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View Outliers PnL Drill-Down: MRVI240621P00007500

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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
2024-02-23	MRVI	MRVI240621P00007500	7.50	20.0	116.000	0.787	0.729	1.7	0.7	-0.190	1.750	0.800	1.20	8.36	2024-06-21	PUT	Long	0.270	0.566	0.636

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	MRVI	0.909	0.119	0.536	0.229	0.195	-0.320	5.80	-0.412	0.0000	4.42	11.34	21	1y	6.97

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
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.85	-0.71	$1.47	0.18	0.83	1.20	0.35	8.36	6.89	-0.85	$-85.00	120.00	116	20.0	157.000	1.47	2024-06-18
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.85	-0.71	$1.14	0.14	0.44	1.20	0.35	8.36	7.22	-0.85	$-85.00	120.00	115	20.0	137.000	1.14	2024-06-17
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.90	-0.75	$0.84	0.10	0.03	1.20	0.30	8.36	7.52	-0.90	$-90.00	120.00	112	5.0	132.000	0.84	2024-06-14
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-1.10	-0.92	$0.60	0.07	-0.18	1.20	0.10	8.36	7.76	-1.10	$-110.00	120.00	111	1.0	132.000	0.60	2024-06-13
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-1.10	-0.92	$0.48	0.06	-0.14	1.20	0.10	8.36	7.88	-1.10	$-110.00	120.00	110	1.0	132.000	0.48	2024-06-12
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.96	-0.80	$0.25	0.03	-0.03	1.20	0.24	8.36	8.11	-0.96	$-96.00	120.00	109	1.0	132.000	0.25	2024-06-11
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.96	-0.80	$-0.07	-0.01	0.10	1.20	0.24	8.36	8.43	-0.96	$-96.00	120.00	108	1.0	132.000	-0.07	2024-06-10
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.96	-0.80	$-0.25	-0.03	0.19	1.20	0.24	8.36	8.61	-0.96	$-96.00	120.00	107	1.0	132.000	-0.25	2024-06-09
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.96	-0.80	$-0.25	-0.03	0.08	1.20	0.24	8.36	8.61	-0.96	$-96.00	120.00	105	1.0	132.000	-0.25	2024-06-07
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-1.05	-0.88	$-0.10	-0.01	-0.22	1.20	0.15	8.36	8.46	-1.05	$-105.00	120.00	104	10.0	122.000	-0.10	2024-06-06
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.25	-0.03	-0.19	1.20	0.23	8.36	8.61	-0.97	$-97.00	120.00	103	1.0	122.000	-0.25	2024-06-05
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.34	-0.04	-0.18	1.20	0.23	8.36	8.70	-0.97	$-97.00	120.00	102	1.0	122.000	-0.34	2024-06-04
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.39	-0.05	-0.18	1.20	0.23	8.36	8.75	-0.97	$-97.00	120.00	101	1.0	122.000	-0.39	2024-06-03
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.31	-0.04	-0.19	1.20	0.23	8.36	8.67	-0.97	$-97.00	120.00	98	1.0	0.000	-0.31	2024-05-31
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.53	-0.06	0.00	1.20	0.23	8.36	8.89	-0.97	$-97.00	120.00	97	1.0	122.000	-0.53	2024-05-30
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.57	-0.07	0.12	1.20	0.23	8.36	8.93	-0.97	$-97.00	120.00	96	1.0	122.000	-0.57	2024-05-29
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.42	-0.29	0.33	1.20	0.23	8.36	10.78	-0.97	$-97.00	120.00	95	1.0	122.000	-2.42	2024-05-28
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.49	-0.30	0.76	1.20	0.23	8.36	10.85	-0.97	$-97.00	120.00	94	1.0	122.000	-2.49	2024-05-27
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.49	-0.30	0.68	1.20	0.23	8.36	10.85	-0.97	$-97.00	120.00	91	1.0	122.000	-2.49	2024-05-24
