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View Outliers PnL Drill-Down: RDFN241018P00013000

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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
2024-09-13	RDFN	RDFN241018P00013000	13.00	52.0	54.000	0.898	0.421	0.9	0.5	0.000	1.640	1.210	1.25	13.38	2024-10-18	PUT	Long	0.433	0.483	0.249

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
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$1.01	0.92	$3.22	0.22	0.35	1.10	2.11	14.45	11.23	1.01	$101.00	110.00	33	27.0	1474.000	3.22	2024-10-16
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$1.01	0.92	$3.33	0.23	-0.20	1.10	2.11	14.45	11.12	1.01	$101.00	110.00	31	27.0	1495.000	3.33	2024-10-14
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$1.40	1.27	$3.74	0.26	-0.04	1.10	2.50	14.45	10.71	1.40	$140.00	110.00	28	6.0	1495.000	3.74	2024-10-11
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$1.55	1.41	$4.40	0.30	0.18	1.10	2.65	14.45	10.05	1.55	$155.00	110.00	27	10.0	1495.000	4.40	2024-10-10
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$1.55	1.41	$4.23	0.29	-0.98	1.10	2.65	14.45	10.22	1.55	$155.00	110.00	26	10.0	1496.000	4.23	2024-10-09
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$1.90	1.73	$4.13	0.29	0.18	1.10	3.00	14.45	10.32	1.90	$190.00	110.00	24	5.0	1496.000	4.13	2024-10-07
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.96	0.87	$3.34	0.23	-0.98	1.10	2.06	14.45	11.11	0.96	$96.00	110.00	23	15.0	0.000	3.34	2024-10-06
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.96	0.87	$3.34	0.23	-0.13	1.10	2.06	14.45	11.11	0.96	$96.00	110.00	22	15.0	1500.000	3.34	2024-10-05
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.96	0.87	$3.34	0.23	-0.20	1.10	2.06	14.45	11.11	0.96	$96.00	110.00	21	15.0	1500.000	3.34	2024-10-04
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.94	0.85	$3.14	0.22	-0.11	1.10	2.04	14.45	11.31	0.94	$94.00	110.00	20	1114.0	1752.000	3.14	2024-10-03
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.55	0.50	$2.74	0.19	-0.14	1.10	1.65	14.45	11.71	0.55	$55.00	110.00	19	12.0	1763.000	2.74	2024-10-02
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$-0.01	-0.01	$1.90	0.13	-0.22	1.10	1.09	14.45	12.55	-0.01	$-1.00	110.00	18	57.0	1764.000	1.90	2024-10-01
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$-0.08	-0.07	$1.92	0.13	-0.16	1.10	1.02	14.45	12.53	-0.08	$-8.00	110.00	17	24.0	1767.000	1.92	2024-09-30
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.13	0.12	$1.94	0.13	-0.98	1.10	1.23	14.45	12.51	0.13	$13.00	110.00	16	18.0	1767.000	1.94	2024-09-29
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.13	0.12	$1.94	0.13	-0.17	1.10	1.23	14.45	12.51	0.13	$13.00	110.00	15	18.0	1759.000	1.94	2024-09-28
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.13	0.12	$1.94	0.13	-0.21	1.10	1.23	14.45	12.51	0.13	$13.00	110.00	14	18.0	1759.000	1.94	2024-09-27
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.00	0.00	$1.61	0.11	-0.17	1.10	1.10	14.45	12.84	0.00	$0.00	110.00	13	5.0	1757.000	1.61	2024-09-26
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.20	0.18	$2.31	0.16	-0.23	1.10	1.30	14.45	12.14	0.20	$20.00	110.00	12	1.0	1757.000	2.31	2024-09-25
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.24	0.22	$1.47	0.10	-0.14	1.10	1.34	14.45	12.98	0.24	$24.00	110.00	11	23.0	1773.000	1.47	2024-09-24
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.10	0.09	$1.87	0.13	-0.21	1.10	1.20	14.45	12.58	0.10	$10.00	110.00	10	55.0	1777.000	1.87	2024-09-23
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$-0.30	-0.27	$1.07	0.07	-0.95	1.10	0.80	14.45	13.38	-0.30	$-30.00	110.00	9	72.0	0.000	1.07	2024-09-22
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$-0.30	-0.27	$1.07	0.07	-0.18	1.10	0.80	14.45	13.38	-0.30	$-30.00	110.00	7	72.0	1732.000	1.07	2024-09-20
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$-0.09	-0.08	$1.20	0.08	-0.18	1.10	1.01	14.45	13.25	-0.09	$-9.00	110.00	6	48.0	1739.000	1.20	2024-09-19
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$-0.20	-0.18	$0.55	0.04	-0.14	1.10	0.90	14.45	13.90	-0.20	$-20.00	110.00	5	2213.0	756.000	0.55	2024-09-18
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$-0.30	-0.27	$0.21	0.01	-0.12	1.10	0.80	14.45	14.24	-0.30	$-30.00	110.00	4	534.0	256.000	0.21	2024-09-17
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.00	0.00	$0.81	0.06	-0.13	1.10	1.10	14.45	13.64	0.00	$0.00	110.00	3	322.0	106.000	0.81	2024-09-16
RDFN241018P00013000	RDFN	PUT	Long	13.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	-0.85	1.10	1.10	14.45	14.45	0.00	$0.00	110.00	2	84.0	106.000	-0.00	2024-09-15
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.00	0.00	$-0.00	-0.00	0.01	1.10	1.10	14.45	14.45	0.00	$0.00	110.00	1	84.0	54.000	-0.00	2024-09-14
RDFN241018P00013000	RDFN	PUT	Long	13.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.10	1.10	14.45	14.45	0.00	$0.00	110.00	0	84.0	54.000	-0.00	2024-09-13

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