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View Outliers PnL Drill-Down: BMRN240621C00085000

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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
2024-04-25	BMRN	BMRN240621C00085000	85.00	16.0	463.000	0.297	0.158	1.1	3.6	0.010	2.830	5.330	2.15	81.82	2024-06-21	CALL	Long	0.099	0.145	-0.099

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	BMRN	0.909	0.044	0.208	0.084	0.074	0.008	67.19	0.069	0.0000	61.93	99.00	21	1y	67.65

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
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.03	-0.48	$1.98	0.02	0.02	2.15	1.12	82.17	84.15	-1.03	$-103.00	215.00	54	4.0	1546.000	1.98	2024-06-18
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.10	-0.51	$2.85	0.03	0.03	2.15	1.05	82.17	85.02	-1.10	$-110.00	215.00	53	30.0	1546.000	2.85	2024-06-17
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.55	-0.72	$1.34	0.02	-0.01	2.15	0.60	82.17	83.51	-1.55	$-155.00	215.00	50	22.0	1541.000	1.34	2024-06-14
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.20	-0.56	$2.07	0.03	-0.03	2.15	0.95	82.17	84.24	-1.20	$-120.00	215.00	49	10.0	1541.000	2.07	2024-06-13
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.15	-0.53	$2.38	0.03	-0.02	2.15	1.00	82.17	84.55	-1.15	$-115.00	215.00	48	316.0	1588.000	2.38	2024-06-12
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-0.95	-0.44	$1.70	0.02	0.04	2.15	1.20	82.17	83.87	-0.95	$-95.00	215.00	47	15.0	1598.000	1.70	2024-06-11
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.08	-0.50	$0.77	0.01	0.06	2.15	1.07	82.17	82.94	-1.08	$-108.00	215.00	46	205.0	1666.000	0.77	2024-06-10
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.40	-0.65	$-1.48	-0.02	0.12	2.15	0.75	82.17	80.69	-1.40	$-140.00	215.00	45	480.0	1510.000	-1.48	2024-06-09
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.40	-0.65	$-1.48	-0.02	0.08	2.15	0.75	82.17	80.69	-1.40	$-140.00	215.00	43	480.0	1510.000	-1.48	2024-06-07
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.53	-0.71	$-1.32	-0.02	0.04	2.15	0.62	82.17	80.85	-1.53	$-153.00	215.00	42	5.0	1509.000	-1.32	2024-06-06
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.50	-0.70	$-2.50	-0.03	0.09	2.15	0.65	82.17	79.67	-1.50	$-150.00	215.00	41	8.0	1506.000	-2.50	2024-06-05
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.45	-0.67	$-3.08	-0.04	0.09	2.15	0.70	82.17	79.09	-1.45	$-145.00	215.00	40	815.0	1050.000	-3.08	2024-06-04
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.75	-0.81	$-5.76	-0.07	0.12	2.15	0.40	82.17	76.41	-1.75	$-175.00	215.00	39	5.0	1046.000	-5.76	2024-06-03
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.94	-0.90	$-7.10	-0.09	0.17	2.15	0.21	82.17	75.07	-1.94	$-194.00	215.00	36	364.0	1046.000	-7.10	2024-05-31
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.93	-0.90	$-7.69	-0.09	0.11	2.15	0.22	82.17	74.48	-1.93	$-193.00	215.00	35	363.0	944.000	-7.69	2024-05-30
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.80	-0.84	$-7.11	-0.09	0.14	2.15	0.35	82.17	75.06	-1.80	$-180.00	215.00	34	6.0	940.000	-7.11	2024-05-29
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.85	-0.86	$-7.74	-0.09	0.11	2.15	0.30	82.17	74.43	-1.85	$-185.00	215.00	33	2.0	938.000	-7.74	2024-05-28
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.78	-0.83	$-6.65	-0.08	0.13	2.15	0.37	82.17	75.52	-1.78	$-178.00	215.00	32	9.0	941.000	-6.65	2024-05-27