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.42	-0.29	0.64	1.20	0.23	8.36	10.78	-0.97	$-97.00	120.00	90	1.0	122.000	-2.42	2024-05-23
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.69	-0.32	0.67	1.20	0.23	8.36	11.05	-0.97	$-97.00	120.00	89	1.0	122.000	-2.69	2024-05-22
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.59	-0.31	0.31	1.20	0.23	8.36	10.95	-0.97	$-97.00	120.00	88	1.0	122.000	-2.59	2024-05-21
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.98	-0.36	-0.54	1.20	0.23	8.36	11.34	-0.97	$-97.00	120.00	87	1.0	0.000	-2.98	2024-05-20
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.96	-0.35	0.86	1.20	0.23	8.36	11.32	-0.97	$-97.00	120.00	86	1.0	122.000	-2.96	2024-05-19
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.96	-0.35	0.83	1.20	0.23	8.36	11.32	-0.97	$-97.00	120.00	85	1.0	122.000	-2.96	2024-05-18
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.96	-0.35	0.81	1.20	0.23	8.36	11.32	-0.97	$-97.00	120.00	84	1.0	122.000	-2.96	2024-05-17
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.84	-0.34	0.56	1.20	0.23	8.36	11.20	-0.97	$-97.00	120.00	82	1.0	122.000	-2.84	2024-05-15
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.34	-0.28	0.32	1.20	0.23	8.36	10.70	-0.97	$-97.00	120.00	81	1.0	122.000	-2.34	2024-05-14
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.17	-0.26	0.37	1.20	0.23	8.36	10.53	-0.97	$-97.00	120.00	80	1.0	122.000	-2.17	2024-05-13
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.10	-0.25	-0.07	1.20	0.23	8.36	10.46	-0.97	$-97.00	120.00	79	1.0	122.000	-2.10	2024-05-12
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-2.14	-0.26	0.39	1.20	0.23	8.36	10.50	-0.97	$-97.00	120.00	77	1.0	122.000	-2.14	2024-05-10
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-1.50	-0.18	0.28	1.20	0.23	8.36	9.86	-0.97	$-97.00	120.00	76	1.0	122.000	-1.50	2024-05-09
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.51	-0.06	0.23	1.20	0.23	8.36	8.87	-0.97	$-97.00	120.00	75	1.0	122.000	-0.51	2024-05-08
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.97	-0.81	$-0.60	-0.07	-0.01	1.20	0.23	8.36	8.96	-0.97	$-97.00	120.00	74	1.0	122.000	-0.60	2024-05-07
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.83	-0.69	$-0.65	-0.08	0.12	1.20	0.37	8.36	9.01	-0.83	$-83.00	120.00	70	1.0	121.000	-0.65	2024-05-03
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.83	-0.69	$-0.44	-0.05	0.16	1.20	0.37	8.36	8.80	-0.83	$-83.00	120.00	69	1.0	120.000	-0.44	2024-05-02
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.54	-0.45	$0.48	0.06	-0.02	1.20	0.66	8.36	7.88	-0.54	$-54.00	120.00	66	1.0	120.000	0.48	2024-04-29
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.54	-0.45	$0.66	0.08	-0.04	1.20	0.66	8.36	7.70	-0.54	$-54.00	120.00	63	1.0	119.000	0.66	2024-04-26
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.50	-0.42	$0.78	0.09	-0.02	1.20	0.70	8.36	7.58	-0.50	$-50.00	120.00	62	34.0	119.000	0.78	2024-04-25
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.50	-0.42	$0.69	0.08	-0.06	1.20	0.70	8.36	7.67	-0.50	$-50.00	120.00	61	34.0	119.000	0.69	2024-04-24
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.50	-0.42	$0.64	0.08	-0.07	1.20	0.70	8.36	7.72	-0.50	$-50.00	120.00	60	34.0	119.000	0.64	2024-04-23
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$0.99	0.12	0.15	1.20	0.75	8.36	7.37	-0.45	$-45.00	120.00	59	3.0	119.000	0.99	2024-04-22
