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View Outliers PnL Drill-Down: RF241220P00024000

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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
2024-11-06	RF	RF241220P00024000	24.00	155.0	73.000	0.287	0.140	2.4	0.0	-0.010	2.600	0.180	0.30	26.30	2024-12-20	PUT	Long	0.100	0.145	0.113

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	RF	0.909	0.043	0.125	0.072	0.056	-0.070	24.60	0.274	0.0000	17.84	27.47	21	1y	24.61

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
RF241220P00024000	RF	PUT	Long	24.00	None	$0.60	2.00	$3.15	0.12	0.26	0.30	0.90	26.30	23.15	0.60	$60.00	30.00	43	10.0	2367.000	3.15	2024-12-19
RF241220P00024000	RF	PUT	Long	24.00	None	$0.06	0.20	$3.03	0.12	-0.29	0.30	0.36	26.30	23.27	0.06	$6.00	30.00	42	8.0	2368.000	3.03	2024-12-18
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.25	-0.83	$1.70	0.06	0.09	0.30	0.05	26.30	24.60	-0.25	$-25.00	30.00	41	7.0	2368.000	1.70	2024-12-17
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.25	-0.83	$1.13	0.04	0.04	0.30	0.05	26.30	25.17	-0.25	$-25.00	30.00	40	7.0	2362.000	1.13	2024-12-16
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.20	-0.67	$1.20	0.05	0.03	0.30	0.10	26.30	25.10	-0.20	$-20.00	30.00	37	2131.0	232.000	1.20	2024-12-13
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.20	-0.67	$1.25	0.05	-0.00	0.30	0.10	26.30	25.05	-0.20	$-20.00	30.00	36	18.0	232.000	1.25	2024-12-12
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.20	-0.67	$0.90	0.03	0.09	0.30	0.10	26.30	25.40	-0.20	$-20.00	30.00	35	18.0	232.000	0.90	2024-12-11
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.20	-0.67	$0.97	0.04	0.06	0.30	0.10	26.30	25.33	-0.20	$-20.00	30.00	34	18.0	232.000	0.97	2024-12-10
RF241220P00024000	RF	PUT	Long	24.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.67	$0.56	0.02	0.06	0.30	0.10	26.30	25.74	-0.20	$-20.00	30.00	33	18.0	232.000	0.56	2024-12-09
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.20	-0.67	$0.04	0.00	0.12	0.30	0.10	26.30	26.26	-0.20	$-20.00	30.00	32	3.0	232.000	0.04	2024-12-08
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.20	-0.67	$0.05	0.00	0.08	0.30	0.10	26.30	26.25	-0.20	$-20.00	30.00	30	3.0	232.000	0.05	2024-12-06
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.20	-0.67	$-0.00	-0.00	0.07	0.30	0.10	26.30	26.30	-0.20	$-20.00	30.00	29	3.0	232.000	-0.00	2024-12-05
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.23	-0.77	$0.01	0.00	0.06	0.30	0.07	26.30	26.29	-0.23	$-23.00	30.00	28	1.0	232.000	0.01	2024-12-04
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.23	-0.77	$-0.04	-0.00	0.05	0.30	0.07	26.30	26.34	-0.23	$-23.00	30.00	27	1.0	232.000	-0.04	2024-12-03
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.24	-0.01	0.06	0.30	0.12	26.30	26.54	-0.18	$-18.00	30.00	26	2.0	232.000	-0.24	2024-12-02
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.96	-0.04	-0.16	0.30	0.12	26.30	27.26	-0.18	$-18.00	30.00	25	2.0	0.000	-0.96	2024-12-01
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.96	-0.04	0.11	0.30	0.12	26.30	27.26	-0.18	$-18.00	30.00	24	2.0	0.000	-0.96	2024-11-30
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.95	-0.04	0.14	0.30	0.12	26.30	27.25	-0.18	$-18.00	30.00	22	2.0	232.000	-0.95	2024-11-28
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-1.16	-0.04	0.36	0.30	0.12	26.30	27.46	-0.18	$-18.00	30.00	21	2.0	232.000	-1.16	2024-11-27
