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View Outliers PnL Drill-Down: RIGL240621P00001000

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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
2024-02-22	RIGL	RIGL240621P00001000	1.00	15.0	171.000	1.102	0.519	0.4	0.0	-0.010	0.460	0.110	0.15	1.34	2024-06-21	PUT	Long	0.359	0.389	0.161

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	RIGL	0.727	0.126	0.428	0.228	0.197	-0.230	18.45	-0.215	0.0000	7.73	27.88	21	1y	17.68

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
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.40	0.31	-0.20	0.11	0.11	1.30	0.90	0.00	$0.00	11.00	117	5.0	2532.000	0.40	2024-06-18
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.37	0.28	0.30	0.11	0.11	1.30	0.93	0.00	$0.00	11.00	116	5.0	2532.000	0.37	2024-06-17
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.35	0.27	0.33	0.11	0.11	1.30	0.95	0.00	$0.00	11.00	113	5.0	2532.000	0.35	2024-06-14
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.33	0.25	0.03	0.11	0.11	1.30	0.97	0.00	$0.00	11.00	112	5.0	2532.000	0.33	2024-06-13
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.30	0.23	0.17	0.11	0.11	1.30	1.00	0.00	$0.00	11.00	111	5.0	2532.000	0.30	2024-06-12
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.28	0.22	0.27	0.11	0.11	1.30	1.02	0.00	$0.00	11.00	110	5.0	2532.000	0.28	2024-06-11
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.28	0.22	0.20	0.11	0.11	1.30	1.02	0.00	$0.00	11.00	109	5.0	2532.000	0.28	2024-06-10
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.35	0.27	0.08	0.11	0.11	1.30	0.95	0.00	$0.00	11.00	108	5.0	2532.000	0.35	2024-06-09
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.35	0.27	-0.36	0.11	0.11	1.30	0.95	0.00	$0.00	11.00	106	5.0	2532.000	0.35	2024-06-07
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.34	0.26	0.02	0.11	0.11	1.30	0.96	0.00	$0.00	11.00	105	5.0	2532.000	0.34	2024-06-06
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.32	0.25	0.08	0.11	0.11	1.30	0.98	0.00	$0.00	11.00	104	5.0	2532.000	0.32	2024-06-05
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.33	0.25	0.03	0.11	0.11	1.30	0.97	0.00	$0.00	11.00	103	5.0	2532.000	0.33	2024-06-04
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.32	0.25	-0.22	0.11	0.11	1.30	0.98	0.00	$0.00	11.00	102	5.0	2532.000	0.32	2024-06-03
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.32	0.25	-0.05	0.11	0.11	1.30	0.98	0.00	$0.00	11.00	99	5.0	2532.000	0.32	2024-05-31
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.36	0.28	-0.30	0.11	0.11	1.30	0.94	0.00	$0.00	11.00	98	5.0	2532.000	0.36	2024-05-30
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.38	0.29	-0.45	0.11	0.11	1.30	0.92	0.00	$0.00	11.00	97	5.0	2532.000	0.38	2024-05-29
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.37	0.28	-0.36	0.11	0.11	1.30	0.93	0.00	$0.00	11.00	96	5.0	2532.000	0.37	2024-05-28
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.39	0.30	0.00	0.11	0.11	1.30	0.91	0.00	$0.00	11.00	95	5.0	2532.000	0.39	2024-05-27
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.39	0.30	-0.05	0.11	0.11	1.30	0.91	0.00	$0.00	11.00	92	5.0	2532.000	0.39	2024-05-24
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.40	0.31	-0.36	0.11	0.11	1.30	0.90	0.00	$0.00	11.00	91	5.0	2532.000	0.40	2024-05-23
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$0.38	0.29	0.00	0.11	0.11	1.30	0.92	0.00	$0.00	11.00	90	5.0	2532.000	0.38	2024-05-22
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.39	0.30	-0.05	0.11	0.10	1.30	0.91	-0.01	$-1.00	11.00	89	31.0	2501.000	0.39	2024-05-21
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.35	0.27	-0.95	0.11	0.10	1.30	0.95	-0.01	$-1.00	11.00	88	12.0	0.000	0.35	2024-05-20
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.35	0.27	-0.34	0.11	0.10	1.30	0.95	-0.01	$-1.00	11.00	87	12.0	2489.000	0.35	2024-05-19
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.35	0.27	-0.34	0.11	0.10	1.30	0.95	-0.01	$-1.00	11.00	86	12.0	2489.000	0.35	2024-05-18
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.35	0.27	-0.14	0.11	0.10	1.30	0.95	-0.01	$-1.00	11.00	85	12.0	2489.000	0.35	2024-05-17
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.33	0.25	-0.09	0.11	0.10	1.30	0.97	-0.01	$-1.00	11.00	83	2.0	2389.000	0.33	2024-05-15
