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View Outliers PnL Drill-Down: RLX240119P00002500

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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
2023-11-20	RLX	RLX240119P00002500	2.50	13.0	498.000	0.621	0.275	0.0	0.2	-0.010	0.150	0.280	0.35	2.35	2024-01-19	PUT	Long	0.253	0.298	0.175

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	RLX	0.909	0.040	0.247	0.108	0.126	0.032	1.96	0.430	0.0000	1.57	2.15	21	1y	1.63

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
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.35	1.00	$0.55	0.23	0.38	0.35	0.70	2.35	1.80	0.35	$35.00	35.00	59	1.0	47.000	0.55	2024-01-18
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.25	0.71	$0.56	0.24	2.44	0.35	0.60	2.35	1.79	0.25	$25.00	35.00	58	15.0	55.000	0.56	2024-01-17
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.48	0.20	3.19	0.35	0.57	2.35	1.87	0.22	$22.00	35.00	57	1.0	93.000	0.48	2024-01-16
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.46	0.20	1.44	0.35	0.57	2.35	1.89	0.22	$22.00	35.00	53	1.0	93.000	0.46	2024-01-12
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.48	0.20	1.96	0.35	0.57	2.35	1.87	0.22	$22.00	35.00	52	1.0	93.000	0.48	2024-01-11
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.47	0.20	2.57	0.35	0.57	2.35	1.88	0.22	$22.00	35.00	51	1.0	128.000	0.47	2024-01-10
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.47	0.20	1.77	0.35	0.57	2.35	1.88	0.22	$22.00	35.00	50	1.0	128.000	0.47	2024-01-09
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.44	0.19	0.38	0.35	0.57	2.35	1.91	0.22	$22.00	35.00	49	1.0	314.000	0.44	2024-01-08
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.42	0.18	1.32	0.35	0.57	2.35	1.93	0.22	$22.00	35.00	46	1.0	314.000	0.42	2024-01-05
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.40	0.17	-0.62	0.35	0.57	2.35	1.95	0.22	$22.00	35.00	45	1.0	314.000	0.40	2024-01-04
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.40	0.17	-0.62	0.35	0.57	2.35	1.95	0.22	$22.00	35.00	44	1.0	314.000	0.40	2024-01-03
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.40	0.17	-0.62	0.35	0.57	2.35	1.95	0.22	$22.00	35.00	43	1.0	315.000	0.40	2024-01-02
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.35	0.15	0.24	0.35	0.57	2.35	2.00	0.22	$22.00	35.00	42	1.0	315.000	0.35	2024-01-01
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.35	0.15	0.19	0.35	0.57	2.35	2.00	0.22	$22.00	35.00	40	1.0	315.000	0.35	2023-12-30
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.35	0.15	0.16	0.35	0.57	2.35	2.00	0.22	$22.00	35.00	39	1.0	315.000	0.35	2023-12-29
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.43	0.18	0.43	0.35	0.57	2.35	1.92	0.22	$22.00	35.00	38	1.0	315.000	0.43	2023-12-28
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.37	0.16	-0.09	0.35	0.57	2.35	1.98	0.22	$22.00	35.00	37	1.0	315.000	0.37	2023-12-27
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.46	0.20	0.13	0.35	0.57	2.35	1.89	0.22	$22.00	35.00	36	1.0	488.000	0.46	2023-12-26
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.40	0.17	0.35	0.35	0.57	2.35	1.95	0.22	$22.00	35.00	35	1.0	489.000	0.40	2023-12-25
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.40	0.17	0.30	0.35	0.57	2.35	1.95	0.22	$22.00	35.00	33	1.0	489.000	0.40	2023-12-23
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.22	0.63	$0.39	0.17	0.14	0.35	0.57	2.35	1.96	0.22	$22.00	35.00	32	1.0	489.000	0.39	2023-12-22
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.20	0.57	$0.37	0.16	0.64	0.35	0.55	2.35	1.98	0.20	$20.00	35.00	31	20.0	489.000	0.37	2023-12-21
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.20	0.57	$0.31	0.13	0.09	0.35	0.55	2.35	2.04	0.20	$20.00	35.00	30	20.0	489.000	0.31	2023-12-20
