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View Outliers PnL Drill-Down: RELY231215C00020000

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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
2023-11-02	RELY	RELY231215C00020000	20.00	67.0	3.000	0.505	0.411	0.5	1.6	0.080	0.680	1.790	0.85	18.80	2023-12-15	CALL	Long	0.162	0.422	-0.319

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	RELY	0.909	0.073	0.186	0.111	0.088	-0.098	21.72	-0.125	0.0000	11.61	21.72	21	1y	17.39

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
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.80	-0.94	$0.34	0.02	0.10	0.85	0.05	18.80	19.14	-0.80	$-80.00	85.00	42	22.0	161.000	0.34	2023-12-14
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.65	-0.76	$0.98	0.05	0.12	0.85	0.20	18.80	19.78	-0.65	$-65.00	85.00	41	26.0	156.000	0.98	2023-12-13
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.70	-0.82	$0.68	0.04	0.16	0.85	0.15	18.80	19.48	-0.70	$-70.00	85.00	40	8.0	162.000	0.68	2023-12-12
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.64	-0.75	$0.73	0.04	0.00	0.85	0.21	18.80	19.53	-0.64	$-64.00	85.00	39	24.0	149.000	0.73	2023-12-11
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.61	-0.72	$0.47	0.02	-0.04	0.85	0.24	18.80	19.27	-0.61	$-61.00	85.00	36	13.0	141.000	0.47	2023-12-08
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.70	-0.82	$0.21	0.01	-0.02	0.85	0.15	18.80	19.01	-0.70	$-70.00	85.00	35	13.0	136.000	0.21	2023-12-07
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.41	-0.48	$0.86	0.05	-0.08	0.85	0.44	18.80	19.66	-0.41	$-41.00	85.00	34	0.0	137.000	0.86	2023-12-06
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.50	0.59	$1.40	0.07	-0.00	0.85	1.35	18.80	20.20	0.50	$50.00	85.00	33	0.0	137.000	1.40	2023-12-05
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.50	0.59	$2.28	0.12	-0.05	0.85	1.35	18.80	21.08	0.50	$50.00	85.00	32	0.0	137.000	2.28	2023-12-04
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.15	0.18	$2.13	0.11	-0.02	0.85	1.00	18.80	20.93	0.15	$15.00	85.00	31	0.0	138.000	2.13	2023-12-03
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.15	0.18	$2.13	0.11	-0.04	0.85	1.00	18.80	20.93	0.15	$15.00	85.00	30	0.0	138.000	2.13	2023-12-02
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.15	0.18	$2.13	0.11	-0.06	0.85	1.00	18.80	20.93	0.15	$15.00	85.00	29	0.0	138.000	2.13	2023-12-01
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.25	1.47	$2.74	0.15	0.10	0.85	2.10	18.80	21.54	1.25	$125.00	85.00	28	0.0	138.000	2.74	2023-11-30
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.25	1.47	$2.47	0.13	-0.50	0.85	2.10	18.80	21.27	1.25	$125.00	85.00	27	0.0	138.000	2.47	2023-11-29
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.25	1.47	$2.79	0.15	0.47	0.85	2.10	18.80	21.59	1.25	$125.00	85.00	26	0.0	138.000	2.79	2023-11-28
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.25	1.47	$3.01	0.16	0.03	0.85	2.10	18.80	21.81	1.25	$125.00	85.00	25	0.0	138.000	3.01	2023-11-27
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.55	1.82	$3.51	0.19	0.16	0.85	2.40	18.80	22.31	1.55	$155.00	85.00	22	0.0	0.000	3.51	2023-11-24
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.39	1.64	$2.86	0.15	-0.50	0.85	2.24	18.80	21.66	1.39	$139.00	85.00	21	0.0	0.000	2.86	2023-11-23
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.39	1.64	$3.03	0.16	-0.50	0.85	2.24	18.80	21.83	1.39	$139.00	85.00	20	0.0	138.000	3.03	2023-11-22
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.39	1.64	$2.77	0.15	0.27	0.85	2.24	18.80	21.57	1.39	$139.00	85.00	19	0.0	138.000	2.77	2023-11-21
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.39	1.64	$2.93	0.16	0.40	0.85	2.24	18.80	21.73	1.39	$139.00	85.00	18	0.0	138.000	2.93	2023-11-20
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.65	1.94	$3.28	0.17	0.20	0.85	2.50	18.80	22.08	1.65	$165.00	85.00	17	0.0	137.000	3.28	2023-11-19
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.65	1.94	$3.28	0.17	0.18	0.85	2.50	18.80	22.08	1.65	$165.00	85.00	15	0.0	137.000	3.28	2023-11-17
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.85	2.18	$2.98	0.16	0.24	0.85	2.70	18.80	21.78	1.85	$185.00	85.00	14	0.0	137.000	2.98	2023-11-16
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.85	2.18	$3.52	0.19	0.07	0.85	2.70	18.80	22.32	1.85	$185.00	85.00	13	0.0	162.000	3.52	2023-11-15
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.45	1.71	$3.26	0.17	-0.01	0.85	2.30	18.80	22.06	1.45	$145.00	85.00	12	0.0	162.000	3.26	2023-11-14
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.62	0.73	$1.97	0.10	0.02	0.85	1.47	18.80	20.77	0.62	$62.00	85.00	11	0.0	163.000	1.97	2023-11-13
RELY231215C00020000	RELY	CALL	Long	20.00	None	$1.10	1.29	$2.50	0.13	0.02	0.85	1.95	18.80	21.30	1.10	$110.00	85.00	8	0.0	159.000	2.50	2023-11-10
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.55	0.65	$1.58	0.08	-0.50	0.85	1.40	18.80	20.38	0.55	$55.00	85.00	7	0.0	0.000	1.58	2023-11-09
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.55	0.65	$1.58	0.08	-0.01	0.85	1.40	18.80	20.38	0.55	$55.00	85.00	6	0.0	161.000	1.58	2023-11-08
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.55	0.65	$1.89	0.10	-0.01	0.85	1.40	18.80	20.69	0.55	$55.00	85.00	5	0.0	159.000	1.89	2023-11-07
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.15	0.18	$0.95	0.05	0.04	0.85	1.00	18.80	19.75	0.15	$15.00	85.00	4	0.0	64.000	0.95	2023-11-06
RELY231215C00020000	RELY	CALL	Long	20.00	OUTLIERSPNLMANUALTRIGGER - The position is decreasing by an unfavorable amount.	$0.15	0.18	$0.95	0.05	0.04	0.85	1.00	18.80	19.75	0.15	$15.00	85.00	3	0.0	64.000	0.95	2023-11-05
RELY231215C00020000	RELY	CALL	Long	20.00	None	$-0.10	-0.12	$0.20	0.01	-0.04	0.85	0.75	18.80	19.00	-0.10	$-10.00	85.00	1	0.0	70.000	0.20	2023-11-03
RELY231215C00020000	RELY	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	0.85	0.85	18.80	18.80	0.00	$0.00	85.00	0	67.0	3.000	0.00	2023-11-02

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