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View Outliers PnL Drill-Down: RIVN231110P00018500

View in yFinance: RIVN

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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
2023-10-05 RIVN RIVN231110P00018500 18.50 55.0 16.000 0.811 0.344 0.6 0.8 0.020 1.530 1.690 2.16 18.27 2023-11-10 PUT Short 0.322 0.416 -0.229

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 RIVN 0.909 0.152 0.389 0.207 0.201 -0.066 14.70 -1.225 0.0000 8.40 24.35 21 1y 10.42

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
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.95 -0.44 $-2.94 -0.16 0.75 2.16 3.11 18.27 15.33 -0.95 $-95.00 1850.00 35 0.0 2113.000 -2.94 2023-11-09
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.95 -0.44 $-2.94 -0.16 0.75 2.16 3.11 18.27 15.33 -0.95 $-95.00 1850.00 34 0.0 2113.000 -2.94 2023-11-08
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.57 0.26 $-1.27 -0.07 0.06 2.16 1.59 18.27 17.00 0.57 $57.00 1850.00 33 0.0 1862.000 -1.27 2023-11-07
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.19 0.09 $-1.09 -0.06 0.78 2.16 1.97 18.27 17.18 0.19 $19.00 1850.00 32 0.0 970.000 -1.09 2023-11-06
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.19 0.09 $-1.09 -0.06 0.78 2.16 1.97 18.27 17.18 0.19 $19.00 1850.00 31 0.0 970.000 -1.09 2023-11-05
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.68 0.31 $-0.56 -0.03 0.18 2.16 1.48 18.27 17.71 0.68 $68.00 1850.00 29 0.0 341.000 -0.56 2023-11-03
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.57 0.26 $-0.68 -0.04 0.16 2.16 1.59 18.27 17.59 0.57 $57.00 1850.00 28 0.0 305.000 -0.68 2023-11-02
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.45 -0.21 $-2.14 -0.12 0.09 2.16 2.61 18.27 16.13 -0.45 $-45.00 1850.00 27 0.0 303.000 -2.14 2023-11-01
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.49 -0.23 $-2.05 -0.11 0.12 2.16 2.65 18.27 16.22 -0.49 $-49.00 1850.00 26 0.0 304.000 -2.05 2023-10-31
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.96 -0.44 $-2.55 -0.14 0.25 2.16 3.12 18.27 15.72 -0.96 $-96.00 1850.00 25 0.0 302.000 -2.55 2023-10-30
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.65 -0.30 $-2.26 -0.12 0.14 2.16 2.81 18.27 16.01 -0.65 $-65.00 1850.00 22 0.0 297.000 -2.26 2023-10-27
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.62 -0.29 $-1.84 -0.10 -0.81 2.16 2.78 18.27 16.43 -0.62 $-62.00 1850.00 21 0.0 297.000 -1.84 2023-10-26
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.02 0.01 $-1.25 -0.07 0.01 2.16 2.14 18.27 17.02 0.02 $2.00 1850.00 20 0.0 308.000 -1.25 2023-10-25
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.29 0.13 $-0.84 -0.05 -0.03 2.16 1.87 18.27 17.43 0.29 $29.00 1850.00 19 0.0 258.000 -0.84 2023-10-24
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.23 0.11 $-1.20 -0.07 -0.01 2.16 1.93 18.27 17.07 0.23 $23.00 1850.00 18 0.0 208.000 -1.20 2023-10-23
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.00 -0.00 $-1.11 -0.06 -0.00 2.16 2.16 18.27 17.16 -0.00 $-0.00 1850.00 14 0.0 176.000 -1.11 2023-10-19
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.47 0.22 $-0.18 -0.01 -0.03 2.16 1.69 18.27 18.09 0.47 $47.00 1850.00 13 0.0 127.000 -0.18 2023-10-18
RIVN231110P00018500 RIVN PUT Short 18.50 Manually triggered exit due to large move in option position. $1.35 0.62 $1.63 0.09 -0.11 2.16 0.81 18.27 19.90 1.35 $135.00 1850.00 12 0.0 116.000 1.63 2023-10-17
RIVN231110P00018500 RIVN PUT Short 18.50 None $1.22 0.56 $1.39 0.08 -0.08 2.16 0.94 18.27 19.66 1.22 $122.00 1850.00 11 0.0 120.000 1.39 2023-10-16
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.98 0.45 $1.03 0.06 -0.08 2.16 1.18 18.27 19.30 0.98 $98.00 1850.00 8 0.0 118.000 1.03 2023-10-13
RIVN231110P00018500 RIVN PUT Short 18.50 None $1.05 0.49 $1.10 0.06 -0.10 2.16 1.11 18.27 19.37 1.05 $105.00 1850.00 6 0.0 92.000 1.10 2023-10-11
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.69 0.32 $0.65 0.04 -0.06 2.16 1.47 18.27 18.92 0.69 $69.00 1850.00 3 0.0 58.000 0.65 2023-10-08
RIVN231110P00018500 RIVN PUT Short 18.50 None $0.69 0.32 $0.65 0.04 -0.08 2.16 1.47 18.27 18.92 0.69 $69.00 1850.00 1 0.0 58.000 0.65 2023-10-06
RIVN231110P00018500 RIVN PUT Short 18.50 None $-0.00 -0.00 $0.00 0.00 0.00 2.16 2.16 18.27 18.27 -0.00 $-0.00 1850.00 0 0.0 16.000 0.00 2023-10-05

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