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View Outliers PnL Drill-Down: RUM240315P00004000

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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
2024-01-22	RUM	RUM240315P00004000	4.00	66.0	2.000	1.164	0.421	0.7	0.1	-0.020	1.010	0.390	0.40	4.59	2024-03-15	PUT	Long	0.361	0.481	0.362

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	RUM	0.818	0.089	0.503	0.227	0.268	-0.033	8.09	-1.438	0.0000	3.39	8.64	21	1y	5.98

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
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.53	-0.96	$-2.84	-0.58	3.56	0.55	0.02	4.89	7.73	-0.53	$-53.00	55.00	52	20.0	855.000	-2.84	2024-03-14
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-3.59	-0.73	4.12	0.55	0.05	4.89	8.48	-0.50	$-50.00	55.00	51	24.0	855.000	-3.59	2024-03-13
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-3.01	-0.62	2.24	0.55	0.05	4.89	7.90	-0.50	$-50.00	55.00	50	24.0	855.000	-3.01	2024-03-12
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-1.79	-0.37	1.24	0.55	0.05	4.89	6.68	-0.50	$-50.00	55.00	49	24.0	855.000	-1.79	2024-03-11
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-1.85	-0.38	0.77	0.55	0.05	4.89	6.74	-0.50	$-50.00	55.00	46	24.0	855.000	-1.85	2024-03-08
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-1.86	-0.38	0.65	0.55	0.05	4.89	6.75	-0.50	$-50.00	55.00	45	24.0	879.000	-1.86	2024-03-07
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.84	-0.38	0.56	0.55	0.03	4.89	6.73	-0.52	$-52.00	55.00	44	99.0	879.000	-1.84	2024-03-06
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.97	-0.40	0.51	0.55	0.03	4.89	6.86	-0.52	$-52.00	55.00	43	99.0	879.000	-1.97	2024-03-05
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-2.32	-0.47	-0.76	0.55	0.03	4.89	7.21	-0.52	$-52.00	55.00	42	99.0	0.000	-2.32	2024-03-04
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.72	-0.35	0.27	0.55	0.03	4.89	6.61	-0.52	$-52.00	55.00	41	99.0	879.000	-1.72	2024-03-03
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.72	-0.35	0.27	0.55	0.03	4.89	6.61	-0.52	$-52.00	55.00	40	99.0	879.000	-1.72	2024-03-02
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.72	-0.35	-0.76	0.55	0.03	4.89	6.61	-0.52	$-52.00	55.00	39	99.0	879.000	-1.72	2024-03-01
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.64	-0.34	0.10	0.55	0.03	4.89	6.53	-0.52	$-52.00	55.00	38	99.0	879.000	-1.64	2024-02-29
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.48	-0.30	0.06	0.55	0.03	4.89	6.37	-0.52	$-52.00	55.00	37	120.0	815.000	-1.48	2024-02-28
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.93	-0.39	0.12	0.55	0.03	4.89	6.82	-0.52	$-52.00	55.00	36	101.0	815.000	-1.93	2024-02-27
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-1.94	-0.40	0.09	0.55	0.03	4.89	6.83	-0.52	$-52.00	55.00	35	101.0	716.000	-1.94	2024-02-26
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-1.81	-0.37	0.39	0.55	0.05	4.89	6.70	-0.50	$-50.00	55.00	34	42.0	716.000	-1.81	2024-02-25
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-1.81	-0.37	0.27	0.55	0.05	4.89	6.70	-0.50	$-50.00	55.00	32	42.0	716.000	-1.81	2024-02-23
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-2.30	-0.47	0.23	0.55	0.05	4.89	7.19	-0.50	$-50.00	55.00	31	42.0	675.000	-2.30	2024-02-22
