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View Outliers PnL Drill-Down: RUN240405C00013000

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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
2024-02-22 RUN RUN240405C00013000 13.00 69.0 0.881 0.371 0.5 0.7 0.010 1.300 1.460 1.70 12.78 2024-04-05 CALL Long 0.448 0.493 -0.180

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
RUN240405C00013000 RUN CALL Long 13.00 None $-1.66 -0.98 $-0.66 -0.05 -0.04 1.70 0.04 12.78 12.12 -1.66 $-166.00 170.00 42 1236.0 2169.000 -0.66 2024-04-04
RUN240405C00013000 RUN CALL Long 13.00 None $-1.54 -0.91 $-0.37 -0.03 -0.07 1.70 0.16 12.78 12.41 -1.54 $-154.00 170.00 41 986.0 2086.000 -0.37 2024-04-03
RUN240405C00013000 RUN CALL Long 13.00 None $-1.63 -0.96 $-1.06 -0.08 -0.01 1.70 0.07 12.78 11.72 -1.63 $-163.00 170.00 40 1068.0 1898.000 -1.06 2024-04-02
RUN240405C00013000 RUN CALL Long 13.00 None $-1.31 -0.77 $-0.04 -0.00 0.06 1.70 0.39 12.78 12.74 -1.31 $-131.00 170.00 39 2883.0 1219.000 -0.04 2024-04-01
RUN240405C00013000 RUN CALL Long 13.00 None $-1.01 -0.59 $0.40 0.03 0.09 1.70 0.69 12.78 13.18 -1.01 $-101.00 170.00 38 1210.0 1086.000 0.40 2024-03-31
RUN240405C00013000 RUN CALL Long 13.00 None $-1.01 -0.59 $0.40 0.03 -0.06 1.70 0.69 12.78 13.18 -1.01 $-101.00 170.00 37 1210.0 1086.000 0.40 2024-03-30
RUN240405C00013000 RUN CALL Long 13.00 None $-1.01 -0.59 $0.40 0.03 -0.12 1.70 0.69 12.78 13.18 -1.01 $-101.00 170.00 36 1210.0 1086.000 0.40 2024-03-29
RUN240405C00013000 RUN CALL Long 13.00 None $-1.00 -0.59 $0.40 0.03 -0.13 1.70 0.70 12.78 13.18 -1.00 $-100.00 170.00 35 1209.0 1086.000 0.40 2024-03-28
RUN240405C00013000 RUN CALL Long 13.00 None $-0.95 -0.56 $0.32 0.03 -0.07 1.70 0.75 12.78 13.10 -0.95 $-95.00 170.00 34 1802.0 360.000 0.32 2024-03-27
RUN240405C00013000 RUN CALL Long 13.00 None $-1.55 -0.91 $-1.50 -0.12 -0.04 1.70 0.15 12.78 11.28 -1.55 $-155.00 170.00 33 32.0 342.000 -1.50 2024-03-26
RUN240405C00013000 RUN CALL Long 13.00 None $-1.56 -0.92 $-1.89 -0.15 -0.04 1.70 0.14 12.78 10.89 -1.56 $-156.00 170.00 32 14.0 334.000 -1.89 2024-03-25
RUN240405C00013000 RUN CALL Long 13.00 None $-1.47 -0.86 $-1.43 -0.11 -0.06 1.70 0.23 12.78 11.35 -1.47 $-147.00 170.00 29 153.0 246.000 -1.43 2024-03-22
RUN240405C00013000 RUN CALL Long 13.00 None $-1.31 -0.77 $-1.02 -0.08 0.00 1.70 0.39 12.78 11.76 -1.31 $-131.00 170.00 28 97.0 284.000 -1.02 2024-03-21
RUN240405C00013000 RUN CALL Long 13.00 None $-1.34 -0.79 $-1.30 -0.10 0.01 1.70 0.36 12.78 11.48 -1.34 $-134.00 170.00 27 43.0 248.000 -1.30 2024-03-20
RUN240405C00013000 RUN CALL Long 13.00 None $-1.58 -0.93 $-2.39 -0.19 -0.03 1.70 0.12 12.78 10.39 -1.58 $-158.00 170.00 26 11.0 258.000 -2.39 2024-03-19
RUN240405C00013000 RUN CALL Long 13.00 None $-1.52 -0.89 $-2.52 -0.20 0.04 1.70 0.18 12.78 10.26 -1.52 $-152.00 170.00 25 24.0 238.000 -2.52 2024-03-18
RUN240405C00013000 RUN CALL Long 13.00 None $-1.61 -0.95 $-2.89 -0.23 -0.02 1.70 0.09 12.78 9.89 -1.61 $-161.00 170.00 22 2.0 238.000 -2.89 2024-03-15
