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View Outliers PnL Drill-Down: RXRX240621P00010000

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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
2024-05-13	RXRX	RXRX240621P00010000	10.00	92.0	903.000	0.778	0.269	0.3	0.3	0.000	0.910	0.920	1.05	9.94	2024-06-21	PUT	Long	0.434	0.446	0.102

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
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.74	-0.58	$-0.22	-0.02	0.09	1.27	0.53	9.48	9.70	-0.74	$-74.00	127.00	36	113.0	1675.000	-0.22	2024-06-18
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.57	-0.45	$0.11	0.01	-0.16	1.27	0.70	9.48	9.37	-0.57	$-57.00	127.00	35	177.0	1852.000	0.11	2024-06-17
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.42	-0.33	$0.22	0.02	-0.13	1.27	0.85	9.48	9.26	-0.42	$-42.00	127.00	32	99.0	1947.000	0.22	2024-06-14
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.46	-0.36	$0.04	0.00	-0.00	1.27	0.81	9.48	9.44	-0.46	$-46.00	127.00	31	132.0	1858.000	0.04	2024-06-13
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.31	-0.24	$0.18	0.02	0.19	1.27	0.96	9.48	9.30	-0.31	$-31.00	127.00	30	85.0	1931.000	0.18	2024-06-12
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.28	0.22	$0.90	0.09	0.20	1.27	1.55	9.48	8.58	0.28	$28.00	127.00	29	111.0	1931.000	0.90	2024-06-11
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.28	0.22	$0.86	0.09	-0.26	1.27	1.55	9.48	8.62	0.28	$28.00	127.00	28	111.0	2042.000	0.86	2024-06-10
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.05	0.04	$0.97	0.10	0.08	1.27	1.32	9.48	8.51	0.05	$5.00	127.00	27	2.0	2044.000	0.97	2024-06-09
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.05	0.04	$0.97	0.10	0.37	1.27	1.32	9.48	8.51	0.05	$5.00	127.00	25	2.0	2044.000	0.97	2024-06-07
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.16	0.13	$0.46	0.05	-0.08	1.27	1.43	9.48	9.02	0.16	$16.00	127.00	24	21.0	2067.000	0.46	2024-06-06
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.05	0.04	$0.39	0.04	0.05	1.27	1.32	9.48	9.09	0.05	$5.00	127.00	23	2.0	2068.000	0.39	2024-06-05
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.48	0.38	$1.07	0.11	1.18	1.27	1.75	9.48	8.41	0.48	$48.00	127.00	22	8.0	2068.000	1.07	2024-06-04
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.48	0.38	$0.89	0.09	0.10	1.27	1.75	9.48	8.59	0.48	$48.00	127.00	21	8.0	2068.000	0.89	2024-06-03
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.54	0.43	$1.20	0.13	0.70	1.27	1.81	9.48	8.28	0.54	$54.00	127.00	18	5.0	2069.000	1.20	2024-05-31
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.23	0.18	$0.61	0.06	-0.00	1.27	1.50	9.48	8.87	0.23	$23.00	127.00	17	11.0	2077.000	0.61	2024-05-30
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.38	0.30	$0.90	0.09	0.03	1.27	1.65	9.48	8.58	0.38	$38.00	127.00	16	18.0	2088.000	0.90	2024-05-29
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.32	-0.25	$0.49	0.05	-0.14	1.27	0.95	9.48	8.99	-0.32	$-32.00	127.00	15	5.0	2093.000	0.49	2024-05-28
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.08	-0.06	$0.32	0.03	0.02	1.27	1.19	9.48	9.16	-0.08	$-8.00	127.00	14	17.0	2103.000	0.32	2024-05-27
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.08	-0.06	$0.32	0.03	-0.12	1.27	1.19	9.48	9.16	-0.08	$-8.00	127.00	11	17.0	2103.000	0.32	2024-05-24
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.12	0.09	$0.45	0.05	-0.04	1.27	1.39	9.48	9.03	0.12	$12.00	127.00	10	120.0	1995.000	0.45	2024-05-23
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.02	-0.02	$0.12	0.01	0.04	1.27	1.25	9.48	9.36	-0.02	$-2.00	127.00	9	4.0	1993.000	0.12	2024-05-22
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.13	-0.10	$-0.03	-0.00	-0.14	1.27	1.14	9.48	9.51	-0.13	$-13.00	127.00	8	32.0	1963.000	-0.03	2024-05-21
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.22	-0.17	$-0.30	-0.03	-0.78	1.27	1.05	9.48	9.78	-0.22	$-22.00	127.00	7	133.0	0.000	-0.30	2024-05-20
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.03	0.02	$0.06	0.01	0.02	1.27	1.30	9.48	9.42	0.03	$3.00	127.00	6	155.0	1707.000	0.06	2024-05-19
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.03	0.02	$0.06	0.01	0.00	1.27	1.30	9.48	9.42	0.03	$3.00	127.00	5	155.0	1707.000	0.06	2024-05-18
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.03	0.02	$0.07	0.01	-0.01	1.27	1.30	9.48	9.41	0.03	$3.00	127.00	4	154.0	1707.000	0.07	2024-05-17
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$-0.22	-0.17	$-0.53	-0.06	0.05	1.27	1.05	9.48	10.01	-0.22	$-22.00	127.00	2	38.0	1659.000	-0.53	2024-05-15
RXRX240621P00010000	RXRX	PUT	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.36	$-0.20	-0.16	$-0.57	-0.06	0.07	1.27	1.07	9.48	10.05	-0.20	$-20.00	127.00	1	583.0	1116.000	-0.57	2024-05-14
RXRX240621P00010000	RXRX	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.27	1.27	9.48	9.48	0.00	$0.00	127.00	0	281.0	903.000	-0.00	2024-05-13

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