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View Outliers PnL Drill-Down: RDFN240920P00009000

View in yFinance: RDFN

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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
2024-08-19	RDFN	RDFN240920P00009000	9.00	90.0	47.000	0.729	0.338	0.3	0.5	-0.010	0.690	0.890	0.80	8.76	2024-09-20	PUT	Long	0.341	0.377	0.174

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	RDFN	0.818	0.160	0.363	0.219	0.160	-0.087	8.79	-0.133	0.0000	5.18	14.45	21	1y	10.07

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
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.70	-0.88	$-4.49	-0.51	2.02	0.80	0.10	8.76	13.25	-0.70	$-70.00	80.00	31	1.0	2548.000	-4.49	2024-09-19
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.70	-0.88	$-5.14	-0.59	1.74	0.80	0.10	8.76	13.90	-0.70	$-70.00	80.00	30	1.0	2549.000	-5.14	2024-09-18
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.70	-0.88	$-5.48	-0.63	1.52	0.80	0.10	8.76	14.24	-0.70	$-70.00	80.00	29	8.0	2549.000	-5.48	2024-09-17
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.70	-0.88	$-4.88	-0.56	1.12	0.80	0.10	8.76	13.64	-0.70	$-70.00	80.00	28	8.0	2549.000	-4.88	2024-09-16
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.70	-0.88	$-5.69	-0.65	1.38	0.80	0.10	8.76	14.45	-0.70	$-70.00	80.00	26	8.0	2557.000	-5.69	2024-09-14
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.70	-0.88	$-5.69	-0.65	1.10	0.80	0.10	8.76	14.45	-0.70	$-70.00	80.00	25	8.0	2557.000	-5.69	2024-09-13
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.73	-0.91	$-2.74	-0.31	0.43	0.80	0.07	8.76	11.50	-0.73	$-73.00	80.00	24	10.0	2556.000	-2.74	2024-09-12
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.71	-0.89	$-2.15	-0.25	0.19	0.80	0.09	8.76	10.91	-0.71	$-71.00	80.00	23	20.0	2555.000	-2.15	2024-09-11
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.62	-0.78	$-2.06	-0.24	0.27	0.80	0.18	8.76	10.82	-0.62	$-62.00	80.00	22	9.0	2548.000	-2.06	2024-09-10
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.64	-0.80	$-1.67	-0.19	0.26	0.80	0.16	8.76	10.43	-0.64	$-64.00	80.00	21	40.0	2557.000	-1.67	2024-09-09
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.30	-0.38	$-0.55	-0.06	0.32	0.80	0.50	8.76	9.31	-0.30	$-30.00	80.00	20	37.0	2552.000	-0.55	2024-09-08
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.30	-0.38	$-0.55	-0.06	0.14	0.80	0.50	8.76	9.31	-0.30	$-30.00	80.00	18	37.0	2552.000	-0.55	2024-09-06
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.40	-0.50	$-0.90	-0.10	0.15	0.80	0.40	8.76	9.66	-0.40	$-40.00	80.00	17	595.0	2366.000	-0.90	2024-09-05
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.35	-0.44	$-1.03	-0.12	0.21	0.80	0.45	8.76	9.79	-0.35	$-35.00	80.00	16	102.0	2274.000	-1.03	2024-09-04
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.30	-0.38	$-0.58	-0.07	0.07	0.80	0.50	8.76	9.34	-0.30	$-30.00	80.00	12	90.0	2293.000	-0.58	2024-08-31
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.25	-0.31	$-0.58	-0.07	0.03	0.80	0.55	8.76	9.34	-0.25	$-25.00	80.00	11	89.0	2293.000	-0.58	2024-08-30
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.26	-0.32	$-0.73	-0.08	0.10	0.80	0.54	8.76	9.49	-0.26	$-26.00	80.00	10	66.0	2311.000	-0.73	2024-08-29
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.45	-0.56	$-1.54	-0.18	0.13	0.80	0.35	8.76	10.30	-0.45	$-45.00	80.00	9	11.0	2311.000	-1.54	2024-08-28
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.61	-0.76	$-2.83	-0.32	-0.48	0.80	0.19	8.76	11.59	-0.61	$-61.00	80.00	8	4.0	2301.000	-2.83	2024-08-27
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.61	-0.76	$-2.96	-0.34	0.18	0.80	0.19	8.76	11.72	-0.61	$-61.00	80.00	7	4.0	2301.000	-2.96	2024-08-26
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.56	-0.70	$-2.32	-0.26	0.15	0.80	0.24	8.76	11.08	-0.56	$-56.00	80.00	6	637.0	1795.000	-2.32	2024-08-25
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.56	-0.70	$-2.32	-0.26	0.13	0.80	0.24	8.76	11.08	-0.56	$-56.00	80.00	5	637.0	1795.000	-2.32	2024-08-24
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.56	-0.70	$-2.32	-0.26	0.12	0.80	0.24	8.76	11.08	-0.56	$-56.00	80.00	4	637.0	1795.000	-2.32	2024-08-23
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$-0.21	-0.26	$-0.56	-0.06	0.04	0.80	0.59	8.76	9.32	-0.21	$-21.00	80.00	3	270.0	1805.000	-0.56	2024-08-22
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$0.00	0.00	$-0.28	-0.03	0.01	0.80	0.80	8.76	9.04	0.00	$0.00	80.00	2	200.0	1805.000	-0.28	2024-08-21
RDFN240920P00009000	RDFN	PUT	Long	9.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.37	$0.00	0.00	$-0.36	-0.04	0.05	0.80	0.80	8.76	9.12	0.00	$0.00	80.00	1	2362.0	108.000	-0.36	2024-08-20
RDFN240920P00009000	RDFN	PUT	Long	9.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	8.76	8.76	0.00	$0.00	80.00	0	90.0	47.000	-0.00	2024-08-19

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