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View Outliers PnL Drill-Down: RXRX240119P00010000

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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
2023-12-14	RXRX	RXRX240119P00010000	10.00	18.0	288.000	0.785	0.382	0.3	0.6	0.000	0.670	1.050	1.45	9.58	2024-01-19	PUT	Long	0.403	0.425	0.144

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	RXRX	0.727	0.147	0.361	0.241	0.336	0.123	7.12	-7.477	0.0000	5.70	15.52	21	1y	6.80

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
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-1.07	-0.91	$-0.36	-0.04	-0.12	1.17	0.10	9.53	9.89	-1.07	$-107.00	117.00	35	53.0	503.000	-0.36	2024-01-18
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.92	-0.79	$-0.73	-0.08	0.45	1.17	0.25	9.53	10.26	-0.92	$-92.00	117.00	34	56.0	497.000	-0.73	2024-01-17
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.82	-0.70	$-0.48	-0.05	0.14	1.17	0.35	9.53	10.01	-0.82	$-82.00	117.00	33	20.0	484.000	-0.48	2024-01-16
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-1.06	-0.91	$-1.63	-0.17	0.05	1.17	0.11	9.53	11.16	-1.06	$-106.00	117.00	29	15.0	479.000	-1.63	2024-01-12
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-1.05	-0.90	$-1.72	-0.18	0.09	1.17	0.12	9.53	11.25	-1.05	$-105.00	117.00	28	79.0	472.000	-1.72	2024-01-11
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-1.12	-0.96	$-2.96	-0.31	0.31	1.17	0.05	9.53	12.49	-1.12	$-112.00	117.00	27	2.0	471.000	-2.96	2024-01-10
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-1.12	-0.96	$-3.87	-0.41	0.48	1.17	0.05	9.53	13.40	-1.12	$-112.00	117.00	26	36.0	458.000	-3.87	2024-01-09
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-1.05	-0.90	$-3.08	-0.32	0.42	1.17	0.12	9.53	12.61	-1.05	$-105.00	117.00	25	91.0	486.000	-3.08	2024-01-08
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.97	-0.83	$-2.40	-0.25	0.24	1.17	0.20	9.53	11.93	-0.97	$-97.00	117.00	24	31.0	475.000	-2.40	2024-01-07
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.97	-0.83	$-2.40	-0.25	0.13	1.17	0.20	9.53	11.93	-0.97	$-97.00	117.00	22	31.0	475.000	-2.40	2024-01-05
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.89	-0.76	$-1.58	-0.17	-0.64	1.17	0.28	9.53	11.11	-0.89	$-89.00	117.00	21	84.0	475.000	-1.58	2024-01-04
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.21	-0.18	$-0.16	-0.02	-0.77	1.17	0.96	9.53	9.69	-0.21	$-21.00	117.00	20	28.0	479.000	-0.16	2024-01-03
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.37	-0.32	$-0.34	-0.04	-0.77	1.17	0.80	9.53	9.87	-0.37	$-37.00	117.00	19	211.0	469.000	-0.34	2024-01-02
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.29	-0.25	$-0.33	-0.03	0.09	1.17	0.88	9.53	9.86	-0.29	$-29.00	117.00	18	21.0	448.000	-0.33	2024-01-01
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.29	-0.25	$-0.33	-0.03	0.05	1.17	0.88	9.53	9.86	-0.29	$-29.00	117.00	16	21.0	448.000	-0.33	2023-12-30
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.29	-0.25	$-0.33	-0.03	0.01	1.17	0.88	9.53	9.86	-0.29	$-29.00	117.00	15	21.0	448.000	-0.33	2023-12-29
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.54	-0.46	$-1.08	-0.11	0.10	1.17	0.63	9.53	10.61	-0.54	$-54.00	117.00	14	10.0	439.000	-1.08	2023-12-28
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.57	-0.49	$-1.18	-0.12	0.10	1.17	0.60	9.53	10.71	-0.57	$-57.00	117.00	13	17.0	444.000	-1.18	2023-12-27
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.54	-0.46	$-1.26	-0.13	0.03	1.17	0.63	9.53	10.79	-0.54	$-54.00	117.00	12	23.0	423.000	-1.26	2023-12-26
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.37	-0.32	$-0.79	-0.08	0.12	1.17	0.80	9.53	10.32	-0.37	$-37.00	117.00	11	214.0	315.000	-0.79	2023-12-25
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.37	-0.32	$-0.79	-0.08	0.08	1.17	0.80	9.53	10.32	-0.37	$-37.00	117.00	9	214.0	315.000	-0.79	2023-12-23
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.39	-0.33	$-0.79	-0.08	0.00	1.17	0.78	9.53	10.32	-0.39	$-39.00	117.00	8	213.0	315.000	-0.79	2023-12-22
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.16	-0.14	$-0.31	-0.03	0.04	1.17	1.01	9.53	9.84	-0.16	$-16.00	117.00	7	4.0	317.000	-0.31	2023-12-21
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.37	-0.32	$-0.80	-0.08	-0.02	1.17	0.80	9.53	10.33	-0.37	$-37.00	117.00	6	39.0	283.000	-0.80	2023-12-20
RXRX240119P00010000	RXRX	PUT	Long	10.00	Exit OP PnL: $-0.22;Exit EQ PnL: -0.24; Position is Long and position continued to lose. Latest OP price is: $0.95 (EQ: $9.77). Initial OP price was: $1.17 (EQ: $9.53). Surpassed Stop Loss Percentage: -0.1880341880341880341880341880 < -0.16.	$-0.27	-0.23	$-0.51	-0.05	-0.01	1.17	0.90	9.53	10.04	-0.27	$-27.00	117.00	5	7.0	281.000	-0.51	2023-12-19
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$0.05	0.04	$0.08	0.01	-0.00	1.17	1.22	9.53	9.45	0.05	$5.00	117.00	4	6.0	282.000	0.08	2023-12-18
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.02	-0.02	$-0.17	-0.02	0.03	1.17	1.15	9.53	9.70	-0.02	$-2.00	117.00	2	7.0	287.000	-0.17	2023-12-16
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$-0.02	-0.02	$-0.17	-0.02	0.04	1.17	1.15	9.53	9.70	-0.02	$-2.00	117.00	1	7.0	287.000	-0.17	2023-12-15
RXRX240119P00010000	RXRX	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.17	1.17	9.53	9.53	0.00	$0.00	117.00	0	20.0	288.000	-0.00	2023-12-14

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