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View Outliers PnL Drill-Down: MRNS250117C00001000

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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
2024-10-24	MRNS	MRNS250117C00001000	1.00	37.0	256.000	2.031	1.810	0.0	0.7	1.150	0.010	0.710	0.04	0.30	2025-01-17	CALL	Long	0.406	1.805	-0.825

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	MRNS	0.909	0.085	1.848	0.459	0.185	-1.663	0.25	-4.563	0.0000	0.25	11.21	21	1y	0.61

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
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.07	-0.23	2.09	0.04	0.05	0.30	0.23	0.01	$1.00	4.00	57	3.0	479.000	-0.07	2024-12-20
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.06	-0.20	1.94	0.04	0.05	0.30	0.24	0.01	$1.00	4.00	56	3.0	479.000	-0.06	2024-12-19
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.06	-0.20	2.84	0.04	0.05	0.30	0.24	0.01	$1.00	4.00	55	3.0	479.000	-0.06	2024-12-18
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.05	-0.17	1.72	0.04	0.05	0.30	0.25	0.01	$1.00	4.00	54	3.0	479.000	-0.05	2024-12-17
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.05	-0.17	1.66	0.04	0.05	0.30	0.25	0.01	$1.00	4.00	53	3.0	479.000	-0.05	2024-12-16
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.04	-0.13	1.34	0.04	0.05	0.30	0.26	0.01	$1.00	4.00	50	3.0	479.000	-0.04	2024-12-13
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.03	-0.10	1.22	0.04	0.05	0.30	0.27	0.01	$1.00	4.00	49	3.0	479.000	-0.03	2024-12-12
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.01	-0.03	3.91	0.04	0.05	0.30	0.29	0.01	$1.00	4.00	48	3.0	479.000	-0.01	2024-12-11
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$-0.03	-0.10	-2.03	0.04	0.05	0.30	0.27	0.01	$1.00	4.00	47	3.0	479.000	-0.03	2024-12-10
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.00	0.00	0.91	0.04	0.05	0.30	0.30	0.01	$1.00	4.00	46	3.0	476.000	0.00	2024-12-09
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$-0.01	-0.03	0.97	0.04	0.02	0.30	0.29	-0.02	$-2.00	4.00	45	5.0	476.000	-0.01	2024-12-08
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$-0.01	-0.03	0.84	0.04	0.02	0.30	0.29	-0.02	$-2.00	4.00	43	5.0	476.000	-0.01	2024-12-06
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$-0.02	-0.07	-2.03	0.04	0.02	0.30	0.28	-0.02	$-2.00	4.00	42	5.0	476.000	-0.02	2024-12-05
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.00	0.00	-2.03	0.04	0.02	0.30	0.30	-0.02	$-2.00	4.00	41	5.0	476.000	0.00	2024-12-04
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.01	0.03	-2.03	0.04	0.02	0.30	0.31	-0.02	$-2.00	4.00	40	5.0	476.000	0.01	2024-12-03
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.03	0.10	-2.03	0.04	0.02	0.30	0.33	-0.02	$-2.00	4.00	39	5.0	476.000	0.03	2024-12-02
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.02	0.07	-1.53	0.04	0.02	0.30	0.32	-0.02	$-2.00	4.00	38	5.0	0.000	0.02	2024-12-01
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.02	0.07	-2.03	0.04	0.02	0.30	0.32	-0.02	$-2.00	4.00	37	5.0	476.000	0.02	2024-11-30
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.02	0.07	0.41	0.04	0.02	0.30	0.32	-0.02	$-2.00	4.00	35	5.0	476.000	0.02	2024-11-28
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.02	0.07	0.41	0.04	0.02	0.30	0.32	-0.02	$-2.00	4.00	34	5.0	476.000	0.02	2024-11-27
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.02	0.07	0.34	0.04	0.02	0.30	0.32	-0.02	$-2.00	4.00	33	5.0	476.000	0.02	2024-11-26
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.02	0.07	0.34	0.04	0.02	0.30	0.32	-0.02	$-2.00	4.00	32	5.0	471.000	0.02	2024-11-25
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.02	0.07	0.34	0.04	0.05	0.30	0.32	0.01	$1.00	4.00	31	1.0	471.000	0.02	2024-11-24
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.02	0.07	0.28	0.04	0.05	0.30	0.32	0.01	$1.00	4.00	30	1.0	471.000	0.02	2024-11-23
