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View Outliers PnL Drill-Down: MRNA241018C00070000

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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 MRNA241018C00070000 70.00 1816.0 131.000 0.579 0.340 1.7 4.2 0.010 3.600 6.100 3.70 67.18 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
MRNA241018C00070000 MRNA CALL Long 70.00 None $-5.17 -1.00 $-12.21 -0.18 0.20 5.18 0.01 69.68 57.47 -5.17 $-517.00 518.00 34 9.0 3917.000 -12.21 2024-10-16
MRNA241018C00070000 MRNA CALL Long 70.00 None $-5.17 -1.00 $-11.95 -0.17 0.08 5.18 0.01 69.68 57.73 -5.17 $-517.00 518.00 32 174.0 3879.000 -11.95 2024-10-14
MRNA241018C00070000 MRNA CALL Long 70.00 None $-5.14 -0.99 $-11.39 -0.16 -0.00 5.18 0.04 69.68 58.29 -5.14 $-514.00 518.00 29 395.0 3894.000 -11.39 2024-10-11
MRNA241018C00070000 MRNA CALL Long 70.00 None $-5.13 -0.99 $-12.85 -0.18 0.03 5.18 0.05 69.68 56.83 -5.13 $-513.00 518.00 28 193.0 3914.000 -12.85 2024-10-10
MRNA241018C00070000 MRNA CALL Long 70.00 None $-5.02 -0.97 $-10.82 -0.16 0.01 5.18 0.16 69.68 58.86 -5.02 $-502.00 518.00 27 70.0 3911.000 -10.82 2024-10-09
MRNA241018C00070000 MRNA CALL Long 70.00 None $-5.05 -0.97 $-10.96 -0.16 -0.02 5.18 0.13 69.68 58.72 -5.05 $-505.00 518.00 25 340.0 3853.000 -10.96 2024-10-07
MRNA241018C00070000 MRNA CALL Long 70.00 None $-4.93 -0.95 $-9.48 -0.14 -0.36 5.18 0.25 69.68 60.20 -4.93 $-493.00 518.00 24 653.0 0.000 -9.48 2024-10-06
MRNA241018C00070000 MRNA CALL Long 70.00 None $-4.93 -0.95 $-9.48 -0.14 -0.07 5.18 0.25 69.68 60.20 -4.93 $-493.00 518.00 23 653.0 3830.000 -9.48 2024-10-05
MRNA241018C00070000 MRNA CALL Long 70.00 None $-4.94 -0.95 $-9.48 -0.14 -0.08 5.18 0.24 69.68 60.20 -4.94 $-494.00 518.00 22 647.0 3830.000 -9.48 2024-10-04
MRNA241018C00070000 MRNA CALL Long 70.00 None $-4.73 -0.91 $-8.61 -0.12 -0.06 5.18 0.45 69.68 61.07 -4.73 $-473.00 518.00 21 159.0 3832.000 -8.61 2024-10-03
MRNA241018C00070000 MRNA CALL Long 70.00 None $-4.45 -0.86 $-6.52 -0.09 -0.09 5.18 0.73 69.68 63.16 -4.45 $-445.00 518.00 20 1070.0 3277.000 -6.52 2024-10-02
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.98 -0.77 $-5.75 -0.08 -0.04 5.18 1.20 69.68 63.93 -3.98 $-398.00 518.00 19 333.0 3122.000 -5.75 2024-10-01
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.11 -0.60 $-2.85 -0.04 -0.07 5.18 2.07 69.68 66.83 -3.11 $-311.00 518.00 18 457.0 3064.000 -2.85 2024-09-30
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.28 -0.63 $-3.93 -0.06 -0.55 5.18 1.90 69.68 65.75 -3.28 $-328.00 518.00 17 437.0 3064.000 -3.93 2024-09-29
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.28 -0.63 $-3.93 -0.06 -0.05 5.18 1.90 69.68 65.75 -3.28 $-328.00 518.00 16 437.0 2943.000 -3.93 2024-09-28
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.41 -0.66 $-3.93 -0.06 -0.08 5.18 1.77 69.68 65.75 -3.41 $-341.00 518.00 15 434.0 2943.000 -3.93 2024-09-27
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.83 -0.74 $-5.75 -0.08 -0.08 5.18 1.35 69.68 63.93 -3.83 $-383.00 518.00 14 283.0 2924.000 -5.75 2024-09-26
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.77 -0.73 $-6.04 -0.09 -0.06 5.18 1.41 69.68 63.64 -3.77 $-377.00 518.00 13 275.0 2878.000 -6.04 2024-09-25
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.46 -0.67 $-5.74 -0.08 -0.04 5.18 1.72 69.68 63.94 -3.46 $-346.00 518.00 12 211.0 2835.000 -5.74 2024-09-24
MRNA241018C00070000 MRNA CALL Long 70.00 None $-3.42 -0.66 $-5.54 -0.08 -0.05 5.18 1.76 69.68 64.14 -3.42 $-342.00 518.00 11 574.0 2436.000 -5.54 2024-09-23
MRNA241018C00070000 MRNA CALL Long 70.00 None $-2.89 -0.56 $-3.99 -0.06 -0.55 5.18 2.29 69.68 65.69 -2.89 $-289.00 518.00 10 586.0 0.000 -3.99 2024-09-22
MRNA241018C00070000 MRNA CALL Long 70.00 None $-2.84 -0.55 $-3.99 -0.06 -0.07 5.18 2.34 69.68 65.69 -2.84 $-284.00 518.00 8 458.0 2182.000 -3.99 2024-09-20
MRNA241018C00070000 MRNA CALL Long 70.00 None $-1.83 -0.35 $-1.66 -0.02 -0.08 5.18 3.35 69.68 68.02 -1.83 $-183.00 518.00 7 809.0 1755.000 -1.66 2024-09-19
MRNA241018C00070000 MRNA CALL Long 70.00 None $-0.18 -0.03 $0.18 0.00 0.01 5.18 5.00 69.68 69.86 -0.18 $-18.00 518.00 6 96.0 1773.000 0.18 2024-09-18
MRNA241018C00070000 MRNA CALL Long 70.00 None $0.79 0.15 $2.33 0.03 -0.03 5.18 5.97 69.68 72.01 0.79 $79.00 518.00 5 605.0 1821.000 2.33 2024-09-17
MRNA241018C00070000 MRNA CALL Long 70.00 None $-0.54 -0.10 $-0.51 -0.01 -0.02 5.18 4.64 69.68 69.17 -0.54 $-54.00 518.00 4 639.0 1747.000 -0.51 2024-09-16
MRNA241018C00070000 MRNA CALL Long 70.00 None $-1.03 -0.20 $-1.40 -0.02 -0.02 5.18 4.15 69.68 68.28 -1.03 $-103.00 518.00 2 709.0 1389.000 -1.40 2024-09-14
MRNA241018C00070000 MRNA CALL Long 70.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.12; Exit EQ PnL: -2.51 $-1.30 -0.25 $-1.40 -0.02 -0.06 5.18 3.88 69.68 68.28 -1.30 $-130.00 518.00 1 706.0 1389.000 -1.40 2024-09-13
MRNA241018C00070000 MRNA CALL Long 70.00 None $0.00 0.00 $0.00 0.00 0.00 5.18 5.18 69.68 69.68 0.00 $0.00 518.00 0 2513.0 131.000 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