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View Outliers PnL Drill-Down: MRNA240405P00095000

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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
2024-02-22 MRNA MRNA240405P00095000 95.00 27.0 0.495 0.277 7.4 1.0 -0.010 9.630 3.230 5.69 101.04 2024-04-05 PUT Long 0.263 0.292 0.135

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 MRNA 0.818 0.100 0.276 0.172 0.190 0.042 40.76 -0.698 0.0000 36.85 166.61 21 1y 50.24

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
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.62 -0.99 $-2.83 -0.03 0.09 5.69 0.07 99.44 102.27 -5.62 $-562.00 569.00 42 117.0 1159.000 -2.83 2024-04-04
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.52 -0.97 $-1.77 -0.02 0.04 5.69 0.17 99.44 101.21 -5.52 $-552.00 569.00 41 3471.0 361.000 -1.77 2024-04-03
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.55 -0.98 $-4.17 -0.04 0.03 5.69 0.14 99.44 103.61 -5.55 $-555.00 569.00 40 218.0 431.000 -4.17 2024-04-02
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.61 -0.99 $-6.16 -0.06 0.08 5.69 0.08 99.44 105.60 -5.61 $-561.00 569.00 39 36.0 408.000 -6.16 2024-04-01
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.57 -0.98 $-7.12 -0.07 0.08 5.69 0.12 99.44 106.56 -5.57 $-557.00 569.00 38 83.0 355.000 -7.12 2024-03-31
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.57 -0.98 $-7.12 -0.07 0.03 5.69 0.12 99.44 106.56 -5.57 $-557.00 569.00 37 83.0 355.000 -7.12 2024-03-30
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.57 -0.98 $-7.12 -0.07 -0.00 5.69 0.12 99.44 106.56 -5.57 $-557.00 569.00 36 83.0 355.000 -7.12 2024-03-29
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.57 -0.98 $-7.12 -0.07 -0.03 5.69 0.12 99.44 106.56 -5.57 $-557.00 569.00 35 83.0 355.000 -7.12 2024-03-28
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.61 -0.99 $-11.15 -0.11 0.04 5.69 0.08 99.44 110.59 -5.61 $-561.00 569.00 34 67.0 365.000 -11.15 2024-03-27
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.39 -0.95 $-7.97 -0.08 0.04 5.69 0.30 99.44 107.41 -5.39 $-539.00 569.00 33 70.0 332.000 -7.97 2024-03-26
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.48 -0.96 $-10.94 -0.11 0.05 5.69 0.21 99.44 110.38 -5.48 $-548.00 569.00 32 128.0 281.000 -10.94 2024-03-25
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.06 -0.89 $-5.99 -0.06 -0.01 5.69 0.63 99.44 105.43 -5.06 $-506.00 569.00 29 16.0 275.000 -5.99 2024-03-22
MRNA240405P00095000 MRNA PUT Long 95.00 None $-5.07 -0.89 $-4.65 -0.05 -0.02 5.69 0.62 99.44 104.09 -5.07 $-507.00 569.00 28 1.0 274.000 -4.65 2024-03-21
MRNA240405P00095000 MRNA PUT Long 95.00 None $-4.24 -0.75 $-3.64 -0.04 0.00 5.69 1.45 99.44 103.08 -4.24 $-424.00 569.00 27 16.0 271.000 -3.64 2024-03-20
MRNA240405P00095000 MRNA PUT Long 95.00 None $-4.73 -0.83 $-5.67 -0.06 0.04 5.69 0.96 99.44 105.11 -4.73 $-473.00 569.00 26 10.0 266.000 -5.67 2024-03-19
MRNA240405P00095000 MRNA PUT Long 95.00 None $-4.45 -0.78 $-4.82 -0.05 0.02 5.69 1.24 99.44 104.26 -4.45 $-445.00 569.00 25 173.0 151.000 -4.82 2024-03-18
