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View Outliers PnL Drill-Down: RNA240315P00012500

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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
2024-01-26	RNA	RNA240315P00012500	12.50	2.0	5.000	1.218	0.377	0.4	0.8	0.000	1.690	2.090	2.25	12.04	2024-03-15	PUT	Long	0.393	0.413	0.150

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
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.20	-0.98	$-11.93	-0.99	3.22	2.25	0.05	12.04	23.97	-2.20	$-220.00	225.00	48	1.0	488.000	-11.93	2024-03-14
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.20	-0.98	$-12.79	-1.06	3.41	2.25	0.05	12.04	24.83	-2.20	$-220.00	225.00	47	1.0	489.000	-12.79	2024-03-13
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.20	-0.98	$-10.65	-0.88	1.70	2.25	0.05	12.04	22.69	-2.20	$-220.00	225.00	46	3.0	489.000	-10.65	2024-03-12
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.20	-0.98	$-8.98	-0.75	1.13	2.25	0.05	12.04	21.02	-2.20	$-220.00	225.00	45	3.0	489.000	-8.98	2024-03-11
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.20	-0.98	$-9.42	-0.78	0.70	2.25	0.05	12.04	21.46	-2.20	$-220.00	225.00	42	3.0	489.000	-9.42	2024-03-08
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.20	-0.98	$-7.98	-0.66	0.52	2.25	0.05	12.04	20.02	-2.20	$-220.00	225.00	41	2.0	489.000	-7.98	2024-03-07
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.05	-0.91	$-7.98	-0.66	0.44	2.25	0.20	12.04	20.02	-2.05	$-205.00	225.00	40	213.0	489.000	-7.98	2024-03-06
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.05	-0.91	$-6.82	-0.57	0.29	2.25	0.20	12.04	18.86	-2.05	$-205.00	225.00	39	213.0	489.000	-6.82	2024-03-05
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.05	-0.91	$-6.82	-0.57	-0.72	2.25	0.20	12.04	18.86	-2.05	$-205.00	225.00	38	213.0	0.000	-6.82	2024-03-04
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.15	-0.96	$-8.07	-0.67	0.41	2.25	0.10	12.04	20.11	-2.15	$-215.00	225.00	37	462.0	323.000	-8.07	2024-03-03
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.15	-0.96	$-8.07	-0.67	0.41	2.25	0.10	12.04	20.11	-2.15	$-215.00	225.00	36	462.0	323.000	-8.07	2024-03-02
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.05	-0.91	$-8.07	-0.67	0.42	2.25	0.20	12.04	20.11	-2.05	$-205.00	225.00	35	52.0	323.000	-8.07	2024-03-01
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-2.05	-0.91	$-6.26	-0.52	0.13	2.25	0.20	12.04	18.30	-2.05	$-205.00	225.00	34	427.0	38.000	-6.26	2024-02-29
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-1.19	-0.53	$-3.22	-0.27	0.56	2.25	1.06	12.04	15.26	-1.19	$-119.00	225.00	33	6.0	38.000	-3.22	2024-02-28
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-1.19	-0.53	$-3.27	-0.27	0.42	2.25	1.06	12.04	15.31	-1.19	$-119.00	225.00	32	6.0	32.000	-3.27	2024-02-27
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-1.00	-0.44	$-2.47	-0.21	0.84	2.25	1.25	12.04	14.51	-1.00	$-100.00	225.00	31	6.0	36.000	-2.47	2024-02-26
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-0.95	-0.42	$-2.00	-0.17	0.43	2.25	1.30	12.04	14.04	-0.95	$-95.00	225.00	30	5.0	31.000	-2.00	2024-02-25
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-0.95	-0.42	$-2.00	-0.17	0.27	2.25	1.30	12.04	14.04	-0.95	$-95.00	225.00	28	5.0	31.000	-2.00	2024-02-23
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-1.05	-0.47	$-2.50	-0.21	0.34	2.25	1.20	12.04	14.54	-1.05	$-105.00	225.00	27	17.0	14.000	-2.50	2024-02-22
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-1.05	-0.47	$-2.35	-0.20	0.25	2.25	1.20	12.04	14.39	-1.05	$-105.00	225.00	26	2.0	12.000	-2.35	2024-02-21
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-1.50	-0.67	$-1.94	-0.16	-0.15	2.25	0.75	12.04	13.98	-1.50	$-150.00	225.00	25	2.0	10.000	-1.94	2024-02-20
RNA240315P00012500	RNA	PUT	Long	12.50	None	$-1.40	-0.62	$-2.14	-0.18	-0.18	2.25	0.85	12.04	14.18	-1.40	$-140.00	225.00	24	3.0	7.000	-2.14	2024-02-19
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-1.31	-0.11	0.02	2.25	2.25	12.04	13.35	0.00	$0.00	225.00	14	2.0	5.000	-1.31	2024-02-09
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.47	-0.04	-0.22	2.25	2.25	12.04	12.51	0.00	$0.00	225.00	13	2.0	5.000	-0.47	2024-02-08
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.10	-0.01	-0.10	2.25	2.25	12.04	12.14	0.00	$0.00	225.00	12	2.0	5.000	-0.10	2024-02-07
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.28	-0.02	-0.16	2.25	2.25	12.04	12.32	0.00	$0.00	225.00	11	2.0	5.000	-0.28	2024-02-06
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$0.40	0.03	-1.22	2.25	2.25	12.04	11.64	0.00	$0.00	225.00	10	2.0	5.000	0.40	2024-02-05
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$0.41	0.03	-1.22	2.25	2.25	12.04	11.63	0.00	$0.00	225.00	9	2.0	5.000	0.41	2024-02-04
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$0.41	0.03	-0.28	2.25	2.25	12.04	11.63	0.00	$0.00	225.00	7	1.0	5.000	0.41	2024-02-02
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.10	-0.01	-0.48	2.25	2.25	12.04	12.14	0.00	$0.00	225.00	6	1.0	5.000	-0.10	2024-02-01
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.19	-0.02	-0.25	2.25	2.25	12.04	12.23	0.00	$0.00	225.00	5	1.0	5.000	-0.19	2024-01-31
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$0.24	0.02	-0.25	2.25	2.25	12.04	11.80	0.00	$0.00	225.00	4	2.0	5.000	0.24	2024-01-30
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.57	-0.05	-0.25	2.25	2.25	12.04	12.61	0.00	$0.00	225.00	3	2.0	5.000	-0.57	2024-01-29
RNA240315P00012500	RNA	PUT	Long	12.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.02	2.25	2.25	12.04	12.04	0.00	$0.00	225.00	2	2.0	5.000	-0.00	2024-01-28
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.01	2.25	2.25	12.04	12.04	0.00	$0.00	225.00	1	2.0	5.000	-0.00	2024-01-27
RNA240315P00012500	RNA	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	2.25	2.25	12.04	12.04	0.00	$0.00	225.00	0	2.0	5.000	-0.00	2024-01-26

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