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.35	0.27	0.02	0.11	0.10	1.30	0.95	-0.01	$-1.00	11.00	82	2.0	2389.000	0.35	2024-05-14
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.32	0.25	-0.25	0.11	0.10	1.30	0.98	-0.01	$-1.00	11.00	81	2.0	2389.000	0.32	2024-05-13
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.32	0.25	-0.95	0.11	0.10	1.30	0.98	-0.01	$-1.00	11.00	80	2.0	2389.000	0.32	2024-05-12
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.31	0.24	-0.23	0.11	0.10	1.30	0.99	-0.01	$-1.00	11.00	78	2.0	2389.000	0.31	2024-05-10
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.28	0.22	-0.17	0.11	0.10	1.30	1.02	-0.01	$-1.00	11.00	77	2.0	2389.000	0.28	2024-05-09
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.31	0.24	-0.08	0.11	0.10	1.30	0.99	-0.01	$-1.00	11.00	76	2.0	2389.000	0.31	2024-05-08
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.11	0.08	0.03	0.11	0.10	1.30	1.19	-0.01	$-1.00	11.00	75	2.0	2389.000	0.11	2024-05-07
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.13	0.10	-0.83	0.11	0.10	1.30	1.17	-0.01	$-1.00	11.00	71	7.0	2389.000	0.13	2024-05-03
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.15	0.12	0.09	0.11	0.10	1.30	1.15	-0.01	$-1.00	11.00	70	7.0	2389.000	0.15	2024-05-02
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.18	0.14	-0.01	0.11	0.10	1.30	1.12	-0.01	$-1.00	11.00	67	7.0	2389.000	0.18	2024-04-29
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.20	0.15	0.08	0.11	0.10	1.30	1.10	-0.01	$-1.00	11.00	64	2200.0	189.000	0.20	2024-04-26
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.20	0.15	-0.08	0.11	0.10	1.30	1.10	-0.01	$-1.00	11.00	63	1.0	189.000	0.20	2024-04-25
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.17	0.13	0.12	0.11	0.10	1.30	1.13	-0.01	$-1.00	11.00	62	1.0	189.000	0.17	2024-04-24
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.16	0.12	-0.17	0.11	0.10	1.30	1.14	-0.01	$-1.00	11.00	61	1.0	189.000	0.16	2024-04-23
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$0.17	0.13	-0.05	0.11	0.10	1.30	1.13	-0.01	$-1.00	11.00	60	1.0	188.000	0.17	2024-04-22
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.22	0.17	-0.02	0.11	0.07	1.30	1.08	-0.04	$-4.00	11.00	57	5.0	188.000	0.22	2024-04-19
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.25	0.19	-0.09	0.11	0.07	1.30	1.05	-0.04	$-4.00	11.00	56	5.0	188.000	0.25	2024-04-18
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.19	0.15	-0.12	0.11	0.07	1.30	1.11	-0.04	$-4.00	11.00	55	5.0	188.000	0.19	2024-04-17
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.16	0.12	-0.22	0.11	0.07	1.30	1.14	-0.04	$-4.00	11.00	54	5.0	188.000	0.16	2024-04-16
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.15	0.12	-0.20	0.11	0.07	1.30	1.15	-0.04	$-4.00	11.00	53	5.0	188.000	0.15	2024-04-15
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.10	0.08	0.14	0.11	0.07	1.30	1.20	-0.04	$-4.00	11.00	50	5.0	188.000	0.10	2024-04-12
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.07	0.05	0.04	0.11	0.07	1.30	1.23	-0.04	$-4.00	11.00	49	5.0	188.000	0.07	2024-04-11
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.08	0.06	-0.12	0.11	0.07	1.30	1.22	-0.04	$-4.00	11.00	48	5.0	188.000	0.08	2024-04-10
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.05	0.04	0.06	0.11	0.07	1.30	1.25	-0.04	$-4.00	11.00	47	5.0	188.000	0.05	2024-04-09
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.04	0.03	0.06	0.11	0.07	1.30	1.26	-0.04	$-4.00	11.00	46	5.0	188.000	0.04	2024-04-08
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.01	0.01	0.08	0.11	0.07	1.30	1.29	-0.04	$-4.00	11.00	43	5.0	188.000	0.01	2024-04-05
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$0.01	0.01	0.07	0.11	0.07	1.30	1.29	-0.04	$-4.00	11.00	42	5.0	188.000	0.01	2024-04-04
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$-0.03	-0.02	0.11	0.11	0.07	1.30	1.33	-0.04	$-4.00	11.00	41	5.0	188.000	-0.03	2024-04-03
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$-0.03	-0.02	0.24	0.11	0.07	1.30	1.33	-0.04	$-4.00	11.00	40	5.0	188.000	-0.03	2024-04-02
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.36	$-0.04	-0.03	0.12	0.11	0.07	1.30	1.34	-0.04	$-4.00	11.00	39	5.0	183.000	-0.04	2024-04-01
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.18	-0.14	0.26	0.11	0.05	1.30	1.48	-0.06	$-6.00	11.00	38	1.0	183.000	-0.18	2024-03-31
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.18	-0.14	0.24	0.11	0.05	1.30	1.48	-0.06	$-6.00	11.00	37	1.0	183.000	-0.18	2024-03-30
