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View Outliers PnL Drill-Down: HRTX241220C00001500

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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
2024-11-12	HRTX	HRTX241220C00001500	1.50	251.0	186.000	1.516	0.419	0.0	0.2	0.050	0.150	0.360	0.12	1.28	2024-12-20	CALL	Long	0.286	0.463	-0.304

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
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.07	-0.58	$0.25	0.20	-0.20	0.12	0.05	1.28	1.53	-0.07	$-7.00	12.00	37	4.0	803.000	0.25	2024-12-19
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.01	0.08	$0.29	0.23	0.48	0.12	0.13	1.28	1.57	0.01	$1.00	12.00	36	126.0	910.000	0.29	2024-12-18
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.08	0.67	$0.37	0.29	0.14	0.12	0.20	1.28	1.65	0.08	$8.00	12.00	35	3.0	913.000	0.37	2024-12-17
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.04	0.33	$0.40	0.31	-0.45	0.12	0.16	1.28	1.68	0.04	$4.00	12.00	34	46.0	969.000	0.40	2024-12-16
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.03	0.25	$0.32	0.25	-0.52	0.12	0.15	1.28	1.60	0.03	$3.00	12.00	31	50.0	969.000	0.32	2024-12-13
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.03	0.25	$0.32	0.25	-0.30	0.12	0.15	1.28	1.60	0.03	$3.00	12.00	30	50.0	1019.000	0.32	2024-12-12
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.18	1.50	$0.41	0.32	0.30	0.12	0.30	1.28	1.69	0.18	$18.00	12.00	29	78.0	1019.000	0.41	2024-12-11
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.18	1.50	$0.48	0.38	-0.36	0.12	0.30	1.28	1.76	0.18	$18.00	12.00	28	68.0	1055.000	0.48	2024-12-10
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.19	1.58	$0.47	0.37	0.20	0.12	0.31	1.28	1.75	0.19	$19.00	12.00	27	118.0	958.000	0.47	2024-12-09
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.13	1.08	$0.34	0.27	0.12	0.12	0.25	1.28	1.62	0.13	$13.00	12.00	26	17.0	971.000	0.34	2024-12-08
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.13	1.08	$0.34	0.27	-0.27	0.12	0.25	1.28	1.62	0.13	$13.00	12.00	24	17.0	971.000	0.34	2024-12-06
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.19	1.58	$0.44	0.34	-0.48	0.12	0.31	1.28	1.72	0.19	$19.00	12.00	23	238.0	933.000	0.44	2024-12-05
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$0.17	1.42	$0.36	0.28	-0.25	0.12	0.29	1.28	1.64	0.17	$17.00	12.00	22	261.0	850.000	0.36	2024-12-04
HRTX241220C00001500	HRTX	CALL	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.58	$-0.10	-0.08	0.39	0.12	0.05	1.28	1.18	-0.07	$-7.00	12.00	21	70.0	850.000	-0.10	2024-12-03
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.07	-0.58	$-0.06	-0.05	-0.03	0.12	0.05	1.28	1.22	-0.07	$-7.00	12.00	20	70.0	799.000	-0.06	2024-12-02
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.09	-0.07	-1.27	0.12	0.03	1.28	1.19	-0.09	$-9.00	12.00	19	103.0	0.000	-0.09	2024-12-01
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.09	-0.07	-0.55	0.12	0.03	1.28	1.19	-0.09	$-9.00	12.00	18	103.0	0.000	-0.09	2024-11-30
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.12	-0.09	-0.20	0.12	0.03	1.28	1.16	-0.09	$-9.00	12.00	16	103.0	799.000	-0.12	2024-11-28
HRTX241220C00001500	HRTX	CALL	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.75	$-0.11	-0.09	-0.05	0.12	0.03	1.28	1.17	-0.09	$-9.00	12.00	15	103.0	799.000	-0.11	2024-11-27
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.18	-0.14	-0.14	0.12	0.03	1.28	1.10	-0.09	$-9.00	12.00	14	103.0	799.000	-0.18	2024-11-26
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.14	-0.11	-0.27	0.12	0.03	1.28	1.14	-0.09	$-9.00	12.00	13	103.0	799.000	-0.14	2024-11-25
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.21	-0.16	0.66	0.12	0.03	1.28	1.07	-0.09	$-9.00	12.00	12	103.0	699.000	-0.21	2024-11-24
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.21	-0.16	0.58	0.12	0.03	1.28	1.07	-0.09	$-9.00	12.00	11	103.0	699.000	-0.21	2024-11-23
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.09	-0.75	$-0.21	-0.16	-0.16	0.12	0.03	1.28	1.07	-0.09	$-9.00	12.00	10	103.0	699.000	-0.21	2024-11-22
HRTX241220C00001500	HRTX	CALL	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.02	-0.17	$-0.22	-0.17	-0.16	0.12	0.10	1.28	1.06	-0.02	$-2.00	12.00	9	56.0	699.000	-0.22	2024-11-21
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.02	-0.17	$-0.16	-0.12	0.70	0.12	0.10	1.28	1.12	-0.02	$-2.00	12.00	8	56.0	653.000	-0.16	2024-11-20
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.01	-0.08	$-0.09	-0.07	-0.48	0.12	0.11	1.28	1.19	-0.01	$-1.00	12.00	7	5.0	648.000	-0.09	2024-11-19
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.07	-0.58	$-0.11	-0.09	0.11	0.12	0.05	1.28	1.17	-0.07	$-7.00	12.00	6	13.0	658.000	-0.11	2024-11-18
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.02	-0.17	$-0.09	-0.07	-0.31	0.12	0.10	1.28	1.19	-0.02	$-2.00	12.00	5	516.0	658.000	-0.09	2024-11-17
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.02	-0.17	$-0.09	-0.07	-0.33	0.12	0.10	1.28	1.19	-0.02	$-2.00	12.00	4	516.0	658.000	-0.09	2024-11-16
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.02	-0.17	$-0.09	-0.07	0.33	0.12	0.10	1.28	1.19	-0.02	$-2.00	12.00	3	516.0	658.000	-0.09	2024-11-15
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.02	-0.17	$-0.04	-0.03	-0.50	0.12	0.10	1.28	1.24	-0.02	$-2.00	12.00	2	516.0	658.000	-0.04	2024-11-14
HRTX241220C00001500	HRTX	CALL	Long	1.50	None	$-0.02	-0.17	$-0.07	-0.05	-0.11	0.12	0.10	1.28	1.21	-0.02	$-2.00	12.00	1	516.0	376.000	-0.07	2024-11-13
HRTX241220C00001500	HRTX	CALL	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.12	0.12	1.28	1.28	0.00	$0.00	12.00	0	251.0	186.000	0.00	2024-11-12

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