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View Outliers PnL Drill-Down: MRVI240920C00010000

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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
2024-05-29	MRVI	MRVI240920C00010000	10.00	8.0	210.000	0.751	0.640	0.7	1.7	0.010	0.920	1.880	1.95	8.93	2024-09-20	CALL	Long	0.272	0.335	-0.172

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
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.90	-0.97	$-0.09	-0.01	0.39	1.95	0.05	8.93	8.84	-1.90	$-190.00	195.00	113	17.0	6217.000	-0.09	2024-09-19
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.90	-0.97	$0.23	0.03	0.35	1.95	0.05	8.93	9.16	-1.90	$-190.00	195.00	112	17.0	6233.000	0.23	2024-09-18
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$0.30	0.03	0.55	1.95	0.25	8.93	9.23	-1.70	$-170.00	195.00	111	681.0	6244.000	0.30	2024-09-17
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$0.21	0.02	0.42	1.95	0.25	8.93	9.14	-1.70	$-170.00	195.00	110	380.0	6300.000	0.21	2024-09-16
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$-0.54	-0.06	0.76	1.95	0.20	8.93	8.39	-1.75	$-175.00	195.00	108	401.0	6300.000	-0.54	2024-09-14
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$-0.54	-0.06	0.55	1.95	0.20	8.93	8.39	-1.75	$-175.00	195.00	107	401.0	6300.000	-0.54	2024-09-13
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$-0.32	-0.04	0.36	1.95	0.20	8.93	8.61	-1.75	$-175.00	195.00	106	401.0	6701.000	-0.32	2024-09-12
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.85	-0.95	$-0.12	-0.01	0.46	1.95	0.10	8.93	8.81	-1.85	$-185.00	195.00	105	5.0	6701.000	-0.12	2024-09-11
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$0.05	0.01	0.21	1.95	0.20	8.93	8.98	-1.75	$-175.00	195.00	104	100.0	6701.000	0.05	2024-09-10
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$-0.06	-0.01	0.14	1.95	0.20	8.93	8.87	-1.75	$-175.00	195.00	103	206.0	6807.000	-0.06	2024-09-09
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.41	-0.72	$0.12	0.01	0.35	1.95	0.54	8.93	9.05	-1.41	$-141.00	195.00	102	246.0	6736.000	0.12	2024-09-08
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.41	-0.72	$0.12	0.01	0.52	1.95	0.54	8.93	9.05	-1.41	$-141.00	195.00	100	246.0	6736.000	0.12	2024-09-06
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.80	-0.92	$-0.29	-0.03	0.02	1.95	0.15	8.93	8.64	-1.80	$-180.00	195.00	99	241.0	6580.000	-0.29	2024-09-05
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$-0.75	-0.08	0.18	1.95	0.20	8.93	8.18	-1.75	$-175.00	195.00	98	3.0	0.000	-0.75	2024-09-04
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.55	-0.79	$0.12	0.01	0.07	1.95	0.40	8.93	9.05	-1.55	$-155.00	195.00	94	635.0	6972.000	0.12	2024-08-31
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.55	-0.79	$0.12	0.01	-0.06	1.95	0.40	8.93	9.05	-1.55	$-155.00	195.00	93	635.0	6972.000	0.12	2024-08-30
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.50	-0.77	$0.28	0.03	0.20	1.95	0.45	8.93	9.21	-1.50	$-150.00	195.00	92	3.0	6974.000	0.28	2024-08-29
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.50	-0.77	$0.23	0.03	0.15	1.95	0.45	8.93	9.16	-1.50	$-150.00	195.00	91	183.0	7049.000	0.23	2024-08-28
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.45	-0.74	$-0.01	-0.00	-0.63	1.95	0.50	8.93	8.92	-1.45	$-145.00	195.00	90	52.0	7974.000	-0.01	2024-08-27
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.45	-0.74	$-0.15	-0.02	0.16	1.95	0.50	8.93	8.78	-1.45	$-145.00	195.00	89	52.0	7946.000	-0.15	2024-08-26
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.33	-0.68	$-0.02	-0.00	0.28	1.95	0.62	8.93	8.91	-1.33	$-133.00	195.00	88	1310.0	8920.000	-0.02	2024-08-25
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.33	-0.68	$-0.02	-0.00	0.26	1.95	0.62	8.93	8.91	-1.33	$-133.00	195.00	87	1310.0	8920.000	-0.02	2024-08-24
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.25	-0.64	$-0.02	-0.00	0.27	1.95	0.70	8.93	8.91	-1.25	$-125.00	195.00	86	1309.0	8920.000	-0.02	2024-08-23
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.35	-0.69	$-0.07	-0.01	0.23	1.95	0.60	8.93	8.86	-1.35	$-135.00	195.00	85	515.0	9214.000	-0.07	2024-08-22
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.25	-0.64	$-0.15	-0.02	0.34	1.95	0.70	8.93	8.78	-1.25	$-125.00	195.00	84	229.0	9347.000	-0.15	2024-08-21