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.52	-0.95	$-2.31	-0.47	0.02	0.55	0.03	4.89	7.20	-0.52	$-52.00	55.00	30	5.0	676.000	-2.31	2024-02-21
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-2.16	-0.44	-0.04	0.55	0.05	4.89	7.05	-0.50	$-50.00	55.00	29	5.0	676.000	-2.16	2024-02-20
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-2.63	-0.54	0.26	0.55	0.05	4.89	7.52	-0.50	$-50.00	55.00	28	141.0	676.000	-2.63	2024-02-19
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.45	-0.82	$-3.00	-0.61	0.20	0.55	0.10	4.89	7.89	-0.45	$-45.00	55.00	18	33.0	677.000	-3.00	2024-02-09
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.45	-0.82	$-3.08	-0.63	0.07	0.55	0.10	4.89	7.97	-0.45	$-45.00	55.00	17	33.0	647.000	-3.08	2024-02-08
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.48	-0.87	$-3.17	-0.65	0.19	0.55	0.07	4.89	8.06	-0.48	$-48.00	55.00	16	70.0	577.000	-3.17	2024-02-07
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.35	-0.64	$-2.84	-0.58	0.20	0.55	0.20	4.89	7.73	-0.35	$-35.00	55.00	15	69.0	521.000	-2.84	2024-02-06
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.40	-0.73	$-2.21	-0.45	-0.76	0.55	0.15	4.89	7.10	-0.40	$-40.00	55.00	14	67.0	521.000	-2.21	2024-02-05
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.44	-0.80	$-2.02	-0.41	-0.76	0.55	0.11	4.89	6.91	-0.44	$-44.00	55.00	13	101.0	472.000	-2.02	2024-02-04
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.44	-0.80	$-2.02	-0.41	0.12	0.55	0.11	4.89	6.91	-0.44	$-44.00	55.00	11	101.0	374.000	-2.02	2024-02-02
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-2.03	-0.42	0.17	0.55	0.05	4.89	6.92	-0.50	$-50.00	55.00	10	40.0	374.000	-2.03	2024-02-01
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.50	-0.91	$-1.96	-0.40	-0.07	0.55	0.05	4.89	6.85	-0.50	$-50.00	55.00	9	40.0	341.000	-1.96	2024-01-31
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.40	-0.73	$-1.20	-0.25	-0.12	0.55	0.15	4.89	6.09	-0.40	$-40.00	55.00	8	2.0	339.000	-1.20	2024-01-30
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.37	-0.67	$-1.60	-0.33	0.03	0.55	0.18	4.89	6.49	-0.37	$-37.00	55.00	7	21.0	319.000	-1.60	2024-01-29
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.37	-0.67	$-1.15	-0.24	0.06	0.55	0.18	4.89	6.04	-0.37	$-37.00	55.00	6	114.0	224.000	-1.15	2024-01-28
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.37	-0.67	$-1.15	-0.24	0.05	0.55	0.18	4.89	6.04	-0.37	$-37.00	55.00	5	114.0	224.000	-1.15	2024-01-27
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.37	-0.67	$-1.15	-0.24	-0.02	0.55	0.18	4.89	6.04	-0.37	$-37.00	55.00	4	114.0	224.000	-1.15	2024-01-26
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.30	-0.55	$-0.52	-0.11	-0.02	0.55	0.25	4.89	5.41	-0.30	$-30.00	55.00	3	37.0	190.000	-0.52	2024-01-25
RUM240315P00004000	RUM	PUT	Long	4.00	None	$-0.25	-0.45	$-0.79	-0.16	-0.09	0.55	0.30	4.89	5.68	-0.25	$-25.00	55.00	2	12.0	189.000	-0.79	2024-01-24
RUM240315P00004000	RUM	PUT	Long	4.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.10; Exit EQ PnL: -0.77	$-0.10	-0.18	$-0.77	-0.16	0.12	0.55	0.45	4.89	5.66	-0.10	$-10.00	55.00	1	63.0	56.000	-0.77	2024-01-23
RUM240315P00004000	RUM	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	4.89	4.89	0.00	$0.00	55.00	0	72.0	2.000	-0.00	2024-01-22

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