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View Outliers PnL Drill-Down: RLAY241018P00007500

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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
2024-09-09	RLAY	RLAY241018P00007500	7.50	174.0	1.000	1.047	0.523	2.1	0.0	-0.110	2.380	0.330	0.47	9.51	2024-10-18	PUT	Long	0.343	0.548	0.524

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	RLAY	1.000	0.140	0.499	0.210	0.206	0.052	4.50	-13.387	0.0000	4.28	12.07	21	1y	6.02

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
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.13	0.28	$2.66	0.28	0.47	0.47	0.60	9.51	6.85	0.13	$13.00	47.00	37	8.0	288.000	2.66	2024-10-16
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.13	0.28	$2.76	0.29	0.41	0.47	0.60	9.51	6.75	0.13	$13.00	47.00	35	8.0	296.000	2.76	2024-10-14
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.93	1.98	$2.71	0.28	0.47	0.47	1.40	9.51	6.80	0.93	$93.00	47.00	32	1.0	296.000	2.71	2024-10-11
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.93	1.98	$2.93	0.31	2.94	0.47	1.40	9.51	6.58	0.93	$93.00	47.00	31	1.0	296.000	2.93	2024-10-10
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.93	1.98	$3.10	0.33	1.54	0.47	1.40	9.51	6.41	0.93	$93.00	47.00	30	1.0	296.000	3.10	2024-10-09
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.73	1.55	$3.17	0.33	-0.06	0.47	1.20	9.51	6.34	0.73	$73.00	47.00	28	3.0	296.000	3.17	2024-10-07
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.53	1.13	$2.98	0.31	-1.05	0.47	1.00	9.51	6.53	0.53	$53.00	47.00	27	2.0	0.000	2.98	2024-10-06
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.53	1.13	$2.98	0.31	0.36	0.47	1.00	9.51	6.53	0.53	$53.00	47.00	26	2.0	296.000	2.98	2024-10-05
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.53	1.13	$2.98	0.31	-0.17	0.47	1.00	9.51	6.53	0.53	$53.00	47.00	25	2.0	296.000	2.98	2024-10-04
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.53	1.13	$3.02	0.32	0.22	0.47	1.00	9.51	6.49	0.53	$53.00	47.00	24	2.0	296.000	3.02	2024-10-03
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.53	1.13	$3.02	0.32	-0.23	0.47	1.00	9.51	6.49	0.53	$53.00	47.00	23	2.0	297.000	3.02	2024-10-02
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.53	1.13	$2.96	0.31	0.04	0.47	1.00	9.51	6.55	0.53	$53.00	47.00	22	1.0	297.000	2.96	2024-10-01
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.12	0.26	$2.43	0.26	-0.27	0.47	0.59	9.51	7.08	0.12	$12.00	47.00	21	8.0	297.000	2.43	2024-09-30
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.12	0.26	$2.05	0.22	-1.05	0.47	0.59	9.51	7.46	0.12	$12.00	47.00	20	8.0	297.000	2.05	2024-09-29
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.12	0.26	$2.05	0.22	0.15	0.47	0.59	9.51	7.46	0.12	$12.00	47.00	19	8.0	297.000	2.05	2024-09-28
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.12	0.26	$2.05	0.22	-0.19	0.47	0.59	9.51	7.46	0.12	$12.00	47.00	18	8.0	297.000	2.05	2024-09-27
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.12	0.26	$2.11	0.22	-0.04	0.47	0.59	9.51	7.40	0.12	$12.00	47.00	17	8.0	297.000	2.11	2024-09-26
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.12	0.26	$2.45	0.26	-0.23	0.47	0.59	9.51	7.06	0.12	$12.00	47.00	16	8.0	297.000	2.45	2024-09-25
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.12	0.26	$2.22	0.23	-0.38	0.47	0.59	9.51	7.29	0.12	$12.00	47.00	15	8.0	296.000	2.22	2024-09-24
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.23	0.49	$2.08	0.22	-0.37	0.47	0.70	9.51	7.43	0.23	$23.00	47.00	14	38.0	296.000	2.08	2024-09-23
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.23	0.49	$2.01	0.21	-1.05	0.47	0.70	9.51	7.50	0.23	$23.00	47.00	13	38.0	0.000	2.01	2024-09-22
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.23	0.49	$2.01	0.21	-0.24	0.47	0.70	9.51	7.50	0.23	$23.00	47.00	11	38.0	281.000	2.01	2024-09-20
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.13	0.28	$1.65	0.17	-0.26	0.47	0.60	9.51	7.86	0.13	$13.00	47.00	10	72.0	281.000	1.65	2024-09-19
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.13	0.28	$1.93	0.20	-0.14	0.47	0.60	9.51	7.58	0.13	$13.00	47.00	9	72.0	281.000	1.93	2024-09-18
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.13	0.28	$1.86	0.20	-0.24	0.47	0.60	9.51	7.65	0.13	$13.00	47.00	8	72.0	209.000	1.86	2024-09-17
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.05	0.11	$1.40	0.15	-0.17	0.47	0.52	9.51	8.11	0.05	$5.00	47.00	7	17.0	194.000	1.40	2024-09-16
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.25	0.53	$1.91	0.20	-0.20	0.47	0.72	9.51	7.60	0.25	$25.00	47.00	5	2.0	193.000	1.91	2024-09-14
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.25	0.53	$1.91	0.20	-0.15	0.47	0.72	9.51	7.60	0.25	$25.00	47.00	4	2.0	193.000	1.91	2024-09-13
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.38	0.81	$1.89	0.20	0.20	0.47	0.85	9.51	7.62	0.38	$38.00	47.00	3	8.0	185.000	1.89	2024-09-12
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.23	0.49	$1.75	0.18	-0.18	0.47	0.70	9.51	7.76	0.23	$23.00	47.00	2	28.0	172.000	1.75	2024-09-11
RLAY241018P00007500	RLAY	PUT	Long	7.50	Underlying has moved in favorable position (0.09884332281808622502628811777) however, position is suffering from IV crush;Exit OP PnL: $-0.07;Exit EQ PnL: 0.94	$0.08	0.17	$0.51	0.05	0.00	0.47	0.55	9.51	9.00	0.08	$8.00	47.00	1	13.0	166.000	0.51	2024-09-10
RLAY241018P00007500	RLAY	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.47	0.47	9.51	9.51	0.00	$0.00	47.00	0	174.0	1.000	-0.00	2024-09-09

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