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View Outliers PnL Drill-Down: RXRX240216P00010000

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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
2024-01-04	RXRX	RXRX240216P00010000	10.00	18.0	409.000	0.835	0.407	1.3	0.1	0.000	1.760	0.560	0.75	11.16	2024-02-16	PUT	Long	0.433	0.453	0.147

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
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.38	-0.46	$1.02	0.09	0.77	0.83	0.45	11.11	10.09	-0.38	$-38.00	83.00	36	22.0	674.000	1.02	2024-02-09
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.28	-0.34	$1.21	0.11	0.74	0.83	0.55	11.11	9.90	-0.28	$-28.00	83.00	35	56.0	662.000	1.21	2024-02-08
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.22	0.27	$1.98	0.18	1.19	0.83	1.05	11.11	9.13	0.22	$22.00	83.00	34	2.0	660.000	1.98	2024-02-07
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.12	0.14	$1.63	0.15	0.76	0.83	0.95	11.11	9.48	0.12	$12.00	83.00	33	3.0	661.000	1.63	2024-02-06
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.34	0.41	$1.98	0.18	-0.06	0.83	1.17	11.11	9.13	0.34	$34.00	83.00	32	34.0	661.000	1.98	2024-02-05
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.17	0.20	$1.82	0.16	-0.06	0.83	1.00	11.11	9.29	0.17	$17.00	83.00	31	42.0	669.000	1.82	2024-02-04
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.17	0.20	$1.82	0.16	0.71	0.83	1.00	11.11	9.29	0.17	$17.00	83.00	29	42.0	667.000	1.82	2024-02-02
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.07	0.08	$1.56	0.14	0.73	0.83	0.90	11.11	9.55	0.07	$7.00	83.00	28	27.0	671.000	1.56	2024-02-01
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.13	-0.16	$1.70	0.15	0.70	0.83	0.70	11.11	9.41	-0.13	$-13.00	83.00	27	35.0	653.000	1.70	2024-01-31
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.12	-0.14	$1.27	0.11	0.70	0.83	0.71	11.11	9.84	-0.12	$-12.00	83.00	26	111.0	642.000	1.27	2024-01-30
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.33	-0.40	$0.35	0.03	0.78	0.83	0.50	11.11	10.76	-0.33	$-33.00	83.00	25	105.0	655.000	0.35	2024-01-29
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.05	0.06	$1.33	0.12	0.73	0.83	0.88	11.11	9.78	0.05	$5.00	83.00	24	41.0	614.000	1.33	2024-01-28
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.05	0.06	$1.33	0.12	0.71	0.83	0.88	11.11	9.78	0.05	$5.00	83.00	23	41.0	614.000	1.33	2024-01-27
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.05	0.06	$1.33	0.12	0.70	0.83	0.88	11.11	9.78	0.05	$5.00	83.00	22	41.0	614.000	1.33	2024-01-26
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.13	-0.16	$0.88	0.08	0.74	0.83	0.70	11.11	10.23	-0.13	$-13.00	83.00	21	36.0	597.000	0.88	2024-01-25
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.13	-0.16	$0.75	0.07	0.82	0.83	0.70	11.11	10.36	-0.13	$-13.00	83.00	20	21.0	587.000	0.75	2024-01-24
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.18	-0.22	$0.40	0.04	0.86	0.83	0.65	11.11	10.71	-0.18	$-18.00	83.00	19	2.0	581.000	0.40	2024-01-23
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.07	0.08	$0.63	0.06	0.95	0.83	0.90	11.11	10.48	0.07	$7.00	83.00	18	48.0	578.000	0.63	2024-01-22
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.27	0.33	$1.48	0.13	0.78	0.83	1.10	11.11	9.63	0.27	$27.00	83.00	15	96.0	589.000	1.48	2024-01-19
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.27	0.33	$1.22	0.11	0.84	0.83	1.10	11.11	9.89	0.27	$27.00	83.00	14	59.0	598.000	1.22	2024-01-18
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.12	0.14	$0.85	0.08	0.87	0.83	0.95	11.11	10.26	0.12	$12.00	83.00	13	67.0	575.000	0.85	2024-01-17
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.03	-0.04	$1.10	0.10	0.83	0.83	0.80	11.11	10.01	-0.03	$-3.00	83.00	12	1.0	539.000	1.10	2024-01-16
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.13	-0.16	$-0.05	-0.00	0.86	0.83	0.70	11.11	11.16	-0.13	$-13.00	83.00	8	48.0	524.000	-0.05	2024-01-12
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.13	-0.16	$-0.14	-0.01	0.89	0.83	0.70	11.11	11.25	-0.13	$-13.00	83.00	7	83.0	453.000	-0.14	2024-01-11
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.43	-0.52	$-1.38	-0.12	0.87	0.83	0.40	11.11	12.49	-0.43	$-43.00	83.00	6	20.0	433.000	-1.38	2024-01-10
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.49	-0.59	$-2.29	-0.21	0.91	0.83	0.34	11.11	13.40	-0.49	$-49.00	83.00	5	53.0	427.000	-2.29	2024-01-09
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.38	-0.46	$-1.50	-0.14	0.88	0.83	0.45	11.11	12.61	-0.38	$-38.00	83.00	4	25.0	409.000	-1.50	2024-01-08
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$-0.23	-0.28	$-0.82	-0.07	0.86	0.83	0.60	11.11	11.93	-0.23	$-23.00	83.00	3	74.0	412.000	-0.82	2024-01-07
RXRX240216P00010000	RXRX	PUT	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.36	$-0.23	-0.28	$-0.82	-0.07	0.82	0.83	0.60	11.11	11.93	-0.23	$-23.00	83.00	1	74.0	412.000	-0.82	2024-01-05
RXRX240216P00010000	RXRX	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.83	0.83	11.11	11.11	0.00	$0.00	83.00	0	31.0	412.000	-0.00	2024-01-04

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