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View Outliers PnL Drill-Down: RGTI240816P00001000

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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
2024-06-27	RGTI	RGTI240816P00001000	1.00	5.0	1233.000	0.984	0.354	0.1	0.0	-0.010	0.160	0.100	0.15	1.05	2024-08-16	PUT	Long	0.369	0.401	0.159
2024-07-10	RGTI	RGTI240816P00001000	1.00	11.0	1570.000	1.734	0.418	0.3	0.0	-0.010	0.450	0.120	0.10	1.33	2024-08-16	PUT	Long	0.401	0.403	0.038

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	RGTI	0.909	0.116	0.795	0.320	0.795	0.382	11.13	-6.255	0.0000	0.69	11.13	21	1y	1.34

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
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.03	-0.20	$0.16	0.15	1.89	0.15	0.12	1.05	0.89	-0.03	$-3.00	15.00	49	83.0	2268.000	0.16	2024-08-15
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.05	-0.33	$0.21	0.20	2.08	0.15	0.10	1.05	0.84	-0.05	$-5.00	15.00	48	11.0	2273.000	0.21	2024-08-14
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.03	-0.20	$0.15	0.14	0.52	0.15	0.12	1.05	0.90	-0.03	$-3.00	15.00	47	2.0	2274.000	0.15	2024-08-13
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$0.20	0.19	0.89	0.15	0.15	1.05	0.85	0.00	$0.00	15.00	46	39.0	2282.000	0.20	2024-08-12
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.06	0.40	$0.26	0.25	1.24	0.15	0.21	1.05	0.79	0.06	$6.00	15.00	43	7.0	2282.000	0.26	2024-08-09
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.10	0.67	$0.22	0.21	0.61	0.15	0.25	1.05	0.83	0.10	$10.00	15.00	42	16.0	2277.000	0.22	2024-08-08
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.05	0.33	$0.27	0.26	0.77	0.15	0.20	1.05	0.78	0.05	$5.00	15.00	41	1.0	2277.000	0.27	2024-08-07
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.02	0.13	$0.20	0.19	1.58	0.15	0.17	1.05	0.85	0.02	$2.00	15.00	40	31.0	2279.000	0.20	2024-08-06
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.06	-0.40	$-0.05	-0.05	0.55	0.15	0.09	1.05	1.10	-0.06	$-6.00	15.00	32	40.0	2305.000	-0.05	2024-07-29
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.06	-0.40	$-0.02	-0.02	0.33	0.15	0.09	1.05	1.07	-0.06	$-6.00	15.00	29	40.0	2275.000	-0.02	2024-07-26
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.04	-0.27	$0.01	0.01	-0.06	0.15	0.11	1.05	1.04	-0.04	$-4.00	15.00	28	94.0	2275.000	0.01	2024-07-25
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.04	-0.27	$0.03	0.03	0.08	0.15	0.11	1.05	1.02	-0.04	$-4.00	15.00	27	94.0	2263.000	0.03	2024-07-24
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.05	-0.33	$-0.07	-0.07	0.16	0.15	0.10	1.05	1.12	-0.05	$-5.00	15.00	26	351.0	1912.000	-0.07	2024-07-23
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.03	-0.20	$-0.00	-0.00	0.39	0.15	0.12	1.05	1.05	-0.03	$-3.00	15.00	25	42.0	1873.000	-0.00	2024-07-22
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.03	-0.20	$0.01	0.01	0.06	0.15	0.12	1.05	1.04	-0.03	$-3.00	15.00	22	22.0	1851.000	0.01	2024-07-19
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.05	-0.33	$-0.04	-0.04	0.42	0.15	0.10	1.05	1.09	-0.05	$-5.00	15.00	21	3.0	1848.000	-0.04	2024-07-18
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.05	-0.33	$-0.12	-0.11	0.17	0.15	0.10	1.05	1.17	-0.05	$-5.00	15.00	20	84.0	1765.000	-0.12	2024-07-17
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.04	-0.27	$-0.23	-0.22	0.38	0.15	0.11	1.05	1.28	-0.04	$-4.00	15.00	19	30.0	1735.000	-0.23	2024-07-16
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.03	-0.20	$-0.14	-0.13	0.39	0.15	0.12	1.05	1.19	-0.03	$-3.00	15.00	18	144.0	1645.000	-0.14	2024-07-15
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$-0.03	-0.20	$-0.03	-0.03	0.47	0.15	0.12	1.05	1.08	-0.03	$-3.00	15.00	15	5.0	1645.000	-0.03	2024-07-12
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.04	0.27	$0.03	0.03	0.67	0.15	0.19	1.05	1.02	0.04	$4.00	15.00	14	67.0	1582.000	0.03	2024-07-11
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.05	0.33	$-0.03	-0.03	0.24	0.15	0.20	1.05	1.08	0.05	$5.00	15.00	13	35.0	1570.000	-0.03	2024-07-10
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.01	0.11	0.15	0.15	1.05	1.04	0.00	$0.00	15.00	12	206.0	1570.000	0.01	2024-07-09
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.01	-0.09	0.15	0.15	1.05	1.04	0.00	$0.00	15.00	11	206.0	1365.000	0.01	2024-07-08
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$0.06	0.06	-0.09	0.15	0.15	1.05	0.99	0.00	$0.00	15.00	8	18.0	1347.000	0.06	2024-07-05
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$0.09	0.09	0.16	0.15	0.15	1.05	0.96	0.00	$0.00	15.00	7	3.0	0.000	0.09	2024-07-04
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$0.09	0.09	0.14	0.15	0.15	1.05	0.96	0.00	$0.00	15.00	6	3.0	0.000	0.09	2024-07-03
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$0.10	0.10	0.09	0.15	0.15	1.05	0.95	0.00	$0.00	15.00	5	5.0	1339.000	0.10	2024-07-02
RGTI240816P00001000	RGTI	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.05	0.05	0.06	0.15	0.15	1.05	1.00	0.00	$0.00	15.00	4	106.0	1339.000	0.05	2024-07-01
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$-0.02	-0.02	0.22	0.15	0.15	1.05	1.07	0.00	$0.00	15.00	1	106.0	1233.000	-0.02	2024-06-28
RGTI240816P00001000	RGTI	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	1.05	1.05	0.00	$0.00	15.00	0	5.0	1233.000	-0.00	2024-06-27

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