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View Outliers PnL Drill-Down: SRPT231201C00080000

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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
2023-10-31	SRPT	SRPT231201C00080000	80.00	2.0	1.000	0.704	0.497	0.4	12.8	0.120	1.230	13.660	1.50	67.31	2023-12-01	CALL	Long	0.176	0.505	-0.375

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	SRPT	0.818	0.056	0.282	0.127	0.169	0.068	125.76	-0.431	0.0000	90.29	163.85	21	1y	123.32

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
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.90	1.27	$13.97	0.21	-0.45	1.50	3.40	67.31	81.28	1.90	$190.00	150.00	30	0.0	21.000	13.97	2023-11-30
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.90	1.27	$13.09	0.19	-0.16	1.50	3.40	67.31	80.40	1.90	$190.00	150.00	29	0.0	21.000	13.09	2023-11-29
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.90	1.27	$15.30	0.23	-0.21	1.50	3.40	67.31	82.61	1.90	$190.00	150.00	28	0.0	21.000	15.30	2023-11-28
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.90	1.27	$14.60	0.22	-0.05	1.50	3.40	67.31	81.91	1.90	$190.00	150.00	27	0.0	21.000	14.60	2023-11-27
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.55	1.03	$15.56	0.23	-0.20	1.50	3.05	67.31	82.87	1.55	$155.00	150.00	24	0.0	0.000	15.56	2023-11-24
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.10	1.40	$16.46	0.24	-0.70	1.50	3.60	67.31	83.77	2.10	$210.00	150.00	23	0.0	0.000	16.46	2023-11-23
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$4.40	2.93	$15.89	0.24	-0.16	1.50	5.90	67.31	83.20	4.40	$440.00	150.00	22	0.0	164.000	15.89	2023-11-22
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$4.40	2.93	$16.77	0.25	-0.23	1.50	5.90	67.31	84.08	4.40	$440.00	150.00	21	0.0	162.000	16.77	2023-11-21
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$3.40	2.27	$15.75	0.23	-0.24	1.50	4.90	67.31	83.06	3.40	$340.00	150.00	20	0.0	162.000	15.75	2023-11-20
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$3.40	2.27	$15.84	0.24	-0.24	1.50	4.90	67.31	83.15	3.40	$340.00	150.00	19	0.0	162.000	15.84	2023-11-19
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$3.40	2.27	$15.84	0.24	-0.26	1.50	4.90	67.31	83.15	3.40	$340.00	150.00	17	0.0	162.000	15.84	2023-11-17
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.50	1.67	$15.67	0.23	-0.24	1.50	4.00	67.31	82.98	2.50	$250.00	150.00	16	0.0	162.000	15.67	2023-11-16
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.50	1.67	$16.45	0.24	-0.24	1.50	4.00	67.31	83.76	2.50	$250.00	150.00	15	0.0	162.000	16.45	2023-11-15
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.50	1.67	$15.19	0.23	-0.23	1.50	4.00	67.31	82.50	2.50	$250.00	150.00	14	0.0	162.000	15.19	2023-11-14
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.50	1.00	$12.36	0.18	-0.29	1.50	3.00	67.31	79.67	1.50	$150.00	150.00	13	0.0	158.000	12.36	2023-11-13
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.40	0.93	$12.14	0.18	-0.23	1.50	2.90	67.31	79.45	1.40	$140.00	150.00	10	0.0	158.000	12.14	2023-11-10
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.40	0.93	$11.84	0.18	-0.69	1.50	2.90	67.31	79.15	1.40	$140.00	150.00	9	0.0	0.000	11.84	2023-11-09
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$1.40	0.93	$11.84	0.18	-0.25	1.50	2.90	67.31	79.15	1.40	$140.00	150.00	8	0.0	7.000	11.84	2023-11-08
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.60	1.73	$13.38	0.20	-0.26	1.50	4.10	67.31	80.69	2.60	$260.00	150.00	7	0.0	7.000	13.38	2023-11-07
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.90	1.93	$12.79	0.19	-0.21	1.50	4.40	67.31	80.10	2.90	$290.00	150.00	6	0.0	7.000	12.79	2023-11-06
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.90	1.93	$12.79	0.19	-0.21	1.50	4.40	67.31	80.10	2.90	$290.00	150.00	5	0.0	7.000	12.79	2023-11-05
SRPT231201C00080000	SRPT	CALL	Long	80.00	Exit OP PnL: $400.00;Exit EQ PnL: 10.70; Position surpassed Take Profit. Latest OP price is: $5.50 (EQ: $78.01); Initial OP price was: $1.50 (EQ: $67.31). Option Percentage Gain: 2.6667 > STOP_LOSS: -0.16	$4.00	2.67	$10.70	0.16	-0.19	1.50	5.50	67.31	78.01	4.00	$400.00	150.00	3	0.0	7.000	10.70	2023-11-03
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$4.00	2.67	$10.45	0.16	-0.15	1.50	5.50	67.31	77.76	4.00	$400.00	150.00	2	0.0	3.000	10.45	2023-11-02
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$2.90	1.93	$9.21	0.14	0.01	1.50	4.40	67.31	76.52	2.90	$290.00	150.00	1	0.0	3.000	9.21	2023-11-01
SRPT231201C00080000	SRPT	CALL	Long	80.00	None	$0.00	0.00	$0.00	0.00	0.00	1.50	1.50	67.31	67.31	0.00	$0.00	150.00	0	2.0	1.000	0.00	2023-10-31

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