RUN240405C00013000 RUN CALL Long 13.00 None $-1.54 -0.91 $-3.27 -0.26 -0.02 1.70 0.16 12.78 9.51 -1.54 $-154.00 170.00 21 2.0 236.000 -3.27 2024-03-14
RUN240405C00013000 RUN CALL Long 13.00 None $-1.54 -0.91 $-2.81 -0.22 0.02 1.70 0.16 12.78 9.97 -1.54 $-154.00 170.00 20 2.0 234.000 -2.81 2024-03-13
RUN240405C00013000 RUN CALL Long 13.00 None $-1.36 -0.80 $-2.08 -0.16 -0.01 1.70 0.34 12.78 10.70 -1.36 $-136.00 170.00 19 16.0 230.000 -2.08 2024-03-12
RUN240405C00013000 RUN CALL Long 13.00 None $-0.90 -0.53 $-0.76 -0.06 -0.05 1.70 0.80 12.78 12.02 -0.90 $-90.00 170.00 18 6.0 224.000 -0.76 2024-03-11
RUN240405C00013000 RUN CALL Long 13.00 None $-0.72 -0.42 $-0.22 -0.02 -0.03 1.70 0.98 12.78 12.56 -0.72 $-72.00 170.00 15 45.0 196.000 -0.22 2024-03-08
RUN240405C00013000 RUN CALL Long 13.00 None $-0.70 -0.41 $-0.45 -0.04 0.03 1.70 1.00 12.78 12.33 -0.70 $-70.00 170.00 14 4.0 196.000 -0.45 2024-03-07
RUN240405C00013000 RUN CALL Long 13.00 None $-0.70 -0.41 $-0.54 -0.04 -0.12 1.70 1.00 12.78 12.24 -0.70 $-70.00 170.00 13 2.0 194.000 -0.54 2024-03-06
RUN240405C00013000 RUN CALL Long 13.00 None $-0.89 -0.52 $-0.76 -0.06 -0.03 1.70 0.81 12.78 12.02 -0.89 $-89.00 170.00 12 76.0 194.000 -0.76 2024-03-05
RUN240405C00013000 RUN CALL Long 13.00 None $-0.89 -0.52 $-0.82 -0.06 -0.82 1.70 0.81 12.78 11.96 -0.89 $-89.00 170.00 11 76.0 0.000 -0.82 2024-03-04
RUN240405C00013000 RUN CALL Long 13.00 None $-0.70 -0.41 $-0.60 -0.05 0.04 1.70 1.00 12.78 12.18 -0.70 $-70.00 170.00 10 58.0 137.000 -0.60 2024-03-03
RUN240405C00013000 RUN CALL Long 13.00 None $-0.70 -0.41 $-0.60 -0.05 0.04 1.70 1.00 12.78 12.18 -0.70 $-70.00 170.00 9 58.0 137.000 -0.60 2024-03-02
RUN240405C00013000 RUN CALL Long 13.00 None $-0.70 -0.41 $-0.35 -0.03 0.04 1.70 1.00 12.78 12.43 -0.70 $-70.00 170.00 8 58.0 137.000 -0.35 2024-03-01
RUN240405C00013000 RUN CALL Long 13.00 None $-0.70 -0.41 $-0.74 -0.06 0.01 1.70 1.00 12.78 12.04 -0.70 $-70.00 170.00 7 58.0 87.000 -0.74 2024-02-29
RUN240405C00013000 RUN CALL Long 13.00 None $-0.61 -0.36 $-0.98 -0.08 0.01 1.70 1.09 12.78 11.80 -0.61 $-61.00 170.00 6 1.0 87.000 -0.98 2024-02-28
RUN240405C00013000 RUN CALL Long 13.00 None $-0.90 -0.53 $-0.90 -0.07 0.01 1.70 0.80 12.78 11.88 -0.90 $-90.00 170.00 5 18.0 87.000 -0.90 2024-02-27
RUN240405C00013000 RUN CALL Long 13.00 None $-0.90 -0.53 $-1.40 -0.11 -0.17 1.70 0.80 12.78 11.38 -0.90 $-90.00 170.00 4 18.0 69.000 -1.40 2024-02-26
RUN240405C00013000 RUN CALL Long 13.00 None $-0.54 -0.32 $-0.88 -0.07 0.03 1.70 1.16 12.78 11.90 -0.54 $-54.00 170.00 3 6.0 68.000 -0.88 2024-02-25
RUN240405C00013000 RUN CALL Long 13.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.53 $-0.54 -0.32 $-0.88 -0.07 -0.01 1.70 1.16 12.78 11.90 -0.54 $-54.00 170.00 1 6.0 68.000 -0.88 2024-02-23
RUN240405C00013000 RUN CALL Long 13.00 None $0.00 0.00 $0.00 0.00 0.00 1.70 1.70 12.78 12.78 0.00 $0.00 170.00 0 69.0 0.00 2024-02-22

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