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View Outliers PnL Drill-Down: RCM240517P00012500

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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
2024-02-26	RCM	RCM240517P00012500	12.50	103.0	86.000	0.446	0.380	1.8	0.3	-0.020	1.870	0.380	0.40	13.89	2024-05-17	PUT	Long	0.250	0.337	0.251

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	RCM	0.727	0.002	0.248	0.090	0.002	-0.003	14.31	0.001	0.0000	9.11	14.58	20	1y	14.21

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
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.39	0.10	0.50	0.40	0.95	13.89	12.50	0.55	$55.00	40.00	79	2.0	3494.000	1.39	2024-05-15
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.67	0.12	0.42	0.40	0.95	13.89	12.22	0.55	$55.00	40.00	78	2.0	3494.000	1.67	2024-05-14
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.94	0.14	0.19	0.40	0.95	13.89	11.95	0.55	$55.00	40.00	77	2.0	3139.000	1.94	2024-05-13
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.81	0.13	-0.45	0.40	0.95	13.89	12.08	0.55	$55.00	40.00	76	2.0	3139.000	1.81	2024-05-12
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.70	1.75	$1.86	0.13	0.62	0.40	1.10	13.89	12.03	0.70	$70.00	40.00	74	100.0	3404.000	1.86	2024-05-10
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.45	1.12	$1.62	0.12	0.50	0.40	0.85	13.89	12.27	0.45	$45.00	40.00	73	3002.0	475.000	1.62	2024-05-09
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.20	-0.50	$1.05	0.08	0.12	0.40	0.20	13.89	12.84	-0.20	$-20.00	40.00	72	13.0	468.000	1.05	2024-05-08
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.35	0.88	$1.44	0.10	0.25	0.40	0.75	13.89	12.45	0.35	$35.00	40.00	71	344.0	639.000	1.44	2024-05-07
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.05	-0.12	$1.31	0.09	0.16	0.40	0.35	13.89	12.58	-0.05	$-5.00	40.00	67	2.0	639.000	1.31	2024-05-03
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.05	-0.12	$1.44	0.10	0.25	0.40	0.35	13.89	12.45	-0.05	$-5.00	40.00	66	2.0	641.000	1.44	2024-05-02
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$1.45	0.10	-0.45	0.40	0.82	13.89	12.44	0.42	$42.00	40.00	63	334.0	641.000	1.45	2024-04-29
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$1.99	0.14	0.32	0.40	0.82	13.89	11.90	0.42	$42.00	40.00	60	334.0	641.000	1.99	2024-04-26
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$2.07	0.15	0.33	0.40	0.82	13.89	11.82	0.42	$42.00	40.00	59	334.0	641.000	2.07	2024-04-25
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$2.05	0.15	0.32	0.40	0.82	13.89	11.84	0.42	$42.00	40.00	58	334.0	641.000	2.05	2024-04-24
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$2.14	0.15	0.27	0.40	0.82	13.89	11.75	0.42	$42.00	40.00	57	334.0	641.000	2.14	2024-04-23
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$1.98	0.14	0.54	0.40	0.82	13.89	11.91	0.42	$42.00	40.00	56	334.0	641.000	1.98	2024-04-22
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$1.90	0.14	0.73	0.40	0.82	13.89	11.99	0.42	$42.00	40.00	53	334.0	641.000	1.90	2024-04-19
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.42	1.05	$1.87	0.13	0.26	0.40	0.82	13.89	12.02	0.42	$42.00	40.00	52	334.0	307.000	1.87	2024-04-18
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.74	0.13	0.34	0.40	0.95	13.89	12.15	0.55	$55.00	40.00	51	2.0	307.000	1.74	2024-04-17
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.68	0.12	0.10	0.40	0.95	13.89	12.21	0.55	$55.00	40.00	50	2.0	307.000	1.68	2024-04-16
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.56	0.11	0.10	0.40	0.95	13.89	12.33	0.55	$55.00	40.00	49	2.0	307.000	1.56	2024-04-15
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.42	0.10	0.15	0.40	0.95	13.89	12.47	0.55	$55.00	40.00	46	2.0	307.000	1.42	2024-04-12
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.11	0.08	0.14	0.40	0.95	13.89	12.78	0.55	$55.00	40.00	45	2.0	307.000	1.11	2024-04-11
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.19	0.09	0.34	0.40	0.95	13.89	12.70	0.55	$55.00	40.00	44	2.0	307.000	1.19	2024-04-10
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.02	0.07	0.20	0.40	0.95	13.89	12.87	0.55	$55.00	40.00	43	2.0	307.000	1.02	2024-04-09
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.12	0.08	0.17	0.40	0.95	13.89	12.77	0.55	$55.00	40.00	42	2.0	307.000	1.12	2024-04-08
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.42	0.10	0.13	0.40	0.95	13.89	12.47	0.55	$55.00	40.00	39	2.0	307.000	1.42	2024-04-05
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.27	0.09	0.16	0.40	0.95	13.89	12.62	0.55	$55.00	40.00	38	2.0	307.000	1.27	2024-04-04
