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View Outliers PnL Drill-Down: HRTX240621P00003000

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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
2024-04-23	HRTX	HRTX240621P00003000	3.00	311.0	373.000	0.867	0.511	0.3	0.2	0.000	0.420	0.410	0.40	2.98	2024-06-21	PUT	Long	0.382	0.389	0.081

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
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.33	-0.82	$-0.62	-0.22	0.60	0.40	0.07	2.80	3.42	-0.33	$-33.00	40.00	56	41.0	589.000	-0.62	2024-06-18
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.33	-0.82	$-0.42	-0.15	0.08	0.40	0.07	2.80	3.22	-0.33	$-33.00	40.00	55	41.0	630.000	-0.42	2024-06-17
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.80	-0.29	0.14	0.40	0.15	2.80	3.60	-0.25	$-25.00	40.00	52	25.0	630.000	-0.80	2024-06-14
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.83	-0.30	0.36	0.40	0.15	2.80	3.63	-0.25	$-25.00	40.00	51	25.0	630.000	-0.83	2024-06-13
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.86	-0.31	0.68	0.40	0.15	2.80	3.66	-0.25	$-25.00	40.00	50	25.0	630.000	-0.86	2024-06-12
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.84	-0.30	0.25	0.40	0.15	2.80	3.64	-0.25	$-25.00	40.00	49	25.0	630.000	-0.84	2024-06-11
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.89	-0.32	0.71	0.40	0.15	2.80	3.69	-0.25	$-25.00	40.00	48	25.0	630.000	-0.89	2024-06-10
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.80	-0.29	0.75	0.40	0.15	2.80	3.60	-0.25	$-25.00	40.00	47	25.0	630.000	-0.80	2024-06-09
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.80	-0.29	0.46	0.40	0.15	2.80	3.60	-0.25	$-25.00	40.00	45	25.0	630.000	-0.80	2024-06-07
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.83	-0.30	0.06	0.40	0.15	2.80	3.63	-0.25	$-25.00	40.00	44	25.0	630.000	-0.83	2024-06-06
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-1.02	-0.36	0.80	0.40	0.15	2.80	3.82	-0.25	$-25.00	40.00	43	25.0	630.000	-1.02	2024-06-05
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.80	-0.29	0.11	0.40	0.15	2.80	3.60	-0.25	$-25.00	40.00	42	25.0	605.000	-0.80	2024-06-04
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-1.06	-0.38	0.64	0.40	0.15	2.80	3.86	-0.25	$-25.00	40.00	41	65.0	605.000	-1.06	2024-06-03
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.90	-0.32	0.32	0.40	0.15	2.80	3.70	-0.25	$-25.00	40.00	38	65.0	0.000	-0.90	2024-05-31
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.65	-0.23	0.08	0.40	0.15	2.80	3.45	-0.25	$-25.00	40.00	37	65.0	605.000	-0.65	2024-05-30
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.24	-0.60	$-0.47	-0.17	0.32	0.40	0.16	2.80	3.27	-0.24	$-24.00	40.00	36	1.0	604.000	-0.47	2024-05-29
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.30	-0.75	$-0.61	-0.22	0.21	0.40	0.10	2.80	3.41	-0.30	$-30.00	40.00	35	150.0	604.000	-0.61	2024-05-28
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.30	-0.75	$-0.64	-0.23	0.10	0.40	0.10	2.80	3.44	-0.30	$-30.00	40.00	34	150.0	748.000	-0.64	2024-05-27
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.30	-0.75	$-0.64	-0.23	0.06	0.40	0.10	2.80	3.44	-0.30	$-30.00	40.00	31	150.0	748.000	-0.64	2024-05-24
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.28	-0.70	$-0.67	-0.24	0.30	0.40	0.12	2.80	3.47	-0.28	$-28.00	40.00	30	163.0	748.000	-0.67	2024-05-23
