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View Outliers PnL Drill-Down: RIVN240419P00012500

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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	RIVN240419P00012500	12.50	1312.0	3180.000	0.725	0.435	0.3	1.4	0.030	0.730	1.790	2.02	11.38	2024-04-19	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
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-1.70	-0.87	$-2.62	-0.23	3.57	1.95	3.65	11.45	8.83	-1.70	$-170.00	1250.00	56	76.0	10362.000	-2.62	2024-04-18
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-1.75	-0.90	$-2.71	-0.24	1.58	1.95	3.70	11.45	8.74	-1.75	$-175.00	1250.00	55	1285.0	14143.000	-2.71	2024-04-17
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-1.77	-0.91	$-2.74	-0.24	1.94	1.95	3.72	11.45	8.71	-1.77	$-177.00	1250.00	54	253.0	14693.000	-2.74	2024-04-16
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-2.10	-1.08	$-3.05	-0.27	1.93	1.95	4.05	11.45	8.40	-2.10	$-210.00	1250.00	53	659.0	15758.000	-3.05	2024-04-15
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-1.40	-0.72	$-2.32	-0.20	0.47	1.95	3.35	11.45	9.13	-1.40	$-140.00	1250.00	50	39.0	16085.000	-2.32	2024-04-12
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-1.09	-0.56	$-1.88	-0.16	0.22	1.95	3.04	11.45	9.57	-1.09	$-109.00	1250.00	49	91.0	16384.000	-1.88	2024-04-11
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.34	-0.17	$-1.18	-0.10	0.00	1.95	2.29	11.45	10.27	-0.34	$-34.00	1250.00	48	4.0	16383.000	-1.18	2024-04-10
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.06	0.03	$-0.82	-0.07	-0.14	1.95	1.89	11.45	10.63	0.06	$6.00	1250.00	47	42.0	16396.000	-0.82	2024-04-09
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.17	-0.09	$-1.01	-0.09	-0.06	1.95	2.12	11.45	10.44	-0.17	$-17.00	1250.00	46	56.0	16410.000	-1.01	2024-04-08
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.47	-0.24	$-1.35	-0.12	0.07	1.95	2.42	11.45	10.10	-0.47	$-47.00	1250.00	43	180.0	16428.000	-1.35	2024-04-05
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.41	-0.21	$-1.32	-0.12	-0.17	1.95	2.36	11.45	10.13	-0.41	$-41.00	1250.00	42	63.0	16457.000	-1.32	2024-04-04
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.10	-0.05	$-0.91	-0.08	-0.14	1.95	2.05	11.45	10.54	-0.10	$-10.00	1250.00	41	87.0	16467.000	-0.91	2024-04-03
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.16	-0.08	$-0.94	-0.08	-0.05	1.95	2.11	11.45	10.51	-0.16	$-16.00	1250.00	40	67.0	16479.000	-0.94	2024-04-02
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.25	0.13	$-0.36	-0.03	0.01	1.95	1.70	11.45	11.09	0.25	$25.00	1250.00	39	42.0	16499.000	-0.36	2024-04-01
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.11	0.06	$-0.50	-0.04	-0.05	1.95	1.84	11.45	10.95	0.11	$11.00	1250.00	38	1449.0	16634.000	-0.50	2024-03-31
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.11	0.06	$-0.50	-0.04	-0.09	1.95	1.84	11.45	10.95	0.11	$11.00	1250.00	37	1449.0	16634.000	-0.50	2024-03-30
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.11	0.06	$-0.50	-0.04	-0.10	1.95	1.84	11.45	10.95	0.11	$11.00	1250.00	36	1449.0	16634.000	-0.50	2024-03-29
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.11	0.06	$-0.50	-0.04	-0.01	1.95	1.84	11.45	10.95	0.11	$11.00	1250.00	35	1449.0	16634.000	-0.50	2024-03-28
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.16	0.08	$-0.46	-0.04	-0.05	1.95	1.79	11.45	10.99	0.16	$16.00	1250.00	34	59.0	16636.000	-0.46	2024-03-27
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.10	-0.05	$-0.93	-0.08	-0.08	1.95	2.05	11.45	10.52	-0.10	$-10.00	1250.00	33	200.0	16701.000	-0.93	2024-03-26
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.10	-0.05	$-0.80	-0.07	-0.05	1.95	2.05	11.45	10.65	-0.10	$-10.00	1250.00	32	123.0	16737.000	-0.80	2024-03-25
