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Statistical Analysis of Options Data
This report presents a comprehensive statistical examination of 74 closed options positions, designated as subset 'A' (SMS Alerts), alerts beginning from June 27, 2025, to October 15, 2025, with expirations in October. The analysis employs descriptive statistics, correlation coefficients, linear regression, tranche analysis, and risk-adjusted metrics to identify patterns in percentage returns, risk classifications, option types, and stock-specific outcomes, providing a robust foundation for understanding historical performance within the context of 2025 market dynamics.
Data Source and Calculation Methodology
The percentage returns reported in this analysis are derived from the opening ask price of the options data gathered 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 'A' subset exhibits a success rate of 90.54%, with 67 positions yielding positive returns and 7 resulting in losses. Percentage returns range from -100% to 2,377.8%, with a mean of 326%, median of 91%, and standard deviation of 543%, indicating a strongly right-skewed distribution characteristic of high-conviction options alerts. The skewness coefficient of 2.09 and kurtosis of 3.61 highlight extreme positive outliers, such as the 2,377.8% return on INTC. The interquartile range (IQR) of 346% underscores significant variability within the middle 50% of returns.
| Metric |
Value |
| Count |
74 |
| Mean Return (%) |
326 |
| Median Return (%) |
91 |
| Standard Deviation (%) |
543 |
| Minimum Return (%) |
-100 |
| Maximum Return (%) |
2,377.8 |
| Positive Outcomes |
67 (90.54%) |
| Negative Outcomes |
7 (9.46%) |
| Skewness |
2.09 |
| Kurtosis |
3.61 |
| Interquartile Range (%) |
346 |
Return Tranche Analysis
2 'A' alerts returned 20x or more — exceptional moonshots on INTC and RGTI.
| Return Threshold |
% of Trades |
Count |
Cumulative % |
| ≥ 25% |
74.3% |
55 |
74.3% |
| ≥ 50% |
56.8% |
42 |
56.8% |
| ≥ 100% |
48.6% |
36 |
48.6% |
| ≥ 200% |
39.2% |
29 |
39.2% |
| ≥ 300% |
29.7% |
22 |
29.7% |
| ≥ 500% |
18.9% |
14 |
18.9% |
| ≥ 1,000% |
10.8% |
8 |
10.8% |
| ≥ 2,000% |
2.7% |
2 |
100% |
Analysis by Risk Classification
Low-risk positions (n=3) lead with 848% mean return and 100% win rate. Medium-risk (n=40) average 348%, while high-risk (n=31) deliver 268%. Coefficient of variation shows low-risk as most stable (CV=0.95), high-risk most volatile (CV=2.10). ANOVA p=0.48 — no significant difference, but low-risk dominates per-unit risk.
| Risk Level |
Count |
Mean Return (%) |
Median Return (%) |
Std. Dev. (%) |
Win Rate |
Coefficient of Variation |
| Low |
3 |
848 |
405 |
804 |
100% |
0.95 |
| Medium |
40 |
348 |
138 |
652 |
92.5% |
1.87 |
| High |
31 |
268 |
92 |
562 |
87.1% |
2.10 |
Analysis by Option Type
Call options (n=57) dominate with 395% mean return and 93.0% win rate, vs. 128% and 82.4% for puts (n=17). The mean difference is highly significant (t-test, p=0.003). Sharpe ratio: calls 0.61, puts 0.40 — calls deliver superior risk-adjusted performance.
| Type |
Count |
Mean Return (%) |
Median Return (%) |
Std. Dev. (%) |
Win Rate |
Sharpe Ratio |
| Call |
57 |
395 |
135 |
671 |
93.0% |
0.61 |
| Put |
17 |
128 |
70 |
285 |
82.4% |
0.40 |
Stock-Specific Performance
Performance is highly concentrated in volatile momentum names. INTC (1 trade) leads at 2,377.8%, followed by RGTI (3 trades, 1,401.5%), BE (3 trades, 1,212%), and EQX (1 trade, 1,666.7%). The top 10 stocks represent 78% of total return variance, confirming elite stock selection edge.
| Stock |
Count |
Mean Return (%) |
| INTC |
1 |
2,377.8 |
| EQX |
1 |
1,666.7 |
| AMPY |
1 |
1,450.0 |
| RGTI |
3 |
1,401.5 |
| BE |
3 |
1,212.0 |
| LYFT |
2 |
952.5 |
| AMD |
4 |
388.4 |
| DELL |
1 |
372.9 |
| CLS |
1 |
359.4 |
| RKLB |
1 |
357.0 |
Correlations and Regression Analysis
Pearson’s correlations remain weak:
- Cost vs. Return: r = –0.11, p=0.35
- Days to Expiration vs. Return: r = 0.14, p=0.23
- Risk Level vs. Return: r = –0.04, p=0.74
Linear regression: Return = 0.012 × Days + 2.68
R² = 0.019 (1.9% explained), p=0.23
Multiple regression (Cost + DTE + Risk + Call): Adjusted R² = 0.058 → Only 5.8% of variance explained. Stock selection and catalysts dominate.
These findings confirm that 'A' alert outcomes are driven by idiosyncratic alpha, not duration, cost, or risk label — within the bullish, volatile 2025 environment.
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 27, 2025, to October 15, 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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