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.20	0.57	$0.25	0.11	0.83	0.35	0.55	2.35	2.10	0.20	$20.00	35.00	29	20.0	489.000	0.25	2023-12-19
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.20	0.57	$0.23	0.10	0.14	0.35	0.55	2.35	2.12	0.20	$20.00	35.00	28	20.0	489.000	0.23	2023-12-18
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.20	0.57	$0.25	0.11	-0.10	0.35	0.55	2.35	2.10	0.20	$20.00	35.00	26	20.0	489.000	0.25	2023-12-16
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.20	0.57	$0.25	0.11	0.13	0.35	0.55	2.35	2.10	0.20	$20.00	35.00	25	20.0	489.000	0.25	2023-12-15
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.20	0.57	$0.22	0.09	0.00	0.35	0.55	2.35	2.13	0.20	$20.00	35.00	24	20.0	509.000	0.22	2023-12-14
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.12	0.34	$0.18	0.08	0.22	0.35	0.47	2.35	2.17	0.12	$12.00	35.00	23	2.0	509.000	0.18	2023-12-13
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.12	0.34	$0.32	0.14	1.03	0.35	0.47	2.35	2.03	0.12	$12.00	35.00	22	2.0	0.000	0.32	2023-12-12
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.12	0.34	$0.32	0.14	0.74	0.35	0.47	2.35	2.03	0.12	$12.00	35.00	21	2.0	509.000	0.32	2023-12-11
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.12	0.34	$0.33	0.14	0.00	0.35	0.47	2.35	2.02	0.12	$12.00	35.00	18	2.0	509.000	0.33	2023-12-08
RLX240119P00002500	RLX	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.12	0.34	$0.29	0.12	-0.07	0.35	0.47	2.35	2.06	0.12	$12.00	35.00	17	2.0	509.000	0.29	2023-12-07
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.12	0.34	$0.29	0.12	-0.07	0.35	0.47	2.35	2.06	0.12	$12.00	35.00	16	0.0	509.000	0.29	2023-12-06
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.12	0.34	$0.23	0.10	0.01	0.35	0.47	2.35	2.12	0.12	$12.00	35.00	15	0.0	509.000	0.23	2023-12-05
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.07	0.20	$0.21	0.09	-0.12	0.35	0.42	2.35	2.14	0.07	$7.00	35.00	14	0.0	509.000	0.21	2023-12-04
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.07	0.20	$0.15	0.06	0.02	0.35	0.42	2.35	2.20	0.07	$7.00	35.00	13	0.0	509.000	0.15	2023-12-03
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.07	0.20	$0.15	0.06	0.02	0.35	0.42	2.35	2.20	0.07	$7.00	35.00	12	0.0	509.000	0.15	2023-12-02
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.07	0.20	$0.15	0.06	0.02	0.35	0.42	2.35	2.20	0.07	$7.00	35.00	11	0.0	509.000	0.15	2023-12-01
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.07	0.20	$0.13	0.06	0.04	0.35	0.42	2.35	2.22	0.07	$7.00	35.00	10	0.0	509.000	0.13	2023-11-30
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.07	0.20	$0.11	0.05	-0.62	0.35	0.42	2.35	2.24	0.07	$7.00	35.00	9	0.0	509.000	0.11	2023-11-29
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.07	0.20	$0.08	0.03	0.05	0.35	0.42	2.35	2.27	0.07	$7.00	35.00	8	0.0	500.000	0.08	2023-11-28
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.05	0.14	$0.07	0.03	0.21	0.35	0.40	2.35	2.28	0.05	$5.00	35.00	7	0.0	500.000	0.07	2023-11-27
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.00	0.00	$0.11	0.05	0.06	0.35	0.35	2.35	2.24	0.00	$0.00	35.00	4	0.0	0.000	0.11	2023-11-24
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.00	0.00	$0.15	0.06	-0.62	0.35	0.35	2.35	2.20	0.00	$0.00	35.00	3	0.0	0.000	0.15	2023-11-23
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.00	0.00	$0.15	0.06	0.04	0.35	0.35	2.35	2.20	0.00	$0.00	35.00	2	0.0	500.000	0.15	2023-11-22
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.00	0.00	$0.21	0.09	-0.01	0.35	0.35	2.35	2.14	0.00	$0.00	35.00	1	0.0	500.000	0.21	2023-11-21
RLX240119P00002500	RLX	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	2.35	2.35	0.00	$0.00	35.00	0	0.0	498.000	-0.00	2023-11-20

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