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View Outliers PnL Drill-Down: MDRX240419P00007500

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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
2024-03-13 MDRX MDRX240419P00007500 7.50 607.0 1501.000 2.990 0.342 1.0 0.1 -0.010 3.320 2.330 1.10 8.45 2024-04-19 PUT Long 0.312 0.331 0.110

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
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.45 0.06 -0.12 1.10 1.10 8.05 7.60 0.00 $0.00 110.00 36 607.0 1501.000 0.45 2024-04-18
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.50 0.06 -0.55 1.10 1.10 8.05 7.55 0.00 $0.00 110.00 35 607.0 1501.000 0.50 2024-04-17
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.60 0.07 -0.91 1.10 1.10 8.05 7.45 0.00 $0.00 110.00 34 607.0 1501.000 0.60 2024-04-16
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.50 0.06 -0.88 1.10 1.10 8.05 7.55 0.00 $0.00 110.00 33 607.0 1501.000 0.50 2024-04-15
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.35 0.04 -0.98 1.10 1.10 8.05 7.70 0.00 $0.00 110.00 30 607.0 1501.000 0.35 2024-04-12
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.25 0.03 -0.96 1.10 1.10 8.05 7.80 0.00 $0.00 110.00 29 607.0 1501.000 0.25 2024-04-11
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.10 0.01 -0.90 1.10 1.10 8.05 7.95 0.00 $0.00 110.00 28 607.0 1501.000 0.10 2024-04-10
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.25 -0.03 -0.73 1.10 1.10 8.05 8.30 0.00 $0.00 110.00 27 607.0 1501.000 -0.25 2024-04-09
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.10 -0.01 -0.88 1.10 1.10 8.05 8.15 0.00 $0.00 110.00 26 607.0 1501.000 -0.10 2024-04-08
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.00 -0.00 -1.05 1.10 1.10 8.05 8.05 0.00 $0.00 110.00 23 607.0 1501.000 -0.00 2024-04-05
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.05 0.01 -1.11 1.10 1.10 8.05 8.00 0.00 $0.00 110.00 22 607.0 1501.000 0.05 2024-04-04
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.20 0.02 -1.22 1.10 1.10 8.05 7.85 0.00 $0.00 110.00 21 607.0 1501.000 0.20 2024-04-03
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.00 -0.00 -1.13 1.10 1.10 8.05 8.05 0.00 $0.00 110.00 20 607.0 1501.000 -0.00 2024-04-02
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.25 0.03 -1.27 1.10 1.10 8.05 7.80 0.00 $0.00 110.00 19 607.0 1501.000 0.25 2024-04-01
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.35 0.04 -1.34 1.10 1.10 8.05 7.70 0.00 $0.00 110.00 18 607.0 1501.000 0.35 2024-03-31
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.35 0.04 -1.38 1.10 1.10 8.05 7.70 0.00 $0.00 110.00 17 607.0 1501.000 0.35 2024-03-30
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.35 0.04 -1.39 1.10 1.10 8.05 7.70 0.00 $0.00 110.00 16 607.0 1501.000 0.35 2024-03-29
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.35 0.04 -1.41 1.10 1.10 8.05 7.70 0.00 $0.00 110.00 15 607.0 1501.000 0.35 2024-03-28
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.25 0.03 -1.37 1.10 1.10 8.05 7.80 0.00 $0.00 110.00 14 607.0 1501.000 0.25 2024-03-27
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.25 0.03 -1.38 1.10 1.10 8.05 7.80 0.00 $0.00 110.00 13 607.0 1501.000 0.25 2024-03-26
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.50 0.06 -1.52 1.10 1.10 8.05 7.55 0.00 $0.00 110.00 12 607.0 1501.000 0.50 2024-03-25
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.05 0.01 -1.34 1.10 1.10 8.05 8.00 0.00 $0.00 110.00 9 607.0 1501.000 0.05 2024-03-22
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.05 0.01 -1.36 1.10 1.10 8.05 8.00 0.00 $0.00 110.00 8 607.0 1501.000 0.05 2024-03-21
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $0.25 0.03 -1.45 1.10 1.10 8.05 7.80 0.00 $0.00 110.00 7 607.0 1501.000 0.25 2024-03-20
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.20 -0.02 -1.28 1.10 1.10 8.05 8.25 0.00 $0.00 110.00 6 607.0 1501.000 -0.20 2024-03-19
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.45 -0.06 -1.21 1.10 1.10 8.05 8.50 0.00 $0.00 110.00 5 607.0 1501.000 -0.45 2024-03-18
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.35 -0.04 0.59 1.10 1.10 8.05 8.40 0.00 $0.00 110.00 2 607.0 1501.000 -0.35 2024-03-15
MDRX240419P00007500 MDRX PUT Long 7.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.25 $0.00 0.00 $-0.30 -0.04 0.53 1.10 1.10 8.05 8.35 0.00 $0.00 110.00 1 607.0 1501.000 -0.30 2024-03-14
MDRX240419P00007500 MDRX PUT Long 7.50 None $0.00 0.00 $-0.00 -0.00 0.00 1.10 1.10 8.05 8.05 0.00 $0.00 110.00 0 607.0 1501.000 -0.00 2024-03-13

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