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View Outliers PnL Drill-Down: GDRX240216P00007500

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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
2024-01-10	GDRX	GDRX240216P00007500	7.50	6.0	3.000	0.586	0.315	0.0	0.9	0.000	0.170	1.010	1.05	6.63	2024-02-16	PUT	Long	0.383	0.403	0.133

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
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.25	-0.20	$-0.04	-0.01	0.27	1.25	1.00	6.47	6.51	-0.25	$-25.00	125.00	30	2.0	34.000	-0.04	2024-02-09
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.05	-0.04	$-0.06	-0.01	0.35	1.25	1.20	6.47	6.53	-0.05	$-5.00	125.00	29	5.0	39.000	-0.06	2024-02-08
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.20	0.16	$0.25	0.04	0.38	1.25	1.45	6.47	6.22	0.20	$20.00	125.00	28	1.0	39.000	0.25	2024-02-07
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.20	0.16	$0.40	0.06	0.33	1.25	1.45	6.47	6.07	0.20	$20.00	125.00	27	1.0	39.000	0.40	2024-02-06
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.20	0.16	$0.46	0.07	-0.70	1.25	1.45	6.47	6.01	0.20	$20.00	125.00	26	3.0	39.000	0.46	2024-02-05
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.20	0.16	$0.27	0.04	-0.70	1.25	1.45	6.47	6.20	0.20	$20.00	125.00	25	3.0	39.000	0.27	2024-02-04
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.20	0.16	$0.27	0.04	-0.08	1.25	1.45	6.47	6.20	0.20	$20.00	125.00	23	3.0	39.000	0.27	2024-02-02
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.20	0.16	$0.34	0.05	0.16	1.25	1.45	6.47	6.13	0.20	$20.00	125.00	22	3.0	36.000	0.34	2024-02-01
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.05	0.04	$0.47	0.07	0.09	1.25	1.30	6.47	6.00	0.05	$5.00	125.00	21	1.0	41.000	0.47	2024-01-31
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.05	0.04	$0.31	0.05	-0.07	1.25	1.30	6.47	6.16	0.05	$5.00	125.00	20	1.0	40.000	0.31	2024-01-30
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$0.01	0.00	-0.20	1.25	1.09	6.47	6.46	-0.16	$-16.00	125.00	19	1.0	40.000	0.01	2024-01-29
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.02	-0.00	-0.13	1.25	1.09	6.47	6.49	-0.16	$-16.00	125.00	18	1.0	40.000	-0.02	2024-01-28
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.02	-0.00	-0.15	1.25	1.09	6.47	6.49	-0.16	$-16.00	125.00	17	1.0	40.000	-0.02	2024-01-27
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.02	-0.00	-0.10	1.25	1.09	6.47	6.49	-0.16	$-16.00	125.00	16	1.0	40.000	-0.02	2024-01-26
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.04	-0.01	-0.13	1.25	1.09	6.47	6.51	-0.16	$-16.00	125.00	15	1.0	40.000	-0.04	2024-01-25
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.23	-0.04	-0.14	1.25	1.09	6.47	6.70	-0.16	$-16.00	125.00	14	1.0	40.000	-0.23	2024-01-24
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.06	-0.01	-0.18	1.25	1.09	6.47	6.53	-0.16	$-16.00	125.00	13	1.0	40.000	-0.06	2024-01-23
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.10	-0.02	-0.12	1.25	1.09	6.47	6.57	-0.16	$-16.00	125.00	12	1.0	40.000	-0.10	2024-01-22
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$0.04	0.01	-0.07	1.25	1.09	6.47	6.43	-0.16	$-16.00	125.00	9	1.0	40.000	0.04	2024-01-19
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.16	-0.13	$-0.03	-0.00	-0.12	1.25	1.09	6.47	6.50	-0.16	$-16.00	125.00	8	1.0	40.000	-0.03	2024-01-18
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.01	-0.01	$0.14	0.02	-0.05	1.25	1.24	6.47	6.33	-0.01	$-1.00	125.00	7	1.0	40.000	0.14	2024-01-17
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.40	-0.32	$0.17	0.03	-0.12	1.25	0.85	6.47	6.30	-0.40	$-40.00	125.00	6	1.0	40.000	0.17	2024-01-16
GDRX240216P00007500	GDRX	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.55	$-0.40	-0.32	$-0.17	-0.03	-0.16	1.25	0.85	6.47	6.64	-0.40	$-40.00	125.00	2	1.0	40.000	-0.17	2024-01-12
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$-0.10	-0.08	$-0.10	-0.02	-0.18	1.25	1.15	6.47	6.57	-0.10	$-10.00	125.00	1	47.0	54.000	-0.10	2024-01-11
GDRX240216P00007500	GDRX	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.25	1.25	6.47	6.47	0.00	$0.00	125.00	0	55.0	3.000	-0.00	2024-01-10

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