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View Outliers PnL Drill-Down: RXRX240419P00014000

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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	RXRX	RXRX240419P00014000	14.00	31.0	10.000	1.104	0.491	1.6	0.6	-0.010	2.750	1.720	2.04	14.97	2024-04-19	PUT	Long	0.465	0.500	0.213

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
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$4.26	2.09	$7.60	0.51	9.00	2.04	6.30	15.00	7.40	4.26	$426.00	204.00	56	1.0	2.000	7.60	2024-04-18
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.96	1.45	$7.53	0.50	3.48	2.04	5.00	15.00	7.47	2.96	$296.00	204.00	55	90.0	25.000	7.53	2024-04-17
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.96	1.45	$7.43	0.50	6.60	2.04	5.00	15.00	7.57	2.96	$296.00	204.00	54	90.0	25.000	7.43	2024-04-16
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.96	1.45	$7.21	0.48	1.58	2.04	5.00	15.00	7.79	2.96	$296.00	204.00	53	90.0	25.000	7.21	2024-04-15
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.96	1.45	$6.59	0.44	2.48	2.04	5.00	15.00	8.41	2.96	$296.00	204.00	50	90.0	25.000	6.59	2024-04-12
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.96	1.45	$6.08	0.41	2.94	2.04	5.00	15.00	8.92	2.96	$296.00	204.00	49	90.0	30.000	6.08	2024-04-11
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.96	1.45	$6.42	0.43	1.15	2.04	5.00	15.00	8.58	2.96	$296.00	204.00	48	90.0	40.000	6.42	2024-04-10
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.96	1.45	$5.91	0.39	0.28	2.04	5.00	15.00	9.09	2.96	$296.00	204.00	47	90.0	210.000	5.91	2024-04-09
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$3.24	1.59	$6.00	0.40	0.70	2.04	5.28	15.00	9.00	3.24	$324.00	204.00	46	17.0	210.000	6.00	2024-04-08
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$3.24	1.59	$6.13	0.41	2.05	2.04	5.28	15.00	8.87	3.24	$324.00	204.00	43	17.0	224.000	6.13	2024-04-05
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$3.11	1.52	$6.27	0.42	0.48	2.04	5.15	15.00	8.73	3.11	$311.00	204.00	42	1.0	224.000	6.27	2024-04-04
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$3.11	1.52	$6.07	0.40	0.37	2.04	5.15	15.00	8.93	3.11	$311.00	204.00	41	1.0	223.000	6.07	2024-04-03
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.06	1.01	$6.23	0.42	0.35	2.04	4.10	15.00	8.77	2.06	$206.00	204.00	40	1.0	223.000	6.23	2024-04-02
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.06	1.01	$5.63	0.38	-1.11	2.04	4.10	15.00	9.37	2.06	$206.00	204.00	39	1.0	223.000	5.63	2024-04-01
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.06	1.01	$5.03	0.34	1.03	2.04	4.10	15.00	9.97	2.06	$206.00	204.00	38	1.0	224.000	5.03	2024-03-31
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.06	1.01	$5.03	0.34	0.93	2.04	4.10	15.00	9.97	2.06	$206.00	204.00	37	1.0	224.000	5.03	2024-03-30
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.06	1.01	$5.03	0.34	0.88	2.04	4.10	15.00	9.97	2.06	$206.00	204.00	36	1.0	224.000	5.03	2024-03-29
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$2.06	1.01	$5.03	0.34	-0.01	2.04	4.10	15.00	9.97	2.06	$206.00	204.00	35	1.0	224.000	5.03	2024-03-28
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.56	0.76	$4.83	0.32	0.07	2.04	3.60	15.00	10.17	1.56	$156.00	204.00	34	1.0	224.000	4.83	2024-03-27
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.56	0.76	$4.68	0.31	-0.06	2.04	3.60	15.00	10.32	1.56	$156.00	204.00	33	1.0	224.000	4.68	2024-03-26
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.66	0.81	$4.47	0.30	-0.19	2.04	3.70	15.00	10.53	1.66	$166.00	204.00	32	4.0	228.000	4.47	2024-03-25