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.78	-0.83	$-6.65	-0.08	0.11	2.15	0.37	82.17	75.52	-1.78	$-178.00	215.00	29	9.0	941.000	-6.65	2024-05-24
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.90	-0.88	$-6.27	-0.08	0.10	2.15	0.25	82.17	75.90	-1.90	$-190.00	215.00	28	23.0	944.000	-6.27	2024-05-23
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.85	-0.86	$-5.72	-0.07	0.08	2.15	0.30	82.17	76.45	-1.85	$-185.00	215.00	27	11.0	944.000	-5.72	2024-05-22
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.68	-0.78	$-4.83	-0.06	0.04	2.15	0.47	82.17	77.34	-1.68	$-168.00	215.00	26	5.0	944.000	-4.83	2024-05-21
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.70	-0.79	$-5.12	-0.06	-0.22	2.15	0.45	82.17	77.05	-1.70	$-170.00	215.00	25	17.0	0.000	-5.12	2024-05-20
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.45	-0.67	$-4.61	-0.06	0.04	2.15	0.70	82.17	77.56	-1.45	$-145.00	215.00	24	26.0	909.000	-4.61	2024-05-19
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.45	-0.67	$-4.61	-0.06	0.04	2.15	0.70	82.17	77.56	-1.45	$-145.00	215.00	23	26.0	909.000	-4.61	2024-05-18
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.45	-0.67	$-4.61	-0.06	0.03	2.15	0.70	82.17	77.56	-1.45	$-145.00	215.00	22	26.0	909.000	-4.61	2024-05-17
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.20	-0.56	$-1.77	-0.02	-0.02	2.15	0.95	82.17	80.40	-1.20	$-120.00	215.00	20	144.0	894.000	-1.77	2024-05-15
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-1.06	-0.49	$-2.52	-0.03	0.03	2.15	1.09	82.17	79.65	-1.06	$-106.00	215.00	19	7.0	892.000	-2.52	2024-05-14
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-0.65	-0.30	$-1.67	-0.02	0.03	2.15	1.50	82.17	80.50	-0.65	$-65.00	215.00	18	142.0	892.000	-1.67	2024-05-13
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-0.65	-0.30	$-1.14	-0.01	-0.26	2.15	1.50	82.17	81.03	-0.65	$-65.00	215.00	17	142.0	892.000	-1.14	2024-05-12
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-0.35	-0.16	$-0.45	-0.01	0.00	2.15	1.80	82.17	81.72	-0.35	$-35.00	215.00	14	43.0	890.000	-0.45	2024-05-09
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-0.35	-0.16	$-0.34	-0.00	-0.01	2.15	1.80	82.17	81.83	-0.35	$-35.00	215.00	13	43.0	847.000	-0.34	2024-05-08
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-0.08	-0.04	$0.41	0.00	-0.00	2.15	2.07	82.17	82.58	-0.08	$-8.00	215.00	12	1.0	846.000	0.41	2024-05-07
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$0.32	0.15	$0.27	0.00	0.02	2.15	2.47	82.17	82.44	0.32	$32.00	215.00	8	142.0	708.000	0.27	2024-05-03
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$0.55	0.26	$1.63	0.02	-0.02	2.15	2.70	82.17	83.80	0.55	$55.00	215.00	7	50.0	683.000	1.63	2024-05-02
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$-0.15	-0.07	$-0.16	-0.00	-0.04	2.15	2.00	82.17	82.01	-0.15	$-15.00	215.00	4	3.0	538.000	-0.16	2024-04-29
BMRN240621C00085000	BMRN	CALL	Long	85.00	Exit OP PnL: $-0.50;Exit EQ PnL: -0.63; Position is Long and position continued to lose. Latest OP price is: $1.65 (EQ: $81.54). Initial OP price was: $2.15 (EQ: $82.17). Surpassed Stop Loss Percentage: -0.2325581395348837209302325581 < -0.16.	$-0.60	-0.28	$-1.26	-0.02	-0.04	2.15	1.55	82.17	80.91	-0.60	$-60.00	215.00	1	100.0	493.000	-1.26	2024-04-26
BMRN240621C00085000	BMRN	CALL	Long	85.00	None	$0.00	0.00	$0.00	0.00	0.00	2.15	2.15	82.17	82.17	0.00	$0.00	215.00	0	47.0	463.000	0.00	2024-04-25

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