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View Outliers PnL Drill-Down: RGTI241220P00001500

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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
2024-11-07	RGTI	RGTI241220P00001500	1.50	12.0	29.000	1.313	0.477	0.1	0.1	-0.010	0.220	0.280	0.35	1.43	2024-12-20	PUT	Long	0.489	0.518	0.192

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
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.30	-0.86	$-6.04	-4.22	9.81	0.35	0.05	1.43	7.47	-0.30	$-30.00	35.00	42	200.0	2551.000	-6.04	2024-12-19
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.30	-0.86	$-9.26	-6.48	9.19	0.35	0.05	1.43	10.69	-0.30	$-30.00	35.00	41	10.0	2566.000	-9.26	2024-12-18
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.33	-0.94	$-9.70	-6.78	7.94	0.35	0.02	1.43	11.13	-0.33	$-33.00	35.00	40	81.0	2566.000	-9.70	2024-12-17
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.33	-0.94	$-7.00	-4.90	6.06	0.35	0.02	1.43	8.43	-0.33	$-33.00	35.00	39	81.0	2596.000	-7.00	2024-12-16
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.30	-0.86	$-5.73	-4.01	4.12	0.35	0.05	1.43	7.16	-0.30	$-30.00	35.00	36	24.0	2620.000	-5.73	2024-12-13
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.34	-0.97	$-4.54	-3.17	3.38	0.35	0.01	1.43	5.97	-0.34	$-34.00	35.00	35	19.0	2639.000	-4.54	2024-12-12
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-5.95	-4.16	3.62	0.35	0.04	1.43	7.38	-0.31	$-31.00	35.00	34	31.0	2646.000	-5.95	2024-12-11
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-5.06	-3.54	3.12	0.35	0.04	1.43	6.49	-0.31	$-31.00	35.00	33	287.0	2662.000	-5.06	2024-12-10
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-3.04	-2.13	2.12	0.35	0.04	1.43	4.47	-0.31	$-31.00	35.00	32	42.0	2624.000	-3.04	2024-12-09
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.34	-0.97	$-2.95	-2.06	2.06	0.35	0.01	1.43	4.38	-0.34	$-34.00	35.00	31	7.0	2624.000	-2.95	2024-12-08
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.34	-0.97	$-2.95	-2.06	1.72	0.35	0.01	1.43	4.38	-0.34	$-34.00	35.00	29	7.0	2624.000	-2.95	2024-12-06
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-1.75	-1.22	0.97	0.35	0.04	1.43	3.18	-0.31	$-31.00	35.00	28	56.0	2621.000	-1.75	2024-12-05
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-1.68	-1.17	0.84	0.35	0.04	1.43	3.11	-0.31	$-31.00	35.00	27	56.0	2621.000	-1.68	2024-12-04
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-1.71	-1.20	0.81	0.35	0.04	1.43	3.14	-0.31	$-31.00	35.00	26	56.0	2621.000	-1.71	2024-12-03
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.30	-0.86	$-1.59	-1.11	0.66	0.35	0.05	1.43	3.02	-0.30	$-30.00	35.00	25	11.0	2617.000	-1.59	2024-12-02
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-1.62	-1.13	-0.81	0.35	0.04	1.43	3.05	-0.31	$-31.00	35.00	24	108.0	0.000	-1.62	2024-12-01
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.31	-0.89	$-1.62	-1.13	0.59	0.35	0.04	1.43	3.05	-0.31	$-31.00	35.00	23	108.0	0.000	-1.62	2024-11-30
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.30	-0.86	$-0.97	-0.68	0.09	0.35	0.05	1.43	2.40	-0.30	$-30.00	35.00	21	192.0	2575.000	-0.97	2024-11-28
