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View Outliers PnL Drill-Down: RXRX240216C00011000

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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
2024-01-11	RXRX	RXRX240216C00011000	11.00	115.0	561.000	0.963	0.385	0.3	0.7	0.010	1.010	1.370	1.19	10.60	2024-02-16	CALL	Long	0.455	0.470	-0.099

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
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.39	-0.90	$-1.16	-0.10	-0.04	1.54	0.15	11.25	10.09	-1.39	$-139.00	154.00	29	71.0	1190.000	-1.16	2024-02-09
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.29	-0.84	$-1.35	-0.12	0.01	1.54	0.25	11.25	9.90	-1.29	$-129.00	154.00	28	197.0	1120.000	-1.35	2024-02-08
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.44	-0.94	$-2.12	-0.19	-0.00	1.54	0.10	11.25	9.13	-1.44	$-144.00	154.00	27	66.0	1089.000	-2.12	2024-02-07
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.42	-0.92	$-1.77	-0.16	-0.05	1.54	0.12	11.25	9.48	-1.42	$-142.00	154.00	26	11.0	1089.000	-1.77	2024-02-06
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.44	-0.94	$-2.12	-0.19	0.06	1.54	0.10	11.25	9.13	-1.44	$-144.00	154.00	25	23.0	1084.000	-2.12	2024-02-05
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.40	-0.91	$-1.96	-0.17	-0.65	1.54	0.14	11.25	9.29	-1.40	$-140.00	154.00	24	527.0	1084.000	-1.96	2024-02-04
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.40	-0.91	$-1.96	-0.17	-0.00	1.54	0.14	11.25	9.29	-1.40	$-140.00	154.00	22	527.0	1401.000	-1.96	2024-02-02
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.30	-0.84	$-1.70	-0.15	-0.09	1.54	0.24	11.25	9.55	-1.30	$-130.00	154.00	21	89.0	1332.000	-1.70	2024-02-01
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.34	-0.87	$-1.84	-0.16	-0.02	1.54	0.20	11.25	9.41	-1.34	$-134.00	154.00	20	59.0	1311.000	-1.84	2024-01-31
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.19	-0.77	$-1.41	-0.13	-0.07	1.54	0.35	11.25	9.84	-1.19	$-119.00	154.00	19	78.0	1289.000	-1.41	2024-01-30
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.82	-0.53	$-0.49	-0.04	-0.08	1.54	0.72	11.25	10.76	-0.82	$-82.00	154.00	18	690.0	946.000	-0.49	2024-01-29
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.19	-0.77	$-1.47	-0.13	-0.05	1.54	0.35	11.25	9.78	-1.19	$-119.00	154.00	17	80.0	960.000	-1.47	2024-01-28
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.19	-0.77	$-1.47	-0.13	-0.08	1.54	0.35	11.25	9.78	-1.19	$-119.00	154.00	16	80.0	960.000	-1.47	2024-01-27
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.19	-0.77	$-1.47	-0.13	-0.09	1.54	0.35	11.25	9.78	-1.19	$-119.00	154.00	15	73.0	960.000	-1.47	2024-01-26
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.99	-0.64	$-1.02	-0.09	-0.10	1.54	0.55	11.25	10.23	-0.99	$-99.00	154.00	14	1024.0	1672.000	-1.02	2024-01-25
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.84	-0.55	$-0.89	-0.08	0.00	1.54	0.70	11.25	10.36	-0.84	$-84.00	154.00	13	292.0	1427.000	-0.89	2024-01-24
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.59	-0.38	$-0.54	-0.05	-0.01	1.54	0.95	11.25	10.71	-0.59	$-59.00	154.00	12	26.0	1444.000	-0.54	2024-01-23
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.75	-0.49	$-0.77	-0.07	-0.08	1.54	0.79	11.25	10.48	-0.75	$-75.00	154.00	11	516.0	1070.000	-0.77	2024-01-22
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-1.04	-0.68	$-1.62	-0.14	-0.02	1.54	0.50	11.25	9.63	-1.04	$-104.00	154.00	8	94.0	1065.000	-1.62	2024-01-19
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.89	-0.58	$-1.36	-0.12	0.04	1.54	0.65	11.25	9.89	-0.89	$-89.00	154.00	7	201.0	946.000	-1.36	2024-01-18
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.79	-0.51	$-0.99	-0.09	-0.01	1.54	0.75	11.25	10.26	-0.79	$-79.00	154.00	6	273.0	781.000	-0.99	2024-01-17
RXRX240216C00011000	RXRX	CALL	Long	11.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.72; Exit EQ PnL: -0.95	$-0.72	-0.47	$-0.95	-0.08	0.05	1.54	0.82	11.25	10.30	-0.72	$-72.00	154.00	5	81.0	721.000	-0.95	2024-01-16
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.18	-0.12	$-0.09	-0.01	0.09	1.54	1.36	11.25	11.16	-0.18	$-18.00	154.00	4	36.0	717.000	-0.09	2024-01-15
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.18	-0.12	$-0.09	-0.01	0.06	1.54	1.36	11.25	11.16	-0.18	$-18.00	154.00	2	36.0	717.000	-0.09	2024-01-13
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$-0.18	-0.12	$-0.09	-0.01	0.05	1.54	1.36	11.25	11.16	-0.18	$-18.00	154.00	1	36.0	717.000	-0.09	2024-01-12
RXRX240216C00011000	RXRX	CALL	Long	11.00	None	$0.00	0.00	$0.00	0.00	0.00	1.54	1.54	11.25	11.25	0.00	$0.00	154.00	0	395.0	561.000	0.00	2024-01-11

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