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View Outliers PnL Drill-Down: JRVR240419P00007500

View in yFinance: JRVR

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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
2024-03-15	JRVR	JRVR240419P00007500	7.50	9.0	148.000	0.934	0.313	0.6	0.1	-0.010	1.040	0.580	0.63	7.93	2024-04-19	PUT	Long	0.289	0.334	0.175

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	JRVR	0.909	0.091	0.323	0.153	0.091	-0.233	4.58	-0.133	0.0000	4.45	10.65	21	1y	6.21

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
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.58	-0.92	$-1.28	-0.16	0.82	0.63	0.05	7.93	9.21	-0.58	$-58.00	63.00	34	161.0	767.000	-1.28	2024-04-18
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.58	-0.92	$-0.79	-0.10	0.39	0.63	0.05	7.93	8.72	-0.58	$-58.00	63.00	33	4.0	767.000	-0.79	2024-04-17
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.58	-0.92	$-0.88	-0.11	0.08	0.63	0.05	7.93	8.81	-0.58	$-58.00	63.00	32	4.0	767.000	-0.88	2024-04-16
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.53	-0.84	$-0.64	-0.08	0.25	0.63	0.10	7.93	8.57	-0.53	$-53.00	63.00	31	10.0	767.000	-0.64	2024-04-15
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.53	-0.84	$-0.53	-0.07	-0.14	0.63	0.10	7.93	8.46	-0.53	$-53.00	63.00	28	10.0	767.000	-0.53	2024-04-12
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.53	-0.84	$-0.72	-0.09	-0.01	0.63	0.10	7.93	8.65	-0.53	$-53.00	63.00	27	10.0	767.000	-0.72	2024-04-11
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.56	-0.89	$-0.66	-0.08	-0.08	0.63	0.07	7.93	8.59	-0.56	$-56.00	63.00	26	70.0	736.000	-0.66	2024-04-10
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.55	-0.87	$-0.55	-0.07	-0.25	0.63	0.08	7.93	8.48	-0.55	$-55.00	63.00	25	147.0	781.000	-0.55	2024-04-09
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.53	-0.84	$-0.89	-0.11	-0.14	0.63	0.10	7.93	8.82	-0.53	$-53.00	63.00	24	24.0	757.000	-0.89	2024-04-08
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-0.70	-0.09	-0.06	0.63	0.15	7.93	8.63	-0.48	$-48.00	63.00	21	22.0	757.000	-0.70	2024-04-05
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-0.87	-0.11	-0.02	0.63	0.15	7.93	8.80	-0.48	$-48.00	63.00	20	10.0	757.000	-0.87	2024-04-04
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-1.16	-0.15	0.05	0.63	0.15	7.93	9.09	-0.48	$-48.00	63.00	19	10.0	756.000	-1.16	2024-04-03
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-1.06	-0.13	0.04	0.63	0.15	7.93	8.99	-0.48	$-48.00	63.00	18	7.0	756.000	-1.06	2024-04-02
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-1.07	-0.13	-0.68	0.63	0.15	7.93	9.00	-0.48	$-48.00	63.00	17	7.0	756.000	-1.07	2024-04-01
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-1.37	-0.17	0.01	0.63	0.15	7.93	9.30	-0.48	$-48.00	63.00	16	7.0	754.000	-1.37	2024-03-31
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-1.37	-0.17	-0.04	0.63	0.15	7.93	9.30	-0.48	$-48.00	63.00	15	7.0	754.000	-1.37	2024-03-30
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-1.37	-0.17	-0.06	0.63	0.15	7.93	9.30	-0.48	$-48.00	63.00	14	7.0	754.000	-1.37	2024-03-29
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.48	-0.76	$-1.37	-0.17	-0.08	0.63	0.15	7.93	9.30	-0.48	$-48.00	63.00	13	7.0	754.000	-1.37	2024-03-28
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.38	-0.60	$-1.31	-0.17	0.03	0.63	0.25	7.93	9.24	-0.38	$-38.00	63.00	12	15.0	746.000	-1.31	2024-03-27
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.28	-0.44	$-0.53	-0.07	-0.27	0.63	0.35	7.93	8.46	-0.28	$-28.00	63.00	11	22.0	724.000	-0.53	2024-03-26
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.38	-0.60	$-0.52	-0.07	-0.11	0.63	0.25	7.93	8.45	-0.38	$-38.00	63.00	10	31.0	694.000	-0.52	2024-03-25
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.23	-0.37	$-0.75	-0.09	-0.22	0.63	0.40	7.93	8.68	-0.23	$-23.00	63.00	7	32.0	694.000	-0.75	2024-03-22
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.23	-0.37	$-0.52	-0.07	-0.01	0.63	0.40	7.93	8.45	-0.23	$-23.00	63.00	6	32.0	683.000	-0.52	2024-03-21
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$-0.17	-0.27	$-0.23	-0.03	-0.04	0.63	0.46	7.93	8.16	-0.17	$-17.00	63.00	5	443.0	254.000	-0.23	2024-03-20
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$0.12	0.19	$0.18	0.02	0.06	0.63	0.75	7.93	7.75	0.12	$12.00	63.00	4	15.0	240.000	0.18	2024-03-19
JRVR240419P00007500	JRVR	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.17; Exit EQ PnL: -0.43	$0.12	0.19	$0.21	0.03	-0.08	0.63	0.75	7.93	7.72	0.12	$12.00	63.00	3	115.0	156.000	0.21	2024-03-18
JRVR240419P00007500	JRVR	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.63	0.63	7.93	7.93	0.00	$0.00	63.00	0	9.0	148.000	-0.00	2024-03-15

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