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View Outliers PnL Drill-Down: MDRX240119C00012500

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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
2023-12-08	MDRX	MDRX240119C00012500	12.50	4.0	13.000	0.629	0.258	0.0	2.4	0.020	0.130	2.510	0.30	10.07	2024-01-19	CALL	Long	0.159	0.275	-0.200

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	MDRX	0.727	0.067	0.268	0.134	0.119	-0.069	9.80	0.089	0.0000	5.99	11.25	21	1y	9.71

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
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.25	-0.83	$-1.01	-0.10	3.54	0.30	0.05	10.07	9.06	-0.25	$-25.00	30.00	41	1.0	2018.000	-1.01	2024-01-18
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$-1.16	-0.12	4.36	0.30	0.15	10.07	8.91	-0.15	$-15.00	30.00	40	11.0	2018.000	-1.16	2024-01-17
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$-0.92	-0.09	2.25	0.30	0.15	10.07	9.15	-0.15	$-15.00	30.00	39	11.0	2018.000	-0.92	2024-01-16
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$-0.77	-0.08	1.33	0.30	0.15	10.07	9.30	-0.15	$-15.00	30.00	35	11.0	2018.000	-0.77	2024-01-12
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$-0.64	-0.06	1.44	0.30	0.15	10.07	9.43	-0.15	$-15.00	30.00	34	11.0	2018.000	-0.64	2024-01-11
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$-0.64	-0.06	0.46	0.30	0.15	10.07	9.43	-0.15	$-15.00	30.00	33	11.0	2018.000	-0.64	2024-01-10
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.69	0.07	0.14	0.30	0.15	10.07	10.76	-0.15	$-15.00	30.00	32	10.0	2007.000	0.69	2024-01-09
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.80	0.08	0.25	0.30	0.15	10.07	10.87	-0.15	$-15.00	30.00	31	250.0	1757.000	0.80	2024-01-08
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.41	0.04	0.31	0.30	0.15	10.07	10.48	-0.15	$-15.00	30.00	30	625.0	1757.000	0.41	2024-01-07
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.41	0.04	0.21	0.30	0.15	10.07	10.48	-0.15	$-15.00	30.00	28	625.0	1757.000	0.41	2024-01-05
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.56	0.06	-0.38	0.30	0.15	10.07	10.63	-0.15	$-15.00	30.00	27	625.0	1757.000	0.56	2024-01-04
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.55	0.05	-0.38	0.30	0.15	10.07	10.62	-0.15	$-15.00	30.00	26	625.0	1757.000	0.55	2024-01-03
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.05	-0.17	$0.68	0.07	-0.38	0.30	0.25	10.07	10.75	-0.05	$-5.00	30.00	25	1100.0	1269.000	0.68	2024-01-02
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.42	0.04	0.13	0.30	0.15	10.07	10.49	-0.15	$-15.00	30.00	24	10.0	279.000	0.42	2024-01-01
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.42	0.04	0.09	0.30	0.15	10.07	10.49	-0.15	$-15.00	30.00	22	10.0	279.000	0.42	2023-12-30
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.42	0.04	0.06	0.30	0.15	10.07	10.49	-0.15	$-15.00	30.00	21	10.0	279.000	0.42	2023-12-29
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.10	-0.33	$0.41	0.04	0.10	0.30	0.20	10.07	10.48	-0.10	$-10.00	30.00	20	1.0	279.000	0.41	2023-12-28
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.15	-0.50	$0.34	0.03	0.05	0.30	0.15	10.07	10.41	-0.15	$-15.00	30.00	19	1.0	279.000	0.34	2023-12-27
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.10	-0.33	$0.38	0.04	0.16	0.30	0.20	10.07	10.45	-0.10	$-10.00	30.00	18	1.0	279.000	0.38	2023-12-26
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.01	-0.03	$0.43	0.04	0.10	0.30	0.29	10.07	10.50	-0.01	$-1.00	30.00	17	204.0	341.000	0.43	2023-12-25
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.01	-0.03	$0.43	0.04	0.07	0.30	0.29	10.07	10.50	-0.01	$-1.00	30.00	15	204.0	341.000	0.43	2023-12-23
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.01	-0.03	$0.43	0.04	0.06	0.30	0.29	10.07	10.50	-0.01	$-1.00	30.00	14	204.0	341.000	0.43	2023-12-22
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.08	-0.27	$0.17	0.02	0.20	0.30	0.22	10.07	10.24	-0.08	$-8.00	30.00	13	204.0	128.000	0.17	2023-12-21
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.10	-0.33	$-0.34	-0.03	0.23	0.30	0.20	10.07	9.73	-0.10	$-10.00	30.00	12	100.0	128.000	-0.34	2023-12-20
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.10	-0.33	$-0.23	-0.02	0.18	0.30	0.20	10.07	9.84	-0.10	$-10.00	30.00	11	100.0	28.000	-0.23	2023-12-19
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.12	-0.40	$-0.56	-0.06	0.20	0.30	0.18	10.07	9.51	-0.12	$-12.00	30.00	10	4.0	26.000	-0.56	2023-12-18
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.09	-0.30	$-0.43	-0.04	0.13	0.30	0.21	10.07	9.64	-0.09	$-9.00	30.00	8	4.0	26.000	-0.43	2023-12-16
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$-0.09	-0.30	$-0.43	-0.04	0.15	0.30	0.21	10.07	9.64	-0.09	$-9.00	30.00	7	4.0	26.000	-0.43	2023-12-15
MDRX240119C00012500	MDRX	CALL	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.03; Exit EQ PnL: -0.31	$-0.05	-0.17	$-0.38	-0.04	0.10	0.30	0.25	10.07	9.69	-0.05	$-5.00	30.00	6	2.0	26.000	-0.38	2023-12-14
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$0.00	0.00	$-0.07	-0.01	-0.38	0.30	0.30	10.07	10.00	0.00	$0.00	30.00	5	1.0	0.000	-0.07	2023-12-13
MDRX240119C00012500	MDRX	CALL	Long	12.50	None	$0.00	0.00	$0.00	0.00	0.00	0.30	0.30	10.07	10.07	0.00	$0.00	30.00	0	4.0	13.000	0.00	2023-12-08

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