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View Outliers PnL Drill-Down: RSI240621P00007500

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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
2024-05-02	RSI	RSI240621P00007500	7.50	2.0	1.000	0.676	0.290	0.3	0.2	-0.010	0.690	0.600	0.70	7.55	2024-06-21	PUT	Long	0.263	0.308	0.176

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	RSI	0.727	0.082	0.241	0.149	0.152	0.002	13.86	-0.026	0.0000	3.69	14.73	21	1y	10.91

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
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-2.14	-0.28	1.50	0.70	0.05	7.55	9.69	-0.65	$-65.00	70.00	47	1.0	281.000	-2.14	2024-06-18
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-2.12	-0.28	0.62	0.70	0.05	7.55	9.67	-0.65	$-65.00	70.00	46	1.0	281.000	-2.12	2024-06-17
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.85	-0.25	1.48	0.70	0.05	7.55	9.40	-0.65	$-65.00	70.00	43	1.0	281.000	-1.85	2024-06-14
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.85	-0.25	1.36	0.70	0.05	7.55	9.40	-0.65	$-65.00	70.00	42	1.0	281.000	-1.85	2024-06-13
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.59	-0.21	0.70	0.70	0.05	7.55	9.14	-0.65	$-65.00	70.00	41	1.0	281.000	-1.59	2024-06-12
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.42	-0.19	1.07	0.70	0.05	7.55	8.97	-0.65	$-65.00	70.00	40	1.0	281.000	-1.42	2024-06-11
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.33	-0.18	0.05	0.70	0.05	7.55	8.88	-0.65	$-65.00	70.00	39	1.0	0.000	-1.33	2024-06-10
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.35	-0.18	0.05	0.70	0.05	7.55	8.90	-0.65	$-65.00	70.00	38	1.0	281.000	-1.35	2024-06-09
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.34	-0.18	-0.03	0.70	0.05	7.55	8.89	-0.65	$-65.00	70.00	36	1.0	281.000	-1.34	2024-06-07
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.65	-0.93	$-1.45	-0.19	-0.01	0.70	0.05	7.55	9.00	-0.65	$-65.00	70.00	35	1.0	282.000	-1.45	2024-06-06
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.55	-0.21	0.51	0.70	0.12	7.55	9.10	-0.58	$-58.00	70.00	34	20.0	282.000	-1.55	2024-06-05
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.20	-0.16	0.84	0.70	0.12	7.55	8.75	-0.58	$-58.00	70.00	33	20.0	282.000	-1.20	2024-06-04
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.16	-0.15	0.13	0.70	0.12	7.55	8.71	-0.58	$-58.00	70.00	32	20.0	282.000	-1.16	2024-06-03
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.40	-0.19	0.15	0.70	0.12	7.55	8.95	-0.58	$-58.00	70.00	29	20.0	0.000	-1.40	2024-05-31
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.30	-0.17	0.10	0.70	0.12	7.55	8.85	-0.58	$-58.00	70.00	28	20.0	282.000	-1.30	2024-05-30
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.15	-0.15	0.08	0.70	0.12	7.55	8.70	-0.58	$-58.00	70.00	27	20.0	282.000	-1.15	2024-05-29
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.25	-0.17	0.11	0.70	0.12	7.55	8.80	-0.58	$-58.00	70.00	26	20.0	282.000	-1.25	2024-05-28
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.13	-0.15	-0.12	0.70	0.12	7.55	8.68	-0.58	$-58.00	70.00	25	20.0	282.000	-1.13	2024-05-27
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.13	-0.15	-0.15	0.70	0.12	7.55	8.68	-0.58	$-58.00	70.00	22	20.0	282.000	-1.13	2024-05-24
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-0.90	-0.12	0.12	0.70	0.12	7.55	8.45	-0.58	$-58.00	70.00	21	20.0	282.000	-0.90	2024-05-23
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-0.98	-0.13	-0.17	0.70	0.12	7.55	8.53	-0.58	$-58.00	70.00	20	20.0	282.000	-0.98	2024-05-22
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.58	-0.83	$-1.17	-0.15	0.09	0.70	0.12	7.55	8.72	-0.58	$-58.00	70.00	19	20.0	282.000	-1.17	2024-05-21
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.39	-0.56	$-1.24	-0.16	-0.55	0.70	0.31	7.55	8.79	-0.39	$-39.00	70.00	18	7.0	0.000	-1.24	2024-05-20
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.54	-0.77	$-1.13	-0.15	-0.12	0.70	0.16	7.55	8.68	-0.54	$-54.00	70.00	17	201.0	282.000	-1.13	2024-05-19
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.54	-0.77	$-1.13	-0.15	-0.12	0.70	0.16	7.55	8.68	-0.54	$-54.00	70.00	16	201.0	282.000	-1.13	2024-05-18
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.54	-0.77	$-1.13	-0.15	-0.10	0.70	0.16	7.55	8.68	-0.54	$-54.00	70.00	15	201.0	282.000	-1.13	2024-05-17
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.48	-0.69	$-1.19	-0.16	-0.06	0.70	0.22	7.55	8.74	-0.48	$-48.00	70.00	13	50.0	70.000	-1.19	2024-05-15
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.45	-0.64	$-1.18	-0.16	-0.07	0.70	0.25	7.55	8.73	-0.45	$-45.00	70.00	12	1.0	70.000	-1.18	2024-05-14
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.45	-0.64	$-1.08	-0.14	0.07	0.70	0.25	7.55	8.63	-0.45	$-45.00	70.00	11	1.0	71.000	-1.08	2024-05-13
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.45	-0.64	$-0.89	-0.12	-0.55	0.70	0.25	7.55	8.44	-0.45	$-45.00	70.00	10	1.0	71.000	-0.89	2024-05-12
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.45	-0.64	$-0.87	-0.12	-0.09	0.70	0.25	7.55	8.42	-0.45	$-45.00	70.00	8	1.0	71.000	-0.87	2024-05-10
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.40	-0.57	$-1.04	-0.14	0.28	0.70	0.30	7.55	8.59	-0.40	$-40.00	70.00	7	50.0	71.000	-1.04	2024-05-09
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.35	-0.50	$-0.78	-0.10	-0.11	0.70	0.35	7.55	8.33	-0.35	$-35.00	70.00	6	30.0	32.000	-0.78	2024-05-08
RSI240621P00007500	RSI	PUT	Long	7.50	None	$-0.35	-0.50	$-0.83	-0.11	-0.10	0.70	0.35	7.55	8.38	-0.35	$-35.00	70.00	5	30.0	2.000	-0.83	2024-05-07
RSI240621P00007500	RSI	PUT	Long	7.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.02	0.00	-0.67	0.70	0.70	7.55	7.53	0.00	$0.00	70.00	1	2.0	1.000	0.02	2024-05-03
RSI240621P00007500	RSI	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.70	0.70	7.55	7.55	0.00	$0.00	70.00	0	2.0	1.000	-0.00	2024-05-02

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