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.30	-0.86	$-1.02	-0.71	0.59	0.35	0.05	1.43	2.45	-0.30	$-30.00	35.00	20	254.0	2575.000	-1.02	2024-11-27
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.28	-0.80	$-0.77	-0.54	0.30	0.35	0.07	1.43	2.20	-0.28	$-28.00	35.00	19	244.0	2523.000	-0.77	2024-11-26
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.29	-0.83	$-1.32	-0.92	0.75	0.35	0.06	1.43	2.75	-0.29	$-29.00	35.00	18	3120.0	902.000	-1.32	2024-11-25
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.14	-0.40	$-0.31	-0.22	0.48	0.35	0.21	1.43	1.74	-0.14	$-14.00	35.00	17	406.0	564.000	-0.31	2024-11-24
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.14	-0.40	$-0.31	-0.22	0.41	0.35	0.21	1.43	1.74	-0.14	$-14.00	35.00	16	406.0	564.000	-0.31	2024-11-23
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.14	-0.40	$-0.31	-0.22	0.38	0.35	0.21	1.43	1.74	-0.14	$-14.00	35.00	15	374.0	564.000	-0.31	2024-11-22
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.07	-0.20	$-0.05	-0.03	0.25	0.35	0.28	1.43	1.48	-0.07	$-7.00	35.00	14	617.0	547.000	-0.05	2024-11-21
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.05	-0.14	$0.08	0.06	0.00	0.35	0.30	1.43	1.35	-0.05	$-5.00	35.00	13	22.0	557.000	0.08	2024-11-20
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$0.00	0.00	$0.12	0.08	0.19	0.35	0.35	1.43	1.31	0.00	$0.00	35.00	12	156.0	707.000	0.12	2024-11-19
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$0.05	0.14	$0.13	0.09	0.26	0.35	0.40	1.43	1.30	0.05	$5.00	35.00	11	223.0	507.000	0.13	2024-11-18
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.06	-0.17	$0.02	0.01	0.14	0.35	0.29	1.43	1.41	-0.06	$-6.00	35.00	10	58.0	486.000	0.02	2024-11-17
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.06	-0.17	$0.02	0.01	0.12	0.35	0.29	1.43	1.41	-0.06	$-6.00	35.00	9	58.0	486.000	0.02	2024-11-16
RGTI241220P00001500	RGTI	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.20	$0.02	0.01	-0.06	0.35	0.28	1.43	1.41	-0.07	$-7.00	35.00	8	57.0	486.000	0.02	2024-11-15
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.10	-0.29	$-0.12	-0.08	0.25	0.35	0.25	1.43	1.55	-0.10	$-10.00	35.00	7	52.0	464.000	-0.12	2024-11-14
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.10	-0.29	$-0.27	-0.19	0.36	0.35	0.25	1.43	1.70	-0.10	$-10.00	35.00	6	30.0	467.000	-0.27	2024-11-13
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.05	-0.14	$-0.06	-0.04	-0.05	0.35	0.30	1.43	1.49	-0.05	$-5.00	35.00	5	427.0	118.000	-0.06	2024-11-12
RGTI241220P00001500	RGTI	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.09	-0.06	0.39	0.35	0.35	1.43	1.52	0.00	$0.00	35.00	4	8.0	116.000	-0.09	2024-11-11
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.04	-0.11	$-0.08	-0.06	-0.03	0.35	0.31	1.43	1.51	-0.04	$-4.00	35.00	3	122.0	29.000	-0.08	2024-11-10
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$-0.04	-0.11	$-0.08	-0.06	-0.05	0.35	0.31	1.43	1.51	-0.04	$-4.00	35.00	2	122.0	29.000	-0.08	2024-11-09
RGTI241220P00001500	RGTI	PUT	Long	1.50	None	$0.00	0.00	$-0.12	-0.08	0.25	0.35	0.35	1.43	1.55	0.00	$0.00	35.00	1	17.0	29.000	-0.12	2024-11-08
RGTI241220P00001500	RGTI	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	1.43	1.43	0.00	$0.00	35.00	0	12.0	29.000	-0.00	2024-11-07

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