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View Outliers PnL Drill-Down: RIVN240405P00011500

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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
2024-02-22 RIVN RIVN240405P00011500 11.50 359.0 0.687 0.372 0.5 0.5 0.030 0.930 0.970 1.19 11.40 2024-04-05 PUT Short 0.315 0.433 -0.256

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
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.12 -0.10 $-1.32 -0.12 -0.73 1.19 1.31 11.45 10.13 -0.12 $-12.00 1150.00 42 314.0 2143.000 -1.32 2024-04-04
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.23 0.19 $-0.91 -0.08 -0.17 1.19 0.96 11.45 10.54 0.23 $23.00 1150.00 41 105.0 2170.000 -0.91 2024-04-03
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.16 0.13 $-0.94 -0.08 -0.07 1.19 1.03 11.45 10.51 0.16 $16.00 1150.00 40 442.0 2311.000 -0.94 2024-04-02
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.54 0.45 $-0.36 -0.03 -0.07 1.19 0.65 11.45 11.09 0.54 $54.00 1150.00 39 362.0 2190.000 -0.36 2024-04-01
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.38 0.32 $-0.50 -0.04 -0.07 1.19 0.81 11.45 10.95 0.38 $38.00 1150.00 38 2266.0 1517.000 -0.50 2024-03-31
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.38 0.32 $-0.50 -0.04 -0.17 1.19 0.81 11.45 10.95 0.38 $38.00 1150.00 37 2266.0 1517.000 -0.50 2024-03-30
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.38 0.32 $-0.50 -0.04 -0.21 1.19 0.81 11.45 10.95 0.38 $38.00 1150.00 36 2266.0 1517.000 -0.50 2024-03-29
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.38 0.32 $-0.50 -0.04 -0.03 1.19 0.81 11.45 10.95 0.38 $38.00 1150.00 35 2266.0 1517.000 -0.50 2024-03-28
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.40 0.34 $-0.46 -0.04 -0.05 1.19 0.79 11.45 10.99 0.40 $40.00 1150.00 34 312.0 1306.000 -0.46 2024-03-27
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.18 0.15 $-0.93 -0.08 -0.12 1.19 1.01 11.45 10.52 0.18 $18.00 1150.00 33 93.0 1261.000 -0.93 2024-03-26
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.09 0.08 $-0.80 -0.07 -0.05 1.19 1.10 11.45 10.65 0.09 $9.00 1150.00 32 286.0 1169.000 -0.80 2024-03-25
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.20 0.17 $-0.65 -0.06 -0.12 1.19 0.99 11.45 10.80 0.20 $20.00 1150.00 29 79.0 1119.000 -0.65 2024-03-22
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.40 0.34 $-0.28 -0.02 -0.14 1.19 0.79 11.45 11.17 0.40 $40.00 1150.00 28 178.0 1053.000 -0.28 2024-03-21
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.44 0.37 $-0.09 -0.01 -0.05 1.19 0.75 11.45 11.36 0.44 $44.00 1150.00 27 33.0 1040.000 -0.09 2024-03-20
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.34 0.29 $-0.19 -0.02 -0.04 1.19 0.85 11.45 11.26 0.34 $34.00 1150.00 26 128.0 968.000 -0.19 2024-03-19
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.39 0.33 $-0.05 -0.00 0.00 1.19 0.80 11.45 11.40 0.39 $39.00 1150.00 25 273.0 716.000 -0.05 2024-03-18
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.17 0.14 $-0.41 -0.04 0.01 1.19 1.02 11.45 11.04 0.17 $17.00 1150.00 22 62.0 674.000 -0.41 2024-03-15
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.17 -0.14 $-0.76 -0.07 0.04 1.19 1.36 11.45 10.69 -0.17 $-17.00 1150.00 21 94.0 682.000 -0.76 2024-03-14
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.43 0.36 $0.26 0.02 0.01 1.19 0.76 11.45 11.71 0.43 $43.00 1150.00 20 498.0 696.000 0.26 2024-03-13
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.63 0.53 $0.92 0.08 0.00 1.19 0.56 11.45 12.37 0.63 $63.00 1150.00 19 527.0 718.000 0.92 2024-03-12
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.69 0.58 $1.24 0.11 0.04 1.19 0.50 11.45 12.69 0.69 $69.00 1150.00 18 247.0 608.000 1.24 2024-03-11
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.62 0.52 $1.33 0.12 0.05 1.19 0.57 11.45 12.78 0.62 $62.00 1150.00 15 92.0 560.000 1.33 2024-03-08
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.54 0.45 $1.06 0.09 0.09 1.19 0.65 11.45 12.51 0.54 $54.00 1150.00 14 193.0 494.000 1.06 2024-03-07
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.15 -0.13 $-0.42 -0.04 0.11 1.19 1.34 11.45 11.03 -0.15 $-15.00 1150.00 13 6.0 494.000 -0.42 2024-03-06
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.36 -0.30 $-0.48 -0.04 0.17 1.19 1.55 11.45 10.97 -0.36 $-36.00 1150.00 12 2.0 494.000 -0.48 2024-03-05
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.21 -0.18 $-0.54 -0.05 -0.73 1.19 1.40 11.45 10.91 -0.21 $-21.00 1150.00 11 5.0 0.000 -0.54 2024-03-04
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.09 0.08 $-0.10 -0.01 0.00 1.19 1.10 11.45 11.35 0.09 $9.00 1150.00 10 59.0 497.000 -0.10 2024-03-03
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.09 0.08 $-0.10 -0.01 0.00 1.19 1.10 11.45 11.35 0.09 $9.00 1150.00 9 59.0 497.000 -0.10 2024-03-02
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.16 0.13 $0.06 0.01 0.01 1.19 1.03 11.45 11.51 0.16 $16.00 1150.00 8 57.0 497.000 0.06 2024-03-01
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.01 0.01 $-0.13 -0.01 0.01 1.19 1.18 11.45 11.32 0.01 $1.00 1150.00 7 79.0 468.000 -0.13 2024-02-29
RIVN240405P00011500 RIVN PUT Short 11.50 None $0.05 0.04 $-0.15 -0.01 -0.00 1.19 1.14 11.45 11.30 0.05 $5.00 1150.00 6 174.0 416.000 -0.15 2024-02-28
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.01 -0.01 $-0.31 -0.03 -0.00 1.19 1.20 11.45 11.14 -0.01 $-1.00 1150.00 5 252.0 368.000 -0.31 2024-02-27
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.32 -0.27 $-0.75 -0.07 0.00 1.19 1.51 11.45 10.70 -0.32 $-32.00 1150.00 4 18.0 361.000 -0.75 2024-02-26
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.53 -0.45 $-1.38 -0.12 0.07 1.19 1.72 11.45 10.07 -0.53 $-53.00 1150.00 3 333.0 307.000 -1.38 2024-02-25
RIVN240405P00011500 RIVN PUT Short 11.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -1.09 $-0.53 -0.45 $-1.38 -0.12 -0.04 1.19 1.72 11.45 10.07 -0.53 $-53.00 1150.00 1 333.0 307.000 -1.38 2024-02-23
RIVN240405P00011500 RIVN PUT Short 11.50 None $-0.00 -0.00 $0.00 0.00 0.00 1.19 1.19 11.45 11.45 -0.00 $-0.00 1150.00 0 359.0 0.00 2024-02-22

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