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View Outliers PnL Drill-Down: RUN240906P00017000

View in yFinance: RUN

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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
2024-08-07	RUN	RUN240906P00017000	17.00	10.0	1.000	0.777	0.345	2.1	0.1	0.000	2.650	0.640	2.24	18.94	2024-09-06	PUT	Long	0.427	0.439	0.110

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
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.18	-0.97	$-0.95	-0.05	0.27	2.24	0.06	18.31	19.26	-2.18	$-218.00	224.00	29	20.0	230.000	-0.95	2024-09-05
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.13	-0.95	$-1.32	-0.07	0.18	2.24	0.11	18.31	19.63	-2.13	$-213.00	224.00	28	98.0	230.000	-1.32	2024-09-04
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.20	-0.98	$-2.21	-0.12	0.06	2.24	0.04	18.31	20.52	-2.20	$-220.00	224.00	24	13.0	245.000	-2.21	2024-08-31
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.20	-0.98	$-2.21	-0.12	-0.06	2.24	0.04	18.31	20.52	-2.20	$-220.00	224.00	23	13.0	245.000	-2.21	2024-08-30
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.20	-0.98	$-1.82	-0.10	-0.09	2.24	0.04	18.31	20.13	-2.20	$-220.00	224.00	22	71.0	175.000	-1.82	2024-08-29
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.15	-0.96	$-2.29	-0.13	-0.02	2.24	0.09	18.31	20.60	-2.15	$-215.00	224.00	21	75.0	175.000	-2.29	2024-08-28
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.17	-0.97	$-2.45	-0.13	-0.54	2.24	0.07	18.31	20.76	-2.17	$-217.00	224.00	20	2.0	124.000	-2.45	2024-08-27
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.17	-0.97	$-2.84	-0.16	-0.01	2.24	0.07	18.31	21.15	-2.17	$-217.00	224.00	19	2.0	124.000	-2.84	2024-08-26
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.15	-0.96	$-3.19	-0.17	0.01	2.24	0.09	18.31	21.50	-2.15	$-215.00	224.00	18	20.0	106.000	-3.19	2024-08-25
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.15	-0.96	$-3.19	-0.17	-0.02	2.24	0.09	18.31	21.50	-2.15	$-215.00	224.00	17	20.0	106.000	-3.19	2024-08-24
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.15	-0.96	$-3.19	-0.17	-0.04	2.24	0.09	18.31	21.50	-2.15	$-215.00	224.00	16	20.0	106.000	-3.19	2024-08-23
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.08	-0.93	$-1.65	-0.09	-0.10	2.24	0.16	18.31	19.96	-2.08	$-208.00	224.00	15	1.0	106.000	-1.65	2024-08-22
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.99	-0.89	$-1.32	-0.07	-0.10	2.24	0.25	18.31	19.63	-1.99	$-199.00	224.00	14	10.0	112.000	-1.32	2024-08-21
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.89	-0.84	$-0.78	-0.04	-0.12	2.24	0.35	18.31	19.09	-1.89	$-189.00	224.00	13	76.0	187.000	-0.78	2024-08-20
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-2.04	-0.91	$-1.95	-0.11	-0.06	2.24	0.20	18.31	20.26	-2.04	$-204.00	224.00	12	51.0	136.000	-1.95	2024-08-19
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.86	-0.83	$-1.09	-0.06	-0.09	2.24	0.38	18.31	19.40	-1.86	$-186.00	224.00	11	102.0	112.000	-1.09	2024-08-18
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.86	-0.83	$-1.09	-0.06	-0.10	2.24	0.38	18.31	19.40	-1.86	$-186.00	224.00	10	102.0	112.000	-1.09	2024-08-17
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.86	-0.83	$-1.09	-0.06	-0.10	2.24	0.38	18.31	19.40	-1.86	$-186.00	224.00	9	102.0	112.000	-1.09	2024-08-16
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.87	-0.83	$-1.30	-0.07	-0.02	2.24	0.37	18.31	19.61	-1.87	$-187.00	224.00	8	51.0	62.000	-1.30	2024-08-15
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.67	-0.75	$-0.20	-0.01	0.05	2.24	0.57	18.31	18.51	-1.67	$-167.00	224.00	7	10.0	59.000	-0.20	2024-08-14
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.70	-0.76	$-0.96	-0.05	-0.05	2.24	0.54	18.31	19.27	-1.70	$-170.00	224.00	6	50.0	9.000	-0.96	2024-08-13
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-1.04	-0.46	$0.98	0.05	-0.18	2.24	1.20	18.31	17.33	-1.04	$-104.00	224.00	5	4.0	5.000	0.98	2024-08-12
RUN240906P00017000	RUN	PUT	Long	17.00	None	$-0.93	-0.42	$0.42	0.02	-0.07	2.24	1.31	18.31	17.89	-0.93	$-93.00	224.00	2	3.0	2.000	0.42	2024-08-09
RUN240906P00017000	RUN	PUT	Long	17.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.60	$-1.42	-0.63	$-0.52	-0.03	0.01	2.24	0.82	18.31	18.83	-1.42	$-142.00	224.00	1	1.0	1.000	-0.52	2024-08-08
RUN240906P00017000	RUN	PUT	Long	17.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.24	2.24	18.31	18.31	0.00	$0.00	224.00	0	10.0	1.000	-0.00	2024-08-07

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