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View Outliers PnL Drill-Down: RIVN240405P00012000

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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 RIVN240405P00012000 12.00 3.0 0.729 0.369 0.3 0.8 0.030 0.810 1.300 1.75 11.45 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
RIVN240405P00012000 RIVN PUT Short 12.00 None $-0.08 -0.05 $-1.32 -0.12 -0.23 1.75 1.83 11.45 10.13 -0.08 $-8.00 1200.00 42 176.0 810.000 -1.32 2024-04-04
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.26 0.15 $-0.91 -0.08 0.24 1.75 1.49 11.45 10.54 0.26 $26.00 1200.00 41 123.0 966.000 -0.91 2024-04-03
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.25 0.14 $-0.94 -0.08 0.05 1.75 1.50 11.45 10.51 0.25 $25.00 1200.00 40 83.0 1013.000 -0.94 2024-04-02
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.72 0.41 $-0.36 -0.03 -0.73 1.75 1.03 11.45 11.09 0.72 $72.00 1200.00 39 60.0 1013.000 -0.36 2024-04-01
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.58 0.33 $-0.50 -0.04 0.19 1.75 1.17 11.45 10.95 0.58 $58.00 1200.00 38 1404.0 531.000 -0.50 2024-03-31
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.58 0.33 $-0.50 -0.04 0.05 1.75 1.17 11.45 10.95 0.58 $58.00 1200.00 37 1404.0 531.000 -0.50 2024-03-30
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.58 0.33 $-0.50 -0.04 -0.00 1.75 1.17 11.45 10.95 0.58 $58.00 1200.00 36 1404.0 531.000 -0.50 2024-03-29
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.56 0.32 $-0.50 -0.04 0.00 1.75 1.19 11.45 10.95 0.56 $56.00 1200.00 35 1391.0 531.000 -0.50 2024-03-28
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.57 0.33 $-0.46 -0.04 -0.03 1.75 1.18 11.45 10.99 0.57 $57.00 1200.00 34 66.0 577.000 -0.46 2024-03-27
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.11 0.06 $-0.93 -0.08 -0.15 1.75 1.64 11.45 10.52 0.11 $11.00 1200.00 33 70.0 587.000 -0.93 2024-03-26
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.26 0.15 $-0.80 -0.07 0.03 1.75 1.49 11.45 10.65 0.26 $26.00 1200.00 32 27.0 580.000 -0.80 2024-03-25
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.36 0.21 $-0.65 -0.06 -0.08 1.75 1.39 11.45 10.80 0.36 $36.00 1200.00 29 129.0 492.000 -0.65 2024-03-22
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.65 0.37 $-0.28 -0.02 -0.08 1.75 1.10 11.45 11.17 0.65 $65.00 1200.00 28 2.0 489.000 -0.28 2024-03-21
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.71 0.41 $-0.09 -0.01 -0.06 1.75 1.04 11.45 11.36 0.71 $71.00 1200.00 27 105.0 399.000 -0.09 2024-03-20
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.57 0.33 $-0.19 -0.02 0.02 1.75 1.18 11.45 11.26 0.57 $57.00 1200.00 26 39.0 428.000 -0.19 2024-03-19
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.66 0.38 $-0.05 -0.00 0.00 1.75 1.09 11.45 11.40 0.66 $66.00 1200.00 25 79.0 382.000 -0.05 2024-03-18
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.38 0.22 $-0.41 -0.04 0.03 1.75 1.37 11.45 11.04 0.38 $38.00 1200.00 22 11.0 378.000 -0.41 2024-03-15
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.06 0.03 $-0.76 -0.07 0.08 1.75 1.69 11.45 10.69 0.06 $6.00 1200.00 21 175.0 362.000 -0.76 2024-03-14
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.71 0.41 $0.26 0.02 0.02 1.75 1.04 11.45 11.71 0.71 $71.00 1200.00 20 162.0 239.000 0.26 2024-03-13
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.98 0.56 $0.92 0.08 0.00 1.75 0.77 11.45 12.37 0.98 $98.00 1200.00 19 104.0 241.000 0.92 2024-03-12
RIVN240405P00012000 RIVN PUT Short 12.00 None $1.06 0.61 $1.24 0.11 0.05 1.75 0.69 11.45 12.69 1.06 $106.00 1200.00 18 110.0 235.000 1.24 2024-03-11
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.99 0.57 $1.33 0.12 0.06 1.75 0.76 11.45 12.78 0.99 $99.00 1200.00 15 105.0 189.000 1.33 2024-03-08
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.84 0.48 $1.06 0.09 0.10 1.75 0.91 11.45 12.51 0.84 $84.00 1200.00 14 44.0 158.000 1.06 2024-03-07
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.11 0.06 $-0.42 -0.04 0.10 1.75 1.64 11.45 11.03 0.11 $11.00 1200.00 13 1.0 158.000 -0.42 2024-03-06
RIVN240405P00012000 RIVN PUT Short 12.00 None $-0.18 -0.10 $-0.49 -0.04 0.14 1.75 1.93 11.45 10.96 -0.18 $-18.00 1200.00 12 2.0 157.000 -0.49 2024-03-05
RIVN240405P00012000 RIVN PUT Short 12.00 None $-0.18 -0.10 $-0.54 -0.05 -0.73 1.75 1.93 11.45 10.91 -0.18 $-18.00 1200.00 11 2.0 0.000 -0.54 2024-03-04
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.29 0.17 $-0.10 -0.01 0.01 1.75 1.46 11.45 11.35 0.29 $29.00 1200.00 10 101.0 157.000 -0.10 2024-03-03
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.29 0.17 $-0.10 -0.01 0.01 1.75 1.46 11.45 11.35 0.29 $29.00 1200.00 9 101.0 157.000 -0.10 2024-03-02
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.29 0.17 $0.06 0.01 0.01 1.75 1.46 11.45 11.51 0.29 $29.00 1200.00 8 101.0 157.000 0.06 2024-03-01
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.29 0.17 $-0.13 -0.01 0.02 1.75 1.46 11.45 11.32 0.29 $29.00 1200.00 7 100.0 107.000 -0.13 2024-02-29
RIVN240405P00012000 RIVN PUT Short 12.00 None $0.33 0.19 $-0.15 -0.01 0.00 1.75 1.42 11.45 11.30 0.33 $33.00 1200.00 6 46.0 62.000 -0.15 2024-02-28
RIVN240405P00012000 RIVN PUT Short 12.00 None $-0.08 -0.05 $-0.31 -0.03 -0.01 1.75 1.83 11.45 11.14 -0.08 $-8.00 1200.00 5 160.0 62.000 -0.31 2024-02-27
RIVN240405P00012000 RIVN PUT Short 12.00 None $-0.08 -0.05 $-0.75 -0.07 0.01 1.75 1.83 11.45 10.70 -0.08 $-8.00 1200.00 4 160.0 15.000 -0.75 2024-02-26
RIVN240405P00012000 RIVN PUT Short 12.00 None $-0.53 -0.30 $-1.38 -0.12 0.10 1.75 2.28 11.45 10.07 -0.53 $-53.00 1200.00 3 20.0 3.000 -1.38 2024-02-25
RIVN240405P00012000 RIVN PUT Short 12.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.09 $-0.53 -0.30 $-1.38 -0.12 0.08 1.75 2.28 11.45 10.07 -0.53 $-53.00 1200.00 1 20.0 3.000 -1.38 2024-02-23
RIVN240405P00012000 RIVN PUT Short 12.00 None $-0.00 -0.00 $0.00 0.00 0.00 1.75 1.75 11.45 11.45 -0.00 $-0.00 1200.00 0 3.0 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