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-1.00	-0.04	0.12	0.30	0.12	26.30	27.30	-0.18	$-18.00	30.00	20	2.0	232.000	-1.00	2024-11-26
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-1.17	-0.04	0.12	0.30	0.12	26.30	27.47	-0.18	$-18.00	30.00	19	2.0	232.000	-1.17	2024-11-25
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.98	-0.04	0.07	0.30	0.12	26.30	27.28	-0.18	$-18.00	30.00	18	2.0	232.000	-0.98	2024-11-24
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.98	-0.04	0.06	0.30	0.12	26.30	27.28	-0.18	$-18.00	30.00	17	2.0	232.000	-0.98	2024-11-23
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.98	-0.04	0.05	0.30	0.12	26.30	27.28	-0.18	$-18.00	30.00	16	2.0	232.000	-0.98	2024-11-22
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.18	-0.60	$-0.45	-0.02	0.04	0.30	0.12	26.30	26.75	-0.18	$-18.00	30.00	15	2.0	233.000	-0.45	2024-11-21
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.15	-0.50	$0.04	0.00	-0.00	0.30	0.15	26.30	26.26	-0.15	$-15.00	30.00	14	1.0	233.000	0.04	2024-11-20
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.15	-0.50	$0.04	0.00	0.03	0.30	0.15	26.30	26.26	-0.15	$-15.00	30.00	13	2.0	233.000	0.04	2024-11-19
RF241220P00024000	RF	PUT	Long	24.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.15	-0.50	$-0.03	-0.00	0.05	0.30	0.15	26.30	26.33	-0.15	$-15.00	30.00	12	2.0	231.000	-0.03	2024-11-18
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.12	-0.40	$-0.06	-0.00	0.03	0.30	0.18	26.30	26.36	-0.12	$-12.00	30.00	11	30.0	227.000	-0.06	2024-11-17
RF241220P00024000	RF	PUT	Long	24.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.12	-0.40	$-0.06	-0.00	0.02	0.30	0.18	26.30	26.36	-0.12	$-12.00	30.00	10	30.0	227.000	-0.06	2024-11-16
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.12	-0.40	$-0.06	-0.00	0.01	0.30	0.18	26.30	26.36	-0.12	$-12.00	30.00	9	30.0	227.000	-0.06	2024-11-15
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.10	-0.33	$0.04	0.00	0.00	0.30	0.20	26.30	26.26	-0.10	$-10.00	30.00	8	1.0	225.000	0.04	2024-11-14
RF241220P00024000	RF	PUT	Long	24.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.12	-0.40	$0.20	0.01	0.01	0.30	0.18	26.30	26.10	-0.12	$-12.00	30.00	7	2.0	225.000	0.20	2024-11-13
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.12	-0.40	$0.12	0.00	0.01	0.30	0.18	26.30	26.18	-0.12	$-12.00	30.00	6	2.0	225.000	0.12	2024-11-12
RF241220P00024000	RF	PUT	Long	24.00	None	$-0.12	-0.40	$0.08	0.00	-0.01	0.30	0.18	26.30	26.22	-0.12	$-12.00	30.00	5	2.0	225.000	0.08	2024-11-11
RF241220P00024000	RF	PUT	Long	24.00	None	$0.05	0.17	$0.68	0.03	-0.00	0.30	0.35	26.30	25.62	0.05	$5.00	30.00	4	2.0	225.000	0.68	2024-11-10
RF241220P00024000	RF	PUT	Long	24.00	None	$0.05	0.17	$0.68	0.03	-0.00	0.30	0.35	26.30	25.62	0.05	$5.00	30.00	3	2.0	225.000	0.68	2024-11-09
RF241220P00024000	RF	PUT	Long	24.00	None	$0.05	0.17	$0.77	0.03	-0.02	0.30	0.35	26.30	25.53	0.05	$5.00	30.00	2	2.0	225.000	0.77	2024-11-08
RF241220P00024000	RF	PUT	Long	24.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.17	$0.89	0.03	0.17	0.30	0.35	26.30	25.41	0.05	$5.00	30.00	1	2.0	224.000	0.89	2024-11-07
RF241220P00024000	RF	PUT	Long	24.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	26.30	26.30	0.00	$0.00	30.00	0	155.0	73.000	-0.00	2024-11-06

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