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View Outliers PnL Drill-Down: RVMD231215C00022500

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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
2023-10-23	RVMD	RVMD231215C00022500	22.50	82.0	17.000	0.849	0.534	0.2	4.3	0.070	0.800	4.820	0.80	18.35	2023-12-15	CALL	Long	0.383	0.572	-0.344

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	RVMD	0.727	0.083	0.171	0.119	0.152	0.010	45.16	-37.683	0.0000	25.69	60.60	21	1y	53.66

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
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.60	2.00	$7.80	0.43	0.78	0.80	2.40	18.35	26.15	1.60	$160.00	80.00	52	1.0	80.000	7.80	2023-12-14
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.60	2.00	$7.34	0.40	0.27	0.80	2.40	18.35	25.69	1.60	$160.00	80.00	51	1.0	80.000	7.34	2023-12-13
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.60	2.00	$6.38	0.35	-0.06	0.80	2.40	18.35	24.73	1.60	$160.00	80.00	50	1.0	80.000	6.38	2023-12-12
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.60	2.00	$5.69	0.31	-0.16	0.80	2.40	18.35	24.04	1.60	$160.00	80.00	49	1.0	80.000	5.69	2023-12-11
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.60	2.00	$6.24	0.34	-0.27	0.80	2.40	18.35	24.59	1.60	$160.00	80.00	46	1.0	80.000	6.24	2023-12-08
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.60	2.00	$6.13	0.33	-0.24	0.80	2.40	18.35	24.48	1.60	$160.00	80.00	45	1.0	80.000	6.13	2023-12-07
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.60	2.00	$5.62	0.31	-0.22	0.80	2.40	18.35	23.97	1.60	$160.00	80.00	44	0.0	81.000	5.62	2023-12-06
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.75	0.94	$5.17	0.28	-0.32	0.80	1.55	18.35	23.52	0.75	$75.00	80.00	43	0.0	81.000	5.17	2023-12-05
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.75	0.94	$5.88	0.32	-0.27	0.80	1.55	18.35	24.23	0.75	$75.00	80.00	42	0.0	81.000	5.88	2023-12-04
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.75	0.94	$6.15	0.34	-0.10	0.80	1.55	18.35	24.50	0.75	$75.00	80.00	41	0.0	81.000	6.15	2023-12-03
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.75	0.94	$6.15	0.34	-0.13	0.80	1.55	18.35	24.50	0.75	$75.00	80.00	40	0.0	81.000	6.15	2023-12-02
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.75	0.94	$6.15	0.34	-0.25	0.80	1.55	18.35	24.50	0.75	$75.00	80.00	39	0.0	81.000	6.15	2023-12-01
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.75	0.94	$4.98	0.27	-0.27	0.80	1.55	18.35	23.33	0.75	$75.00	80.00	38	0.0	116.000	4.98	2023-11-30
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.26	0.32	$4.11	0.22	-0.29	0.80	1.06	18.35	22.46	0.26	$26.00	80.00	37	0.0	120.000	4.11	2023-11-29
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.10	-0.12	$3.72	0.20	-0.30	0.80	0.70	18.35	22.07	-0.10	$-10.00	80.00	36	0.0	120.000	3.72	2023-11-28
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.10	-0.12	$3.38	0.18	-0.32	0.80	0.70	18.35	21.73	-0.10	$-10.00	80.00	35	0.0	120.000	3.38	2023-11-27
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.10	-0.12	$3.36	0.18	-0.32	0.80	0.70	18.35	21.71	-0.10	$-10.00	80.00	32	0.0	0.000	3.36	2023-11-24
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.10	-0.12	$3.09	0.17	-0.79	0.80	0.70	18.35	21.44	-0.10	$-10.00	80.00	31	0.0	0.000	3.09	2023-11-23
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.10	-0.12	$2.59	0.14	-0.27	0.80	0.70	18.35	20.94	-0.10	$-10.00	80.00	30	0.0	119.000	2.59	2023-11-22
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.10	-0.12	$2.44	0.13	-0.28	0.80	0.70	18.35	20.79	-0.10	$-10.00	80.00	29	0.0	115.000	2.44	2023-11-21
