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View Outliers PnL Drill-Down: MCRB240719P00001000

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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	MCRB	MCRB240719P00001000	1.00	44.0	652.000	1.234	0.585	0.0	0.3	-0.010	0.100	0.330	0.30	0.76	2024-07-19	PUT	Long	0.375	0.429	0.216

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	MCRB	0.818	0.148	0.626	0.331	0.354	0.140	0.88	-0.900	0.0000	0.55	1.56	21	1y	0.73

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
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.27	-0.90	$-0.50	-0.66	2.02	0.30	0.03	0.76	1.26	-0.27	$-27.00	30.00	86	3.0	1401.000	-0.50	2024-07-18
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.27	-0.90	$-0.72	-0.95	2.52	0.30	0.03	0.76	1.48	-0.27	$-27.00	30.00	85	3.0	1401.000	-0.72	2024-07-17
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.27	-0.90	$-0.51	-0.67	1.14	0.30	0.03	0.76	1.27	-0.27	$-27.00	30.00	84	3.0	1400.000	-0.51	2024-07-16
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.27	-0.90	$-0.43	-0.57	0.52	0.30	0.03	0.76	1.19	-0.27	$-27.00	30.00	83	8.0	1406.000	-0.43	2024-07-15
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.21	-0.70	$-0.31	-0.41	0.52	0.30	0.09	0.76	1.07	-0.21	$-21.00	30.00	80	50.0	1406.000	-0.31	2024-07-12
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.22	-0.73	$-0.22	-0.29	0.20	0.30	0.08	0.76	0.98	-0.22	$-22.00	30.00	79	2.0	1406.000	-0.22	2024-07-11
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.23	-0.30	0.20	0.30	0.15	0.76	0.99	-0.15	$-15.00	30.00	78	1.0	1405.000	-0.23	2024-07-10
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.22	-0.73	$-0.26	-0.34	0.33	0.30	0.08	0.76	1.02	-0.22	$-22.00	30.00	77	15.0	1415.000	-0.26	2024-07-09
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.20	-0.67	$-0.21	-0.28	0.33	0.30	0.10	0.76	0.97	-0.20	$-20.00	30.00	76	143.0	1405.000	-0.21	2024-07-08
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.05	-0.07	1.05	0.30	0.25	0.76	0.81	-0.05	$-5.00	30.00	73	20.0	1436.000	-0.05	2024-07-05
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.00	0.00	$0.06	0.08	1.05	0.30	0.30	0.76	0.70	0.00	$0.00	30.00	72	2.0	0.000	0.06	2024-07-04
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.00	0.00	$0.06	0.08	0.95	0.30	0.30	0.76	0.70	0.00	$0.00	30.00	71	2.0	0.000	0.06	2024-07-03
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.00	0.00	$0.06	0.08	0.39	0.30	0.30	0.76	0.70	0.00	$0.00	30.00	70	11.0	1446.000	0.06	2024-07-02
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.06	-0.20	$0.04	0.05	0.17	0.30	0.24	0.76	0.72	-0.06	$-6.00	30.00	69	5.0	1446.000	0.04	2024-07-01
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.06	-0.20	$0.04	0.05	0.55	0.30	0.24	0.76	0.72	-0.06	$-6.00	30.00	66	5.0	1446.000	0.04	2024-06-28
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.03	0.10	$-0.03	-0.04	0.70	0.30	0.33	0.76	0.79	0.03	$3.00	30.00	65	50.0	1396.000	-0.03	2024-06-27
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.06	0.20	$-0.00	-0.00	0.05	0.30	0.36	0.76	0.76	0.06	$6.00	30.00	63	20.0	1395.000	-0.00	2024-06-25
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.06	0.20	$-0.00	-0.00	0.39	0.30	0.36	0.76	0.76	0.06	$6.00	30.00	62	20.0	1395.000	-0.00	2024-06-24
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.06	0.20	$0.05	0.07	1.08	0.30	0.36	0.76	0.71	0.06	$6.00	30.00	56	20.0	1415.000	0.05	2024-06-18
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.03	-0.10	$0.09	0.12	1.39	0.30	0.27	0.76	0.67	-0.03	$-3.00	30.00	55	6.0	1415.000	0.09	2024-06-17
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.03	-0.10	$0.05	0.07	0.64	0.30	0.27	0.76	0.71	-0.03	$-3.00	30.00	52	6.0	1415.000	0.05	2024-06-14
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.03	-0.10	$0.05	0.07	0.33	0.30	0.27	0.76	0.71	-0.03	$-3.00	30.00	51	6.0	1415.000	0.05	2024-06-13
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.03	-0.10	$0.01	0.01	0.30	0.30	0.27	0.76	0.75	-0.03	$-3.00	30.00	50	6.0	1415.000	0.01	2024-06-12
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.03	-0.10	$-0.03	-0.04	0.56	0.30	0.27	0.76	0.79	-0.03	$-3.00	30.00	49	6.0	1410.000	-0.03	2024-06-11
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.02	0.07	$0.02	0.03	0.48	0.30	0.32	0.76	0.74	0.02	$2.00	30.00	48	2.0	1410.000	0.02	2024-06-10
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.10	0.33	$0.15	0.20	1.36	0.30	0.40	0.76	0.61	0.10	$10.00	30.00	47	491.0	919.000	0.15	2024-06-09
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.10	0.33	$0.15	0.20	1.27	0.30	0.40	0.76	0.61	0.10	$10.00	30.00	45	491.0	919.000	0.15	2024-06-07