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$1.06	0.13	0.08	1.20	0.75	8.36	7.30	-0.45	$-45.00	120.00	56	3.0	119.000	1.06	2024-04-19
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$0.75	0.09	0.01	1.20	0.75	8.36	7.61	-0.45	$-45.00	120.00	55	3.0	119.000	0.75	2024-04-18
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$0.63	0.08	0.38	1.20	0.75	8.36	7.73	-0.45	$-45.00	120.00	54	3.0	119.000	0.63	2024-04-17
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$0.22	0.03	0.23	1.20	0.75	8.36	8.14	-0.45	$-45.00	120.00	53	3.0	119.000	0.22	2024-04-16
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$0.25	0.03	0.04	1.20	0.75	8.36	8.11	-0.45	$-45.00	120.00	52	3.0	119.000	0.25	2024-04-15
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.04	-0.00	0.06	1.20	0.75	8.36	8.40	-0.45	$-45.00	120.00	49	3.0	119.000	-0.04	2024-04-12
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.23	-0.03	-0.02	1.20	0.75	8.36	8.59	-0.45	$-45.00	120.00	48	3.0	119.000	-0.23	2024-04-11
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.24	-0.03	-0.06	1.20	0.75	8.36	8.60	-0.45	$-45.00	120.00	47	3.0	119.000	-0.24	2024-04-10
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.15	-0.02	0.03	1.20	0.75	8.36	8.51	-0.45	$-45.00	120.00	46	3.0	119.000	-0.15	2024-04-09
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$0.49	0.06	0.10	1.20	0.75	8.36	7.87	-0.45	$-45.00	120.00	45	3.0	119.000	0.49	2024-04-08
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$0.41	0.05	1.41	1.20	0.75	8.36	7.95	-0.45	$-45.00	120.00	42	3.0	119.000	0.41	2024-04-05
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.16	-0.02	0.20	1.20	0.75	8.36	8.52	-0.45	$-45.00	120.00	41	3.0	119.000	-0.16	2024-04-04
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.25	-0.03	0.02	1.20	0.75	8.36	8.61	-0.45	$-45.00	120.00	40	3.0	119.000	-0.25	2024-04-03
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.15	-0.02	0.17	1.20	0.75	8.36	8.51	-0.45	$-45.00	120.00	39	3.0	119.000	-0.15	2024-04-02
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.24	-0.03	0.14	1.20	0.75	8.36	8.60	-0.45	$-45.00	120.00	38	3.0	119.000	-0.24	2024-04-01
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.31	-0.04	0.09	1.20	0.75	8.36	8.67	-0.45	$-45.00	120.00	37	3.0	119.000	-0.31	2024-03-31
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.31	-0.04	0.08	1.20	0.75	8.36	8.67	-0.45	$-45.00	120.00	36	3.0	119.000	-0.31	2024-03-30
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.31	-0.04	0.07	1.20	0.75	8.36	8.67	-0.45	$-45.00	120.00	35	3.0	119.000	-0.31	2024-03-29
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.31	-0.04	0.09	1.20	0.75	8.36	8.67	-0.45	$-45.00	120.00	34	3.0	119.000	-0.31	2024-03-28
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.45	-0.38	$-0.22	-0.03	0.06	1.20	0.75	8.36	8.58	-0.45	$-45.00	120.00	33	3.0	116.000	-0.22	2024-03-27
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$0.02	0.00	0.01	1.20	1.09	8.36	8.34	-0.11	$-11.00	120.00	32	1.0	116.000	0.02	2024-03-26
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$-0.13	-0.02	-0.03	1.20	1.09	8.36	8.49	-0.11	$-11.00	120.00	31	1.0	116.000	-0.13	2024-03-25
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$-0.40	-0.05	0.06	1.20	1.09	8.36	8.76	-0.11	$-11.00	120.00	28	1.0	116.000	-0.40	2024-03-22
