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View Outliers PnL Drill-Down: MRNA241018C00065000

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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
2024-09-12	MRNA	MRNA241018C00065000	65.00	283.0	30.000	0.653	0.346	3.6	2.0	0.010	5.970	4.360	6.10	66.32	2024-10-18	CALL	Long	0.330	0.352	-0.124

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
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.87	-1.00	$-12.21	-0.18	0.06	7.90	0.03	69.68	57.47	-7.87	$-787.00	790.00	34	129.0	6010.000	-12.21	2024-10-16
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.84	-0.99	$-11.95	-0.17	-0.07	7.90	0.06	69.68	57.73	-7.84	$-784.00	790.00	32	573.0	5550.000	-11.95	2024-10-14
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.72	-0.98	$-11.39	-0.16	-0.09	7.90	0.18	69.68	58.29	-7.72	$-772.00	790.00	29	549.0	5345.000	-11.39	2024-10-11
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.78	-0.98	$-12.85	-0.18	-0.08	7.90	0.12	69.68	56.83	-7.78	$-778.00	790.00	28	1057.0	5661.000	-12.85	2024-10-10
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.54	-0.95	$-10.82	-0.16	-0.10	7.90	0.36	69.68	58.86	-7.54	$-754.00	790.00	27	299.0	5571.000	-10.82	2024-10-09
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.44	-0.94	$-10.96	-0.16	-0.09	7.90	0.46	69.68	58.72	-7.44	$-744.00	790.00	25	382.0	3592.000	-10.96	2024-10-07
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.07	-0.89	$-9.48	-0.14	-0.12	7.90	0.83	69.68	60.20	-7.07	$-707.00	790.00	23	408.0	3379.000	-9.48	2024-10-05
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-7.04	-0.89	$-9.48	-0.14	-0.12	7.90	0.86	69.68	60.20	-7.04	$-704.00	790.00	22	375.0	3379.000	-9.48	2024-10-04
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-6.56	-0.83	$-8.61	-0.12	-0.08	7.90	1.34	69.68	61.07	-6.56	$-656.00	790.00	21	827.0	2953.000	-8.61	2024-10-03
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-5.84	-0.74	$-6.52	-0.09	-0.11	7.90	2.06	69.68	63.16	-5.84	$-584.00	790.00	20	467.0	2654.000	-6.52	2024-10-02
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-5.04	-0.64	$-5.75	-0.08	-0.05	7.90	2.86	69.68	63.93	-5.04	$-504.00	790.00	19	275.0	0.000	-5.75	2024-10-01
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-3.70	-0.47	$-2.85	-0.04	-0.09	7.90	4.20	69.68	66.83	-3.70	$-370.00	790.00	18	57.0	2730.000	-2.85	2024-09-30
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-4.10	-0.52	$-3.93	-0.06	-0.03	7.90	3.80	69.68	65.75	-4.10	$-410.00	790.00	17	412.0	2757.000	-3.93	2024-09-29
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-4.10	-0.52	$-3.93	-0.06	-0.06	7.90	3.80	69.68	65.75	-4.10	$-410.00	790.00	16	412.0	2757.000	-3.93	2024-09-28
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-4.10	-0.52	$-3.93	-0.06	-0.09	7.90	3.80	69.68	65.75	-4.10	$-410.00	790.00	15	412.0	2757.000	-3.93	2024-09-27
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-4.99	-0.63	$-5.75	-0.08	-0.10	7.90	2.91	69.68	63.93	-4.99	$-499.00	790.00	14	251.0	2740.000	-5.75	2024-09-26
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-4.85	-0.61	$-6.04	-0.09	-0.07	7.90	3.05	69.68	63.64	-4.85	$-485.00	790.00	13	371.0	2637.000	-6.04	2024-09-25
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-4.40	-0.56	$-5.74	-0.08	-0.04	7.90	3.50	69.68	63.94	-4.40	$-440.00	790.00	12	358.0	2584.000	-5.74	2024-09-24
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-4.40	-0.56	$-5.54	-0.08	-0.06	7.90	3.50	69.68	64.14	-4.40	$-440.00	790.00	11	2629.0	566.000	-5.54	2024-09-23
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-3.40	-0.43	$-3.99	-0.06	-0.62	7.90	4.50	69.68	65.69	-3.40	$-340.00	790.00	10	342.0	0.000	-3.99	2024-09-22
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-3.55	-0.45	$-3.99	-0.06	-0.07	7.90	4.35	69.68	65.69	-3.55	$-355.00	790.00	8	297.0	492.000	-3.99	2024-09-20
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-1.80	-0.23	$-1.66	-0.02	-0.06	7.90	6.10	69.68	68.02	-1.80	$-180.00	790.00	7	7.0	482.000	-1.66	2024-09-19
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$0.25	0.03	$0.18	0.00	0.05	7.90	8.15	69.68	69.86	0.25	$25.00	790.00	6	10.0	488.000	0.18	2024-09-18
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$1.60	0.20	$2.26	0.03	-0.07	7.90	9.50	69.68	71.94	1.60	$160.00	790.00	5	80.0	458.000	2.26	2024-09-17
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-0.55	-0.07	$-0.51	-0.01	-0.00	7.90	7.35	69.68	69.17	-0.55	$-55.00	790.00	4	87.0	471.000	-0.51	2024-09-16
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$-1.30	-0.16	$-1.40	-0.02	-0.02	7.90	6.60	69.68	68.28	-1.30	$-130.00	790.00	2	519.0	253.000	-1.40	2024-09-14
MRNA241018C00065000	MRNA	CALL	Long	65.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.15; Exit EQ PnL: -2.51	$-1.50	-0.19	$-1.40	-0.02	-0.07	7.90	6.40	69.68	68.28	-1.50	$-150.00	790.00	1	516.0	253.000	-1.40	2024-09-13
MRNA241018C00065000	MRNA	CALL	Long	65.00	None	$0.00	0.00	$0.00	0.00	0.00	7.90	7.90	69.68	69.68	0.00	$0.00	790.00	0	474.0	30.000	0.00	2024-09-12

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