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View Outliers PnL Drill-Down: QURE240119C00007500

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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	QURE240119C00007500	7.50	1078.0	4587.000	0.961	0.311	0.0	0.8	0.010	0.360	1.170	0.40	6.66	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
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.25	-0.71	$-1.12	-0.17	1.63	0.35	0.10	6.64	5.52	-0.25	$-25.00	35.00	30	11.0	4068.000	-1.12	2024-01-18
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.25	-0.71	$-0.95	-0.14	1.44	0.35	0.10	6.64	5.69	-0.25	$-25.00	35.00	29	11.0	4068.000	-0.95	2024-01-17
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.25	-0.71	$-0.73	-0.11	1.04	0.35	0.10	6.64	5.91	-0.25	$-25.00	35.00	28	11.0	4068.000	-0.73	2024-01-16
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.25	-0.71	$-0.46	-0.07	0.28	0.35	0.10	6.64	6.18	-0.25	$-25.00	35.00	24	11.0	4068.000	-0.46	2024-01-12
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.30	-0.86	$-0.32	-0.05	0.23	0.35	0.05	6.64	6.32	-0.30	$-30.00	35.00	23	16.0	4065.000	-0.32	2024-01-11
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.30	-0.86	$-0.14	-0.02	0.13	0.35	0.05	6.64	6.50	-0.30	$-30.00	35.00	22	16.0	4069.000	-0.14	2024-01-10
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.10	0.29	$-0.02	-0.00	0.21	0.35	0.45	6.64	6.62	0.10	$10.00	35.00	21	4.0	4069.000	-0.02	2024-01-09
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.10	0.29	$0.16	0.02	-0.11	0.35	0.45	6.64	6.80	0.10	$10.00	35.00	20	4.0	4069.000	0.16	2024-01-08
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.10	0.29	$-0.08	-0.01	0.31	0.35	0.45	6.64	6.56	0.10	$10.00	35.00	17	4.0	4069.000	-0.08	2024-01-05
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.10	0.29	$0.14	0.02	-0.75	0.35	0.45	6.64	6.78	0.10	$10.00	35.00	16	4.0	4069.000	0.14	2024-01-04
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.10	-0.29	$0.04	0.01	-0.75	0.35	0.25	6.64	6.68	-0.10	$-10.00	35.00	15	16.0	4068.000	0.04	2024-01-03
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.00	0.00	$0.29	0.04	-0.75	0.35	0.35	6.64	6.93	0.00	$0.00	35.00	14	34.0	4066.000	0.29	2024-01-02
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.05	-0.14	$0.13	0.02	0.07	0.35	0.30	6.64	6.77	-0.05	$-5.00	35.00	13	30.0	4064.000	0.13	2024-01-01
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.05	-0.14	$0.13	0.02	0.02	0.35	0.30	6.64	6.77	-0.05	$-5.00	35.00	11	30.0	4064.000	0.13	2023-12-30
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.05	-0.14	$0.13	0.02	-0.02	0.35	0.30	6.64	6.77	-0.05	$-5.00	35.00	10	30.0	4064.000	0.13	2023-12-29
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.00	0.00	$0.19	0.03	0.03	0.35	0.35	6.64	6.83	0.00	$0.00	35.00	9	216.0	4280.000	0.19	2023-12-28
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.02	-0.06	$0.16	0.02	0.01	0.35	0.33	6.64	6.80	-0.02	$-2.00	35.00	8	13.0	4291.000	0.16	2023-12-27
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.05	0.14	$0.36	0.05	0.02	0.35	0.40	6.64	7.00	0.05	$5.00	35.00	7	33.0	4305.000	0.36	2023-12-26
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.14	-0.40	$-0.32	-0.05	0.02	0.35	0.21	6.64	6.32	-0.14	$-14.00	35.00	6	142.0	4357.000	-0.32	2023-12-25
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.14	-0.40	$-0.32	-0.05	-0.01	0.35	0.21	6.64	6.32	-0.14	$-14.00	35.00	4	142.0	4357.000	-0.32	2023-12-23
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.14	-0.40	$-0.32	-0.05	-0.03	0.35	0.21	6.64	6.32	-0.14	$-14.00	35.00	3	142.0	4357.000	-0.32	2023-12-22
QURE240119C00007500	QURE	CALL	Long	7.50	None	$-0.12	-0.34	$-0.38	-0.06	-0.02	0.35	0.23	6.64	6.26	-0.12	$-12.00	35.00	2	7.0	4363.000	-0.38	2023-12-21
QURE240119C00007500	QURE	CALL	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.34	$-0.10	-0.29	$0.18	0.03	-0.05	0.35	0.25	6.64	6.82	-0.10	$-10.00	35.00	1	16.0	4377.000	0.18	2023-12-20
QURE240119C00007500	QURE	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	0.35	0.35	6.64	6.64	0.00	$0.00	35.00	0	1402.0	4587.000	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