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.05	-0.54	$0.06	0.01	0.41	1.95	0.90	8.93	8.99	-1.05	$-105.00	195.00	83	6087.0	4719.000	0.06	2024-08-20
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.90	-0.46	$0.31	0.03	0.35	1.95	1.05	8.93	9.24	-0.90	$-90.00	195.00	82	2326.0	2381.000	0.31	2024-08-19
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.95	-0.49	$0.75	0.08	0.26	1.95	1.00	8.93	9.68	-0.95	$-95.00	195.00	81	3387.0	1547.000	0.75	2024-08-18
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.95	-0.49	$0.75	0.08	0.24	1.95	1.00	8.93	9.68	-0.95	$-95.00	195.00	80	3387.0	1547.000	0.75	2024-08-17
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.90	-0.46	$0.75	0.08	0.21	1.95	1.05	8.93	9.68	-0.90	$-90.00	195.00	79	3345.0	1547.000	0.75	2024-08-16
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-0.96	-0.11	0.28	1.95	0.25	8.93	7.97	-1.70	$-170.00	195.00	78	156.0	1541.000	-0.96	2024-08-15
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.50	-0.77	$-0.71	-0.08	0.21	1.95	0.45	8.93	8.22	-1.50	$-150.00	195.00	77	107.0	1437.000	-0.71	2024-08-14
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.44	-0.74	$-0.49	-0.05	0.20	1.95	0.51	8.93	8.44	-1.44	$-144.00	195.00	76	178.0	1405.000	-0.49	2024-08-13
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.00	-0.51	$-0.23	-0.03	0.33	1.95	0.95	8.93	8.70	-1.00	$-100.00	195.00	75	1842.0	358.000	-0.23	2024-08-12
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$-0.39	-0.04	0.12	1.95	0.20	8.93	8.54	-1.75	$-175.00	195.00	72	20.0	358.000	-0.39	2024-08-09
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.75	-0.90	$-0.45	-0.05	-0.00	1.95	0.20	8.93	8.48	-1.75	$-175.00	195.00	71	20.0	378.000	-0.45	2024-08-08
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.30	-0.67	$0.17	0.02	0.01	1.95	0.65	8.93	9.10	-1.30	$-130.00	195.00	70	293.0	241.000	0.17	2024-08-07
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.33	-0.68	$0.16	0.02	-0.02	1.95	0.62	8.93	9.09	-1.33	$-133.00	195.00	69	1.0	240.000	0.16	2024-08-06
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$0.06	0.01	-0.03	1.95	0.59	8.93	8.99	-1.36	$-136.00	195.00	61	1.0	221.000	0.06	2024-07-29
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$0.23	0.03	-0.08	1.95	0.59	8.93	9.16	-1.36	$-136.00	195.00	58	1.0	221.000	0.23	2024-07-26
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$-0.42	-0.05	-0.09	1.95	0.59	8.93	8.51	-1.36	$-136.00	195.00	57	1.0	221.000	-0.42	2024-07-25
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$-0.65	-0.07	-0.04	1.95	0.59	8.93	8.28	-1.36	$-136.00	195.00	56	1.0	221.000	-0.65	2024-07-24
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$-0.59	-0.07	-0.08	1.95	0.59	8.93	8.34	-1.36	$-136.00	195.00	55	1.0	221.000	-0.59	2024-07-23
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$-0.59	-0.07	-0.10	1.95	0.59	8.93	8.34	-1.36	$-136.00	195.00	54	1.0	221.000	-0.59	2024-07-22
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$-0.29	-0.03	-0.04	1.95	0.59	8.93	8.64	-1.36	$-136.00	195.00	51	1.0	221.000	-0.29	2024-07-19
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.36	-0.70	$0.07	0.01	-0.02	1.95	0.59	8.93	9.00	-1.36	$-136.00	195.00	50	1.0	220.000	0.07	2024-07-18
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.30	-0.67	$0.36	0.04	-0.06	1.95	0.65	8.93	9.29	-1.30	$-130.00	195.00	49	9.0	211.000	0.36	2024-07-17
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$0.28	0.03	-0.08	1.95	0.25	8.93	9.21	-1.70	$-170.00	195.00	48	2.0	211.000	0.28	2024-07-16
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-0.17	-0.02	-0.08	1.95	0.25	8.93	8.76	-1.70	$-170.00	195.00	47	2.0	211.000	-0.17	2024-07-15
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$0.01	0.00	-0.07	1.95	0.25	8.93	8.94	-1.70	$-170.00	195.00	44	2.0	211.000	0.01	2024-07-12
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-0.33	-0.04	-0.09	1.95	0.25	8.93	8.60	-1.70	$-170.00	195.00	43	2.0	211.000	-0.33	2024-07-11
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-1.21	-0.14	-0.09	1.95	0.25	8.93	7.72	-1.70	$-170.00	195.00	42	2.0	211.000	-1.21	2024-07-10
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-1.36	-0.15	-0.06	1.95	0.25	8.93	7.57	-1.70	$-170.00	195.00	41	2.0	211.000	-1.36	2024-07-09
