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View Outliers PnL Drill-Down: HRTX231215P00001000

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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
2023-11-15	HRTX	HRTX231215P00001000	1.00	133.0	247.000	2.656	0.626	0.0	0.2	-0.130	0.180	0.320	0.31	0.86	2023-12-15	PUT	Long	0.443	0.658	0.593

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	HRTX	0.636	0.163	0.399	0.272	0.392	-0.007	1.65	-0.870	0.0000	1.06	3.86	21	1y	1.69

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
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.96	-1.12	3.34	0.31	0.05	0.86	1.82	-0.26	$-26.00	31.00	29	1.0	482.000	-0.96	2023-12-14
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.82	-0.95	1.84	0.31	0.05	0.86	1.68	-0.26	$-26.00	31.00	28	1.0	482.000	-0.82	2023-12-13
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.82	-0.95	1.22	0.31	0.05	0.86	1.68	-0.26	$-26.00	31.00	27	1.0	482.000	-0.82	2023-12-12
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.66	-0.77	0.72	0.31	0.05	0.86	1.52	-0.26	$-26.00	31.00	26	1.0	482.000	-0.66	2023-12-11
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.63	-0.73	-0.34	0.31	0.05	0.86	1.49	-0.26	$-26.00	31.00	23	1.0	482.000	-0.63	2023-12-08
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.55	-0.64	-0.53	0.31	0.05	0.86	1.41	-0.26	$-26.00	31.00	22	1.0	482.000	-0.55	2023-12-07
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.58	-0.67	-0.72	0.31	0.05	0.86	1.44	-0.26	$-26.00	31.00	21	0.0	483.000	-0.58	2023-12-06
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.59	-0.69	-0.78	0.31	0.05	0.86	1.45	-0.26	$-26.00	31.00	20	0.0	483.000	-0.59	2023-12-05
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.64	-0.74	-0.75	0.31	0.05	0.86	1.50	-0.26	$-26.00	31.00	19	0.0	483.000	-0.64	2023-12-04
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.46	-0.53	-0.78	0.31	0.05	0.86	1.32	-0.26	$-26.00	31.00	18	0.0	473.000	-0.46	2023-12-03
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.46	-0.53	-0.84	0.31	0.05	0.86	1.32	-0.26	$-26.00	31.00	17	0.0	473.000	-0.46	2023-12-02
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.46	-0.53	-0.91	0.31	0.05	0.86	1.32	-0.26	$-26.00	31.00	16	0.0	473.000	-0.46	2023-12-01
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.37	-0.43	-1.19	0.31	0.05	0.86	1.23	-0.26	$-26.00	31.00	15	0.0	464.000	-0.37	2023-11-30
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.44	-0.51	-1.41	0.31	0.05	0.86	1.30	-0.26	$-26.00	31.00	14	0.0	464.000	-0.44	2023-11-29
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.36	-0.42	-1.67	0.31	0.05	0.86	1.22	-0.26	$-26.00	31.00	13	0.0	444.000	-0.36	2023-11-28
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.36	-0.42	-1.31	0.31	0.05	0.86	1.22	-0.26	$-26.00	31.00	12	0.0	444.000	-0.36	2023-11-27
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.52	-0.60	-1.09	0.31	0.05	0.86	1.38	-0.26	$-26.00	31.00	9	0.0	0.000	-0.52	2023-11-24
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.51	-0.59	-2.16	0.31	0.05	0.86	1.37	-0.26	$-26.00	31.00	8	0.0	0.000	-0.51	2023-11-23
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.44	-0.51	-0.76	0.31	0.05	0.86	1.30	-0.26	$-26.00	31.00	7	0.0	243.000	-0.44	2023-11-22
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.26	-0.84	$-0.45	-0.52	-1.02	0.31	0.05	0.86	1.31	-0.26	$-26.00	31.00	6	0.0	227.000	-0.45	2023-11-21
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.25	-0.81	$-0.44	-0.51	-1.06	0.31	0.06	0.86	1.30	-0.25	$-25.00	31.00	5	0.0	218.000	-0.44	2023-11-20
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.11	-0.35	$-0.23	-0.27	-1.19	0.31	0.20	0.86	1.09	-0.11	$-11.00	31.00	4	0.0	265.000	-0.23	2023-11-19
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$-0.11	-0.35	$-0.23	-0.27	-1.20	0.31	0.20	0.86	1.09	-0.11	$-11.00	31.00	2	0.0	265.000	-0.23	2023-11-17
HRTX231215P00001000	HRTX	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.05	$-0.01	-0.03	$-0.06	-0.07	-0.72	0.31	0.30	0.86	0.92	-0.01	$-1.00	31.00	1	0.0	265.000	-0.06	2023-11-16
HRTX231215P00001000	HRTX	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.31	0.31	0.86	0.86	0.00	$0.00	31.00	0	0.0	247.000	-0.00	2023-11-15

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