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.22	0.09	0.20	0.40	0.95	13.89	12.67	0.55	$55.00	40.00	37	2.0	307.000	1.22	2024-04-03
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.28	0.09	0.09	0.40	0.95	13.89	12.61	0.55	$55.00	40.00	36	2.0	307.000	1.28	2024-04-02
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.55	1.38	$1.33	0.10	-0.03	0.40	0.95	13.89	12.56	0.55	$55.00	40.00	35	2.0	305.000	1.33	2024-04-01
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.30	0.75	$1.01	0.07	0.26	0.40	0.70	13.89	12.88	0.30	$30.00	40.00	34	2.0	305.000	1.01	2024-03-31
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.30	0.75	$1.01	0.07	0.25	0.40	0.70	13.89	12.88	0.30	$30.00	40.00	33	2.0	305.000	1.01	2024-03-30
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.30	0.75	$1.01	0.07	0.24	0.40	0.70	13.89	12.88	0.30	$30.00	40.00	32	2.0	305.000	1.01	2024-03-29
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.30	0.75	$1.01	0.07	0.23	0.40	0.70	13.89	12.88	0.30	$30.00	40.00	31	2.0	305.000	1.01	2024-03-28
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.30	0.75	$0.89	0.06	0.22	0.40	0.70	13.89	13.00	0.30	$30.00	40.00	30	2.0	305.000	0.89	2024-03-27
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.30	0.75	$0.89	0.06	0.22	0.40	0.70	13.89	13.00	0.30	$30.00	40.00	29	2.0	305.000	0.89	2024-03-26
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.30	0.75	$0.83	0.06	0.32	0.40	0.70	13.89	13.06	0.30	$30.00	40.00	28	2.0	305.000	0.83	2024-03-25
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.10	-0.25	$0.89	0.06	0.11	0.40	0.30	13.89	13.00	-0.10	$-10.00	40.00	25	208.0	305.000	0.89	2024-03-22
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.10	-0.25	$0.79	0.06	0.01	0.40	0.30	13.89	13.10	-0.10	$-10.00	40.00	24	208.0	305.000	0.79	2024-03-21
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.10	-0.25	$0.74	0.05	0.09	0.40	0.30	13.89	13.15	-0.10	$-10.00	40.00	23	208.0	305.000	0.74	2024-03-20
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.10	-0.25	$0.80	0.06	0.37	0.40	0.30	13.89	13.09	-0.10	$-10.00	40.00	22	208.0	305.000	0.80	2024-03-19
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.10	-0.25	$0.72	0.05	0.16	0.40	0.30	13.89	13.17	-0.10	$-10.00	40.00	21	208.0	305.000	0.72	2024-03-18
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.10	-0.25	$0.37	0.03	0.10	0.40	0.30	13.89	13.52	-0.10	$-10.00	40.00	18	208.0	305.000	0.37	2024-03-15
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.10	-0.25	$0.22	0.02	0.15	0.40	0.30	13.89	13.67	-0.10	$-10.00	40.00	17	208.0	153.000	0.22	2024-03-14
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.08	-0.20	$-0.06	-0.00	0.21	0.40	0.32	13.89	13.95	-0.08	$-8.00	40.00	16	2.0	153.000	-0.06	2024-03-13
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.08	-0.20	$-0.15	-0.01	0.17	0.40	0.32	13.89	14.04	-0.08	$-8.00	40.00	15	2.0	153.000	-0.15	2024-03-12
RCM240517P00012500	RCM	PUT	Long	12.50	None	$-0.08	-0.20	$-0.15	-0.01	0.14	0.40	0.32	13.89	14.04	-0.08	$-8.00	40.00	14	2.0	153.000	-0.15	2024-03-11
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$0.01	0.00	0.13	0.40	0.40	13.89	13.88	0.00	$0.00	40.00	11	103.0	153.000	0.01	2024-03-08
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.30	-0.02	0.14	0.40	0.40	13.89	14.19	0.00	$0.00	40.00	10	103.0	153.000	-0.30	2024-03-07
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.04	-0.00	0.13	0.40	0.40	13.89	13.93	0.00	$0.00	40.00	9	103.0	153.000	-0.04	2024-03-06
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.09	-0.01	0.13	0.40	0.40	13.89	13.98	0.00	$0.00	40.00	8	103.0	153.000	-0.09	2024-03-05
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.10	-0.01	-0.38	0.40	0.40	13.89	13.99	0.00	$0.00	40.00	7	103.0	0.000	-0.10	2024-03-04
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.11	-0.01	-0.02	0.40	0.40	13.89	14.00	0.00	$0.00	40.00	6	103.0	153.000	-0.11	2024-03-03
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.21	-0.02	0.08	0.40	0.40	13.89	14.10	0.00	$0.00	40.00	4	103.0	153.000	-0.21	2024-03-01
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.16	-0.01	0.21	0.40	0.40	13.89	14.05	0.00	$0.00	40.00	3	103.0	153.000	-0.16	2024-02-29
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.50	-0.04	-0.03	0.40	0.40	13.89	14.39	0.00	$0.00	40.00	2	103.0	153.000	-0.50	2024-02-28
RCM240517P00012500	RCM	PUT	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.86	$0.00	0.00	$-0.69	-0.05	0.03	0.40	0.40	13.89	14.58	0.00	$0.00	40.00	1	103.0	153.000	-0.69	2024-02-27
RCM240517P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	13.89	13.89	0.00	$0.00	40.00	0	103.0	86.000	-0.00	2024-02-26

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