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View Outliers PnL Drill-Down: RELY241220P00017500

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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
2024-10-31	RELY	RELY241220P00017500	17.50	72.0	35.000	0.531	0.209	0.8	0.2	-0.010	1.520	0.940	1.30	17.98	2024-12-20	PUT	Long	0.158	0.227	0.178

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
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.27	-0.98	$-3.63	-0.20	1.59	1.30	0.03	17.98	21.61	-1.27	$-127.00	130.00	49	20.0	120.000	-3.63	2024-12-19
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.27	-0.98	$-3.40	-0.19	0.66	1.30	0.03	17.98	21.38	-1.27	$-127.00	130.00	48	20.0	120.000	-3.40	2024-12-18
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.27	-0.98	$-3.74	-0.21	0.99	1.30	0.03	17.98	21.72	-1.27	$-127.00	130.00	47	20.0	120.000	-3.74	2024-12-17
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.27	-0.98	$-3.74	-0.21	0.83	1.30	0.03	17.98	21.72	-1.27	$-127.00	130.00	46	20.0	120.000	-3.74	2024-12-16
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.27	-0.98	$-2.76	-0.15	0.38	1.30	0.03	17.98	20.74	-1.27	$-127.00	130.00	43	20.0	120.000	-2.76	2024-12-13
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.27	-0.98	$-3.38	-0.19	0.24	1.30	0.03	17.98	21.36	-1.27	$-127.00	130.00	42	20.0	120.000	-3.38	2024-12-12
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.27	-0.98	$-3.74	-0.21	0.16	1.30	0.03	17.98	21.72	-1.27	$-127.00	130.00	41	20.0	120.000	-3.74	2024-12-11
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.26	-0.97	$-2.96	-0.16	0.12	1.30	0.04	17.98	20.94	-1.26	$-126.00	130.00	40	4.0	117.000	-2.96	2024-12-10
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.24	-0.95	$-3.04	-0.17	0.16	1.30	0.06	17.98	21.02	-1.24	$-124.00	130.00	39	1.0	116.000	-3.04	2024-12-09
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.22	-0.94	$-3.12	-0.17	0.26	1.30	0.08	17.98	21.10	-1.22	$-122.00	130.00	38	2.0	115.000	-3.12	2024-12-08
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.22	-0.94	$-3.12	-0.17	0.14	1.30	0.08	17.98	21.10	-1.22	$-122.00	130.00	36	2.0	115.000	-3.12	2024-12-06
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.82	-0.16	0.39	1.30	0.10	17.98	20.80	-1.20	$-120.00	130.00	35	19.0	115.000	-2.82	2024-12-05
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-3.00	-0.17	0.27	1.30	0.10	17.98	20.98	-1.20	$-120.00	130.00	34	19.0	115.000	-3.00	2024-12-04
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.64	-0.15	0.32	1.30	0.10	17.98	20.62	-1.20	$-120.00	130.00	33	19.0	115.000	-2.64	2024-12-03
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.77	-0.15	0.31	1.30	0.10	17.98	20.75	-1.20	$-120.00	130.00	32	19.0	115.000	-2.77	2024-12-02
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.58	-0.14	-0.28	1.30	0.10	17.98	20.56	-1.20	$-120.00	130.00	31	19.0	0.000	-2.58	2024-12-01
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.58	-0.14	0.24	1.30	0.10	17.98	20.56	-1.20	$-120.00	130.00	30	19.0	115.000	-2.58	2024-11-30
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.85	-0.16	0.06	1.30	0.10	17.98	20.83	-1.20	$-120.00	130.00	28	19.0	115.000	-2.85	2024-11-28
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.68	-0.15	0.11	1.30	0.10	17.98	20.66	-1.20	$-120.00	130.00	27	19.0	115.000	-2.68	2024-11-27
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.83	-0.16	0.15	1.30	0.10	17.98	20.81	-1.20	$-120.00	130.00	26	19.0	115.000	-2.83	2024-11-26
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.54	-0.14	0.16	1.30	0.10	17.98	20.52	-1.20	$-120.00	130.00	25	19.0	115.000	-2.54	2024-11-25
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-3.06	-0.17	0.22	1.30	0.10	17.98	21.04	-1.20	$-120.00	130.00	24	19.0	115.000	-3.06	2024-11-24
