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View Outliers PnL Drill-Down: IRWD240419C00010000

View in yFinance: IRWD

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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
2024-02-29	IRWD	IRWD240419C00010000	10.00	352.0	5475.000	0.627	0.513	0.4	1.0	0.130	0.570	1.080	0.54	9.43	2024-04-19	CALL	Long	0.181	0.516	-0.376

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	IRWD	0.727	0.087	0.502	0.223	0.243	0.001	3.53	-2.264	0.0000	3.34	15.45	21	1y	4.31

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
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.52	-0.96	$-1.84	-0.20	1.90	0.54	0.02	9.43	7.59	-0.52	$-52.00	54.00	49	1.0	3139.000	-1.84	2024-04-18
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.52	-0.96	$-1.78	-0.19	1.39	0.54	0.02	9.43	7.65	-0.52	$-52.00	54.00	48	1.0	3139.000	-1.78	2024-04-17
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.52	-0.96	$-1.54	-0.16	0.95	0.54	0.02	9.43	7.89	-0.52	$-52.00	54.00	47	1.0	3138.000	-1.54	2024-04-16
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.51	-0.94	$-1.64	-0.17	0.64	0.54	0.03	9.43	7.79	-0.51	$-51.00	54.00	46	1.0	3138.000	-1.64	2024-04-15
IRWD240419C00010000	IRWD	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.51	-0.94	$-1.55	-0.16	0.50	0.54	0.03	9.43	7.88	-0.51	$-51.00	54.00	43	1.0	3138.000	-1.55	2024-04-12
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.49	-0.91	$-1.42	-0.15	0.37	0.54	0.05	9.43	8.01	-0.49	$-49.00	54.00	42	1.0	3138.000	-1.42	2024-04-11
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.49	-0.91	$-1.44	-0.15	0.19	0.54	0.05	9.43	7.99	-0.49	$-49.00	54.00	41	1.0	3138.000	-1.44	2024-04-10
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.49	-0.91	$-1.36	-0.14	0.26	0.54	0.05	9.43	8.07	-0.49	$-49.00	54.00	40	1.0	3138.000	-1.36	2024-04-09
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.49	-0.91	$-1.41	-0.15	0.11	0.54	0.05	9.43	8.02	-0.49	$-49.00	54.00	39	1.0	3138.000	-1.41	2024-04-08
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.49	-0.91	$-1.37	-0.15	0.90	0.54	0.05	9.43	8.06	-0.49	$-49.00	54.00	36	1.0	3139.000	-1.37	2024-04-05
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.52	-0.96	$-1.28	-0.14	0.08	0.54	0.02	9.43	8.15	-0.52	$-52.00	54.00	35	2.0	3139.000	-1.28	2024-04-04
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.51	-0.94	$-1.32	-0.14	0.07	0.54	0.03	9.43	8.11	-0.51	$-51.00	54.00	34	6.0	3139.000	-1.32	2024-04-03
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.51	-0.94	$-1.21	-0.13	0.01	0.54	0.03	9.43	8.22	-0.51	$-51.00	54.00	33	6.0	3141.000	-1.21	2024-04-02
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.49	-0.91	$-0.82	-0.09	-0.04	0.54	0.05	9.43	8.61	-0.49	$-49.00	54.00	32	8.0	3147.000	-0.82	2024-04-01
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.44	-0.81	$-0.72	-0.08	-0.09	0.54	0.10	9.43	8.71	-0.44	$-44.00	54.00	31	31.0	3177.000	-0.72	2024-03-31
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.44	-0.81	$-0.72	-0.08	-0.12	0.54	0.10	9.43	8.71	-0.44	$-44.00	54.00	30	31.0	3177.000	-0.72	2024-03-30
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.44	-0.81	$-0.72	-0.08	-0.13	0.54	0.10	9.43	8.71	-0.44	$-44.00	54.00	29	31.0	3177.000	-0.72	2024-03-29
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.44	-0.81	$-0.72	-0.08	-0.09	0.54	0.10	9.43	8.71	-0.44	$-44.00	54.00	28	31.0	3177.000	-0.72	2024-03-28
