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View Outliers PnL Drill-Down: RKLB240920P00007000

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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
2024-08-16	RKLB	RKLB240920P00007000	7.00	157.0	24.000	1.324	0.316	0.2	0.4	-0.010	1.010	1.200	1.25	6.78	2024-09-20	PUT	Long	0.299	0.320	0.125

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	RKLB	0.818	0.105	0.321	0.207	0.245	-0.076	26.37	-0.746	0.0000	3.53	27.28	21	1y	12.86

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
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-1.22	-0.92	$-0.61	-0.09	-0.37	1.32	0.10	6.56	7.17	-1.22	$-122.00	132.00	34	314.0	3187.000	-0.61	2024-09-19
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-1.22	-0.92	$-0.56	-0.09	-0.73	1.32	0.10	6.56	7.12	-1.22	$-122.00	132.00	33	324.0	3202.000	-0.56	2024-09-18
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-1.17	-0.89	$-0.59	-0.09	-0.68	1.32	0.15	6.56	7.15	-1.17	$-117.00	132.00	32	796.0	2940.000	-0.59	2024-09-17
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-1.22	-0.92	$-0.81	-0.12	-0.52	1.32	0.10	6.56	7.37	-1.22	$-122.00	132.00	31	1120.0	2774.000	-0.81	2024-09-16
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-1.19	-0.90	$-0.90	-0.14	-0.51	1.32	0.13	6.56	7.46	-1.19	$-119.00	132.00	29	892.0	2452.000	-0.90	2024-09-14
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-1.20	-0.91	$-0.90	-0.14	-0.62	1.32	0.12	6.56	7.46	-1.20	$-120.00	132.00	28	868.0	2452.000	-0.90	2024-09-13
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.87	-0.66	$-0.30	-0.05	-0.52	1.32	0.45	6.56	6.86	-0.87	$-87.00	132.00	27	181.0	2413.000	-0.30	2024-09-12
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.77	-0.58	$-0.12	-0.02	-0.52	1.32	0.55	6.56	6.68	-0.77	$-77.00	132.00	26	61.0	2454.000	-0.12	2024-09-11
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.27	-0.20	$0.41	0.06	-0.48	1.32	1.05	6.56	6.15	-0.27	$-27.00	132.00	25	26.0	2479.000	0.41	2024-09-10
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.43	-0.33	$0.42	0.06	-0.39	1.32	0.89	6.56	6.14	-0.43	$-43.00	132.00	24	18.0	2487.000	0.42	2024-09-09
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.02	-0.02	$0.75	0.11	-0.25	1.32	1.30	6.56	5.81	-0.02	$-2.00	132.00	23	15.0	2491.000	0.75	2024-09-08
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.02	-0.02	$0.75	0.11	-0.54	1.32	1.30	6.56	5.81	-0.02	$-2.00	132.00	21	15.0	2491.000	0.75	2024-09-06
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.27	-0.20	$0.48	0.07	-0.50	1.32	1.05	6.56	6.08	-0.27	$-27.00	132.00	20	152.0	2612.000	0.48	2024-09-05
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.47	-0.36	$0.22	0.03	-0.44	1.32	0.85	6.56	6.34	-0.47	$-47.00	132.00	19	3.0	2612.000	0.22	2024-09-04
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.38	-0.29	$0.29	0.04	-0.51	1.32	0.94	6.56	6.27	-0.38	$-38.00	132.00	15	2.0	2612.000	0.29	2024-08-31
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.38	-0.29	$0.29	0.04	-0.55	1.32	0.94	6.56	6.27	-0.38	$-38.00	132.00	14	2.0	2612.000	0.29	2024-08-30
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.47	-0.36	$0.33	0.05	-0.52	1.32	0.85	6.56	6.23	-0.47	$-47.00	132.00	13	6.0	2616.000	0.33	2024-08-29
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.17	-0.13	$0.47	0.07	-0.44	1.32	1.15	6.56	6.09	-0.17	$-17.00	132.00	12	16.0	2611.000	0.47	2024-08-28
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.52	-0.39	$0.01	0.00	-1.32	1.32	0.80	6.56	6.55	-0.52	$-52.00	132.00	11	143.0	2609.000	0.01	2024-08-27
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.52	-0.39	$-0.18	-0.03	-0.42	1.32	0.80	6.56	6.74	-0.52	$-52.00	132.00	10	143.0	2510.000	-0.18	2024-08-26
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.52	-0.39	$-0.40	-0.06	-0.29	1.32	0.80	6.56	6.96	-0.52	$-52.00	132.00	9	60.0	2465.000	-0.40	2024-08-25
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.52	-0.39	$-0.40	-0.06	-0.31	1.32	0.80	6.56	6.96	-0.52	$-52.00	132.00	8	60.0	2465.000	-0.40	2024-08-24
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.50	-0.38	$-0.40	-0.06	-0.30	1.32	0.82	6.56	6.96	-0.50	$-50.00	132.00	7	57.0	2465.000	-0.40	2024-08-23
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.44	-0.33	$-0.28	-0.04	-0.29	1.32	0.88	6.56	6.84	-0.44	$-44.00	132.00	6	50.0	2448.000	-0.28	2024-08-22
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.38	-0.29	$-0.44	-0.07	-0.18	1.32	0.94	6.56	7.00	-0.38	$-38.00	132.00	5	221.0	2302.000	-0.44	2024-08-21
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.32	-0.24	$-0.09	-0.01	-0.25	1.32	1.00	6.56	6.65	-0.32	$-32.00	132.00	4	1946.0	448.000	-0.09	2024-08-20
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$-0.21	-0.16	$-0.63	-0.10	0.12	1.32	1.11	6.56	7.19	-0.21	$-21.00	132.00	3	601.0	157.000	-0.63	2024-08-19
RKLB240920P00007000	RKLB	PUT	Long	7.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.07	1.32	1.32	6.56	6.56	0.00	$0.00	132.00	2	162.0	24.000	-0.00	2024-08-18
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.05	1.32	1.32	6.56	6.56	0.00	$0.00	132.00	1	162.0	24.000	-0.00	2024-08-17
RKLB240920P00007000	RKLB	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.32	1.32	6.56	6.56	0.00	$0.00	132.00	0	162.0	24.000	-0.00	2024-08-16

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