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View Outliers PnL Drill-Down: GDRX241220C00005000

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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
2024-11-07	GDRX	GDRX241220C00005000	5.00	89.0	21.000	0.547	0.240	0.2	0.1	0.010	0.390	0.320	0.40	5.04	2024-12-20	CALL	Long	0.211	0.285	-0.175

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
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.33	-0.82	$-0.55	-0.11	0.67	0.40	0.07	5.04	4.49	-0.33	$-33.00	40.00	42	10.0	838.000	-0.55	2024-12-19
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.33	-0.82	$-0.67	-0.13	0.64	0.40	0.07	5.04	4.37	-0.33	$-33.00	40.00	41	10.0	848.000	-0.67	2024-12-18
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.37	-0.92	$-0.58	-0.12	0.36	0.40	0.03	5.04	4.46	-0.37	$-37.00	40.00	40	9.0	852.000	-0.58	2024-12-17
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.35	-0.88	$-0.45	-0.09	0.11	0.40	0.05	5.04	4.59	-0.35	$-35.00	40.00	39	115.0	754.000	-0.45	2024-12-16
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.35	-0.88	$-0.33	-0.07	0.10	0.40	0.05	5.04	4.71	-0.35	$-35.00	40.00	36	2.0	752.000	-0.33	2024-12-13
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.34	-0.85	$-0.34	-0.07	0.07	0.40	0.06	5.04	4.70	-0.34	$-34.00	40.00	35	84.0	742.000	-0.34	2024-12-12
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.29	-0.72	$-0.18	-0.04	0.03	0.40	0.11	5.04	4.86	-0.29	$-29.00	40.00	34	76.0	736.000	-0.18	2024-12-11
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.24	-0.60	$-0.12	-0.02	0.00	0.40	0.16	5.04	4.92	-0.24	$-24.00	40.00	33	41.0	732.000	-0.12	2024-12-10
GDRX241220C00005000	GDRX	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.22	-0.55	$-0.08	-0.02	-0.01	0.40	0.18	5.04	4.96	-0.22	$-22.00	40.00	32	23.0	717.000	-0.08	2024-12-09
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.20	-0.50	$-0.13	-0.03	0.06	0.40	0.20	5.04	4.91	-0.20	$-20.00	40.00	31	5.0	715.000	-0.13	2024-12-08
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.20	-0.50	$-0.13	-0.03	0.06	0.40	0.20	5.04	4.91	-0.20	$-20.00	40.00	29	5.0	715.000	-0.13	2024-12-06
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.25	-0.62	$-0.14	-0.03	-0.01	0.40	0.15	5.04	4.90	-0.25	$-25.00	40.00	28	32.0	696.000	-0.14	2024-12-05
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.15	-0.38	$0.03	0.01	0.06	0.40	0.25	5.04	5.07	-0.15	$-15.00	40.00	27	195.0	810.000	0.03	2024-12-04
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.20	-0.50	$-0.12	-0.02	-0.00	0.40	0.20	5.04	4.92	-0.20	$-20.00	40.00	26	69.0	769.000	-0.12	2024-12-03
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.20	-0.50	$-0.09	-0.02	0.00	0.40	0.20	5.04	4.95	-0.20	$-20.00	40.00	25	29.0	747.000	-0.09	2024-12-02
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.20	-0.50	$-0.20	-0.04	-0.48	0.40	0.20	5.04	4.84	-0.20	$-20.00	40.00	24	3.0	0.000	-0.20	2024-12-01
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.20	-0.50	$-0.20	-0.04	-0.02	0.40	0.20	5.04	4.84	-0.20	$-20.00	40.00	23	3.0	0.000	-0.20	2024-11-30
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.24	-0.60	$-0.18	-0.04	0.00	0.40	0.16	5.04	4.86	-0.24	$-24.00	40.00	21	3.0	746.000	-0.18	2024-11-28