MRNA240405P00095000 MRNA PUT Long 95.00 None $-4.15 -0.73 $-4.41 -0.04 0.02 5.69 1.54 99.44 103.85 -4.15 $-415.00 569.00 22 28.0 132.000 -4.41 2024-03-15
MRNA240405P00095000 MRNA PUT Long 95.00 None $-3.87 -0.68 $-4.02 -0.04 0.02 5.69 1.82 99.44 103.46 -3.87 $-387.00 569.00 21 38.0 79.000 -4.02 2024-03-14
MRNA240405P00095000 MRNA PUT Long 95.00 None $-4.49 -0.79 $-7.07 -0.07 0.05 5.69 1.20 99.44 106.51 -4.49 $-449.00 569.00 20 54.0 59.000 -7.07 2024-03-13
MRNA240405P00095000 MRNA PUT Long 95.00 None $-4.86 -0.85 $-10.99 -0.11 0.04 5.69 0.83 99.44 110.43 -4.86 $-486.00 569.00 19 8.0 53.000 -10.99 2024-03-12
MRNA240405P00095000 MRNA PUT Long 95.00 None $-4.97 -0.87 $-12.54 -0.13 0.08 5.69 0.72 99.44 111.98 -4.97 $-497.00 569.00 18 93.0 105.000 -12.54 2024-03-11
MRNA240405P00095000 MRNA PUT Long 95.00 None $-3.17 -0.56 $-3.59 -0.04 0.04 5.69 2.52 99.44 103.03 -3.17 $-317.00 569.00 15 2.0 105.000 -3.59 2024-03-08
MRNA240405P00095000 MRNA PUT Long 95.00 None $-2.29 -0.40 $-0.04 -0.00 0.01 5.69 3.40 99.44 99.48 -2.29 $-229.00 569.00 14 6.0 100.000 -0.04 2024-03-07
MRNA240405P00095000 MRNA PUT Long 95.00 None $-0.97 -0.17 $1.34 0.01 0.04 5.69 4.72 99.44 98.10 -0.97 $-97.00 569.00 13 1.0 99.000 1.34 2024-03-06
MRNA240405P00095000 MRNA PUT Long 95.00 None $-0.29 -0.05 $4.29 0.04 0.08 5.69 5.40 99.44 95.15 -0.29 $-29.00 569.00 12 7.0 92.000 4.29 2024-03-05
MRNA240405P00095000 MRNA PUT Long 95.00 None $-0.23 -0.04 $3.44 0.03 -0.46 5.69 5.46 99.44 96.00 -0.23 $-23.00 569.00 11 2.0 0.000 3.44 2024-03-04
MRNA240405P00095000 MRNA PUT Long 95.00 None $-0.54 -0.09 $4.38 0.04 0.04 5.69 5.15 99.44 95.06 -0.54 $-54.00 569.00 10 6.0 93.000 4.38 2024-03-03
MRNA240405P00095000 MRNA PUT Long 95.00 None $-0.54 -0.09 $4.38 0.04 0.04 5.69 5.15 99.44 95.06 -0.54 $-54.00 569.00 9 6.0 93.000 4.38 2024-03-02
MRNA240405P00095000 MRNA PUT Long 95.00 None $-0.91 -0.16 $3.07 0.03 -0.01 5.69 4.78 99.44 96.37 -0.91 $-91.00 569.00 8 2.0 93.000 3.07 2024-03-01
MRNA240405P00095000 MRNA PUT Long 95.00 None $0.03 0.01 $7.20 0.07 0.00 5.69 5.72 99.44 92.24 0.03 $3.00 569.00 7 1.0 93.000 7.20 2024-02-29
MRNA240405P00095000 MRNA PUT Long 95.00 None $-0.68 -0.12 $1.96 0.02 0.06 5.69 5.01 99.44 97.48 -0.68 $-68.00 569.00 6 3.0 91.000 1.96 2024-02-28
MRNA240405P00095000 MRNA PUT Long 95.00 None $0.21 0.04 $3.24 0.03 -0.02 5.69 5.90 99.44 96.20 0.21 $21.00 569.00 5 54.0 38.000 3.24 2024-02-27
MRNA240405P00095000 MRNA PUT Long 95.00 None $0.86 0.15 $5.42 0.05 -0.01 5.69 6.55 99.44 94.02 0.86 $86.00 569.00 4 22.0 27.000 5.42 2024-02-26
MRNA240405P00095000 MRNA PUT Long 95.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $2.98 0.03 0.03 5.69 5.69 99.44 96.46 0.00 $0.00 569.00 3 27.0 27.000 2.98 2024-02-25
MRNA240405P00095000 MRNA PUT Long 95.00 None $0.00 0.00 $2.98 0.03 0.02 5.69 5.69 99.44 96.46 0.00 $0.00 569.00 1 27.0 27.000 2.98 2024-02-23
MRNA240405P00095000 MRNA PUT Long 95.00 None $0.00 0.00 $-0.00 -0.00 0.00 5.69 5.69 99.44 99.44 0.00 $0.00 569.00 0 27.0 -0.00 2024-02-22

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