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View Outliers PnL Drill-Down: MRSN240621C00005000

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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
2024-05-09	MRSN	MRSN240621C00005000	5.00	44.0	50.000	1.750	0.425	0.0	2.5	0.030	0.080	2.590	0.40	2.46	2024-06-21	CALL	Long	0.375	0.494	-0.275

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
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.42	-0.17	-1.25	0.40	0.10	2.46	2.04	-0.30	$-30.00	40.00	40	1.0	52.000	-0.42	2024-06-18
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.42	-0.17	3.25	0.40	0.10	2.46	2.04	-0.30	$-30.00	40.00	39	1.0	52.000	-0.42	2024-06-17
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.39	-0.16	1.62	0.40	0.10	2.46	2.07	-0.30	$-30.00	40.00	36	1.0	52.000	-0.39	2024-06-14
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.24	-0.10	1.69	0.40	0.10	2.46	2.22	-0.30	$-30.00	40.00	35	1.0	52.000	-0.24	2024-06-13
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.18	-0.07	1.41	0.40	0.10	2.46	2.28	-0.30	$-30.00	40.00	34	1.0	52.000	-0.18	2024-06-12
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.20	-0.08	1.28	0.40	0.10	2.46	2.26	-0.30	$-30.00	40.00	33	1.0	52.000	-0.20	2024-06-11
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.24	-0.10	1.22	0.40	0.10	2.46	2.22	-0.30	$-30.00	40.00	32	1.0	52.000	-0.24	2024-06-10
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.32	-0.13	1.34	0.40	0.10	2.46	2.14	-0.30	$-30.00	40.00	31	1.0	52.000	-0.32	2024-06-09
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.32	-0.13	1.00	0.40	0.10	2.46	2.14	-0.30	$-30.00	40.00	29	1.0	52.000	-0.32	2024-06-07
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.25	-0.10	0.83	0.40	0.10	2.46	2.21	-0.30	$-30.00	40.00	28	1.0	52.000	-0.25	2024-06-06
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.15	-0.06	0.62	0.40	0.10	2.46	2.31	-0.30	$-30.00	40.00	27	1.0	52.000	-0.15	2024-06-05
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.26	-0.11	0.69	0.40	0.10	2.46	2.20	-0.30	$-30.00	40.00	26	1.0	52.000	-0.26	2024-06-04
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.11	-0.04	0.47	0.40	0.10	2.46	2.35	-0.30	$-30.00	40.00	25	1.0	52.000	-0.11	2024-06-03
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.13	-0.05	0.05	0.40	0.10	2.46	2.33	-0.30	$-30.00	40.00	22	1.0	0.000	-0.13	2024-05-31
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.06	-0.02	0.22	0.40	0.10	2.46	2.40	-0.30	$-30.00	40.00	21	1.0	52.000	-0.06	2024-05-30
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.11	-0.04	0.42	0.40	0.10	2.46	2.35	-0.30	$-30.00	40.00	20	1.0	52.000	-0.11	2024-05-29
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.06	-0.02	0.17	0.40	0.10	2.46	2.40	-0.30	$-30.00	40.00	19	1.0	52.000	-0.06	2024-05-28
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.08	-0.03	0.31	0.40	0.10	2.46	2.38	-0.30	$-30.00	40.00	18	1.0	52.000	-0.08	2024-05-27
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$-0.08	-0.03	0.20	0.40	0.10	2.46	2.38	-0.30	$-30.00	40.00	15	1.0	52.000	-0.08	2024-05-24
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$0.01	0.00	-0.31	0.40	0.10	2.46	2.47	-0.30	$-30.00	40.00	14	1.0	52.000	0.01	2024-05-23
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$0.11	0.04	-0.20	0.40	0.10	2.46	2.57	-0.30	$-30.00	40.00	13	1.0	52.000	0.11	2024-05-22
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$0.16	0.07	-0.10	0.40	0.10	2.46	2.62	-0.30	$-30.00	40.00	12	1.0	52.000	0.16	2024-05-21
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.30	-0.75	$0.31	0.13	-1.25	0.40	0.10	2.46	2.77	-0.30	$-30.00	40.00	11	1.0	0.000	0.31	2024-05-20
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.35	-0.88	$0.27	0.11	-0.38	0.40	0.05	2.46	2.73	-0.35	$-35.00	40.00	10	1.0	51.000	0.27	2024-05-19
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.35	-0.88	$0.27	0.11	-0.41	0.40	0.05	2.46	2.73	-0.35	$-35.00	40.00	9	1.0	51.000	0.27	2024-05-18
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.35	-0.88	$0.27	0.11	-0.42	0.40	0.05	2.46	2.73	-0.35	$-35.00	40.00	8	1.0	51.000	0.27	2024-05-17
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.35	-0.88	$0.11	0.04	-0.34	0.40	0.05	2.46	2.57	-0.35	$-35.00	40.00	6	44.0	51.000	0.11	2024-05-15
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.35	-0.88	$0.15	0.06	-0.12	0.40	0.05	2.46	2.61	-0.35	$-35.00	40.00	5	44.0	51.000	0.15	2024-05-14
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$-0.35	-0.88	$0.16	0.07	-0.05	0.40	0.05	2.46	2.62	-0.35	$-35.00	40.00	4	44.0	51.000	0.16	2024-05-13
MRSN240621C00005000	MRSN	CALL	Long	5.00	Underlying has moved in favorable position (0.1016260162601626016260162602) however, position is suffering from IV crush;Exit OP PnL: $-0.35;Exit EQ PnL: 0.25	$-0.35	-0.88	$0.25	0.10	-0.66	0.40	0.05	2.46	2.71	-0.35	$-35.00	40.00	3	44.0	51.000	0.25	2024-05-12
MRSN240621C00005000	MRSN	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	2.46	2.46	0.00	$0.00	40.00	0	44.0	50.000	0.00	2024-05-09

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