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.10	-0.33	$-0.09	-0.12	-0.59	0.30	0.20	0.76	0.85	-0.10	$-10.00	30.00	44	10.0	929.000	-0.09	2024-06-06
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.20	-0.67	$-0.38	-0.50	0.20	0.30	0.10	0.76	1.14	-0.20	$-20.00	30.00	43	20.0	909.000	-0.38	2024-06-05
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.31	-0.41	0.02	0.30	0.15	0.76	1.07	-0.15	$-15.00	30.00	42	2.0	907.000	-0.31	2024-06-04
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.32	-0.42	0.21	0.30	0.15	0.76	1.08	-0.15	$-15.00	30.00	41	3.0	904.000	-0.32	2024-06-03
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.16	-0.53	$-0.23	-0.30	0.11	0.30	0.14	0.76	0.99	-0.16	$-16.00	30.00	38	35.0	869.000	-0.23	2024-05-31
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.10	-0.33	$-0.21	-0.28	0.05	0.30	0.20	0.76	0.97	-0.10	$-10.00	30.00	37	1.0	869.000	-0.21	2024-05-30
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.10	-0.33	$-0.16	-0.21	0.05	0.30	0.20	0.76	0.92	-0.10	$-10.00	30.00	36	1.0	868.000	-0.16	2024-05-29
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.17	-0.22	0.61	0.30	0.15	0.76	0.93	-0.15	$-15.00	30.00	35	130.0	868.000	-0.17	2024-05-28
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.16	-0.21	0.19	0.30	0.15	0.76	0.92	-0.15	$-15.00	30.00	34	130.0	868.000	-0.16	2024-05-27
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.16	-0.21	0.14	0.30	0.15	0.76	0.92	-0.15	$-15.00	30.00	31	130.0	868.000	-0.16	2024-05-24
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.15	-0.20	-0.06	0.30	0.15	0.76	0.91	-0.15	$-15.00	30.00	30	130.0	868.000	-0.15	2024-05-23
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.18	-0.24	-0.48	0.30	0.15	0.76	0.94	-0.15	$-15.00	30.00	29	130.0	868.000	-0.18	2024-05-22
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.15	-0.50	$-0.15	-0.20	-0.08	0.30	0.15	0.76	0.91	-0.15	$-15.00	30.00	28	130.0	738.000	-0.15	2024-05-21
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.19	-0.25	-1.23	0.30	0.25	0.76	0.95	-0.05	$-5.00	30.00	27	16.0	0.000	-0.19	2024-05-20
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.16	-0.21	0.44	0.30	0.25	0.76	0.92	-0.05	$-5.00	30.00	26	16.0	738.000	-0.16	2024-05-19
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.16	-0.21	0.42	0.30	0.25	0.76	0.92	-0.05	$-5.00	30.00	25	16.0	738.000	-0.16	2024-05-18
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.16	-0.21	0.24	0.30	0.25	0.76	0.92	-0.05	$-5.00	30.00	24	16.0	738.000	-0.16	2024-05-17
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.20	-0.26	0.16	0.30	0.25	0.76	0.96	-0.05	$-5.00	30.00	22	10.0	738.000	-0.20	2024-05-15
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.14	-0.18	0.14	0.30	0.25	0.76	0.90	-0.05	$-5.00	30.00	21	10.0	738.000	-0.14	2024-05-14
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.21	-0.28	-0.30	0.30	0.25	0.76	0.97	-0.05	$-5.00	30.00	20	10.0	738.000	-0.21	2024-05-13
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.05	-0.17	$-0.26	-0.34	-1.20	0.30	0.25	0.76	1.02	-0.05	$-5.00	30.00	19	10.0	738.000	-0.26	2024-05-12
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.10	0.33	$-0.27	-0.36	0.56	0.30	0.40	0.76	1.03	0.10	$10.00	30.00	16	6.0	728.000	-0.27	2024-05-09
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.19	0.63	$0.01	0.01	0.27	0.30	0.49	0.76	0.75	0.19	$19.00	30.00	15	95.0	658.000	0.01	2024-05-08
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.10	-0.33	$-0.35	-0.46	1.61	0.30	0.20	0.76	1.11	-0.10	$-10.00	30.00	14	10.0	658.000	-0.35	2024-05-07
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.10	-0.33	$-0.36	-0.47	1.24	0.30	0.20	0.76	1.12	-0.10	$-10.00	30.00	10	10.0	658.000	-0.36	2024-05-03
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$-0.10	-0.33	$-0.35	-0.46	0.35	0.30	0.20	0.76	1.11	-0.10	$-10.00	30.00	9	10.0	658.000	-0.35	2024-05-02
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.11	0.37	$-0.09	-0.12	0.02	0.30	0.41	0.76	0.85	0.11	$11.00	30.00	6	5.0	653.000	-0.09	2024-04-29
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.11	0.37	$-0.06	-0.08	0.24	0.30	0.41	0.76	0.82	0.11	$11.00	30.00	3	5.0	653.000	-0.06	2024-04-26
MCRB240719P00001000	MCRB	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.11; Exit EQ PnL: -0.06	$0.11	0.37	$0.02	0.03	1.00	0.30	0.41	0.76	0.74	0.11	$11.00	30.00	2	5.0	653.000	0.02	2024-04-25
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.11	0.37	$0.03	0.04	0.24	0.30	0.41	0.76	0.73	0.11	$11.00	30.00	1	5.0	652.000	0.03	2024-04-24
MCRB240719P00001000	MCRB	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	0.76	0.76	0.00	$0.00	30.00	0	44.0	652.000	-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