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$0.20	0.02	0.06	1.20	1.09	8.36	8.16	-0.11	$-11.00	120.00	27	1.0	116.000	0.20	2024-03-21
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$0.17	0.02	0.02	1.20	1.09	8.36	8.19	-0.11	$-11.00	120.00	26	1.0	116.000	0.17	2024-03-20
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$0.34	0.04	0.01	1.20	1.09	8.36	8.02	-0.11	$-11.00	120.00	25	1.0	116.000	0.34	2024-03-19
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$0.40	0.05	-0.04	1.20	1.09	8.36	7.96	-0.11	$-11.00	120.00	24	1.0	116.000	0.40	2024-03-18
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$0.66	0.08	0.01	1.20	1.09	8.36	7.70	-0.11	$-11.00	120.00	21	1.0	116.000	0.66	2024-03-15
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$1.05	0.13	0.08	1.20	1.09	8.36	7.31	-0.11	$-11.00	120.00	20	1.0	116.000	1.05	2024-03-14
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$-0.11	-0.09	$0.46	0.06	0.17	1.20	1.09	8.36	7.90	-0.11	$-11.00	120.00	19	1.0	116.000	0.46	2024-03-13
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$0.62	0.07	-0.01	1.20	1.45	8.36	7.74	0.25	$25.00	120.00	18	2.0	116.000	0.62	2024-03-12
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$0.61	0.07	0.34	1.20	1.45	8.36	7.75	0.25	$25.00	120.00	17	2.0	116.000	0.61	2024-03-11
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$0.69	0.08	0.01	1.20	1.45	8.36	7.67	0.25	$25.00	120.00	14	2.0	116.000	0.69	2024-03-08
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$1.17	0.14	0.00	1.20	1.45	8.36	7.19	0.25	$25.00	120.00	13	2.0	116.000	1.17	2024-03-07
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$1.08	0.13	0.12	1.20	1.45	8.36	7.28	0.25	$25.00	120.00	12	2.0	116.000	1.08	2024-03-06
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$1.17	0.14	-0.04	1.20	1.45	8.36	7.19	0.25	$25.00	120.00	11	2.0	116.000	1.17	2024-03-05
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$0.75	0.09	-0.78	1.20	1.45	8.36	7.61	0.25	$25.00	120.00	10	2.0	0.000	0.75	2024-03-04
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$0.77	0.09	-0.03	1.20	1.45	8.36	7.59	0.25	$25.00	120.00	9	2.0	116.000	0.77	2024-03-03
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$0.77	0.09	-0.03	1.20	1.45	8.36	7.59	0.25	$25.00	120.00	8	2.0	116.000	0.77	2024-03-02
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.25	0.21	$0.61	0.07	0.02	1.20	1.45	8.36	7.75	0.25	$25.00	120.00	7	2.0	116.000	0.61	2024-03-01
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.00	0.00	$0.63	0.08	0.24	1.20	1.20	8.36	7.73	0.00	$0.00	120.00	6	20.0	116.000	0.63	2024-02-29
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.00	0.00	$0.34	0.04	0.13	1.20	1.20	8.36	8.02	0.00	$0.00	120.00	5	20.0	116.000	0.34	2024-02-28
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.00	0.00	$0.10	0.01	0.25	1.20	1.20	8.36	8.26	0.00	$0.00	120.00	4	20.0	116.000	0.10	2024-02-27
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.00	0.00	$0.33	0.04	-0.01	1.20	1.20	8.36	8.03	0.00	$0.00	120.00	3	20.0	116.000	0.33	2024-02-26
MRVI240621P00007500	MRVI	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	-0.00	1.20	1.20	8.36	8.36	0.00	$0.00	120.00	2	20.0	116.000	-0.00	2024-02-25
MRVI240621P00007500	MRVI	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.20	1.20	8.36	8.36	0.00	$0.00	120.00	0	20.0	116.000	-0.00	2024-02-23

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