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.01	0.01	$-0.65	-0.06	-0.09	1.95	1.94	11.45	10.80	0.01	$1.00	1250.00	29	122.0	16794.000	-0.65	2024-03-22
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.16	0.08	$-0.28	-0.02	-0.06	1.95	1.79	11.45	11.17	0.16	$16.00	1250.00	28	428.0	16933.000	-0.28	2024-03-21
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.35	0.18	$-0.09	-0.01	-0.04	1.95	1.60	11.45	11.36	0.35	$35.00	1250.00	27	112.0	16880.000	-0.09	2024-03-20
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.18	0.09	$-0.19	-0.02	-0.01	1.95	1.77	11.45	11.26	0.18	$18.00	1250.00	26	289.0	16911.000	-0.19	2024-03-19
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.26	0.13	$-0.05	-0.00	-0.01	1.95	1.69	11.45	11.40	0.26	$26.00	1250.00	25	77.0	16912.000	-0.05	2024-03-18
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.00	-0.00	$-0.41	-0.04	0.02	1.95	1.95	11.45	11.04	-0.00	$-0.00	1250.00	22	1037.0	16311.000	-0.41	2024-03-15
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.32	-0.16	$-0.76	-0.07	0.05	1.95	2.27	11.45	10.69	-0.32	$-32.00	1250.00	21	1640.0	16102.000	-0.76	2024-03-14
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.38	0.19	$0.26	0.02	0.00	1.95	1.57	11.45	11.71	0.38	$38.00	1250.00	20	389.0	16090.000	0.26	2024-03-13
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.72	0.37	$0.92	0.08	-0.01	1.95	1.23	11.45	12.37	0.72	$72.00	1250.00	19	442.0	16075.000	0.92	2024-03-12
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.80	0.41	$1.24	0.11	0.04	1.95	1.15	11.45	12.69	0.80	$80.00	1250.00	18	2351.0	15062.000	1.24	2024-03-11
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.76	0.39	$1.33	0.12	0.03	1.95	1.19	11.45	12.78	0.76	$76.00	1250.00	15	3093.0	14543.000	1.33	2024-03-08
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.58	0.30	$1.06	0.09	0.07	1.95	1.37	11.45	12.51	0.58	$58.00	1250.00	14	1311.0	13758.000	1.06	2024-03-07
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.13	-0.07	$-0.42	-0.04	0.01	1.95	2.08	11.45	11.03	-0.13	$-13.00	1250.00	13	93.0	13870.000	-0.42	2024-03-06
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.43	-0.22	$-0.49	-0.04	0.14	1.95	2.38	11.45	10.96	-0.43	$-43.00	1250.00	12	38.0	13932.000	-0.49	2024-03-05
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.26	-0.13	$-0.54	-0.05	-0.73	1.95	2.21	11.45	10.91	-0.26	$-26.00	1250.00	11	289.0	0.000	-0.54	2024-03-04
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.03	0.02	$-0.10	-0.01	0.00	1.95	1.92	11.45	11.35	0.03	$3.00	1250.00	10	328.0	13881.000	-0.10	2024-03-03
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$0.09	0.05	$0.06	0.01	0.02	1.95	1.86	11.45	11.51	0.09	$9.00	1250.00	8	179.0	13881.000	0.06	2024-03-01
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.02	-0.01	$-0.13	-0.01	0.02	1.95	1.97	11.45	11.32	-0.02	$-2.00	1250.00	7	549.0	13939.000	-0.13	2024-02-29
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.02	-0.01	$-0.15	-0.01	0.00	1.95	1.97	11.45	11.30	-0.02	$-2.00	1250.00	6	10126.0	4754.000	-0.15	2024-02-28
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.11	-0.06	$-0.31	-0.03	-0.02	1.95	2.06	11.45	11.14	-0.11	$-11.00	1250.00	5	456.0	4526.000	-0.31	2024-02-27
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.51	-0.26	$-0.75	-0.07	0.01	1.95	2.46	11.45	10.70	-0.51	$-51.00	1250.00	4	360.0	4366.000	-0.75	2024-02-26
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.91	-0.47	$-1.38	-0.12	0.05	1.95	2.86	11.45	10.07	-0.91	$-91.00	1250.00	3	875.0	3868.000	-1.38	2024-02-25
RIVN240419P00012500	RIVN	PUT	Short	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.56; Exit EQ PnL: -1.09	$-0.91	-0.47	$-1.38	-0.12	0.02	1.95	2.86	11.45	10.07	-0.91	$-91.00	1250.00	1	874.0	3868.000	-1.38	2024-02-23
RIVN240419P00012500	RIVN	PUT	Short	12.50	None	$-0.00	-0.00	$0.00	0.00	0.00	1.95	1.95	11.45	11.45	-0.00	$-0.00	1250.00	0	1381.0	3180.000	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