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View Outliers PnL Drill-Down: MRNA240419P00100000

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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	MRNA240419P00100000	100.00	187.0	1374.000	0.505	0.301	5.3	3.2	-0.010	8.070	6.040	6.95	101.55	2024-04-19	PUT	Long	0.263	0.292	0.135

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.96	-0.95	$-2.56	-0.03	-0.09	7.31	0.35	99.44	102.00	-6.96	$-696.00	731.00	56	801.0	2315.000	-2.56	2024-04-18
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.87	-0.94	$-4.00	-0.04	-0.02	7.31	0.44	99.44	103.44	-6.87	$-687.00	731.00	55	384.0	2348.000	-4.00	2024-04-17
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.60	-0.90	$-4.35	-0.04	0.01	7.31	0.71	99.44	103.79	-6.60	$-660.00	731.00	54	409.0	2255.000	-4.35	2024-04-16
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.46	-0.88	$-4.42	-0.04	0.02	7.31	0.85	99.44	103.86	-6.46	$-646.00	731.00	53	981.0	2221.000	-4.42	2024-04-15
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.43	-0.88	$-5.70	-0.06	-0.02	7.31	0.88	99.44	105.14	-6.43	$-643.00	731.00	50	198.0	2094.000	-5.70	2024-04-12
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.69	-0.92	$-7.57	-0.08	-0.02	7.31	0.62	99.44	107.01	-6.69	$-669.00	731.00	49	212.0	2095.000	-7.57	2024-04-11
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.41	-0.88	$-7.70	-0.08	-0.00	7.31	0.90	99.44	107.14	-6.41	$-641.00	731.00	48	372.0	1974.000	-7.70	2024-04-10
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.87	-0.94	$-12.16	-0.12	0.03	7.31	0.44	99.44	111.60	-6.87	$-687.00	731.00	47	1419.0	2742.000	-12.16	2024-04-09
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.89	-0.81	$-5.65	-0.06	-0.01	7.31	1.42	99.44	105.09	-5.89	$-589.00	731.00	46	494.0	2423.000	-5.65	2024-04-08
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-4.98	-0.68	$-3.44	-0.03	-0.04	7.31	2.33	99.44	102.88	-4.98	$-498.00	731.00	43	43.0	2430.000	-3.44	2024-04-05
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-4.43	-0.61	$-2.83	-0.03	-0.01	7.31	2.88	99.44	102.27	-4.43	$-443.00	731.00	42	147.0	2447.000	-2.83	2024-04-04
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-3.91	-0.53	$-1.77	-0.02	-0.02	7.31	3.40	99.44	101.21	-3.91	$-391.00	731.00	41	546.0	2590.000	-1.77	2024-04-03
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-4.85	-0.66	$-4.17	-0.04	-0.03	7.31	2.46	99.44	103.61	-4.85	$-485.00	731.00	40	345.0	2290.000	-4.17	2024-04-02
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.30	-0.73	$-6.16	-0.06	-0.00	7.31	2.01	99.44	105.60	-5.30	$-530.00	731.00	39	402.0	2324.000	-6.16	2024-04-01
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.30	-0.73	$-7.12	-0.07	0.02	7.31	2.01	99.44	106.56	-5.30	$-530.00	731.00	38	320.0	2301.000	-7.12	2024-03-31
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.30	-0.73	$-7.12	-0.07	-0.00	7.31	2.01	99.44	106.56	-5.30	$-530.00	731.00	37	320.0	2301.000	-7.12	2024-03-30
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.30	-0.73	$-7.12	-0.07	-0.02	7.31	2.01	99.44	106.56	-5.30	$-530.00	731.00	36	320.0	2301.000	-7.12	2024-03-29
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.30	-0.73	$-7.12	-0.07	-0.03	7.31	2.01	99.44	106.56	-5.30	$-530.00	731.00	35	320.0	2301.000	-7.12	2024-03-28
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-6.00	-0.82	$-11.15	-0.11	-0.01	7.31	1.31	99.44	110.59	-6.00	$-600.00	731.00	34	309.0	2317.000	-11.15	2024-03-27
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.00	-0.68	$-7.97	-0.08	0.00	7.31	2.31	99.44	107.41	-5.00	$-500.00	731.00	33	58.0	2328.000	-7.97	2024-03-26
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-5.54	-0.76	$-10.94	-0.11	0.02	7.31	1.77	99.44	110.38	-5.54	$-554.00	731.00	32	181.0	2311.000	-10.94	2024-03-25
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-4.31	-0.59	$-5.99	-0.06	-0.00	7.31	3.00	99.44	105.43	-4.31	$-431.00	731.00	29	37.0	2323.000	-5.99	2024-03-22
