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View Outliers PnL Drill-Down: MRNA240906C00119000

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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
2024-08-01	MRNA	MRNA240906C00119000	119.00	2.0	1.000	0.661	0.282	0.0	24.4	0.020	1.090	25.430	9.60	94.17	2024-09-06	CALL	Long	0.276	0.363	-0.210

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
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.22	-0.96	$-8.86	-0.11	2.43	9.60	0.38	82.30	73.44	-9.22	$-922.00	960.00	30	1.0	0.000	-8.86	2024-09-05
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.22	-0.96	$-9.81	-0.12	2.82	9.60	0.38	82.30	72.49	-9.22	$-922.00	960.00	29	1.0	1.000	-9.81	2024-09-04
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$-4.90	-0.06	0.94	9.60	0.29	82.30	77.40	-9.31	$-931.00	960.00	25	1.0	1.000	-4.90	2024-08-31
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$-4.90	-0.06	0.72	9.60	0.29	82.30	77.40	-9.31	$-931.00	960.00	24	1.0	1.000	-4.90	2024-08-30
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$-4.71	-0.06	0.66	9.60	0.29	82.30	77.59	-9.31	$-931.00	960.00	23	1.0	1.000	-4.71	2024-08-29
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$-3.94	-0.05	0.58	9.60	0.29	82.30	78.36	-9.31	$-931.00	960.00	22	1.0	1.000	-3.94	2024-08-28
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$-1.67	-0.02	-0.21	9.60	0.29	82.30	80.63	-9.31	$-931.00	960.00	21	1.0	1.000	-1.67	2024-08-27
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$-0.64	-0.01	0.47	9.60	0.29	82.30	81.66	-9.31	$-931.00	960.00	20	1.0	1.000	-0.64	2024-08-26
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$0.14	0.00	0.40	9.60	0.29	82.30	82.44	-9.31	$-931.00	960.00	19	1.0	1.000	0.14	2024-08-25
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$0.14	0.00	0.36	9.60	0.29	82.30	82.44	-9.31	$-931.00	960.00	18	1.0	1.000	0.14	2024-08-24
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$0.14	0.00	0.32	9.60	0.29	82.30	82.44	-9.31	$-931.00	960.00	17	1.0	1.000	0.14	2024-08-23
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.31	-0.97	$-1.26	-0.02	0.33	9.60	0.29	82.30	81.04	-9.31	$-931.00	960.00	16	1.0	0.000	-1.26	2024-08-22
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.59	-1.00	$4.35	0.05	0.35	9.60	0.01	82.30	86.65	-9.59	$-959.00	960.00	15	1.0	0.000	4.35	2024-08-21
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.59	-1.00	$4.64	0.06	0.12	9.60	0.01	82.30	86.94	-9.59	$-959.00	960.00	14	1.0	0.000	4.64	2024-08-20
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.59	-1.00	$7.66	0.09	0.03	9.60	0.01	82.30	89.96	-9.59	$-959.00	960.00	13	1.0	1.000	7.66	2024-08-19
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.46	-0.99	$4.54	0.06	0.23	9.60	0.14	82.30	86.84	-9.46	$-946.00	960.00	12	2.0	1.000	4.54	2024-08-18
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.46	-0.99	$4.54	0.06	0.21	9.60	0.14	82.30	86.84	-9.46	$-946.00	960.00	11	2.0	1.000	4.54	2024-08-17
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.46	-0.99	$4.54	0.06	0.19	9.60	0.14	82.30	86.84	-9.46	$-946.00	960.00	10	2.0	1.000	4.54	2024-08-16
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.46	-0.99	$4.32	0.05	-0.12	9.60	0.14	82.30	86.62	-9.46	$-946.00	960.00	9	2.0	1.000	4.32	2024-08-15
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$-9.46	-0.99	$-0.05	-0.00	0.50	9.60	0.14	82.30	82.25	-9.46	$-946.00	960.00	8	2.0	1.000	-0.05	2024-08-14
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$0.00	0.00	$0.60	0.01	0.11	9.60	9.60	82.30	82.90	0.00	$0.00	960.00	7	2.0	1.000	0.60	2024-08-13
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$0.00	0.00	$-1.01	-0.01	0.16	9.60	9.60	82.30	81.29	0.00	$0.00	960.00	6	2.0	1.000	-1.01	2024-08-12
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$0.00	0.00	$2.63	0.03	0.22	9.60	9.60	82.30	84.93	0.00	$0.00	960.00	3	2.0	1.000	2.63	2024-08-09
MRNA240906C00119000	MRNA	CALL	Long	119.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$2.02	0.02	-0.08	9.60	9.60	82.30	84.32	0.00	$0.00	960.00	2	2.0	1.000	2.02	2024-08-08
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$0.00	0.00	$-0.75	-0.01	0.17	9.60	9.60	82.30	81.55	0.00	$0.00	960.00	1	2.0	1.000	-0.75	2024-08-07
MRNA240906C00119000	MRNA	CALL	Long	119.00	None	$0.00	0.00	$0.00	0.00	0.00	9.60	9.60	82.30	82.30	0.00	$0.00	960.00	0	2.0	1.000	0.00	2024-08-06

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