72	-0.73	$-0.54	-0.02	0.58	3.72	1.00	35.69	35.15	-2.72	$-272.00	372.00	18	76.0	4119.000	-0.54	2024-05-30
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$-3.07	-0.83	$-2.52	-0.07	0.72	3.72	0.65	35.69	33.17	-3.07	$-307.00	372.00	17	238.0	3819.000	-2.52	2024-05-29
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.94	0.25	$2.25	0.06	1.41	3.72	4.66	35.69	37.94	0.94	$94.00	372.00	16	2344.0	1921.000	2.25	2024-05-28
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.28	0.08	$1.03	0.03	1.39	3.72	4.00	35.69	36.72	0.28	$28.00	372.00	15	33.0	1911.000	1.03	2024-05-27
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.28	0.08	$1.06	0.03	1.21	3.72	4.00	35.69	36.75	0.28	$28.00	372.00	12	33.0	1911.000	1.06	2024-05-24
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.43	0.12	$0.81	0.02	1.21	3.72	4.15	35.69	36.50	0.43	$43.00	372.00	11	15.0	2222.000	0.81	2024-05-23
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$1.28	0.34	$2.30	0.06	1.24	3.72	5.00	35.69	37.99	1.28	$128.00	372.00	10	1008.0	968.000	2.30	2024-05-22
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$1.88	0.51	$3.01	0.08	1.35	3.72	5.60	35.69	38.70	1.88	$188.00	372.00	9	138.0	848.000	3.01	2024-05-21
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$1.78	0.48	$3.63	0.10	-0.05	3.72	5.50	35.69	39.32	1.78	$178.00	372.00	8	17.0	0.000	3.63	2024-05-20
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.70	0.19	$1.68	0.05	1.15	3.72	4.42	35.69	37.37	0.70	$70.00	372.00	7	48.0	824.000	1.68	2024-05-19
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.70	0.19	$1.68	0.05	1.13	3.72	4.42	35.69	37.37	0.70	$70.00	372.00	6	48.0	824.000	1.68	2024-05-18
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.70	0.19	$1.66	0.05	1.10	3.72	4.42	35.69	37.35	0.70	$70.00	372.00	5	48.0	824.000	1.66	2024-05-17
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.38	0.10	$1.39	0.04	1.11	3.72	4.10	35.69	37.08	0.38	$38.00	372.00	3	91.0	721.000	1.39	2024-05-15
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.98	0.26	$1.55	0.04	1.13	3.72	4.70	35.69	37.24	0.98	$98.00	372.00	2	571.0	231.000	1.55	2024-05-14
BHVN240621C00040000	BHVN	CALL	Long	40.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.67; Exit EQ PnL: -1.86	$-0.62	-0.17	$-1.91	-0.05	1.14	3.72	3.10	35.69	33.78	-0.62	$-62.00	372.00	1	36.0	219.000	-1.91	2024-05-13
BHVN240621C00040000	BHVN	CALL	Long	40.00	None	$0.00	0.00	$0.00	0.00	0.00	3.72	3.72	35.69	35.69	0.00	$0.00	372.00	0	17.0	219.000	0.00	2024-05-12

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