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View Outliers PnL Drill-Down: RUN231215P00011000

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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
2023-11-14	RUN	RUN231215P00011000	11.00	727.0	2388.000	0.855	0.364	0.4	0.4	-0.010	0.970	0.950	1.08	10.98	2023-12-15	PUT	Long	0.393	0.433	0.190

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	RUN	0.909	0.115	0.430	0.243	0.171	-0.259	10.06	-0.710	0.0000	9.51	21.50	21	1y	13.06

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
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.07	-0.99	$-6.96	-0.63	1.77	1.08	0.01	10.98	17.94	-1.07	$-107.00	108.00	30	162.0	2632.000	-6.96	2023-12-14
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.07	-0.99	$-3.98	-0.36	0.58	1.08	0.01	10.98	14.96	-1.07	$-107.00	108.00	29	162.0	2645.000	-3.98	2023-12-13
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.02	-0.94	$-1.52	-0.14	0.12	1.08	0.06	10.98	12.50	-1.02	$-102.00	108.00	28	116.0	0.000	-1.52	2023-12-12
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.04	-0.96	$-2.37	-0.22	0.38	1.08	0.04	10.98	13.35	-1.04	$-104.00	108.00	27	57.0	2586.000	-2.37	2023-12-11
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.98	-0.91	$-1.91	-0.17	0.08	1.08	0.10	10.98	12.89	-0.98	$-98.00	108.00	24	515.0	2413.000	-1.91	2023-12-08
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.03	-0.95	$-2.89	-0.26	0.14	1.08	0.05	10.98	13.87	-1.03	$-103.00	108.00	23	60.0	2353.000	-2.89	2023-12-07
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.04	-0.96	$-2.91	-0.27	0.11	1.08	0.04	10.98	13.89	-1.04	$-104.00	108.00	22	0.0	2198.000	-2.91	2023-12-06
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.00	-0.93	$-2.96	-0.27	0.11	1.08	0.08	10.98	13.94	-1.00	$-100.00	108.00	21	0.0	2198.000	-2.96	2023-12-05
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-1.00	-0.93	$-3.44	-0.31	0.15	1.08	0.08	10.98	14.42	-1.00	$-100.00	108.00	20	0.0	2122.000	-3.44	2023-12-04
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.98	-0.91	$-3.36	-0.31	0.16	1.08	0.10	10.98	14.34	-0.98	$-98.00	108.00	19	0.0	2121.000	-3.36	2023-12-03
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.98	-0.91	$-3.36	-0.31	0.12	1.08	0.10	10.98	14.34	-0.98	$-98.00	108.00	18	0.0	2121.000	-3.36	2023-12-02
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.98	-0.91	$-3.36	-0.31	0.09	1.08	0.10	10.98	14.34	-0.98	$-98.00	108.00	17	0.0	2121.000	-3.36	2023-12-01
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.92	-0.85	$-1.92	-0.17	-0.04	1.08	0.16	10.98	12.90	-0.92	$-92.00	108.00	16	0.0	2132.000	-1.92	2023-11-30
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.88	-0.81	$-1.78	-0.16	0.03	1.08	0.20	10.98	12.76	-0.88	$-88.00	108.00	15	0.0	2142.000	-1.78	2023-11-29
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.64	-0.59	$-0.94	-0.09	-0.05	1.08	0.44	10.98	11.92	-0.64	$-64.00	108.00	14	0.0	2224.000	-0.94	2023-11-28
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.37	-0.34	$0.02	0.00	-0.04	1.08	0.71	10.98	10.96	-0.37	$-37.00	108.00	13	0.0	2224.000	0.02	2023-11-27
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.39	-0.36	$-0.33	-0.03	-0.07	1.08	0.69	10.98	11.31	-0.39	$-39.00	108.00	10	0.0	0.000	-0.33	2023-11-24
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.38	-0.35	$-0.43	-0.04	-0.79	1.08	0.70	10.98	11.41	-0.38	$-38.00	108.00	9	0.0	0.000	-0.43	2023-11-23
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.41	-0.38	$-0.64	-0.06	-0.04	1.08	0.67	10.98	11.62	-0.41	$-41.00	108.00	8	0.0	2176.000	-0.64	2023-11-22
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.37	-0.34	$-0.59	-0.05	-0.04	1.08	0.71	10.98	11.57	-0.37	$-37.00	108.00	7	0.0	2152.000	-0.59	2023-11-21
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.46	-0.43	$-0.93	-0.08	-0.02	1.08	0.62	10.98	11.91	-0.46	$-46.00	108.00	6	0.0	2163.000	-0.93	2023-11-20
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.32	-0.30	$-0.69	-0.06	0.01	1.08	0.76	10.98	11.67	-0.32	$-32.00	108.00	5	0.0	2497.000	-0.69	2023-11-19
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.32	-0.30	$-0.69	-0.06	-0.00	1.08	0.76	10.98	11.67	-0.32	$-32.00	108.00	3	0.0	2497.000	-0.69	2023-11-17
RUN231215P00011000	RUN	PUT	Long	11.00	None	$-0.05	-0.05	$-0.21	-0.02	0.01	1.08	1.03	10.98	11.19	-0.05	$-5.00	108.00	2	0.0	2468.000	-0.21	2023-11-16
RUN231215P00011000	RUN	PUT	Long	11.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.24; Exit EQ PnL: -0.61	$-0.24	-0.22	$-0.61	-0.06	0.02	1.08	0.84	10.98	11.59	-0.24	$-24.00	108.00	1	0.0	2388.000	-0.61	2023-11-15
RUN231215P00011000	RUN	PUT	Long	11.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.08	1.08	10.98	10.98	0.00	$0.00	108.00	0	0.0	2388.000	-0.00	2023-11-14

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