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View Outliers PnL Drill-Down: QURE240419C00006000

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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
2024-02-29	QURE	QURE240419C00006000	6.00	10.0	243.000	0.664	0.382	0.2	0.4	0.010	0.400	0.640	0.55	5.72	2024-04-19	CALL	Long	0.371	0.402	-0.142

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
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.45	-0.82	$-1.04	-0.18	2.11	0.55	0.10	5.75	4.71	-0.45	$-45.00	55.00	49	50.0	702.000	-1.04	2024-04-18
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.50	-0.91	$-1.08	-0.19	1.64	0.55	0.05	5.75	4.67	-0.50	$-50.00	55.00	48	100.0	702.000	-1.08	2024-04-17
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.50	-0.91	$-1.05	-0.18	1.28	0.55	0.05	5.75	4.70	-0.50	$-50.00	55.00	47	100.0	702.000	-1.05	2024-04-16
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.50	-0.91	$-1.01	-0.18	1.02	0.55	0.05	5.75	4.74	-0.50	$-50.00	55.00	46	100.0	702.000	-1.01	2024-04-15
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.50	-0.91	$-0.97	-0.17	0.60	0.55	0.05	5.75	4.78	-0.50	$-50.00	55.00	43	100.0	702.000	-0.97	2024-04-12
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.50	-0.91	$-0.72	-0.13	0.30	0.55	0.05	5.75	5.03	-0.50	$-50.00	55.00	42	100.0	712.000	-0.72	2024-04-11
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.47	-0.85	$-0.73	-0.13	0.36	0.55	0.08	5.75	5.02	-0.47	$-47.00	55.00	41	8.0	709.000	-0.73	2024-04-10
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.43	-0.78	$-0.55	-0.10	0.07	0.55	0.12	5.75	5.20	-0.43	$-43.00	55.00	40	1.0	709.000	-0.55	2024-04-09
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.43	-0.78	$-0.55	-0.10	0.12	0.55	0.12	5.75	5.20	-0.43	$-43.00	55.00	39	1.0	709.000	-0.55	2024-04-08
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.42	-0.76	$-0.60	-0.10	-0.02	0.55	0.13	5.75	5.15	-0.42	$-42.00	55.00	36	1.0	709.000	-0.60	2024-04-05
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.42	-0.76	$-0.55	-0.10	0.00	0.55	0.13	5.75	5.20	-0.42	$-42.00	55.00	35	1.0	708.000	-0.55	2024-04-04
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.45	-0.82	$-0.43	-0.07	-0.04	0.55	0.10	5.75	5.32	-0.45	$-45.00	55.00	34	1.0	708.000	-0.43	2024-04-03
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.45	-0.82	$-0.77	-0.13	0.01	0.55	0.10	5.75	4.98	-0.45	$-45.00	55.00	33	6.0	703.000	-0.77	2024-04-02
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.40	-0.73	$-0.54	-0.09	0.02	0.55	0.15	5.75	5.21	-0.40	$-40.00	55.00	32	51.0	687.000	-0.54	2024-04-01
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.40	-0.73	$-0.55	-0.10	0.00	0.55	0.15	5.75	5.20	-0.40	$-40.00	55.00	31	1.0	687.000	-0.55	2024-03-31
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.40	-0.73	$-0.55	-0.10	-0.04	0.55	0.15	5.75	5.20	-0.40	$-40.00	55.00	30	1.0	687.000	-0.55	2024-03-30
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.40	-0.73	$-0.55	-0.10	-0.05	0.55	0.15	5.75	5.20	-0.40	$-40.00	55.00	29	1.0	687.000	-0.55	2024-03-29
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.40	-0.73	$-0.55	-0.10	-0.07	0.55	0.15	5.75	5.20	-0.40	$-40.00	55.00	28	1.0	687.000	-0.55	2024-03-28
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.35	-0.64	$-0.34	-0.06	-0.05	0.55	0.20	5.75	5.41	-0.35	$-35.00	55.00	27	28.0	659.000	-0.34	2024-03-27