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.04	-0.05	$3.38	0.18	-0.30	0.80	0.76	18.35	21.73	-0.04	$-4.00	80.00	28	0.0	115.000	3.38	2023-11-20
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.04	-0.05	$2.98	0.16	-0.27	0.80	0.76	18.35	21.33	-0.04	$-4.00	80.00	27	0.0	115.000	2.98	2023-11-19
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.04	-0.05	$2.98	0.16	-0.28	0.80	0.76	18.35	21.33	-0.04	$-4.00	80.00	25	0.0	115.000	2.98	2023-11-17
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.04	-0.05	$2.90	0.16	-0.26	0.80	0.76	18.35	21.25	-0.04	$-4.00	80.00	24	0.0	115.000	2.90	2023-11-16
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.40	-0.50	$2.99	0.16	-0.26	0.80	0.40	18.35	21.34	-0.40	$-40.00	80.00	23	0.0	115.000	2.99	2023-11-15
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.40	-0.50	$2.52	0.14	-0.26	0.80	0.40	18.35	20.87	-0.40	$-40.00	80.00	22	0.0	115.000	2.52	2023-11-14
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.40	-0.50	$1.30	0.07	-0.18	0.80	0.40	18.35	19.65	-0.40	$-40.00	80.00	21	0.0	114.000	1.30	2023-11-13
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.15	-0.19	$1.36	0.07	-0.23	0.80	0.65	18.35	19.71	-0.15	$-15.00	80.00	18	0.0	114.000	1.36	2023-11-10
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.15	-0.19	$1.67	0.09	-0.72	0.80	0.65	18.35	20.02	-0.15	$-15.00	80.00	17	0.0	0.000	1.67	2023-11-09
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$-0.15	-0.19	$1.67	0.09	-0.22	0.80	0.65	18.35	20.02	-0.15	$-15.00	80.00	16	0.0	119.000	1.67	2023-11-08
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.55	0.69	$2.83	0.15	-0.22	0.80	1.35	18.35	21.18	0.55	$55.00	80.00	15	0.0	119.000	2.83	2023-11-07
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.25	1.56	$3.19	0.17	-0.15	0.80	2.05	18.35	21.54	1.25	$125.00	80.00	14	0.0	119.000	3.19	2023-11-06
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.25	1.56	$3.19	0.17	-0.15	0.80	2.05	18.35	21.54	1.25	$125.00	80.00	13	0.0	119.000	3.19	2023-11-05
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$1.25	1.56	$3.81	0.21	-0.20	0.80	2.05	18.35	22.16	1.25	$125.00	80.00	11	0.0	119.000	3.81	2023-11-03
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.08	0.10	$2.80	0.15	-0.21	0.80	0.88	18.35	21.15	0.08	$8.00	80.00	10	0.0	119.000	2.80	2023-11-02
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.08	0.10	$2.00	0.11	-0.19	0.80	0.88	18.35	20.35	0.08	$8.00	80.00	9	0.0	119.000	2.00	2023-11-01
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.08	0.10	$1.45	0.08	-0.18	0.80	0.88	18.35	19.80	0.08	$8.00	80.00	8	0.0	119.000	1.45	2023-10-31
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.08	0.10	$0.00	0.00	-0.15	0.80	0.88	18.35	18.35	0.08	$8.00	80.00	7	0.0	119.000	0.00	2023-10-30
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.08	0.10	$0.26	0.01	-0.15	0.80	0.88	18.35	18.61	0.08	$8.00	80.00	4	0.0	119.000	0.26	2023-10-27
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.40	0.50	$1.16	0.06	-0.72	0.80	1.20	18.35	19.51	0.40	$40.00	80.00	3	0.0	119.000	1.16	2023-10-26
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.85	1.06	$1.66	0.09	-0.17	0.80	1.65	18.35	20.01	0.85	$85.00	80.00	2	0.0	124.000	1.66	2023-10-25
RVMD231215C00022500	RVMD	CALL	Long	22.50	Underlying has moved in favorable position (0.1024523160762942779291553134) and there is OP activity;Exit OP PnL: $0.20;Exit EQ PnL: 1.88	$0.85	1.06	$2.67	0.15	-0.17	0.80	1.65	18.35	21.02	0.85	$85.00	80.00	1	0.0	62.000	2.67	2023-10-24
RVMD231215C00022500	RVMD	CALL	Long	22.50	None	$0.00	0.00	$0.00	0.00	0.00	0.80	0.80	18.35	18.35	0.00	$0.00	80.00	0	82.0	17.000	0.00	2023-10-23

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