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View Outliers PnL Drill-Down: MRSN240216P00002500

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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
2024-01-08	MRSN	MRSN240216P00002500	2.50	2.0	69.000	1.078	0.336	0.2	0.0	0.000	0.430	0.230	0.26	2.69	2024-02-16	PUT	Long	0.463	0.490	0.185
2024-01-09	MRSN	MRSN240216P00002500	2.50	3.0	69.000	1.039	0.374	0.7	0.0	-0.010	0.830	0.090	0.10	3.23	2024-02-16	PUT	Long	0.490	0.520	0.201

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	MRSN	0.636	0.151	0.395	0.277	0.283	-0.086	2.03	-4.658	0.0000	1.23	5.94	21	1y	2.15

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
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-1.19	-0.44	1.78	0.26	0.05	2.69	3.88	-0.21	$-21.00	26.00	32	10.0	68.000	-1.19	2024-02-09
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-1.54	-0.57	3.30	0.26	0.05	2.69	4.23	-0.21	$-21.00	26.00	31	10.0	68.000	-1.54	2024-02-08
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-0.90	-0.33	1.20	0.26	0.05	2.69	3.59	-0.21	$-21.00	26.00	30	10.0	68.000	-0.90	2024-02-07
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-0.97	-0.36	1.16	0.26	0.05	2.69	3.66	-0.21	$-21.00	26.00	29	10.0	68.000	-0.97	2024-02-06
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-0.84	-0.31	-0.58	0.26	0.05	2.69	3.53	-0.21	$-21.00	26.00	28	10.0	68.000	-0.84	2024-02-05
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-0.67	-0.25	-0.58	0.26	0.05	2.69	3.36	-0.21	$-21.00	26.00	27	10.0	68.000	-0.67	2024-02-04
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-0.67	-0.25	0.22	0.26	0.05	2.69	3.36	-0.21	$-21.00	26.00	25	10.0	68.000	-0.67	2024-02-02
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.21	-0.81	$-0.69	-0.26	0.20	0.26	0.05	2.69	3.38	-0.21	$-21.00	26.00	24	10.0	71.000	-0.69	2024-02-01
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.20	-0.77	$-0.47	-0.17	-0.03	0.26	0.06	2.69	3.16	-0.20	$-20.00	26.00	23	2.0	71.000	-0.47	2024-01-31
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.20	-0.77	$-0.41	-0.15	0.19	0.26	0.06	2.69	3.10	-0.20	$-20.00	26.00	22	2.0	71.000	-0.41	2024-01-30
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.20	-0.77	$-0.79	-0.29	0.17	0.26	0.06	2.69	3.48	-0.20	$-20.00	26.00	21	2.0	71.000	-0.79	2024-01-29
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.20	-0.77	$-0.53	-0.20	-0.06	0.26	0.06	2.69	3.22	-0.20	$-20.00	26.00	20	2.0	71.000	-0.53	2024-01-28
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.20	-0.77	$-0.53	-0.20	-0.09	0.26	0.06	2.69	3.22	-0.20	$-20.00	26.00	19	2.0	71.000	-0.53	2024-01-27
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.20	-0.77	$-0.53	-0.20	-0.11	0.26	0.06	2.69	3.22	-0.20	$-20.00	26.00	18	2.0	71.000	-0.53	2024-01-26
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.11	-0.42	$-0.48	-0.18	-0.16	0.26	0.15	2.69	3.17	-0.11	$-11.00	26.00	17	1.0	71.000	-0.48	2024-01-25
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.11	-0.42	$-0.44	-0.16	-0.08	0.26	0.15	2.69	3.13	-0.11	$-11.00	26.00	16	1.0	70.000	-0.44	2024-01-24
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.15	-0.58	$-0.26	-0.10	-0.13	0.26	0.11	2.69	2.95	-0.15	$-15.00	26.00	15	20.0	89.000	-0.26	2024-01-23
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.08	-0.31	$-0.13	-0.05	-0.08	0.26	0.18	2.69	2.82	-0.08	$-8.00	26.00	14	70.0	69.000	-0.13	2024-01-22
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.16	-0.62	$-0.02	-0.01	-0.07	0.26	0.10	2.69	2.71	-0.16	$-16.00	26.00	11	2.0	69.000	-0.02	2024-01-19
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.16	-0.62	$0.06	0.02	-0.11	0.26	0.10	2.69	2.63	-0.16	$-16.00	26.00	10	1.0	69.000	0.06	2024-01-18
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.16	-0.62	$-0.20	-0.07	0.02	0.26	0.10	2.69	2.89	-0.16	$-16.00	26.00	9	1.0	69.000	-0.20	2024-01-17
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.16	-0.62	$0.09	0.03	-0.09	0.26	0.10	2.69	2.60	-0.16	$-16.00	26.00	8	1.0	69.000	0.09	2024-01-16
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.16	-0.62	$-0.33	-0.12	0.11	0.26	0.10	2.69	3.02	-0.16	$-16.00	26.00	4	1.0	69.000	-0.33	2024-01-12
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.16	-0.62	$-0.55	-0.20	-0.20	0.26	0.10	2.69	3.24	-0.16	$-16.00	26.00	3	1.0	69.000	-0.55	2024-01-11
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$-0.16	-0.62	$-0.56	-0.21	0.08	0.26	0.10	2.69	3.25	-0.16	$-16.00	26.00	2	1.0	69.000	-0.56	2024-01-10
MRSN240216P00002500	MRSN	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.16	$-0.16	-0.62	$-0.54	-0.20	-0.04	0.26	0.10	2.69	3.23	-0.16	$-16.00	26.00	1	3.0	69.000	-0.54	2024-01-09
MRSN240216P00002500	MRSN	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.26	0.26	2.69	2.69	0.00	$0.00	26.00	0	2.0	69.000	-0.00	2024-01-08

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