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Statistical Analysis of Options Data: Empirical Insights
This report presents a comprehensive statistical analysis of 79 closed options trades marked with 'A' (SMS Alerts), executed between June 23, 2025, and November 21, 2025, with expirations primarily in December. The analysis utilizes descriptive statistics, correlation measures, regression models, return tranche analysis, and risk-adjusted metrics to uncover patterns in returns, risk classifications, option types, and stock-specific performance within the volatile 2025 market environment.
Data Source and Calculation Methodology
The percentage returns reported in this analysis are derived from the opening ask price of the options as communicated via SMS alerts sent to subscribers on the respective trade initiation dates. Returns are calculated based on the highest bid price achieved by each option during its holding period, reflecting the maximum potential gain for each position. This methodology assumes execution at the alerted opening price and captures the peak value of the option for performance evaluation. It is important to note that it is implausible to time the top of every alert perfectly. This data is provided to educate users on the variability in outcomes driven by underlying price movements at options expiration.
Descriptive Statistics
The 79 trades demonstrate exceptional performance, with 76 (96.20%) positive returns and only 3 losses. Returns range from -100% to 2603.0%, with a mean of 240% (95% CI: 144.38%–334.78%), median of 105%, and standard deviation of 425%. The distribution is strongly right-skewed (skewness 3.50) with high kurtosis (16.55), reflecting the leveraged nature of options.
| Metric | Value |
|---|
| Count | 79 |
| Mean (%) | 240 (95% CI: 144.38–334.78) |
| Median (%) | 105 |
| Std. Dev. (%) | 425 |
| Min (%) | -100 |
| Max (%) | 2603.0 |
| Positive Trades | 76 (96.20%) |
| Negative Trades | 3 (3.80%) |
| Skewness | 3.50 |
| Kurtosis | 16.55 |
| Interquartile Range (%) | 175 |
Return Tranche Analysis
| Return Threshold | % of Trades | Count | Cumulative % |
|---|
| ≥ 25% | 82.3% | 65 | 82.3% |
| ≥ 50% | 72.2% | 57 | 72.2% |
| ≥ 100% | 53.2% | 42 | 53.2% |
| ≥ 200% | 30.4% | 24 | 30.4% |
| ≥ 300% | 16.5% | 13 | 16.5% |
| ≥ 500% | 11.4% | 9 | 11.4% |
| ≥ 1,000% | 6.3% | 5 | 6.3% |
| ≥ 2,000% | 1.3% | 1 | 1.3% |
Risk-Adjusted Performance
Sharpe Ratio (Overall): 0.56
Sortino Ratio (Overall): 12.29
Maximum Drawdown: -100%
Calmar Ratio: 2.40
Analysis by Risk Classification
Low-risk trades (n=34) delivered the highest mean return of 387%, followed by high-risk (146%) and medium-risk (126%). ANOVA indicates significant differences across risk levels (p=0.026).
| Risk Level | Count | Mean (%) | Median (%) | Std. Dev. (%) | Coefficient of Variation | Sharpe | Sortino |
|---|
| Low | 34 | 387 (95% CI: 176.24–597.24) | 156 | 603 | 1.56 | 0.64 | 22.55 |
| Medium | 40 | 126 (95% CI: 82.63–169.67) | 92 | 136 | 1.08 | 0.93 | 5.64 |
| High | 5 | 146 (95% CI: -11.14–303.82) | 158 | 127 | 0.87 | 1.15 | nan |
Analysis by Option Type
Calls (n=53) significantly outperformed puts (n=26), with mean returns of 307% vs. 103% (p=0.044).
| Type | Count | Mean (%) | Median (%) | Std. Dev. (%) | Sharpe Ratio | Sortino Ratio |
|---|
| Call | 53 | 307 (95% CI: 169.45–444.04) | 158 | 498 | 0.62 | 22.33 |
| Put | 26 | 103 (95% CI: 47.67–157.67) | 56 | 136 | 0.75 | 3.70 |
Stock-Specific Performance
Performance was concentrated in high-volatility tech and energy names.
| Stock | Trades | Avg. Return (%) |
|---|
| GOOG | 1 | 2603.0 |
| ALB | 1 | 1669.2 |
| HOUS | 1 | 1640.0 |
| ABAT | 1 | 1375.0 |
| RIOT | 1 | 754.2 |
| HCI | 1 | 675.5 |
| OKLO | 2 | 591.2 |
| MCHP | 1 | 558.7 |
| SHOP | 1 | 335.3 |
| RBLX | 2 | 332.0 |
Correlations and Regression Analysis
Correlations remain weak:
• Cost vs. Return: r = -0.14, p=0.23
• Days to Expiration vs. Return: r = 0.00, p=1.00
• Risk Level vs. Return: r = -0.27, p=0.015
Linear regression of return on days to expiration: R² = 0.000 (p=1.00).
Multiple regression explains virtually none of the variance.
Conclusion
This analysis of 79 closed 'A' subset options trades from June–November 2025 reveals exceptionally strong performance: a 96.20% win rate, 240% average return, and robust tail upside (6.3% exceeding 1,000%). Low-risk calls on volatile stocks drove the highest returns, while traditional predictors explained negligible variance—underscoring the critical role of stock selection and catalyst timing.
The high Sortino ratio (12.29) reflects efficient downside protection relative to upside capture. These results support disciplined, high-conviction allocation focused on quality setups and proper risk management in short-term options strategies.
Key Takeaway: In options trading, superior stock selection combined with rigorous risk classification continues to generate substantial positive expectancy and asymmetric returns, even in volatile markets.
Disclaimer
The information provided in this report by The Option Tracker LLC is for educational and informational purposes only and is based on historical options data analyzed from June 23, 2025, to November 21, 2025. The data, including percentage returns, is derived from opening prices as communicated via SMS alerts and calculated based on the highest price achieved by each option during its holding period. This report is not intended to be, and should not be construed as, investment advice, financial guidance, or a recommendation to buy, sell, or hold any securities or financial instruments. The Option Tracker LLC does not guarantee the accuracy, completeness, or reliability of the data or analyses presented. Options trading involves significant risks, including the potential for substantial losses, and is not suitable for all investors. Past performance, as reported, is not indicative of future results. The Option Tracker LLC, its affiliates, and its employees assume no liability for any errors, omissions, or inaccuracies in the data or for any actions taken based on the information provided in this report. Readers are strongly encouraged to conduct their own research and consult with a qualified, licensed financial advisor before making any investment decisions. The Option Tracker LLC disclaims any responsibility for any financial losses or damages that may result from the use of or reliance on the information contained herein.
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The Option Tracker Team
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