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View Outliers PnL Drill-Down: RDFN241018P00014000

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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	RDFN241018P00014000	14.00	15.0	1.000	0.980	0.454	1.1	0.5	-0.010	1.930	1.420	1.65	14.45	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
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$1.58	0.96	$3.21	0.22	0.73	1.65	3.23	14.45	11.24	1.58	$158.00	165.00	33	11.0	233.000	3.21	2024-10-16
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$1.58	0.96	$3.33	0.23	0.40	1.65	3.23	14.45	11.12	1.58	$158.00	165.00	31	11.0	235.000	3.33	2024-10-14
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$2.15	1.30	$3.74	0.26	0.21	1.65	3.80	14.45	10.71	2.15	$215.00	165.00	28	1.0	235.000	3.74	2024-10-11
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$2.15	1.30	$4.40	0.30	0.52	1.65	3.80	14.45	10.05	2.15	$215.00	165.00	27	1.0	666.000	4.40	2024-10-10
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$2.15	1.30	$4.23	0.29	0.00	1.65	3.80	14.45	10.22	2.15	$215.00	165.00	26	1.0	666.000	4.23	2024-10-09
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$2.16	1.31	$4.13	0.29	0.29	1.65	3.81	14.45	10.32	2.16	$216.00	165.00	24	116.0	767.000	4.13	2024-10-07
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$1.55	0.94	$3.34	0.23	-0.98	1.65	3.20	14.45	11.11	1.55	$155.00	165.00	23	3.0	0.000	3.34	2024-10-06
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$1.55	0.94	$3.34	0.23	-0.05	1.65	3.20	14.45	11.11	1.55	$155.00	165.00	22	3.0	767.000	3.34	2024-10-05
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$1.55	0.94	$3.34	0.23	-0.21	1.65	3.20	14.45	11.11	1.55	$155.00	165.00	21	3.0	767.000	3.34	2024-10-04
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$1.55	0.94	$3.14	0.22	-0.07	1.65	3.20	14.45	11.31	1.55	$155.00	165.00	20	3.0	765.000	3.14	2024-10-03
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.05	0.03	$2.74	0.19	-0.05	1.65	1.70	14.45	11.71	0.05	$5.00	165.00	19	5.0	765.000	2.74	2024-10-02
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.05	0.03	$1.90	0.13	-0.22	1.65	1.70	14.45	12.55	0.05	$5.00	165.00	18	5.0	765.000	1.90	2024-10-01
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.05	0.03	$1.92	0.13	-0.15	1.65	1.70	14.45	12.53	0.05	$5.00	165.00	17	5.0	770.000	1.92	2024-09-30
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.35	0.21	$1.94	0.13	-0.98	1.65	2.00	14.45	12.51	0.35	$35.00	165.00	16	58.0	770.000	1.94	2024-09-29
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.35	0.21	$1.94	0.13	-0.16	1.65	2.00	14.45	12.51	0.35	$35.00	165.00	15	58.0	762.000	1.94	2024-09-28
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.35	0.21	$1.94	0.13	-0.18	1.65	2.00	14.45	12.51	0.35	$35.00	165.00	14	58.0	762.000	1.94	2024-09-27
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.60	0.36	$1.61	0.11	-0.16	1.65	2.25	14.45	12.84	0.60	$60.00	165.00	13	174.0	802.000	1.61	2024-09-26
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.50	0.30	$2.31	0.16	-0.22	1.65	2.15	14.45	12.14	0.50	$50.00	165.00	12	37.0	819.000	2.31	2024-09-25
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.25	0.15	$1.47	0.10	-0.11	1.65	1.90	14.45	12.98	0.25	$25.00	165.00	11	2.0	820.000	1.47	2024-09-24
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.25	0.15	$1.87	0.13	-0.22	1.65	1.90	14.45	12.58	0.25	$25.00	165.00	10	41.0	824.000	1.87	2024-09-23
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$-0.25	-0.15	$1.07	0.07	-0.98	1.65	1.40	14.45	13.38	-0.25	$-25.00	165.00	9	37.0	0.000	1.07	2024-09-22
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$-0.25	-0.15	$1.07	0.07	-0.17	1.65	1.40	14.45	13.38	-0.25	$-25.00	165.00	7	37.0	513.000	1.07	2024-09-20
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$-0.10	-0.06	$1.20	0.08	-0.18	1.65	1.55	14.45	13.25	-0.10	$-10.00	165.00	6	360.0	544.000	1.20	2024-09-19
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$-0.45	-0.27	$0.55	0.04	-0.15	1.65	1.20	14.45	13.90	-0.45	$-45.00	165.00	5	143.0	431.000	0.55	2024-09-18
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$-0.24	-0.15	$0.20	0.01	-0.17	1.65	1.41	14.45	14.25	-0.24	$-24.00	165.00	4	130.0	310.000	0.20	2024-09-17
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$-0.15	-0.09	$0.81	0.06	-0.17	1.65	1.50	14.45	13.64	-0.15	$-15.00	165.00	3	297.0	15.000	0.81	2024-09-16
RDFN241018P00014000	RDFN	PUT	Long	14.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	-0.95	1.65	1.65	14.45	14.45	0.00	$0.00	165.00	2	15.0	15.000	-0.00	2024-09-15
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.65	1.65	14.45	14.45	0.00	$0.00	165.00	1	15.0	1.000	-0.00	2024-09-14
RDFN241018P00014000	RDFN	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.65	1.65	14.45	14.45	0.00	$0.00	165.00	0	15.0	1.000	-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