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View Outliers PnL Drill-Down: GDRX240216C00005000

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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
2024-01-02	GDRX	GDRX240216C00005000	5.00	36.0	0.000	0.000	0.359	0.7	0.0	0.010	0.640	0.000	0.90	5.62	2024-02-16	CALL	Long	0.328	0.374	-0.161

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	GDRX	0.727	0.071	0.257	0.172	0.165	-0.062	4.46	-0.012	0.0000	4.15	9.05	21	1y	5.78

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
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.65	0.72	$0.89	0.16	1.60	0.90	1.55	5.62	6.51	0.65	$65.00	90.00	38	1.0	63.000	0.89	2024-02-09
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.50	0.56	$0.91	0.16	1.78	0.90	1.40	5.62	6.53	0.50	$50.00	90.00	37	2.0	62.000	0.91	2024-02-08
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.40	0.44	$0.60	0.11	1.83	0.90	1.30	5.62	6.22	0.40	$40.00	90.00	36	1.0	62.000	0.60	2024-02-07
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.11	0.12	$0.45	0.08	0.95	0.90	1.01	5.62	6.07	0.11	$11.00	90.00	35	2.0	62.000	0.45	2024-02-06
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.25	0.28	$0.39	0.07	0.00	0.90	1.15	5.62	6.01	0.25	$25.00	90.00	34	2.0	62.000	0.39	2024-02-05
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.25	0.28	$0.58	0.10	0.00	0.90	1.15	5.62	6.20	0.25	$25.00	90.00	33	2.0	62.000	0.58	2024-02-04
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.25	0.28	$0.58	0.10	0.86	0.90	1.15	5.62	6.20	0.25	$25.00	90.00	31	2.0	61.000	0.58	2024-02-02
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.40	0.44	$0.51	0.09	0.77	0.90	1.30	5.62	6.13	0.40	$40.00	90.00	30	1.0	61.000	0.51	2024-02-01
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.60	0.67	$0.38	0.07	0.72	0.90	1.50	5.62	6.00	0.60	$60.00	90.00	29	14.0	61.000	0.38	2024-01-31
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.60	0.67	$0.54	0.10	1.22	0.90	1.50	5.62	6.16	0.60	$60.00	90.00	28	14.0	61.000	0.54	2024-01-30
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.60	0.67	$0.84	0.15	0.81	0.90	1.50	5.62	6.46	0.60	$60.00	90.00	27	14.0	51.000	0.84	2024-01-29
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.75	0.83	$0.87	0.15	0.98	0.90	1.65	5.62	6.49	0.75	$75.00	90.00	26	15.0	51.000	0.87	2024-01-28
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.75	0.83	$0.87	0.15	0.96	0.90	1.65	5.62	6.49	0.75	$75.00	90.00	25	15.0	51.000	0.87	2024-01-27
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.75	0.83	$0.87	0.15	0.74	0.90	1.65	5.62	6.49	0.75	$75.00	90.00	24	15.0	51.000	0.87	2024-01-26
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.75	0.83	$0.89	0.16	1.41	0.90	1.65	5.62	6.51	0.75	$75.00	90.00	23	15.0	51.000	0.89	2024-01-25
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.75	0.83	$1.08	0.19	1.10	0.90	1.65	5.62	6.70	0.75	$75.00	90.00	22	15.0	46.000	1.08	2024-01-24
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.75	0.83	$0.91	0.16	1.00	0.90	1.65	5.62	6.53	0.75	$75.00	90.00	21	5.0	46.000	0.91	2024-01-23
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.75	0.83	$0.95	0.17	0.95	0.90	1.65	5.62	6.57	0.75	$75.00	90.00	20	5.0	51.000	0.95	2024-01-22
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.60	0.67	$0.81	0.14	0.56	0.90	1.50	5.62	6.43	0.60	$60.00	90.00	17	4.0	49.000	0.81	2024-01-19
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.50	0.56	$0.88	0.16	1.15	0.90	1.40	5.62	6.50	0.50	$50.00	90.00	16	1.0	49.000	0.88	2024-01-18
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.50	0.56	$0.71	0.13	0.78	0.90	1.40	5.62	6.33	0.50	$50.00	90.00	15	1.0	49.000	0.71	2024-01-17
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.87	0.97	$0.79	0.14	0.78	0.90	1.77	5.62	6.41	0.87	$87.00	90.00	14	7.0	49.000	0.79	2024-01-16
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.87	0.97	$1.02	0.18	0.78	0.90	1.77	5.62	6.64	0.87	$87.00	90.00	10	7.0	47.000	1.02	2024-01-12
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.78	0.87	$0.95	0.17	0.80	0.90	1.68	5.62	6.57	0.78	$78.00	90.00	9	1.0	46.000	0.95	2024-01-11
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.70	0.78	$0.85	0.15	0.70	0.90	1.60	5.62	6.47	0.70	$70.00	90.00	8	70.0	54.000	0.85	2024-01-10
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.05	0.06	$0.09	0.02	0.66	0.90	0.95	5.62	5.71	0.05	$5.00	90.00	7	12.0	45.000	0.09	2024-01-09
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$-0.10	-0.11	$-0.02	-0.00	0.63	0.90	0.80	5.62	5.60	-0.10	$-10.00	90.00	6	2.0	46.000	-0.02	2024-01-08
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$-0.15	-0.17	$-0.13	-0.02	0.65	0.90	0.75	5.62	5.49	-0.15	$-15.00	90.00	3	18.0	60.000	-0.13	2024-01-05
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.00	0.00	$0.08	0.01	0.00	0.90	0.90	5.62	5.70	0.00	$0.00	90.00	2	17.0	60.000	0.08	2024-01-04
GDRX240216C00005000	GDRX	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.18	$-0.20	-0.22	$-0.25	-0.04	0.00	0.90	0.70	5.62	5.37	-0.20	$-20.00	90.00	1	3.0	43.000	-0.25	2024-01-03
GDRX240216C00005000	GDRX	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.90	0.90	5.62	5.62	0.00	$0.00	90.00	0	36.0	0.000	0.00	2024-01-02

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