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.40	-0.73	$-0.43	-0.07	-0.01	0.55	0.15	5.75	5.32	-0.40	$-40.00	55.00	26	37.0	643.000	-0.43	2024-03-26
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.35	-0.64	$-0.40	-0.07	-0.14	0.55	0.20	5.75	5.35	-0.35	$-35.00	55.00	25	14.0	643.000	-0.40	2024-03-25
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.35	-0.64	$-0.47	-0.08	-0.14	0.55	0.20	5.75	5.28	-0.35	$-35.00	55.00	22	1.0	643.000	-0.47	2024-03-22
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.41	-0.75	$-0.56	-0.10	-0.05	0.55	0.14	5.75	5.19	-0.41	$-41.00	55.00	21	31.0	642.000	-0.56	2024-03-21
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.41	-0.75	$-0.52	-0.09	-0.18	0.55	0.14	5.75	5.23	-0.41	$-41.00	55.00	20	31.0	657.000	-0.52	2024-03-20
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.40	-0.73	$-0.62	-0.11	-0.04	0.55	0.15	5.75	5.13	-0.40	$-40.00	55.00	19	4.0	657.000	-0.62	2024-03-19
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.36	-0.65	$-0.78	-0.14	0.04	0.55	0.19	5.75	4.97	-0.36	$-36.00	55.00	18	134.0	614.000	-0.78	2024-03-18
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.35	-0.64	$-0.58	-0.10	1.32	0.55	0.20	5.75	5.17	-0.35	$-35.00	55.00	15	200.0	418.000	-0.58	2024-03-15
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.32	-0.58	$-0.93	-0.16	2.18	0.55	0.23	5.75	4.82	-0.32	$-32.00	55.00	14	81.0	418.000	-0.93	2024-03-14
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.32	-0.58	$-0.64	-0.11	0.05	0.55	0.23	5.75	5.11	-0.32	$-32.00	55.00	13	81.0	418.000	-0.64	2024-03-13
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.32	-0.58	$-0.60	-0.10	0.09	0.55	0.23	5.75	5.15	-0.32	$-32.00	55.00	12	81.0	418.000	-0.60	2024-03-12
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.25	-0.45	$-0.61	-0.11	0.83	0.55	0.30	5.75	5.14	-0.25	$-25.00	55.00	11	14.0	417.000	-0.61	2024-03-11
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.20	-0.36	$-0.53	-0.09	0.12	0.55	0.35	5.75	5.22	-0.20	$-20.00	55.00	8	73.0	417.000	-0.53	2024-03-08
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.20	-0.36	$-0.47	-0.08	-0.14	0.55	0.35	5.75	5.28	-0.20	$-20.00	55.00	7	63.0	411.000	-0.47	2024-03-07
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.29	-0.53	$-0.57	-0.10	-0.06	0.55	0.26	5.75	5.18	-0.29	$-29.00	55.00	6	1.0	411.000	-0.57	2024-03-06
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.25	-0.45	$-0.68	-0.12	0.02	0.55	0.30	5.75	5.07	-0.25	$-25.00	55.00	5	222.0	410.000	-0.68	2024-03-05
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.25	-0.45	$-0.59	-0.10	-0.67	0.55	0.30	5.75	5.16	-0.25	$-25.00	55.00	4	222.0	0.000	-0.59	2024-03-04
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.05	-0.09	$-0.16	-0.03	0.12	0.55	0.50	5.75	5.59	-0.05	$-5.00	55.00	3	200.0	263.000	-0.16	2024-03-03
QURE240419C00006000	QURE	CALL	Long	6.00	None	$-0.05	-0.09	$-0.16	-0.03	0.12	0.55	0.50	5.75	5.59	-0.05	$-5.00	55.00	2	200.0	263.000	-0.16	2024-03-02
QURE240419C00006000	QURE	CALL	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.18	$0.00	0.00	$-0.03	-0.01	0.15	0.55	0.55	5.75	5.72	0.00	$0.00	55.00	1	30.0	263.000	-0.03	2024-03-01
QURE240419C00006000	QURE	CALL	Long	6.00	None	$0.00	0.00	$0.00	0.00	0.00	0.55	0.55	5.75	5.75	0.00	$0.00	55.00	0	30.0	243.000	0.00	2024-02-29

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