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-1.58	-0.18	-0.04	1.95	0.25	8.93	7.35	-1.70	$-170.00	195.00	40	2.0	211.000	-1.58	2024-07-08
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-1.94	-0.22	-0.00	1.95	0.25	8.93	6.99	-1.70	$-170.00	195.00	37	2.0	211.000	-1.94	2024-07-05
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-1.94	-0.22	-0.00	1.95	0.25	8.93	6.99	-1.70	$-170.00	195.00	36	2.0	0.000	-1.94	2024-07-04
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-1.94	-0.22	-0.01	1.95	0.25	8.93	6.99	-1.70	$-170.00	195.00	35	2.0	0.000	-1.94	2024-07-03
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-2.09	-0.23	0.05	1.95	0.25	8.93	6.84	-1.70	$-170.00	195.00	34	2.0	211.000	-2.09	2024-07-02
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.70	-0.87	$-1.99	-0.22	-0.01	1.95	0.25	8.93	6.94	-1.70	$-170.00	195.00	33	2.0	213.000	-1.99	2024-07-01
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.65	-0.85	$-1.77	-0.20	-0.04	1.95	0.30	8.93	7.16	-1.65	$-165.00	195.00	30	3.0	213.000	-1.77	2024-06-28
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.65	-0.85	$-1.85	-0.21	0.04	1.95	0.30	8.93	7.08	-1.65	$-165.00	195.00	29	3.0	210.000	-1.85	2024-06-27
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.80	-0.92	$-1.96	-0.22	0.10	1.95	0.15	8.93	6.97	-1.80	$-180.00	195.00	27	10.0	211.000	-1.96	2024-06-25
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.80	-0.92	$-1.86	-0.21	0.03	1.95	0.15	8.93	7.07	-1.80	$-180.00	195.00	26	10.0	211.000	-1.86	2024-06-24
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.80	-0.92	$-2.04	-0.23	0.07	1.95	0.15	8.93	6.89	-1.80	$-180.00	195.00	20	2.0	211.000	-2.04	2024-06-18
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.45	-0.74	$-1.71	-0.19	0.01	1.95	0.50	8.93	7.22	-1.45	$-145.00	195.00	19	8.0	211.000	-1.71	2024-06-17
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.45	-0.74	$-1.41	-0.16	-0.00	1.95	0.50	8.93	7.52	-1.45	$-145.00	195.00	16	8.0	211.000	-1.41	2024-06-14
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.45	-0.74	$-1.17	-0.13	-0.02	1.95	0.50	8.93	7.76	-1.45	$-145.00	195.00	15	8.0	211.000	-1.17	2024-06-13
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.45	-0.74	$-1.05	-0.12	-0.00	1.95	0.50	8.93	7.88	-1.45	$-145.00	195.00	14	8.0	211.000	-1.05	2024-06-12
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.97	-0.50	$-0.82	-0.09	-0.09	1.95	0.98	8.93	8.11	-0.97	$-97.00	195.00	13	1.0	211.000	-0.82	2024-06-11
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.97	-0.50	$-0.50	-0.06	-0.07	1.95	0.98	8.93	8.43	-0.97	$-97.00	195.00	12	1.0	211.000	-0.50	2024-06-10
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.97	-0.50	$-0.32	-0.04	-0.00	1.95	0.98	8.93	8.61	-0.97	$-97.00	195.00	11	1.0	211.000	-0.32	2024-06-09
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-0.97	-0.50	$-0.32	-0.04	-0.01	1.95	0.98	8.93	8.61	-0.97	$-97.00	195.00	9	1.0	211.000	-0.32	2024-06-07
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.20	-0.62	$-0.47	-0.05	-0.01	1.95	0.75	8.93	8.46	-1.20	$-120.00	195.00	8	2.0	211.000	-0.47	2024-06-06
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.20	-0.62	$-0.32	-0.04	-0.03	1.95	0.75	8.93	8.61	-1.20	$-120.00	195.00	7	2.0	211.000	-0.32	2024-06-05
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.20	-0.62	$-0.23	-0.03	-0.03	1.95	0.75	8.93	8.70	-1.20	$-120.00	195.00	6	2.0	211.000	-0.23	2024-06-04
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.00	-0.51	$-0.18	-0.02	0.02	1.95	0.95	8.93	8.75	-1.00	$-100.00	195.00	5	1.0	211.000	-0.18	2024-06-03
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$-1.14	-0.58	$-0.20	-0.02	-0.06	1.95	0.81	8.93	8.73	-1.14	$-114.00	195.00	2	1.0	210.000	-0.20	2024-05-31
MRVI240920C00010000	MRVI	CALL	Long	10.00	Exit OP PnL: $-0.95;Exit EQ PnL: 0.01; Position is Long and position continued to lose. Latest OP price is: $1.00 (EQ: $8.94). Initial OP price was: $1.95 (EQ: $8.93). Surpassed Stop Loss Percentage: -0.4871794871794871794871794872 < -0.16.	$-0.95	-0.49	$-0.04	-0.00	-0.04	1.95	1.00	8.93	8.89	-0.95	$-95.00	195.00	1	1.0	210.000	-0.04	2024-05-30
MRVI240920C00010000	MRVI	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	1.95	1.95	8.93	8.93	0.00	$0.00	195.00	0	8.0	210.000	0.00	2024-05-29

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