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View Outliers PnL Drill-Down: RNA240315P00005000

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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
2023-11-28	RNA	RNA240315P00005000	5.00	4.0	25.000	0.770	0.444	2.2	0.0	0.000	2.340	0.170	0.40	7.12	2024-03-15	PUT	Long	0.392	0.418	0.149

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	RNA	0.727	0.126	0.329	0.209	0.147	-0.112	32.74	-22.199	0.0000	8.40	52.50	21	1y	46.08

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
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-16.89	-2.39	8.36	0.40	0.10	7.08	23.97	-0.30	$-30.00	40.00	107	2.0	107.000	-16.89	2024-03-14
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-17.75	-2.51	8.55	0.40	0.10	7.08	24.83	-0.30	$-30.00	40.00	106	2.0	107.000	-17.75	2024-03-13
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-15.61	-2.20	5.55	0.40	0.10	7.08	22.69	-0.30	$-30.00	40.00	105	2.0	107.000	-15.61	2024-03-12
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-13.94	-1.97	4.64	0.40	0.10	7.08	21.02	-0.30	$-30.00	40.00	104	2.0	107.000	-13.94	2024-03-11
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-14.38	-2.03	3.55	0.40	0.10	7.08	21.46	-0.30	$-30.00	40.00	101	2.0	107.000	-14.38	2024-03-08
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-12.94	-1.83	3.18	0.40	0.10	7.08	20.02	-0.30	$-30.00	40.00	100	2.0	107.000	-12.94	2024-03-07
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-12.94	-1.83	2.96	0.40	0.10	7.08	20.02	-0.30	$-30.00	40.00	99	2.0	107.000	-12.94	2024-03-06
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-11.78	-1.66	2.68	0.40	0.10	7.08	18.86	-0.30	$-30.00	40.00	98	2.0	107.000	-11.78	2024-03-05
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-11.78	-1.66	-0.26	0.40	0.10	7.08	18.86	-0.30	$-30.00	40.00	97	2.0	0.000	-11.78	2024-03-04
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-13.03	-1.84	2.52	0.40	0.10	7.08	20.11	-0.30	$-30.00	40.00	96	2.0	107.000	-13.03	2024-03-03
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-13.03	-1.84	2.52	0.40	0.10	7.08	20.11	-0.30	$-30.00	40.00	95	2.0	107.000	-13.03	2024-03-02
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-13.06	-1.84	-0.26	0.40	0.10	7.08	20.14	-0.30	$-30.00	40.00	94	2.0	107.000	-13.06	2024-03-01
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-11.22	-1.58	2.02	0.40	0.10	7.08	18.30	-0.30	$-30.00	40.00	93	2.0	107.000	-11.22	2024-02-29
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-8.18	-1.16	2.64	0.40	0.10	7.08	15.26	-0.30	$-30.00	40.00	92	2.0	107.000	-8.18	2024-02-28
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-8.23	-1.16	2.46	0.40	0.10	7.08	15.31	-0.30	$-30.00	40.00	91	2.0	107.000	-8.23	2024-02-27
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-7.43	-1.05	2.27	0.40	0.10	7.08	14.51	-0.30	$-30.00	40.00	90	2.0	107.000	-7.43	2024-02-26
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-6.96	-0.98	2.21	0.40	0.10	7.08	14.04	-0.30	$-30.00	40.00	89	2.0	107.000	-6.96	2024-02-25
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-6.96	-0.98	2.00	0.40	0.10	7.08	14.04	-0.30	$-30.00	40.00	87	2.0	107.000	-6.96	2024-02-23
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-7.46	-1.05	2.00	0.40	0.10	7.08	14.54	-0.30	$-30.00	40.00	86	2.0	107.000	-7.46	2024-02-22
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-7.31	-1.03	1.92	0.40	0.10	7.08	14.39	-0.30	$-30.00	40.00	85	2.0	107.000	-7.31	2024-02-21
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-6.90	-0.97	1.82	0.40	0.10	7.08	13.98	-0.30	$-30.00	40.00	84	2.0	107.000	-6.90	2024-02-20
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-7.10	-1.00	1.84	0.40	0.10	7.08	14.18	-0.30	$-30.00	40.00	83	2.0	107.000	-7.10	2024-02-19
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-6.27	-0.89	1.32	0.40	0.10	7.08	13.35	-0.30	$-30.00	40.00	73	2.0	107.000	-6.27	2024-02-09
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-5.43	-0.77	1.20	0.40	0.10	7.08	12.51	-0.30	$-30.00	40.00	72	2.0	107.000	-5.43	2024-02-08
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-5.06	-0.71	1.13	0.40	0.10	7.08	12.14	-0.30	$-30.00	40.00	71	2.0	107.000	-5.06	2024-02-07