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.44	-0.81	$-0.81	-0.09	0.05	0.54	0.10	9.43	8.62	-0.44	$-44.00	54.00	27	47.0	3139.000	-0.81	2024-03-27
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.44	-0.81	$-1.11	-0.12	0.00	0.54	0.10	9.43	8.32	-0.44	$-44.00	54.00	26	2.0	3138.000	-1.11	2024-03-26
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.44	-0.81	$-1.02	-0.11	-0.08	0.54	0.10	9.43	8.41	-0.44	$-44.00	54.00	25	4.0	3138.000	-1.02	2024-03-25
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.36	-0.67	$-0.75	-0.08	0.07	0.54	0.18	9.43	8.68	-0.36	$-36.00	54.00	22	1.0	3137.000	-0.75	2024-03-22
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.36	-0.67	$-0.40	-0.04	-0.06	0.54	0.18	9.43	9.03	-0.36	$-36.00	54.00	21	15.0	3144.000	-0.40	2024-03-21
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.24	-0.44	$-0.32	-0.03	-0.04	0.54	0.30	9.43	9.11	-0.24	$-24.00	54.00	20	21.0	3132.000	-0.32	2024-03-20
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.39	-0.72	$-0.58	-0.06	-0.08	0.54	0.15	9.43	8.85	-0.39	$-39.00	54.00	19	24.0	3139.000	-0.58	2024-03-19
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.38	-0.70	$-0.92	-0.10	-0.02	0.54	0.16	9.43	8.51	-0.38	$-38.00	54.00	18	3581.0	4803.000	-0.92	2024-03-18
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.14	-0.26	$-0.41	-0.04	0.04	0.54	0.40	9.43	9.02	-0.14	$-14.00	54.00	15	82.0	4794.000	-0.41	2024-03-15
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.33	-0.61	$-0.46	-0.05	-0.10	0.54	0.21	9.43	8.97	-0.33	$-33.00	54.00	14	14.0	4798.000	-0.46	2024-03-14
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.29	-0.54	$-0.79	-0.08	-0.06	0.54	0.25	9.43	8.64	-0.29	$-29.00	54.00	13	940.0	5603.000	-0.79	2024-03-13
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.29	-0.54	$-0.74	-0.08	-0.12	0.54	0.25	9.43	8.69	-0.29	$-29.00	54.00	12	22.0	5608.000	-0.74	2024-03-12
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.29	-0.54	$-0.48	-0.05	-0.09	0.54	0.25	9.43	8.95	-0.29	$-29.00	54.00	11	8.0	5608.000	-0.48	2024-03-11
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.29	-0.54	$-0.42	-0.04	-0.01	0.54	0.25	9.43	9.01	-0.29	$-29.00	54.00	8	8.0	5602.000	-0.42	2024-03-08
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.29	-0.54	$-0.50	-0.05	-0.08	0.54	0.25	9.43	8.93	-0.29	$-29.00	54.00	7	10.0	5595.000	-0.50	2024-03-07
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.34	-0.63	$-0.81	-0.09	0.14	0.54	0.20	9.43	8.62	-0.34	$-34.00	54.00	6	1.0	5595.000	-0.81	2024-03-06
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.04	-0.07	$-0.25	-0.03	0.04	0.54	0.50	9.43	9.18	-0.04	$-4.00	54.00	5	5.0	5594.000	-0.25	2024-03-05
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.04	-0.07	$-0.10	-0.01	-0.56	0.54	0.50	9.43	9.33	-0.04	$-4.00	54.00	4	36.0	0.000	-0.10	2024-03-04
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$-0.09	-0.17	$-0.36	-0.04	-0.02	0.54	0.45	9.43	9.07	-0.09	$-9.00	54.00	3	180.0	5678.000	-0.36	2024-03-03
IRWD240419C00010000	IRWD	CALL	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.61	$-0.04	-0.07	$-0.33	-0.03	0.02	0.54	0.50	9.43	9.10	-0.04	$-4.00	54.00	1	145.0	5678.000	-0.33	2024-03-01
IRWD240419C00010000	IRWD	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.54	0.54	9.43	9.43	0.00	$0.00	54.00	0	352.0	5475.000	0.00	2024-02-29

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