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View Outliers PnL Drill-Down: RIVN241213C00012000

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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
2024-11-13	RIVN	RIVN241213C00012000	12.00	444.0	637.000	0.785	0.238	0.5	0.2	-0.010	1.150	0.850	1.16	12.24	2024-12-13	CALL	Short	0.288	0.317	0.137

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
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$-1.26	-1.37	$-2.17	-0.18	-0.15	0.92	2.18	12.03	14.20	-1.26	$-126.00	1203.00	29	676.0	3505.000	-2.17	2024-12-12
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$-0.89	-0.97	$-1.73	-0.14	0.77	0.92	1.81	12.03	13.76	-0.89	$-89.00	1203.00	28	1243.0	3628.000	-1.73	2024-12-11
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$-1.06	-1.15	$-2.03	-0.17	0.74	0.92	1.98	12.03	14.06	-1.06	$-106.00	1203.00	27	431.0	3840.000	-2.03	2024-12-10
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$-1.51	-1.64	$-2.42	-0.20	0.07	0.92	2.43	12.03	14.45	-1.51	$-151.00	1203.00	26	795.0	4050.000	-2.42	2024-12-09
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$-0.22	-0.24	$-0.97	-0.08	0.21	0.92	1.14	12.03	13.00	-0.22	$-22.00	1203.00	25	3051.0	3699.000	-0.97	2024-12-08
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$-0.18	-0.20	$-0.97	-0.08	-0.05	0.92	1.10	12.03	13.00	-0.18	$-18.00	1203.00	23	1932.0	3699.000	-0.97	2024-12-06
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.24	0.26	$-0.31	-0.03	-0.02	0.92	0.68	12.03	12.34	0.24	$24.00	1203.00	22	2396.0	3373.000	-0.31	2024-12-05
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.49	0.53	$0.07	0.01	-0.06	0.92	0.43	12.03	11.96	0.49	$49.00	1203.00	21	2692.0	4143.000	0.07	2024-12-04
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.40	0.43	$0.15	0.01	0.03	0.92	0.52	12.03	11.88	0.40	$40.00	1203.00	20	1347.0	3611.000	0.15	2024-12-03
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.48	0.52	$0.16	0.01	-0.07	0.92	0.44	12.03	11.87	0.48	$48.00	1203.00	19	2046.0	2623.000	0.16	2024-12-02
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.12	0.13	$-0.20	-0.02	-0.65	0.92	0.80	12.03	12.23	0.12	$12.00	1203.00	18	1077.0	0.000	-0.20	2024-12-01
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.12	0.13	$-0.20	-0.02	0.06	0.92	0.80	12.03	12.23	0.12	$12.00	1203.00	17	1077.0	0.000	-0.20	2024-11-30
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.11	0.12	$-0.19	-0.02	0.04	0.92	0.81	12.03	12.22	0.11	$11.00	1203.00	15	1570.0	2059.000	-0.19	2024-11-28
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.22	0.24	$-0.29	-0.02	-0.12	0.92	0.70	12.03	12.32	0.22	$22.00	1203.00	14	39.0	2059.000	-0.29	2024-11-27
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.30	0.33	$0.48	0.04	0.04	0.92	0.62	12.03	11.55	0.30	$30.00	1203.00	13	1452.0	1797.000	0.48	2024-11-26
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.47	0.51	$0.43	0.04	-0.04	0.92	0.45	12.03	11.60	0.47	$47.00	1203.00	12	1460.0	1022.000	0.43	2024-11-25
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.75	0.82	$1.79	0.15	0.07	0.92	0.17	12.03	10.24	0.75	$75.00	1203.00	11	245.0	881.000	1.79	2024-11-24
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.75	0.82	$1.79	0.15	0.04	0.92	0.17	12.03	10.24	0.75	$75.00	1203.00	10	245.0	881.000	1.79	2024-11-23
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.72	0.78	$1.79	0.15	0.03	0.92	0.20	12.03	10.24	0.72	$72.00	1203.00	9	240.0	881.000	1.79	2024-11-22
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.73	0.79	$2.01	0.17	0.04	0.92	0.19	12.03	10.02	0.73	$73.00	1203.00	8	112.0	863.000	2.01	2024-11-21
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.75	0.82	$1.98	0.16	0.04	0.92	0.17	12.03	10.05	0.75	$75.00	1203.00	7	49.0	847.000	1.98	2024-11-20
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.72	0.78	$1.86	0.15	0.06	0.92	0.20	12.03	10.17	0.72	$72.00	1203.00	6	62.0	818.000	1.86	2024-11-19
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.71	0.77	$1.96	0.16	0.08	0.92	0.21	12.03	10.07	0.71	$71.00	1203.00	5	455.0	489.000	1.96	2024-11-18
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.68	0.74	$1.97	0.16	0.12	0.92	0.24	12.03	10.06	0.68	$68.00	1203.00	4	110.0	424.000	1.97	2024-11-17
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.68	0.74	$1.97	0.16	0.11	0.92	0.24	12.03	10.06	0.68	$68.00	1203.00	3	110.0	424.000	1.97	2024-11-16
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.68	0.74	$1.97	0.16	0.08	0.92	0.24	12.03	10.06	0.68	$68.00	1203.00	2	100.0	424.000	1.97	2024-11-15
RIVN241213C00012000	RIVN	CALL	Short	12.00	None	$0.58	0.63	$1.72	0.14	0.10	0.92	0.34	12.03	10.31	0.58	$58.00	1203.00	1	209.0	381.000	1.72	2024-11-14
RIVN241213C00012000	RIVN	CALL	Short	12.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.00	-0.00	$-0.00	-0.00	0.00	0.92	0.92	12.03	12.03	-0.00	$-0.00	1203.00	0	521.0	637.000	-0.00	2024-11-13

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