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View Outliers PnL Drill-Down: DNA240119C00001500

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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
2023-12-14	DNA	DNA240119C00001500	1.50	2611.0	7573.000	0.859	0.415	0.2	0.0	0.000	0.260	0.080	0.25	1.67	2024-01-19	CALL	Short	0.431	0.449	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	DNA	0.636	0.181	0.427	0.284	0.324	0.042	9.60	-3.551	0.0000	5.36	71.60	21	1y	8.19

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
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.22	0.88	$0.49	0.29	2.33	0.25	0.03	1.67	1.18	0.22	$22.00	167.00	35	24.0	8339.000	0.49	2024-01-18
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.21	0.84	$0.52	0.31	2.52	0.25	0.04	1.67	1.15	0.21	$21.00	167.00	34	17.0	8350.000	0.52	2024-01-17
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.20	0.80	$0.39	0.23	0.86	0.25	0.05	1.67	1.28	0.20	$20.00	167.00	33	3.0	8346.000	0.39	2024-01-16
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.22	0.88	$0.37	0.22	0.27	0.25	0.03	1.67	1.30	0.22	$22.00	167.00	29	121.0	8328.000	0.37	2024-01-12
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.21	0.84	$0.34	0.20	0.08	0.25	0.04	1.67	1.33	0.21	$21.00	167.00	28	134.0	8251.000	0.34	2024-01-11
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.20	0.80	$0.27	0.16	0.38	0.25	0.05	1.67	1.40	0.20	$20.00	167.00	27	803.0	7843.000	0.27	2024-01-10
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.15	0.60	$0.17	0.10	0.34	0.25	0.10	1.67	1.50	0.15	$15.00	167.00	26	61.0	7826.000	0.17	2024-01-09
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.10	0.40	$0.11	0.07	0.48	0.25	0.15	1.67	1.56	0.10	$10.00	167.00	25	770.0	7723.000	0.11	2024-01-08
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.12	0.48	$0.14	0.08	0.03	0.25	0.13	1.67	1.53	0.12	$12.00	167.00	22	188.0	7706.000	0.14	2024-01-05
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.10	0.40	$0.11	0.07	-0.86	0.25	0.15	1.67	1.56	0.10	$10.00	167.00	21	35.0	7706.000	0.11	2024-01-04
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.10	0.40	$0.13	0.08	-0.86	0.25	0.15	1.67	1.54	0.10	$10.00	167.00	20	214.0	7699.000	0.13	2024-01-03
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.03	0.12	$-0.00	-0.00	-0.86	0.25	0.22	1.67	1.67	0.03	$3.00	167.00	19	12.0	7604.000	-0.00	2024-01-02
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.00	-0.00	$-0.02	-0.01	0.30	0.25	0.25	1.67	1.69	-0.00	$-0.00	167.00	18	152.0	7709.000	-0.02	2024-01-01
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.00	-0.00	$-0.02	-0.01	0.24	0.25	0.25	1.67	1.69	-0.00	$-0.00	167.00	16	152.0	7709.000	-0.02	2023-12-30
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.00	-0.00	$-0.02	-0.01	0.19	0.25	0.25	1.67	1.69	-0.00	$-0.00	167.00	15	152.0	7709.000	-0.02	2023-12-29
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.10	-0.40	$-0.10	-0.06	0.11	0.25	0.35	1.67	1.77	-0.10	$-10.00	167.00	14	576.0	7305.000	-0.10	2023-12-28
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.08	-0.32	$-0.10	-0.06	0.06	0.25	0.33	1.67	1.77	-0.08	$-8.00	167.00	13	225.0	7472.000	-0.10	2023-12-27
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.10	-0.40	$-0.12	-0.07	0.08	0.25	0.35	1.67	1.79	-0.10	$-10.00	167.00	12	95.0	7542.000	-0.12	2023-12-26
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.07	-0.28	$-0.08	-0.05	0.13	0.25	0.32	1.67	1.75	-0.07	$-7.00	167.00	11	117.0	7641.000	-0.08	2023-12-25
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.07	-0.28	$-0.08	-0.05	0.10	0.25	0.32	1.67	1.75	-0.07	$-7.00	167.00	9	117.0	7641.000	-0.08	2023-12-23
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.05	-0.20	$-0.08	-0.05	0.09	0.25	0.30	1.67	1.75	-0.05	$-5.00	167.00	8	97.0	7641.000	-0.08	2023-12-22
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.07	-0.28	$-0.09	-0.05	0.02	0.25	0.32	1.67	1.76	-0.07	$-7.00	167.00	7	451.0	7631.000	-0.09	2023-12-21
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.11	-0.44	$-0.16	-0.10	-0.03	0.25	0.36	1.67	1.83	-0.11	$-11.00	167.00	6	363.0	7848.000	-0.16	2023-12-20
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.10	-0.40	$-0.11	-0.07	0.20	0.25	0.35	1.67	1.78	-0.10	$-10.00	167.00	5	1939.0	6823.000	-0.11	2023-12-19
DNA240119C00001500	DNA	CALL	Short	1.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.05	0.20	$0.09	0.05	0.14	0.25	0.20	1.67	1.58	0.05	$5.00	167.00	4	162.0	6889.000	0.09	2023-12-18
DNA240119C00001500	DNA	CALL	Short	1.50	None	$0.01	0.04	$0.06	0.04	0.00	0.25	0.24	1.67	1.61	0.01	$1.00	167.00	2	391.0	6902.000	0.06	2023-12-16
DNA240119C00001500	DNA	CALL	Short	1.50	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.25	0.25	1.67	1.67	-0.00	$-0.00	167.00	0	2611.0	7573.000	-0.00	2023-12-14

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