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.76	0.86	$4.51	0.30	-0.09	2.04	3.80	15.00	10.49	1.76	$176.00	204.00	29	10.0	228.000	4.51	2024-03-22
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.76	0.86	$4.35	0.29	0.63	2.04	3.80	15.00	10.65	1.76	$176.00	204.00	28	10.0	230.000	4.35	2024-03-21
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.04	0.51	$3.93	0.26	-0.03	2.04	3.08	15.00	11.07	1.04	$104.00	204.00	27	22.0	230.000	3.93	2024-03-20
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.04	0.51	$4.25	0.28	-0.08	2.04	3.08	15.00	10.75	1.04	$104.00	204.00	26	22.0	230.000	4.25	2024-03-19
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.04	0.51	$3.58	0.24	-0.19	2.04	3.08	15.00	11.42	1.04	$104.00	204.00	25	22.0	209.000	3.58	2024-03-18
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.51	0.74	$3.78	0.25	-0.02	2.04	3.55	15.00	11.22	1.51	$151.00	204.00	22	9.0	216.000	3.78	2024-03-15
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.67	0.82	$4.22	0.28	0.09	2.04	3.71	15.00	10.78	1.67	$167.00	204.00	21	4.0	212.000	4.22	2024-03-14
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.46	0.72	$4.02	0.27	-0.09	2.04	3.50	15.00	10.98	1.46	$146.00	204.00	20	23.0	232.000	4.02	2024-03-13
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.76	0.86	$4.46	0.30	-0.29	2.04	3.80	15.00	10.54	1.76	$176.00	204.00	19	20.0	214.000	4.46	2024-03-12
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.42	0.70	$4.63	0.31	-0.13	2.04	3.46	15.00	10.37	1.42	$142.00	204.00	18	6.0	208.000	4.63	2024-03-11
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.24	0.61	$3.81	0.25	-0.24	2.04	3.28	15.00	11.19	1.24	$124.00	204.00	15	20.0	203.000	3.81	2024-03-08
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$1.56	0.76	$3.85	0.26	-0.12	2.04	3.60	15.00	11.15	1.56	$156.00	204.00	14	1.0	203.000	3.85	2024-03-07
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.86	0.42	$3.68	0.25	-0.38	2.04	2.90	15.00	11.32	0.86	$86.00	204.00	13	6.0	209.000	3.68	2024-03-06
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.96	0.47	$3.15	0.21	-0.33	2.04	3.00	15.00	11.85	0.96	$96.00	204.00	12	5.0	204.000	3.15	2024-03-05
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.67	0.33	$2.70	0.18	-1.11	2.04	2.71	15.00	12.30	0.67	$67.00	204.00	11	30.0	0.000	2.70	2024-03-04
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.27	0.13	$2.19	0.15	-0.21	2.04	2.31	15.00	12.81	0.27	$27.00	204.00	10	9.0	202.000	2.19	2024-03-03
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.16	0.08	$1.65	0.11	-0.22	2.04	2.20	15.00	13.35	0.16	$16.00	204.00	8	5.0	202.000	1.65	2024-03-01
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.15	0.07	$1.54	0.10	-0.17	2.04	2.19	15.00	13.46	0.15	$15.00	204.00	7	22.0	212.000	1.54	2024-02-29
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.35	0.17	$2.06	0.14	-0.17	2.04	2.39	15.00	12.94	0.35	$35.00	204.00	6	56.0	167.000	2.06	2024-02-28
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$-0.12	-0.06	$-0.52	-0.03	0.02	2.04	1.92	15.00	15.52	-0.12	$-12.00	204.00	5	105.0	84.000	-0.52	2024-02-27
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.06	0.03	$0.24	0.02	-0.02	2.04	2.10	15.00	14.76	0.06	$6.00	204.00	4	35.0	53.000	0.24	2024-02-26
RXRX240419P00014000	RXRX	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.56	0.27	$1.63	0.11	0.01	2.04	2.60	15.00	13.37	0.56	$56.00	204.00	3	38.0	41.000	1.63	2024-02-25
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.56	0.27	$1.63	0.11	-0.02	2.04	2.60	15.00	13.37	0.56	$56.00	204.00	1	38.0	41.000	1.63	2024-02-23
RXRX240419P00014000	RXRX	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.04	2.04	15.00	15.00	0.00	$0.00	204.00	0	31.0	10.000	-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