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-3.96	-0.54	$-4.65	-0.05	-0.02	7.31	3.35	99.44	104.09	-3.96	$-396.00	731.00	28	150.0	2406.000	-4.65	2024-03-21
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-3.41	-0.47	$-3.64	-0.04	-0.01	7.31	3.90	99.44	103.08	-3.41	$-341.00	731.00	27	167.0	2348.000	-3.64	2024-03-20
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-3.86	-0.53	$-5.67	-0.06	-0.01	7.31	3.45	99.44	105.11	-3.86	$-386.00	731.00	26	272.0	2156.000	-5.67	2024-03-19
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-3.46	-0.47	$-4.82	-0.05	0.00	7.31	3.85	99.44	104.26	-3.46	$-346.00	731.00	25	81.0	2191.000	-4.82	2024-03-18
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-3.01	-0.41	$-4.41	-0.04	0.01	7.31	4.30	99.44	103.85	-3.01	$-301.00	731.00	22	121.0	2199.000	-4.41	2024-03-15
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-2.76	-0.38	$-4.02	-0.04	0.01	7.31	4.55	99.44	103.46	-2.76	$-276.00	731.00	21	916.0	1712.000	-4.02	2024-03-14
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-3.61	-0.49	$-7.07	-0.07	0.02	7.31	3.70	99.44	106.51	-3.61	$-361.00	731.00	20	76.0	1705.000	-7.07	2024-03-13
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-4.45	-0.61	$-10.99	-0.11	0.02	7.31	2.86	99.44	110.43	-4.45	$-445.00	731.00	19	513.0	1726.000	-10.99	2024-03-12
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-4.68	-0.64	$-12.54	-0.13	0.04	7.31	2.63	99.44	111.98	-4.68	$-468.00	731.00	18	945.0	1705.000	-12.54	2024-03-11
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-2.06	-0.28	$-3.59	-0.04	0.02	7.31	5.25	99.44	103.03	-2.06	$-206.00	731.00	15	177.0	1623.000	-3.59	2024-03-08
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$-0.46	-0.06	$-0.04	-0.00	0.00	7.31	6.85	99.44	99.48	-0.46	$-46.00	731.00	14	196.0	1544.000	-0.04	2024-03-07
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$0.69	0.09	$1.34	0.01	0.05	7.31	8.00	99.44	98.10	0.69	$69.00	731.00	13	12.0	1538.000	1.34	2024-03-06
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$2.44	0.33	$4.31	0.04	0.04	7.31	9.75	99.44	95.13	2.44	$244.00	731.00	12	10.0	1537.000	4.31	2024-03-05
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$2.29	0.31	$3.44	0.03	-0.47	7.31	9.60	99.44	96.00	2.29	$229.00	731.00	11	105.0	0.000	3.44	2024-03-04
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$1.64	0.22	$4.38	0.04	0.01	7.31	8.95	99.44	95.06	1.64	$164.00	731.00	10	46.0	1451.000	4.38	2024-03-03
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$1.64	0.22	$4.38	0.04	0.01	7.31	8.95	99.44	95.06	1.64	$164.00	731.00	9	46.0	1451.000	4.38	2024-03-02
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$1.36	0.19	$3.02	0.03	-0.03	7.31	8.67	99.44	96.42	1.36	$136.00	731.00	8	36.0	1451.000	3.02	2024-03-01
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$3.09	0.42	$7.20	0.07	-0.06	7.31	10.40	99.44	92.24	3.09	$309.00	731.00	7	70.0	1443.000	7.20	2024-02-29
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$0.84	0.11	$1.96	0.02	-0.01	7.31	8.15	99.44	97.48	0.84	$84.00	731.00	6	6.0	1439.000	1.96	2024-02-28
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$3.06	0.42	$3.24	0.03	-0.03	7.31	10.37	99.44	96.20	3.06	$306.00	731.00	5	47.0	1439.000	3.24	2024-02-27
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$3.06	0.42	$5.42	0.05	-0.02	7.31	10.37	99.44	94.02	3.06	$306.00	731.00	4	47.0	1416.000	5.42	2024-02-26
MRNA240419P00100000	MRNA	PUT	Long	100.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.44	0.20	$2.98	0.03	-0.01	7.31	8.75	99.44	96.46	1.44	$144.00	731.00	3	60.0	1406.000	2.98	2024-02-25
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$1.44	0.20	$2.98	0.03	-0.02	7.31	8.75	99.44	96.46	1.44	$144.00	731.00	1	60.0	1406.000	2.98	2024-02-23
MRNA240419P00100000	MRNA	PUT	Long	100.00	None	$0.00	0.00	$-0.00	-0.00	0.00	7.31	7.31	99.44	99.44	0.00	$0.00	731.00	0	250.0	1374.000	-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