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View Outliers PnL Drill-Down: RCM240816P00012500

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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
2024-07-08	RCM	RCM240816P00012500	12.50	1497.0	1582.000	0.741	0.240	0.5	0.3	-0.010	1.290	1.070	0.60	12.66	2024-08-16	PUT	Long	0.191	0.242	0.156

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
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.31	-0.10	0.23	0.60	0.05	12.66	13.97	-0.55	$-55.00	60.00	38	197.0	21746.000	-1.31	2024-08-15
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.31	-0.10	0.06	0.60	0.05	12.66	13.97	-0.55	$-55.00	60.00	37	197.0	21746.000	-1.31	2024-08-14
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.32	-0.10	-0.05	0.60	0.05	12.66	13.98	-0.55	$-55.00	60.00	36	197.0	21746.000	-1.32	2024-08-13
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.29	-0.10	-0.13	0.60	0.05	12.66	13.95	-0.55	$-55.00	60.00	35	197.0	21746.000	-1.29	2024-08-12
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.33	-0.11	-0.16	0.60	0.05	12.66	13.99	-0.55	$-55.00	60.00	32	197.0	21746.000	-1.33	2024-08-09
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.31	-0.10	-0.20	0.60	0.05	12.66	13.97	-0.55	$-55.00	60.00	31	197.0	21746.000	-1.31	2024-08-08
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.30	-0.10	-0.23	0.60	0.05	12.66	13.96	-0.55	$-55.00	60.00	30	197.0	21746.000	-1.30	2024-08-07
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.55	-0.92	$-1.29	-0.10	-0.26	0.60	0.05	12.66	13.95	-0.55	$-55.00	60.00	29	197.0	21649.000	-1.29	2024-08-06
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.05	0.08	$-0.32	-0.03	-0.12	0.60	0.65	12.66	12.98	0.05	$5.00	60.00	21	63.0	19543.000	-0.32	2024-07-29
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.05	0.08	$-0.35	-0.03	-0.01	0.60	0.65	12.66	13.01	0.05	$5.00	60.00	18	63.0	19494.000	-0.35	2024-07-26
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.10	0.17	$-0.26	-0.02	-0.06	0.60	0.70	12.66	12.92	0.10	$10.00	60.00	17	462.0	19031.000	-0.26	2024-07-25
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.15	-0.25	$-0.49	-0.04	-0.20	0.60	0.45	12.66	13.15	-0.15	$-15.00	60.00	16	3029.0	17094.000	-0.49	2024-07-24
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.35	-0.58	$-0.77	-0.06	-0.25	0.60	0.25	12.66	13.43	-0.35	$-35.00	60.00	15	25.0	17075.000	-0.77	2024-07-23
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.30	-0.50	$-0.65	-0.05	-0.25	0.60	0.30	12.66	13.31	-0.30	$-30.00	60.00	14	4609.0	16606.000	-0.65	2024-07-22
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.25	-0.42	$-0.63	-0.05	-0.24	0.60	0.35	12.66	13.29	-0.25	$-25.00	60.00	11	1632.0	16167.000	-0.63	2024-07-19
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.15	-0.25	$-0.18	-0.01	-0.29	0.60	0.45	12.66	12.84	-0.15	$-15.00	60.00	10	4002.0	12917.000	-0.18	2024-07-18
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.05	0.08	$-0.37	-0.03	-0.24	0.60	0.65	12.66	13.03	0.05	$5.00	60.00	9	11398.0	12917.000	-0.37	2024-07-17
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.05	0.08	$-0.37	-0.03	-0.25	0.60	0.65	12.66	13.03	0.05	$5.00	60.00	8	11398.0	12914.000	-0.37	2024-07-16
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.05	0.08	$-0.13	-0.01	-0.26	0.60	0.65	12.66	12.79	0.05	$5.00	60.00	7	11398.0	12917.000	-0.13	2024-07-15
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.05	0.08	$0.05	0.00	-0.29	0.60	0.65	12.66	12.61	0.05	$5.00	60.00	4	11398.0	12917.000	0.05	2024-07-12
RCM240816P00012500	RCM	PUT	Long	12.50	Exit OP PnL: $-0.10;Exit EQ PnL: -0.24; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $12.90). Initial OP price was: $0.60 (EQ: $12.66). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16.	$0.05	0.08	$0.17	0.01	-0.30	0.60	0.65	12.66	12.49	0.05	$5.00	60.00	3	11398.0	2221.000	0.17	2024-07-11
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.02	-0.03	$-0.26	-0.02	-0.22	0.60	0.58	12.66	12.92	-0.02	$-2.00	60.00	2	1.0	2221.000	-0.26	2024-07-10
RCM240816P00012500	RCM	PUT	Long	12.50	None	$-0.05	-0.08	$-0.28	-0.02	-0.29	0.60	0.55	12.66	12.94	-0.05	$-5.00	60.00	1	151.0	2220.000	-0.28	2024-07-09
RCM240816P00012500	RCM	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	12.66	12.66	0.00	$0.00	60.00	0	1497.0	1582.000	-0.00	2024-07-08

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