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-5.24	-0.74	1.13	0.40	0.10	7.08	12.32	-0.30	$-30.00	40.00	70	2.0	107.000	-5.24	2024-02-06
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-4.56	-0.64	-0.26	0.40	0.10	7.08	11.64	-0.30	$-30.00	40.00	69	2.0	107.000	-4.56	2024-02-05
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-4.55	-0.64	-0.26	0.40	0.10	7.08	11.63	-0.30	$-30.00	40.00	68	3.0	109.000	-4.55	2024-02-04
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-4.55	-0.64	0.96	0.40	0.10	7.08	11.63	-0.30	$-30.00	40.00	66	3.0	109.000	-4.55	2024-02-02
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-5.06	-0.71	0.93	0.40	0.10	7.08	12.14	-0.30	$-30.00	40.00	65	3.0	109.000	-5.06	2024-02-01
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-5.15	-0.73	0.75	0.40	0.10	7.08	12.23	-0.30	$-30.00	40.00	64	3.0	109.000	-5.15	2024-01-31
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-4.72	-0.67	0.99	0.40	0.10	7.08	11.80	-0.30	$-30.00	40.00	63	3.0	109.000	-4.72	2024-01-30
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-5.53	-0.78	0.99	0.40	0.10	7.08	12.61	-0.30	$-30.00	40.00	62	3.0	109.000	-5.53	2024-01-29
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-4.96	-0.70	1.84	0.40	0.10	7.08	12.04	-0.30	$-30.00	40.00	61	3.0	109.000	-4.96	2024-01-28
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-4.96	-0.70	1.82	0.40	0.10	7.08	12.04	-0.30	$-30.00	40.00	60	3.0	109.000	-4.96	2024-01-27
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-4.96	-0.70	1.79	0.40	0.10	7.08	12.04	-0.30	$-30.00	40.00	59	3.0	109.000	-4.96	2024-01-26
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.39	-0.48	0.55	0.40	0.10	7.08	10.47	-0.30	$-30.00	40.00	58	3.0	109.000	-3.39	2024-01-25
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.08	-0.44	0.33	0.40	0.10	7.08	10.16	-0.30	$-30.00	40.00	57	3.0	109.000	-3.08	2024-01-24
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.23	-0.46	0.50	0.40	0.10	7.08	10.31	-0.30	$-30.00	40.00	56	3.0	109.000	-3.23	2024-01-23
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.29	-0.46	0.63	0.40	0.10	7.08	10.37	-0.30	$-30.00	40.00	55	3.0	109.000	-3.29	2024-01-22
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.08	-0.44	0.51	0.40	0.10	7.08	10.16	-0.30	$-30.00	40.00	52	3.0	109.000	-3.08	2024-01-19
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.35	-0.47	0.53	0.40	0.10	7.08	10.43	-0.30	$-30.00	40.00	51	3.0	109.000	-3.35	2024-01-18
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.67	-0.52	0.68	0.40	0.10	7.08	10.75	-0.30	$-30.00	40.00	50	3.0	109.000	-3.67	2024-01-17
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.30	-0.75	$-3.96	-0.56	0.43	0.40	0.10	7.08	11.04	-0.30	$-30.00	40.00	49	3.0	106.000	-3.96	2024-01-16
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-4.27	-0.60	0.56	0.40	0.15	7.08	11.35	-0.25	$-25.00	40.00	45	100.0	106.000	-4.27	2024-01-12
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-4.17	-0.59	0.60	0.40	0.15	7.08	11.25	-0.25	$-25.00	40.00	44	100.0	106.000	-4.17	2024-01-11
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-4.34	-0.61	0.55	0.40	0.15	7.08	11.42	-0.25	$-25.00	40.00	43	100.0	106.000	-4.34	2024-01-10
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-4.38	-0.62	0.75	0.40	0.15	7.08	11.46	-0.25	$-25.00	40.00	42	100.0	18.000	-4.38	2024-01-09
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-4.38	-0.62	1.38	0.40	0.15	7.08	11.46	-0.25	$-25.00	40.00	41	10.0	18.000	-4.38	2024-01-08
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-2.57	-0.36	0.91	0.40	0.15	7.08	9.65	-0.25	$-25.00	40.00	38	10.0	18.000	-2.57	2024-01-05
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-2.76	-0.39	-0.26	0.40	0.15	7.08	9.84	-0.25	$-25.00	40.00	37	10.0	18.000	-2.76	2024-01-04
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-2.48	-0.35	-0.26	0.40	0.15	7.08	9.56	-0.25	$-25.00	40.00	36	10.0	18.000	-2.48	2024-01-03
RNA240315P00005000	RNA	PUT	Long	5.00	None	$-0.25	-0.62	$-2.08	-0.29	-0.51	0.40	0.15	7.08	9.16	-0.25	$-25.00	40.00	35	10.0	18.000	-2.08	2024-01-02
