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View Outliers PnL Drill-Down: ROVR231215P00007500

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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
2023-11-07	ROVR	ROVR231215P00007500	7.50	95.0	1445.000	0.492	0.249	0.5	0.1	-0.020	0.720	0.230	0.27	7.96	2023-12-15	PUT	Long	0.171	0.270	0.230

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.92	-0.37	2.26	0.27	0.05	7.96	10.88	-0.22	$-22.00	27.00	37	20.0	1685.000	-2.92	2023-12-14
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.93	-0.37	1.76	0.27	0.05	7.96	10.89	-0.22	$-22.00	27.00	36	20.0	1685.000	-2.93	2023-12-13
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.91	-0.37	1.45	0.27	0.05	7.96	10.87	-0.22	$-22.00	27.00	35	20.0	1685.000	-2.91	2023-12-12
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.93	-0.37	1.48	0.27	0.05	7.96	10.89	-0.22	$-22.00	27.00	34	20.0	1685.000	-2.93	2023-12-11
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.90	-0.36	0.88	0.27	0.05	7.96	10.86	-0.22	$-22.00	27.00	31	20.0	1685.000	-2.90	2023-12-08
ROVR231215P00007500	ROVR	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.22; Exit EQ PnL: -2.91	$-0.22	-0.81	$-2.91	-0.37	0.88	0.27	0.05	7.96	10.87	-0.22	$-22.00	27.00	30	20.0	1685.000	-2.91	2023-12-07
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.91	-0.37	0.74	0.27	0.05	7.96	10.87	-0.22	$-22.00	27.00	29	0.0	1685.000	-2.91	2023-12-06
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.95	-0.37	0.70	0.27	0.05	7.96	10.91	-0.22	$-22.00	27.00	28	0.0	1685.000	-2.95	2023-12-05
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.93	-0.37	0.63	0.27	0.05	7.96	10.89	-0.22	$-22.00	27.00	27	0.0	1685.000	-2.93	2023-12-04
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.99	-0.38	0.60	0.27	0.05	7.96	10.95	-0.22	$-22.00	27.00	26	0.0	1685.000	-2.99	2023-12-03
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.99	-0.38	0.57	0.27	0.05	7.96	10.95	-0.22	$-22.00	27.00	25	0.0	1685.000	-2.99	2023-12-02
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.99	-0.38	0.52	0.27	0.05	7.96	10.95	-0.22	$-22.00	27.00	24	0.0	1685.000	-2.99	2023-12-01
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-2.98	-0.37	0.49	0.27	0.05	7.96	10.94	-0.22	$-22.00	27.00	23	0.0	1685.000	-2.98	2023-11-30
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-3.00	-0.38	0.50	0.27	0.05	7.96	10.96	-0.22	$-22.00	27.00	22	0.0	1665.000	-3.00	2023-11-29
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-0.54	-0.07	0.11	0.27	0.05	7.96	8.50	-0.22	$-22.00	27.00	21	0.0	1644.000	-0.54	2023-11-28
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.09	-0.33	$-0.46	-0.06	-0.37	0.27	0.18	7.96	8.42	-0.09	$-9.00	27.00	20	0.0	1644.000	-0.46	2023-11-27
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-0.70	-0.09	0.11	0.27	0.05	7.96	8.66	-0.22	$-22.00	27.00	17	0.0	0.000	-0.70	2023-11-24
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-0.61	-0.08	-0.37	0.27	0.05	7.96	8.57	-0.22	$-22.00	27.00	16	0.0	0.000	-0.61	2023-11-23
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-0.58	-0.07	0.04	0.27	0.05	7.96	8.54	-0.22	$-22.00	27.00	15	0.0	1643.000	-0.58	2023-11-22
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.22	-0.81	$-0.49	-0.06	0.02	0.27	0.05	7.96	8.45	-0.22	$-22.00	27.00	14	0.0	1642.000	-0.49	2023-11-21
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.20	-0.74	$-0.45	-0.06	-0.01	0.27	0.07	7.96	8.41	-0.20	$-20.00	27.00	13	0.0	1559.000	-0.45	2023-11-20
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.09	-0.33	$-0.24	-0.03	-0.01	0.27	0.18	7.96	8.20	-0.09	$-9.00	27.00	12	0.0	1529.000	-0.24	2023-11-19
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.09	-0.33	$-0.24	-0.03	-0.02	0.27	0.18	7.96	8.20	-0.09	$-9.00	27.00	10	0.0	1529.000	-0.24	2023-11-17
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.12	-0.44	$-0.17	-0.02	0.02	0.27	0.15	7.96	8.13	-0.12	$-12.00	27.00	9	0.0	1532.000	-0.17	2023-11-16
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.08	-0.30	$-0.00	-0.00	-0.05	0.27	0.19	7.96	7.96	-0.08	$-8.00	27.00	8	0.0	1538.000	-0.00	2023-11-15
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.07	-0.26	$0.13	0.02	-0.06	0.27	0.20	7.96	7.83	-0.07	$-7.00	27.00	6	0.0	1535.000	0.13	2023-11-13
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.07	-0.26	$-0.13	-0.02	-0.03	0.27	0.20	7.96	8.09	-0.07	$-7.00	27.00	3	0.0	1534.000	-0.13	2023-11-10
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.04	-0.15	$-0.03	-0.00	-0.43	0.27	0.23	7.96	7.99	-0.04	$-4.00	27.00	2	0.0	0.000	-0.03	2023-11-09
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$-0.04	-0.15	$-0.03	-0.00	-0.02	0.27	0.23	7.96	7.99	-0.04	$-4.00	27.00	1	0.0	1534.000	-0.03	2023-11-08
ROVR231215P00007500	ROVR	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.27	0.27	7.96	7.96	0.00	$0.00	27.00	0	95.0	1445.000	-0.00	2023-11-07

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