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View Outliers PnL Drill-Down: MRVI240920C00007500

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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
2024-08-08	MRVI	MRVI240920C00007500	7.50	11.0	206.000	1.242	0.273	0.4	0.1	0.010	1.310	1.000	1.90	7.79	2024-09-20	CALL	Long	0.308	0.316	-0.069

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
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.72	-0.38	$0.36	0.04	2.30	1.90	1.18	8.48	8.84	-0.72	$-72.00	190.00	42	7.0	243.000	0.36	2024-09-19
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$0.68	0.08	0.35	1.90	1.00	8.48	9.16	-0.90	$-90.00	190.00	41	2.0	243.000	0.68	2024-09-18
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$0.75	0.09	1.60	1.90	1.00	8.48	9.23	-0.90	$-90.00	190.00	40	2.0	243.000	0.75	2024-09-17
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$0.66	0.08	3.31	1.90	1.00	8.48	9.14	-0.90	$-90.00	190.00	39	2.0	253.000	0.66	2024-09-16
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$-0.09	-0.01	0.75	1.90	1.00	8.48	8.39	-0.90	$-90.00	190.00	37	2.0	253.000	-0.09	2024-09-14
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$-0.09	-0.01	0.49	1.90	1.00	8.48	8.39	-0.90	$-90.00	190.00	36	2.0	253.000	-0.09	2024-09-13
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$0.13	0.02	0.08	1.90	1.00	8.48	8.61	-0.90	$-90.00	190.00	35	2.0	253.000	0.13	2024-09-12
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.65	-0.34	$0.33	0.04	-0.75	1.90	1.25	8.48	8.81	-0.65	$-65.00	190.00	34	1.0	254.000	0.33	2024-09-11
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.20	0.11	$0.50	0.06	0.17	1.90	2.10	8.48	8.98	0.20	$20.00	190.00	33	5.0	254.000	0.50	2024-09-10
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.20	0.11	$0.39	0.05	-0.20	1.90	2.10	8.48	8.87	0.20	$20.00	190.00	32	5.0	254.000	0.39	2024-09-09
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.20	0.11	$0.57	0.07	-0.09	1.90	2.10	8.48	9.05	0.20	$20.00	190.00	29	5.0	259.000	0.57	2024-09-06
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$0.16	0.02	-0.20	1.90	1.00	8.48	8.64	-0.90	$-90.00	190.00	28	2.0	259.000	0.16	2024-09-05
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$-0.30	-0.04	-0.20	1.90	1.00	8.48	8.18	-0.90	$-90.00	190.00	27	2.0	259.000	-0.30	2024-09-04
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$0.57	0.07	-0.90	1.90	1.00	8.48	9.05	-0.90	$-90.00	190.00	23	2.0	259.000	0.57	2024-08-31
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.90	-0.47	$0.57	0.07	-1.00	1.90	1.00	8.48	9.05	-0.90	$-90.00	190.00	22	2.0	259.000	0.57	2024-08-30
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.15	-0.08	$0.73	0.09	-0.19	1.90	1.75	8.48	9.21	-0.15	$-15.00	190.00	21	1.0	259.000	0.73	2024-08-29
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.10	-0.05	$0.68	0.08	-0.16	1.90	1.80	8.48	9.16	-0.10	$-10.00	190.00	20	1.0	259.000	0.68	2024-08-28
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.25	-0.13	$0.44	0.05	-1.57	1.90	1.65	8.48	8.92	-0.25	$-25.00	190.00	19	7.0	261.000	0.44	2024-08-27
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.25	-0.13	$0.30	0.04	-0.61	1.90	1.65	8.48	8.78	-0.25	$-25.00	190.00	18	7.0	259.000	0.30	2024-08-26
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.25	-0.13	$0.43	0.05	-0.63	1.90	1.65	8.48	8.91	-0.25	$-25.00	190.00	17	1.0	259.000	0.43	2024-08-25
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.25	-0.13	$0.43	0.05	-0.64	1.90	1.65	8.48	8.91	-0.25	$-25.00	190.00	16	1.0	259.000	0.43	2024-08-24
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.25	-0.13	$0.43	0.05	-0.66	1.90	1.65	8.48	8.91	-0.25	$-25.00	190.00	15	1.0	259.000	0.43	2024-08-23
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.15	0.08	$0.38	0.04	-0.53	1.90	2.05	8.48	8.86	0.15	$15.00	190.00	14	2.0	259.000	0.38	2024-08-22
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$-0.10	-0.05	$0.30	0.04	-0.29	1.90	1.80	8.48	8.78	-0.10	$-10.00	190.00	13	17.0	259.000	0.30	2024-08-21
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.05	0.03	$0.51	0.06	-0.23	1.90	1.95	8.48	8.99	0.05	$5.00	190.00	12	12.0	258.000	0.51	2024-08-20
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.20	0.11	$0.76	0.09	-0.60	1.90	2.10	8.48	9.24	0.20	$20.00	190.00	11	24.0	262.000	0.76	2024-08-19
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.70	0.37	$1.20	0.14	-0.72	1.90	2.60	8.48	9.68	0.70	$70.00	190.00	10	67.0	206.000	1.20	2024-08-18
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.70	0.37	$1.20	0.14	-0.73	1.90	2.60	8.48	9.68	0.70	$70.00	190.00	9	67.0	206.000	1.20	2024-08-17
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.91	0.48	$1.20	0.14	-0.67	1.90	2.81	8.48	9.68	0.91	$91.00	190.00	8	66.0	206.000	1.20	2024-08-16
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.00	0.00	$-0.51	-0.06	-0.21	1.90	1.90	8.48	7.97	0.00	$0.00	190.00	7	11.0	206.000	-0.51	2024-08-15
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.00	0.00	$-0.26	-0.03	-0.71	1.90	1.90	8.48	8.22	0.00	$0.00	190.00	6	11.0	206.000	-0.26	2024-08-14
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.00	0.00	$-0.04	-0.00	-0.18	1.90	1.90	8.48	8.44	0.00	$0.00	190.00	5	11.0	206.000	-0.04	2024-08-13
MRVI240920C00007500	MRVI	CALL	Long	7.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.22	0.03	0.12	1.90	1.90	8.48	8.70	0.00	$0.00	190.00	4	11.0	206.000	0.22	2024-08-12
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.00	0.00	$0.06	0.01	-0.12	1.90	1.90	8.48	8.54	0.00	$0.00	190.00	1	11.0	206.000	0.06	2024-08-09
MRVI240920C00007500	MRVI	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	1.90	1.90	8.48	8.48	0.00	$0.00	190.00	0	11.0	206.000	0.00	2024-08-08

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