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.97	-0.28	0.32	0.40	0.40	7.08	9.05	0.00	$0.00	40.00	34	4.0	28.000	-1.97	2024-01-01
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.97	-0.28	0.31	0.40	0.40	7.08	9.05	0.00	$0.00	40.00	32	4.0	28.000	-1.97	2023-12-30
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.97	-0.28	0.29	0.40	0.40	7.08	9.05	0.00	$0.00	40.00	31	4.0	28.000	-1.97	2023-12-29
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.25	-0.32	0.33	0.40	0.40	7.08	9.33	0.00	$0.00	40.00	30	4.0	28.000	-2.25	2023-12-28
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.28	-0.32	0.36	0.40	0.40	7.08	9.36	0.00	$0.00	40.00	29	4.0	28.000	-2.28	2023-12-27
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.29	-0.32	0.67	0.40	0.40	7.08	9.37	0.00	$0.00	40.00	28	4.0	28.000	-2.29	2023-12-26
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.14	-0.30	0.29	0.40	0.40	7.08	9.22	0.00	$0.00	40.00	27	4.0	28.000	-2.14	2023-12-25
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.14	-0.30	0.28	0.40	0.40	7.08	9.22	0.00	$0.00	40.00	25	4.0	28.000	-2.14	2023-12-23
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.14	-0.30	0.31	0.40	0.40	7.08	9.22	0.00	$0.00	40.00	24	4.0	28.000	-2.14	2023-12-22
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.00	-0.28	0.25	0.40	0.40	7.08	9.08	0.00	$0.00	40.00	23	4.0	28.000	-2.00	2023-12-21
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.93	-0.27	0.23	0.40	0.40	7.08	9.01	0.00	$0.00	40.00	22	4.0	28.000	-1.93	2023-12-20
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-2.03	-0.29	0.28	0.40	0.40	7.08	9.11	0.00	$0.00	40.00	21	4.0	28.000	-2.03	2023-12-19
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.68	-0.24	0.16	0.40	0.40	7.08	8.76	0.00	$0.00	40.00	20	4.0	28.000	-1.68	2023-12-18
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.57	-0.22	0.17	0.40	0.40	7.08	8.65	0.00	$0.00	40.00	18	4.0	28.000	-1.57	2023-12-16
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.57	-0.22	0.16	0.40	0.40	7.08	8.65	0.00	$0.00	40.00	17	4.0	28.000	-1.57	2023-12-15
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.95	-0.13	0.11	0.40	0.40	7.08	8.03	0.00	$0.00	40.00	16	4.0	28.000	-0.95	2023-12-14
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.75	-0.11	0.12	0.40	0.40	7.08	7.83	0.00	$0.00	40.00	15	4.0	28.000	-0.75	2023-12-13
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.02	-0.00	0.03	0.40	0.40	7.08	7.10	0.00	$0.00	40.00	14	4.0	0.000	-0.02	2023-12-12
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.05	-0.01	0.12	0.40	0.40	7.08	7.13	0.00	$0.00	40.00	13	4.0	28.000	-0.05	2023-12-11
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.46	-0.06	0.66	0.40	0.40	7.08	7.54	0.00	$0.00	40.00	10	4.0	28.000	-0.46	2023-12-08
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.97	-0.14	0.19	0.40	0.40	7.08	8.05	0.00	$0.00	40.00	9	4.0	28.000	-0.97	2023-12-07
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.85	-0.12	0.25	0.40	0.40	7.08	7.93	0.00	$0.00	40.00	8	0.0	28.000	-0.85	2023-12-06
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.64	-0.09	0.10	0.40	0.40	7.08	7.72	0.00	$0.00	40.00	7	0.0	28.000	-0.64	2023-12-05
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.95	-0.13	0.10	0.40	0.40	7.08	8.03	0.00	$0.00	40.00	6	0.0	28.000	-0.95	2023-12-04
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.02	-0.14	0.11	0.40	0.40	7.08	8.10	0.00	$0.00	40.00	5	0.0	28.000	-1.02	2023-12-03
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.02	-0.14	0.10	0.40	0.40	7.08	8.10	0.00	$0.00	40.00	4	0.0	28.000	-1.02	2023-12-02
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-1.02	-0.14	0.10	0.40	0.40	7.08	8.10	0.00	$0.00	40.00	3	0.0	28.000	-1.02	2023-12-01
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.73	-0.10	0.15	0.40	0.40	7.08	7.81	0.00	$0.00	40.00	2	0.0	28.000	-0.73	2023-11-30
RNA240315P00005000	RNA	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.63	$0.00	0.00	$-0.73	-0.10	0.15	0.40	0.40	7.08	7.81	0.00	$0.00	40.00	1	0.0	28.000	-0.73	2023-11-29
RNA240315P00005000	RNA	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	7.08	7.08	0.00	$0.00	40.00	0	0.0	25.000	-0.00	2023-11-28

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