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View Outliers PnL Drill-Down: QURE240119C00006000

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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
2023-12-19	QURE	QURE240119C00006000	6.00	66.0	395.000	2.887	0.313	0.7	0.0	0.010	2.170	1.510	0.78	6.64	2024-01-19	CALL	Long	0.338	0.386	-0.168

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	QURE	0.909	0.103	0.806	0.299	0.806	0.508	16.46	-19.471	0.0000	3.78	17.40	21	1y	6.58

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
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.68	-0.87	$-1.12	-0.17	-1.45	0.78	0.10	6.64	5.52	-0.68	$-68.00	78.00	30	215.0	492.000	-1.12	2024-01-18
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.68	-0.87	$-0.95	-0.14	-1.78	0.78	0.10	6.64	5.69	-0.68	$-68.00	78.00	29	215.0	662.000	-0.95	2024-01-17
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.54	-0.69	$-0.75	-0.11	-1.57	0.78	0.24	6.64	5.89	-0.54	$-54.00	78.00	28	200.0	383.000	-0.75	2024-01-16
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.33	-0.42	$-0.46	-0.07	-1.76	0.78	0.45	6.64	6.18	-0.33	$-33.00	78.00	24	6.0	389.000	-0.46	2024-01-12
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.23	-0.29	$-0.32	-0.05	-0.86	0.78	0.55	6.64	6.32	-0.23	$-23.00	78.00	23	2.0	389.000	-0.32	2024-01-11
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.23	-0.29	$-0.14	-0.02	-2.05	0.78	0.55	6.64	6.50	-0.23	$-23.00	78.00	22	2.0	389.000	-0.14	2024-01-10
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.22	0.28	$-0.02	-0.00	-1.86	0.78	1.00	6.64	6.62	0.22	$22.00	78.00	21	100.0	389.000	-0.02	2024-01-09
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.22	0.28	$0.16	0.02	-1.90	0.78	1.00	6.64	6.80	0.22	$22.00	78.00	20	100.0	482.000	0.16	2024-01-08
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.47	0.60	$-0.08	-0.01	-2.08	0.78	1.25	6.64	6.56	0.47	$47.00	78.00	17	96.0	482.000	-0.08	2024-01-05
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.47	0.60	$0.14	0.02	-2.89	0.78	1.25	6.64	6.78	0.47	$47.00	78.00	16	96.0	482.000	0.14	2024-01-04
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.47	0.60	$0.04	0.01	-2.89	0.78	1.25	6.64	6.68	0.47	$47.00	78.00	15	96.0	482.000	0.04	2024-01-03
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.47	0.60	$0.29	0.04	-2.89	0.78	1.25	6.64	6.93	0.47	$47.00	78.00	14	96.0	482.000	0.29	2024-01-02
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.22	0.28	$0.13	0.02	-1.80	0.78	1.00	6.64	6.77	0.22	$22.00	78.00	13	2.0	516.000	0.13	2024-01-01
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.22	0.28	$0.13	0.02	-1.85	0.78	1.00	6.64	6.77	0.22	$22.00	78.00	11	2.0	516.000	0.13	2023-12-30
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.22	0.28	$0.13	0.02	-1.90	0.78	1.00	6.64	6.77	0.22	$22.00	78.00	10	2.0	516.000	0.13	2023-12-29
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.32	0.41	$0.19	0.03	-2.08	0.78	1.10	6.64	6.83	0.32	$32.00	78.00	9	14.0	516.000	0.19	2023-12-28
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.32	0.41	$0.16	0.02	-2.07	0.78	1.10	6.64	6.80	0.32	$32.00	78.00	8	14.0	516.000	0.16	2023-12-27
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.32	0.41	$0.36	0.05	-2.15	0.78	1.10	6.64	7.00	0.32	$32.00	78.00	7	14.0	516.000	0.36	2023-12-26
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.08	-0.10	$-0.32	-0.05	-1.97	0.78	0.70	6.64	6.32	-0.08	$-8.00	78.00	6	20.0	516.000	-0.32	2023-12-25
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.08	-0.10	$-0.32	-0.05	-2.00	0.78	0.70	6.64	6.32	-0.08	$-8.00	78.00	4	20.0	516.000	-0.32	2023-12-23
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.08	-0.10	$-0.32	-0.05	-2.02	0.78	0.70	6.64	6.32	-0.08	$-8.00	78.00	3	20.0	516.000	-0.32	2023-12-22
QURE240119C00006000	QURE	CALL	Long	6.00	None	$-0.08	-0.10	$-0.38	-0.06	-1.83	0.78	0.70	6.64	6.26	-0.08	$-8.00	78.00	2	11.0	512.000	-0.38	2023-12-21
QURE240119C00006000	QURE	CALL	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.12; Exit EQ PnL: -0.34	$0.42	0.54	$0.18	0.03	-1.93	0.78	1.20	6.64	6.82	0.42	$42.00	78.00	1	101.0	396.000	0.18	2023-12-20
QURE240119C00006000	QURE	CALL	Long	6.00	None	$0.00	0.00	$0.00	0.00	0.00	0.78	0.78	6.64	6.64	0.00	$0.00	78.00	0	66.0	395.000	0.00	2023-12-19

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