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.24	-0.60	$-0.22	-0.04	0.01	0.40	0.16	5.04	4.82	-0.24	$-24.00	40.00	20	102.0	746.000	-0.22	2024-11-27
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.24	-0.60	$-0.28	-0.06	0.00	0.40	0.16	5.04	4.76	-0.24	$-24.00	40.00	19	102.0	646.000	-0.28	2024-11-26
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.15	-0.38	$-0.15	-0.03	-0.02	0.40	0.25	5.04	4.89	-0.15	$-15.00	40.00	18	230.0	485.000	-0.15	2024-11-25
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.15	-0.38	$-0.14	-0.03	0.02	0.40	0.25	5.04	4.90	-0.15	$-15.00	40.00	17	447.0	334.000	-0.14	2024-11-24
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.15	-0.38	$-0.14	-0.03	-0.00	0.40	0.25	5.04	4.90	-0.15	$-15.00	40.00	16	447.0	334.000	-0.14	2024-11-23
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.18	-0.45	$-0.14	-0.03	-0.01	0.40	0.22	5.04	4.90	-0.18	$-18.00	40.00	15	418.0	334.000	-0.14	2024-11-22
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.31	-0.78	$-0.75	-0.15	0.04	0.40	0.09	5.04	4.29	-0.31	$-31.00	40.00	14	63.0	291.000	-0.75	2024-11-21
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.31	-0.78	$-0.73	-0.14	0.02	0.40	0.09	5.04	4.31	-0.31	$-31.00	40.00	13	10.0	285.000	-0.73	2024-11-20
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.35	-0.88	$-0.80	-0.16	-0.02	0.40	0.05	5.04	4.24	-0.35	$-35.00	40.00	12	1.0	285.000	-0.80	2024-11-19
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.33	-0.82	$-0.77	-0.15	0.02	0.40	0.07	5.04	4.27	-0.33	$-33.00	40.00	11	75.0	246.000	-0.77	2024-11-18
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.33	-0.82	$-0.89	-0.18	0.09	0.40	0.07	5.04	4.15	-0.33	$-33.00	40.00	10	95.0	153.000	-0.89	2024-11-17
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.33	-0.82	$-0.89	-0.18	0.08	0.40	0.07	5.04	4.15	-0.33	$-33.00	40.00	9	95.0	153.000	-0.89	2024-11-16
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.33	-0.82	$-0.89	-0.18	0.06	0.40	0.07	5.04	4.15	-0.33	$-33.00	40.00	8	95.0	153.000	-0.89	2024-11-15
GDRX241220C00005000	GDRX	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.21	-0.52	$-0.48	-0.10	0.04	0.40	0.19	5.04	4.56	-0.21	$-21.00	40.00	7	12.0	134.000	-0.48	2024-11-14
GDRX241220C00005000	GDRX	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.21	-0.52	$-0.38	-0.08	0.01	0.40	0.19	5.04	4.66	-0.21	$-21.00	40.00	6	16.0	123.000	-0.38	2024-11-13
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.19	-0.48	$-0.34	-0.07	0.02	0.40	0.21	5.04	4.70	-0.19	$-19.00	40.00	5	28.0	108.000	-0.34	2024-11-12
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.07	-0.18	$-0.15	-0.03	0.03	0.40	0.33	5.04	4.89	-0.07	$-7.00	40.00	4	9.0	97.000	-0.15	2024-11-11
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.07	-0.18	$-0.15	-0.03	0.02	0.40	0.33	5.04	4.89	-0.07	$-7.00	40.00	3	11.0	88.000	-0.15	2024-11-10
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.07	-0.18	$-0.15	-0.03	0.02	0.40	0.33	5.04	4.89	-0.07	$-7.00	40.00	2	11.0	88.000	-0.15	2024-11-09
GDRX241220C00005000	GDRX	CALL	Long	5.00	None	$-0.10	-0.25	$-0.05	-0.01	-0.03	0.40	0.30	5.04	4.99	-0.10	$-10.00	40.00	1	1.0	88.000	-0.05	2024-11-08
GDRX241220C00005000	GDRX	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	5.04	5.04	0.00	$0.00	40.00	0	89.0	21.000	0.00	2024-11-07

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