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.18	-0.14	0.24	0.11	0.05	1.30	1.48	-0.06	$-6.00	11.00	36	1.0	183.000	-0.18	2024-03-29
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.18	-0.14	0.23	0.11	0.05	1.30	1.48	-0.06	$-6.00	11.00	35	1.0	183.000	-0.18	2024-03-28
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.19	-0.15	0.50	0.11	0.05	1.30	1.49	-0.06	$-6.00	11.00	34	1.0	183.000	-0.19	2024-03-27
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.12	-0.09	0.29	0.11	0.05	1.30	1.42	-0.06	$-6.00	11.00	33	1.0	183.000	-0.12	2024-03-26
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.14	-0.11	0.03	0.11	0.05	1.30	1.44	-0.06	$-6.00	11.00	32	1.0	183.000	-0.14	2024-03-25
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.12	-0.09	0.13	0.11	0.05	1.30	1.42	-0.06	$-6.00	11.00	29	1.0	183.000	-0.12	2024-03-22
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.15	-0.12	0.16	0.11	0.05	1.30	1.45	-0.06	$-6.00	11.00	28	1.0	183.000	-0.15	2024-03-21
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.12	-0.09	0.12	0.11	0.05	1.30	1.42	-0.06	$-6.00	11.00	27	1.0	183.000	-0.12	2024-03-20
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.07	-0.05	0.06	0.11	0.05	1.30	1.37	-0.06	$-6.00	11.00	26	1.0	183.000	-0.07	2024-03-19
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.04	-0.03	0.03	0.11	0.05	1.30	1.34	-0.06	$-6.00	11.00	25	1.0	183.000	-0.04	2024-03-18
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.06	-0.05	0.03	0.11	0.05	1.30	1.36	-0.06	$-6.00	11.00	22	1.0	183.000	-0.06	2024-03-15
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.03	-0.02	0.12	0.11	0.05	1.30	1.33	-0.06	$-6.00	11.00	21	1.0	183.000	-0.03	2024-03-14
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.15	-0.12	0.12	0.11	0.05	1.30	1.45	-0.06	$-6.00	11.00	20	1.0	183.000	-0.15	2024-03-13
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.19	-0.15	0.14	0.11	0.05	1.30	1.49	-0.06	$-6.00	11.00	19	1.0	183.000	-0.19	2024-03-12
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.21	-0.16	0.02	0.11	0.05	1.30	1.51	-0.06	$-6.00	11.00	18	1.0	183.000	-0.21	2024-03-11
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.27	-0.21	0.05	0.11	0.05	1.30	1.57	-0.06	$-6.00	11.00	15	1.0	183.000	-0.27	2024-03-08
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.23	-0.18	0.15	0.11	0.05	1.30	1.53	-0.06	$-6.00	11.00	14	1.0	183.000	-0.23	2024-03-07
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.06	-0.55	$-0.26	-0.20	0.16	0.11	0.05	1.30	1.56	-0.06	$-6.00	11.00	13	4.0	182.000	-0.26	2024-03-06
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.19	-0.15	0.22	0.11	0.10	1.30	1.49	-0.01	$-1.00	11.00	12	4.0	182.000	-0.19	2024-03-05
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.17	-0.13	-0.70	0.11	0.10	1.30	1.47	-0.01	$-1.00	11.00	11	4.0	0.000	-0.17	2024-03-04
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.25	-0.19	0.14	0.11	0.10	1.30	1.55	-0.01	$-1.00	11.00	10	3.0	180.000	-0.25	2024-03-03
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.25	-0.19	0.14	0.11	0.10	1.30	1.55	-0.01	$-1.00	11.00	9	3.0	180.000	-0.25	2024-03-02
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.25	-0.19	-0.70	0.11	0.10	1.30	1.55	-0.01	$-1.00	11.00	8	3.0	180.000	-0.25	2024-03-01
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.22	-0.17	-0.70	0.11	0.10	1.30	1.52	-0.01	$-1.00	11.00	7	3.0	180.000	-0.22	2024-02-29
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.25	-0.19	0.12	0.11	0.10	1.30	1.55	-0.01	$-1.00	11.00	6	3.0	180.000	-0.25	2024-02-28
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.20	-0.15	0.20	0.11	0.10	1.30	1.50	-0.01	$-1.00	11.00	5	3.0	180.000	-0.20	2024-02-27
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.09	$-0.12	-0.09	0.01	0.11	0.10	1.30	1.42	-0.01	$-1.00	11.00	4	3.0	177.000	-0.12	2024-02-26
RIGL240621P00001000	RIGL	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.03	0.27	$-0.02	-0.02	-0.08	0.11	0.14	1.30	1.32	0.03	$3.00	11.00	3	5.0	172.000	-0.02	2024-02-25
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.03	0.27	$-0.02	-0.02	-0.09	0.11	0.14	1.30	1.32	0.03	$3.00	11.00	1	5.0	172.000	-0.02	2024-02-23
RIGL240621P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.11	0.11	1.30	1.30	0.00	$0.00	11.00	0	1.0	171.000	-0.00	2024-02-22

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