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View Outliers PnL Drill-Down: RUM240816P00007000

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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
2024-07-16 RUM RUM240816P00007000 7.00 2.0 60.000 1.078 0.232 0.2 0.2 -0.010 0.920 0.970 0.75 6.92 2024-08-16 PUT Long 0.275 0.275 -0.008
2024-07-15 RUM RUM240816P00007000 7.00 7.0 41.000 1.191 0.259 0.4 0.1 -0.020 1.170 0.960 0.95 7.17 2024-08-16 PUT Long 0.200 0.276 0.207

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
RUM240816P00007000 RUM PUT Long 7.00 None $-0.21 -0.22 $0.88 0.12 -0.22 0.95 0.74 7.17 6.29 -0.21 $-21.00 95.00 31 12.0 1851.000 0.88 2024-08-15
RUM240816P00007000 RUM PUT Long 7.00 None $0.15 0.16 $1.12 0.16 -0.04 0.95 1.10 7.17 6.05 0.15 $15.00 95.00 30 2.0 1859.000 1.12 2024-08-14
RUM240816P00007000 RUM PUT Long 7.00 None $0.00 0.00 $1.11 0.15 0.23 0.95 0.95 7.17 6.06 0.00 $0.00 95.00 29 17.0 1866.000 1.11 2024-08-13
RUM240816P00007000 RUM PUT Long 7.00 None $0.54 0.57 $1.42 0.20 0.46 0.95 1.49 7.17 5.75 0.54 $54.00 95.00 28 65.0 1826.000 1.42 2024-08-12
RUM240816P00007000 RUM PUT Long 7.00 None $0.30 0.32 $1.32 0.18 0.24 0.95 1.25 7.17 5.85 0.30 $30.00 95.00 25 352.0 2122.000 1.32 2024-08-09
RUM240816P00007000 RUM PUT Long 7.00 None $0.27 0.28 $1.36 0.19 -0.07 0.95 1.22 7.17 5.81 0.27 $27.00 95.00 24 1.0 2122.000 1.36 2024-08-08
RUM240816P00007000 RUM PUT Long 7.00 None $0.27 0.28 $1.63 0.23 0.40 0.95 1.22 7.17 5.54 0.27 $27.00 95.00 23 1.0 2121.000 1.63 2024-08-07
RUM240816P00007000 RUM PUT Long 7.00 None $0.34 0.36 $1.34 0.19 0.14 0.95 1.29 7.17 5.83 0.34 $34.00 95.00 22 1.0 2121.000 1.34 2024-08-06
RUM240816P00007000 RUM PUT Long 7.00 None $-0.10 -0.11 $0.77 0.11 -0.29 0.95 0.85 7.17 6.40 -0.10 $-10.00 95.00 14 150.0 2143.000 0.77 2024-07-29
RUM240816P00007000 RUM PUT Long 7.00 None $-0.10 -0.11 $0.42 0.06 -0.31 0.95 0.85 7.17 6.75 -0.10 $-10.00 95.00 11 150.0 2143.000 0.42 2024-07-26
RUM240816P00007000 RUM PUT Long 7.00 None $-0.10 -0.11 $0.59 0.08 -0.47 0.95 0.85 7.17 6.58 -0.10 $-10.00 95.00 10 150.0 1993.000 0.59 2024-07-25
RUM240816P00007000 RUM PUT Long 7.00 None $-0.20 -0.21 $0.81 0.11 -0.23 0.95 0.75 7.17 6.36 -0.20 $-20.00 95.00 9 11.0 1993.000 0.81 2024-07-24
RUM240816P00007000 RUM PUT Long 7.00 None $-0.20 -0.21 $0.31 0.04 -0.25 0.95 0.75 7.17 6.86 -0.20 $-20.00 95.00 8 11.0 1982.000 0.31 2024-07-23
RUM240816P00007000 RUM PUT Long 7.00 None $-0.10 -0.11 $0.22 0.03 -0.28 0.95 0.85 7.17 6.95 -0.10 $-10.00 95.00 7 17.0 1969.000 0.22 2024-07-22
RUM240816P00007000 RUM PUT Long 7.00 None $0.10 0.11 $0.68 0.09 -0.24 0.95 1.05 7.17 6.49 0.10 $10.00 95.00 4 24.0 1948.000 0.68 2024-07-19
RUM240816P00007000 RUM PUT Long 7.00 None $-0.05 -0.05 $0.45 0.06 -0.16 0.95 0.90 7.17 6.72 -0.05 $-5.00 95.00 3 513.0 1267.000 0.45 2024-07-18
RUM240816P00007000 RUM PUT Long 7.00 None $-0.10 -0.11 $0.20 0.03 -0.19 0.95 0.85 7.17 6.97 -0.10 $-10.00 95.00 2 118.0 1169.000 0.20 2024-07-17
RUM240816P00007000 RUM PUT Long 7.00 Exit OP PnL: $-0.20;Exit EQ PnL: 0.26; Position is Long and position continued to lose. Latest OP price is: $0.75 (EQ: $6.91). Initial OP price was: $0.95 (EQ: $7.17). Surpassed Stop Loss Percentage: -0.2105263157894736842105263158 < -0.16. $-0.19 -0.20 $0.06 0.01 -0.22 0.95 0.76 7.17 7.11 -0.19 $-19.00 95.00 1 1115.0 60.000 0.06 2024-07-16
RUM240816P00007000 RUM PUT Long 7.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.95 0.95 7.17 7.17 0.00 $0.00 95.00 0 7.0 41.000 -0.00 2024-07-15

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