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.23	-0.58	$-0.67	-0.24	-0.03	0.40	0.17	2.80	3.47	-0.23	$-23.00	40.00	29	151.0	780.000	-0.67	2024-05-22
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.20	-0.50	$-0.64	-0.23	0.01	0.40	0.20	2.80	3.44	-0.20	$-20.00	40.00	28	60.0	739.000	-0.64	2024-05-21
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.25	-0.62	$-0.60	-0.21	-0.72	0.40	0.15	2.80	3.40	-0.25	$-25.00	40.00	27	5.0	0.000	-0.60	2024-05-20
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.15	-0.38	$-0.40	-0.14	-0.21	0.40	0.25	2.80	3.20	-0.15	$-15.00	40.00	26	10.0	724.000	-0.40	2024-05-19
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.15	-0.38	$-0.40	-0.14	-0.22	0.40	0.25	2.80	3.20	-0.15	$-15.00	40.00	25	10.0	724.000	-0.40	2024-05-18
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.15	-0.38	$-0.40	-0.14	-0.23	0.40	0.25	2.80	3.20	-0.15	$-15.00	40.00	24	10.0	724.000	-0.40	2024-05-17
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.10	-0.25	$-0.20	-0.07	0.14	0.40	0.30	2.80	3.00	-0.10	$-10.00	40.00	22	3.0	721.000	-0.20	2024-05-15
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.05	-0.12	$-0.01	-0.00	0.01	0.40	0.35	2.80	2.81	-0.05	$-5.00	40.00	21	1.0	721.000	-0.01	2024-05-14
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.05	-0.12	$-0.02	-0.01	0.07	0.40	0.35	2.80	2.82	-0.05	$-5.00	40.00	20	1.0	721.000	-0.02	2024-05-13
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.05	-0.12	$0.03	0.01	-0.84	0.40	0.35	2.80	2.77	-0.05	$-5.00	40.00	19	1.0	721.000	0.03	2024-05-12
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.05	-0.12	$-0.12	-0.04	-0.07	0.40	0.35	2.80	2.92	-0.05	$-5.00	40.00	17	1.0	721.000	-0.12	2024-05-10
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$-0.05	-0.12	$-0.14	-0.05	0.06	0.40	0.35	2.80	2.94	-0.05	$-5.00	40.00	16	1.0	720.000	-0.14	2024-05-09
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.00	0.00	$-0.21	-0.08	0.25	0.40	0.40	2.80	3.01	0.00	$0.00	40.00	15	3.0	717.000	-0.21	2024-05-08
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.10	0.25	$-0.07	-0.02	0.08	0.40	0.50	2.80	2.87	0.10	$10.00	40.00	14	8.0	709.000	-0.07	2024-05-07
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.20	0.50	$0.13	0.05	0.09	0.40	0.60	2.80	2.67	0.20	$20.00	40.00	10	10.0	710.000	0.13	2024-05-03
HRTX240621P00003000	HRTX	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.20	0.50	$0.25	0.09	0.10	0.40	0.60	2.80	2.55	0.20	$20.00	40.00	9	10.0	710.000	0.25	2024-05-02
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.20	0.50	$0.29	0.10	0.14	0.40	0.60	2.80	2.51	0.20	$20.00	40.00	6	10.0	710.000	0.29	2024-04-29
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.20	0.50	$0.35	0.12	0.14	0.40	0.60	2.80	2.45	0.20	$20.00	40.00	3	10.0	710.000	0.35	2024-04-26
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.20	0.50	$0.25	0.09	0.29	0.40	0.60	2.80	2.55	0.20	$20.00	40.00	2	10.0	700.000	0.25	2024-04-25
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.19	0.48	$0.15	0.05	-0.01	0.40	0.59	2.80	2.65	0.19	$19.00	40.00	1	33.0	677.000	0.15	2024-04-24
HRTX240621P00003000	HRTX	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	2.80	2.80	0.00	$0.00	40.00	0	311.0	373.000	-0.00	2024-04-23

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