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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