MRNS250117C00001000	MRNS	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.25	$0.02	0.07	0.28	0.04	0.05	0.30	0.32	0.01	$1.00	4.00	29	1.0	471.000	0.02	2024-11-22
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.02	0.07	0.28	0.04	0.05	0.30	0.32	0.01	$1.00	4.00	28	1.0	471.000	0.02	2024-11-21
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.01	0.03	0.34	0.04	0.05	0.30	0.31	0.01	$1.00	4.00	27	1.0	471.000	0.01	2024-11-20
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.01	0.03	0.34	0.04	0.05	0.30	0.31	0.01	$1.00	4.00	26	1.0	470.000	0.01	2024-11-19
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.01	0.03	0.28	0.04	0.05	0.30	0.31	0.01	$1.00	4.00	25	4.0	467.000	0.01	2024-11-18
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.00	0.00	0.34	0.04	0.05	0.30	0.30	0.01	$1.00	4.00	24	8.0	460.000	0.00	2024-11-17
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.00	0.00	0.28	0.04	0.05	0.30	0.30	0.01	$1.00	4.00	23	8.0	460.000	0.00	2024-11-16
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.00	0.00	0.28	0.04	0.05	0.30	0.30	0.01	$1.00	4.00	22	8.0	460.000	0.00	2024-11-15
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.01	0.03	0.22	0.04	0.05	0.30	0.31	0.01	$1.00	4.00	21	1.0	459.000	0.01	2024-11-14
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$-0.02	-0.50	$0.00	0.00	0.22	0.04	0.02	0.30	0.30	-0.02	$-2.00	4.00	20	3.0	459.000	0.00	2024-11-13
MRNS250117C00001000	MRNS	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.02	-0.50	$0.04	0.13	-0.03	0.04	0.02	0.30	0.34	-0.02	$-2.00	4.00	19	3.0	459.000	0.04	2024-11-12
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.03	0.10	0.03	0.04	0.05	0.30	0.33	0.01	$1.00	4.00	18	140.0	459.000	0.03	2024-11-11
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.04	0.13	-0.06	0.04	0.05	0.30	0.34	0.01	$1.00	4.00	17	140.0	335.000	0.04	2024-11-10
MRNS250117C00001000	MRNS	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.25	$0.04	0.13	-0.06	0.04	0.05	0.30	0.34	0.01	$1.00	4.00	16	140.0	335.000	0.04	2024-11-09
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.00	0.00	$0.05	0.17	-0.09	0.04	0.04	0.30	0.35	0.00	$0.00	4.00	15	10.0	335.000	0.05	2024-11-08
MRNS250117C00001000	MRNS	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.04	1.00	$0.06	0.20	-0.16	0.04	0.08	0.30	0.36	0.04	$4.00	4.00	14	5.0	335.000	0.06	2024-11-07
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.06	1.50	$0.03	0.10	0.47	0.04	0.10	0.30	0.33	0.06	$6.00	4.00	13	6.0	335.000	0.03	2024-11-06
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.02	0.07	0.50	0.04	0.05	0.30	0.32	0.01	$1.00	4.00	12	5.0	329.000	0.02	2024-11-05
MRNS250117C00001000	MRNS	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.01	0.25	$0.03	0.10	-0.06	0.04	0.05	0.30	0.33	0.01	$1.00	4.00	11	2.0	327.000	0.03	2024-11-04
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.06	1.50	$0.03	0.10	0.84	0.04	0.10	0.30	0.33	0.06	$6.00	4.00	8	2.0	325.000	0.03	2024-11-01
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.56	0.04	0.04	0.30	0.30	0.00	$0.00	4.00	7	20.0	305.000	0.00	2024-10-31
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.06	1.50	$0.02	0.07	-2.03	0.04	0.10	0.30	0.32	0.06	$6.00	4.00	6	26.0	305.000	0.02	2024-10-30
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.06	1.50	$-0.01	-0.03	0.62	0.04	0.10	0.30	0.29	0.06	$6.00	4.00	5	26.0	290.000	-0.01	2024-10-29
MRNS250117C00001000	MRNS	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	1.25	$0.07	0.23	0.09	0.04	0.09	0.30	0.37	0.05	$5.00	4.00	4	29.0	273.000	0.07	2024-10-28
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.11	0.37	-0.06	0.04	0.05	0.30	0.41	0.01	$1.00	4.00	3	25.0	263.000	0.11	2024-10-27
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.01	0.25	$0.11	0.37	-0.06	0.04	0.05	0.30	0.41	0.01	$1.00	4.00	2	25.0	263.000	0.11	2024-10-26
MRNS250117C00001000	MRNS	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.04	0.04	0.30	0.30	0.00	$0.00	4.00	0	37.0	256.000	0.00	2024-10-24

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