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-3.06	-0.17	0.20	1.30	0.10	17.98	21.04	-1.20	$-120.00	130.00	23	19.0	115.000	-3.06	2024-11-23
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-3.06	-0.17	0.09	1.30	0.10	17.98	21.04	-1.20	$-120.00	130.00	22	19.0	115.000	-3.06	2024-11-22
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.70	-0.15	0.13	1.30	0.10	17.98	20.68	-1.20	$-120.00	130.00	21	19.0	115.000	-2.70	2024-11-21
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.48	-0.14	-0.07	1.30	0.10	17.98	20.46	-1.20	$-120.00	130.00	20	19.0	115.000	-2.48	2024-11-20
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-1.99	-0.11	-0.04	1.30	0.10	17.98	19.97	-1.20	$-120.00	130.00	19	19.0	115.000	-1.99	2024-11-19
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-1.78	-0.10	-0.12	1.30	0.10	17.98	19.76	-1.20	$-120.00	130.00	18	19.0	115.000	-1.78	2024-11-18
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-1.66	-0.09	0.08	1.30	0.10	17.98	19.64	-1.20	$-120.00	130.00	17	19.0	115.000	-1.66	2024-11-17
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-1.66	-0.09	0.07	1.30	0.10	17.98	19.64	-1.20	$-120.00	130.00	16	19.0	115.000	-1.66	2024-11-16
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-1.66	-0.09	0.13	1.30	0.10	17.98	19.64	-1.20	$-120.00	130.00	15	19.0	115.000	-1.66	2024-11-15
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-1.85	-0.10	0.02	1.30	0.10	17.98	19.83	-1.20	$-120.00	130.00	14	19.0	115.000	-1.85	2024-11-14
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.20	-0.92	$-2.27	-0.13	-0.10	1.30	0.10	17.98	20.25	-1.20	$-120.00	130.00	13	19.0	115.000	-2.27	2024-11-13
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.00	-0.77	$-1.61	-0.09	-0.14	1.30	0.30	17.98	19.59	-1.00	$-100.00	130.00	12	19.0	115.000	-1.61	2024-11-12
RELY241220P00017500	RELY	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.00	-0.77	$-1.75	-0.10	0.04	1.30	0.30	17.98	19.73	-1.00	$-100.00	130.00	11	19.0	115.000	-1.75	2024-11-11
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.00	-0.77	$-1.52	-0.08	0.06	1.30	0.30	17.98	19.50	-1.00	$-100.00	130.00	10	19.0	115.000	-1.52	2024-11-10
RELY241220P00017500	RELY	PUT	Long	17.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.00	-0.77	$-1.52	-0.08	0.06	1.30	0.30	17.98	19.50	-1.00	$-100.00	130.00	9	19.0	115.000	-1.52	2024-11-09
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.00	-0.77	$-1.58	-0.09	-0.10	1.30	0.30	17.98	19.56	-1.00	$-100.00	130.00	8	19.0	115.000	-1.58	2024-11-08
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-1.00	-0.77	$-1.49	-0.08	0.03	1.30	0.30	17.98	19.47	-1.00	$-100.00	130.00	7	19.0	114.000	-1.49	2024-11-07
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-0.87	-0.67	$-1.75	-0.10	-0.10	1.30	0.43	17.98	19.73	-0.87	$-87.00	130.00	6	40.0	114.000	-1.75	2024-11-06
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-0.87	-0.67	$-1.38	-0.08	-0.07	1.30	0.43	17.98	19.36	-0.87	$-87.00	130.00	5	40.0	119.000	-1.38	2024-11-05
RELY241220P00017500	RELY	PUT	Long	17.50	None	$-0.30	-0.23	$-0.95	-0.05	-0.06	1.30	1.00	17.98	18.93	-0.30	$-30.00	130.00	4	12.0	119.000	-0.95	2024-11-04
RELY241220P00017500	RELY	PUT	Long	17.50	Exit OP PnL: $-0.23;Exit EQ PnL: 0.18; Position is Long and position continued to lose. Latest OP price is: $1.07 (EQ: $17.80). Initial OP price was: $1.30 (EQ: $17.98). Surpassed Stop Loss Percentage: -0.1769230769230769230769230769 < -0.16.	$-0.30	-0.23	$0.03	0.00	-0.05	1.30	1.00	17.98	17.95	-0.30	$-30.00	130.00	1	12.0	107.000	0.03	2024-11-01
RELY241220P00017500	RELY	PUT	Long	17.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.30	1.30	17.98	17.98	0.00	$0.00	130.00	0	72.0	35.000	-0.00	2024-10-31

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