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View Outliers PnL Drill-Down: BMRN241018C00070000

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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
2024-09-16	BMRN	BMRN241018C00070000	70.00	154.0	40.000	0.336	0.236	1.8	1.7	0.020	2.500	2.400	2.75	69.86	2024-10-18	CALL	Long	0.140	0.241	-0.177

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
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.75	-0.64	$0.98	0.01	-0.11	2.75	1.00	69.86	70.84	-1.75	$-175.00	275.00	30	45.0	763.000	0.98	2024-10-16
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.80	-0.65	$0.41	0.01	-0.09	2.75	0.95	69.86	70.27	-1.80	$-180.00	275.00	28	34.0	800.000	0.41	2024-10-14
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.50	-0.55	$0.49	0.01	-0.07	2.75	1.25	69.86	70.35	-1.50	$-150.00	275.00	25	70.0	911.000	0.49	2024-10-11
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.90	-0.69	$-0.01	-0.00	-0.10	2.75	0.85	69.86	69.85	-1.90	$-190.00	275.00	24	49.0	933.000	-0.01	2024-10-10
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.75	-0.64	$-0.06	-0.00	-0.08	2.75	1.00	69.86	69.80	-1.75	$-175.00	275.00	23	52.0	955.000	-0.06	2024-10-09
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-2.00	-0.73	$-0.90	-0.01	-0.06	2.75	0.75	69.86	68.96	-2.00	$-200.00	275.00	21	21.0	947.000	-0.90	2024-10-07
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.60	-0.58	$-0.35	-0.01	-0.07	2.75	1.15	69.86	69.51	-1.60	$-160.00	275.00	19	61.0	946.000	-0.35	2024-10-05
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.70	-0.62	$-0.35	-0.01	-0.09	2.75	1.05	69.86	69.51	-1.70	$-170.00	275.00	18	45.0	946.000	-0.35	2024-10-04
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.85	-0.67	$-1.70	-0.02	-0.06	2.75	0.90	69.86	68.16	-1.85	$-185.00	275.00	17	333.0	1062.000	-1.70	2024-10-03
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.50	-0.55	$-0.20	-0.00	-0.11	2.75	1.25	69.86	69.66	-1.50	$-150.00	275.00	16	103.0	1054.000	-0.20	2024-10-02
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-0.75	-0.27	$0.24	0.00	-0.06	2.75	2.00	69.86	70.10	-0.75	$-75.00	275.00	15	3.0	0.000	0.24	2024-10-01
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.05	-0.38	$0.43	0.01	-0.08	2.75	1.70	69.86	70.29	-1.05	$-105.00	275.00	14	44.0	1039.000	0.43	2024-09-30
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-0.68	-0.25	$0.72	0.01	-0.34	2.75	2.07	69.86	70.58	-0.68	$-68.00	275.00	13	60.0	1039.000	0.72	2024-09-29
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-0.68	-0.25	$0.72	0.01	-0.06	2.75	2.07	69.86	70.58	-0.68	$-68.00	275.00	12	60.0	1005.000	0.72	2024-09-28
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-0.70	-0.25	$0.72	0.01	-0.08	2.75	2.05	69.86	70.58	-0.70	$-70.00	275.00	11	59.0	1005.000	0.72	2024-09-27
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-0.88	-0.32	$0.38	0.01	-0.08	2.75	1.87	69.86	70.24	-0.88	$-88.00	275.00	10	166.0	1030.000	0.38	2024-09-26
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.44	-0.52	$-0.84	-0.01	-0.09	2.75	1.31	69.86	69.02	-1.44	$-144.00	275.00	9	451.0	763.000	-0.84	2024-09-25
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.30	-0.47	$-0.38	-0.01	-0.09	2.75	1.45	69.86	69.48	-1.30	$-130.00	275.00	8	302.0	490.000	-0.38	2024-09-24
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-1.15	-0.42	$-0.73	-0.01	-0.09	2.75	1.60	69.86	69.13	-1.15	$-115.00	275.00	7	172.0	364.000	-0.73	2024-09-23
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-0.54	-0.20	$0.83	0.01	-0.34	2.75	2.21	69.86	70.69	-0.54	$-54.00	275.00	6	165.0	0.000	0.83	2024-09-22
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$-0.54	-0.20	$0.83	0.01	-0.06	2.75	2.21	69.86	70.69	-0.54	$-54.00	275.00	4	165.0	308.000	0.83	2024-09-20
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$0.25	0.09	$1.55	0.02	-0.04	2.75	3.00	69.86	71.41	0.25	$25.00	275.00	3	141.0	215.000	1.55	2024-09-19
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$0.31	0.11	$1.28	0.02	-0.02	2.75	3.06	69.86	71.14	0.31	$31.00	275.00	2	85.0	170.000	1.28	2024-09-18
BMRN241018C00070000	BMRN	CALL	Long	70.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.49	0.01	-0.03	2.75	2.75	69.86	70.35	0.00	$0.00	275.00	1	159.0	145.000	0.49	2024-09-17
BMRN241018C00070000	BMRN	CALL	Long	70.00	None	$0.00	0.00	$0.00	0.00	0.00	2.75	2.75	69.86	69.86	0.00	$0.00	275.00	0	154.0	40.000	0.00	2024-09-16

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