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View Outliers PnL Drill-Down: DNA240621C00001000

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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
2024-04-29	DNA	DNA240621C00001000	1.00	771.0	4119.000	1.016	0.469	0.1	0.0	0.000	0.200	0.090	0.20	1.11	2024-06-21	CALL	Short	0.439	0.464	0.163
2024-05-03	DNA	DNA240621C00001000	1.00	321.0	4223.000	0.922	0.423	0.1	0.1	0.000	0.110	0.120	0.10	0.98	2024-06-21	CALL	Short	0.469	0.493	0.158

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
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.69	0.62	5.86	0.20	0.05	1.11	0.42	0.15	$15.00	111.00	50	20.0	6815.000	0.69	2024-06-18
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.68	0.61	4.98	0.20	0.05	1.11	0.43	0.15	$15.00	111.00	49	20.0	6813.000	0.68	2024-06-17
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.66	0.59	3.48	0.20	0.05	1.11	0.45	0.15	$15.00	111.00	46	6.0	6813.000	0.66	2024-06-14
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.65	0.59	3.11	0.20	0.05	1.11	0.46	0.15	$15.00	111.00	45	6.0	6810.000	0.65	2024-06-13
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.60	0.54	2.55	0.20	0.05	1.11	0.51	0.15	$15.00	111.00	44	15.0	6805.000	0.60	2024-06-12
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.59	0.53	2.30	0.20	0.05	1.11	0.52	0.15	$15.00	111.00	43	1.0	6805.000	0.59	2024-06-11
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.60	0.54	2.17	0.20	0.05	1.11	0.51	0.15	$15.00	111.00	42	1.0	6805.000	0.60	2024-06-10
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.60	0.54	2.17	0.20	0.05	1.11	0.51	0.15	$15.00	111.00	41	1.0	6804.000	0.60	2024-06-09
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.59	0.53	1.80	0.20	0.05	1.11	0.52	0.15	$15.00	111.00	39	1.0	6804.000	0.59	2024-06-07
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.57	0.51	1.55	0.20	0.05	1.11	0.54	0.15	$15.00	111.00	38	20.0	6804.000	0.57	2024-06-06
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.59	0.53	1.61	0.20	0.05	1.11	0.52	0.15	$15.00	111.00	37	7.0	6804.000	0.59	2024-06-05
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.58	0.52	1.48	0.20	0.05	1.11	0.53	0.15	$15.00	111.00	36	5.0	6804.000	0.58	2024-06-04
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.57	0.51	1.36	0.20	0.05	1.11	0.54	0.15	$15.00	111.00	35	5.0	6804.000	0.57	2024-06-03
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.19	0.95	$0.58	0.52	-0.52	0.20	0.01	1.11	0.53	0.19	$19.00	111.00	32	5.0	6804.000	0.58	2024-05-31
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.17	0.85	$0.55	0.50	1.05	0.20	0.03	1.11	0.56	0.17	$17.00	111.00	31	6.0	6804.000	0.55	2024-05-30
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.16	0.80	$0.55	0.50	0.98	0.20	0.04	1.11	0.56	0.16	$16.00	111.00	30	30.0	6774.000	0.55	2024-05-29
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.49	0.44	0.70	0.20	0.05	1.11	0.62	0.15	$15.00	111.00	29	24.0	6754.000	0.49	2024-05-28
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.17	0.85	$0.45	0.41	0.48	0.20	0.03	1.11	0.66	0.17	$17.00	111.00	28	5.0	6752.000	0.45	2024-05-27
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.45	0.41	0.39	0.20	0.05	1.11	0.66	0.15	$15.00	111.00	25	4.0	6752.000	0.45	2024-05-24
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.16	0.80	$0.45	0.41	0.39	0.20	0.04	1.11	0.66	0.16	$16.00	111.00	24	200.0	6611.000	0.45	2024-05-23
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.16	0.80	$0.41	0.37	0.20	0.20	0.04	1.11	0.70	0.16	$16.00	111.00	23	174.0	6490.000	0.41	2024-05-22
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.16	0.80	$0.38	0.34	0.11	0.20	0.04	1.11	0.73	0.16	$16.00	111.00	22	253.0	6264.000	0.38	2024-05-21
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.16	0.80	$0.34	0.31	-0.77	0.20	0.04	1.11	0.77	0.16	$16.00	111.00	21	199.0	0.000	0.34	2024-05-20
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.17	0.85	$0.30	0.27	-0.17	0.20	0.03	1.11	0.81	0.17	$17.00	111.00	20	280.0	5841.000	0.30	2024-05-19
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.17	0.85	$0.30	0.27	-0.20	0.20	0.03	1.11	0.81	0.17	$17.00	111.00	19	280.0	5841.000	0.30	2024-05-18
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.18	0.90	$0.30	0.27	-0.20	0.20	0.02	1.11	0.81	0.18	$18.00	111.00	18	275.0	5841.000	0.30	2024-05-17
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.14	0.70	$0.27	0.24	0.19	0.20	0.06	1.11	0.84	0.14	$14.00	111.00	16	146.0	5888.000	0.27	2024-05-15
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.25	0.23	0.08	0.20	0.05	1.11	0.86	0.15	$15.00	111.00	15	810.0	5553.000	0.25	2024-05-14
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.13	0.65	$0.27	0.24	0.16	0.20	0.07	1.11	0.84	0.13	$13.00	111.00	14	615.0	5050.000	0.27	2024-05-13
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.35	0.32	0.19	0.20	0.05	1.11	0.76	0.15	$15.00	111.00	13	7.0	5050.000	0.35	2024-05-12
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.15	0.75	$0.35	0.32	-0.16	0.20	0.05	1.11	0.76	0.15	$15.00	111.00	11	463.0	4550.000	0.35	2024-05-10
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.06	0.30	$0.19	0.17	0.22	0.20	0.14	1.11	0.92	0.06	$6.00	111.00	10	323.0	4227.000	0.19	2024-05-09
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.10	0.50	$0.22	0.20	0.11	0.20	0.10	1.11	0.89	0.10	$10.00	111.00	9	15.0	4213.000	0.22	2024-05-08
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.05	0.25	$0.18	0.16	0.12	0.20	0.15	1.11	0.93	0.05	$5.00	111.00	8	28.0	4223.000	0.18	2024-05-07
DNA240621C00001000	DNA	CALL	Short	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.10	0.50	$0.13	0.12	-0.09	0.20	0.10	1.11	0.98	0.10	$10.00	111.00	4	321.0	4223.000	0.13	2024-05-03
DNA240621C00001000	DNA	CALL	Short	1.00	None	$0.10	0.50	$0.25	0.23	-0.05	0.20	0.10	1.11	0.86	0.10	$10.00	111.00	3	321.0	4003.000	0.25	2024-05-02
DNA240621C00001000	DNA	CALL	Short	1.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	0.20	0.20	1.11	1.11	-0.00	$-0.00	111.00	0	771.0	4119.000	-0.00	2024-04-29

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