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View Outliers PnL Drill-Down: RVNC240216C00007500

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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
2024-01-08	RVNC	RVNC240216C00007500	7.50	107.0	16.000	1.096	0.349	0.1	0.6	0.000	0.710	1.130	0.83	7.05	2024-02-16	CALL	Long	0.457	0.487	-0.156

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	RVNC	0.727	0.095	0.714	0.311	0.290	-0.288	3.07	-1.384	0.0000	2.34	9.31	21	1y	5.13

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
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-1.14	-0.16	-0.06	0.83	0.05	7.05	5.91	-0.78	$-78.00	83.00	32	1.0	831.000	-1.14	2024-02-09
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-1.63	-0.23	0.36	0.83	0.05	7.05	5.42	-0.78	$-78.00	83.00	31	1.0	831.000	-1.63	2024-02-08
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.73	-0.88	$-1.67	-0.24	0.11	0.83	0.10	7.05	5.38	-0.73	$-73.00	83.00	30	192.0	942.000	-1.67	2024-02-07
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-1.13	-0.16	-0.22	0.83	0.05	7.05	5.92	-0.78	$-78.00	83.00	29	6.0	942.000	-1.13	2024-02-06
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-1.95	-0.28	-0.60	0.83	0.05	7.05	5.10	-0.78	$-78.00	83.00	28	31.0	942.000	-1.95	2024-02-05
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-1.68	-0.24	-0.60	0.83	0.05	7.05	5.37	-0.78	$-78.00	83.00	27	31.0	942.000	-1.68	2024-02-04
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-1.68	-0.24	0.18	0.83	0.05	7.05	5.37	-0.78	$-78.00	83.00	25	29.0	941.000	-1.68	2024-02-02
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-1.90	-0.27	0.26	0.83	0.05	7.05	5.15	-0.78	$-78.00	83.00	24	66.0	951.000	-1.90	2024-02-01
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.78	-0.94	$-2.02	-0.29	-0.02	0.83	0.05	7.05	5.03	-0.78	$-78.00	83.00	23	24.0	941.000	-2.02	2024-01-31
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.75	-0.90	$-1.54	-0.22	-0.00	0.83	0.08	7.05	5.51	-0.75	$-75.00	83.00	22	179.0	961.000	-1.54	2024-01-30
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.73	-0.88	$-1.01	-0.14	-0.20	0.83	0.10	7.05	6.04	-0.73	$-73.00	83.00	21	17.0	960.000	-1.01	2024-01-29
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.68	-0.82	$-1.09	-0.15	-0.12	0.83	0.15	7.05	5.96	-0.68	$-68.00	83.00	20	26.0	945.000	-1.09	2024-01-28
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.68	-0.82	$-1.09	-0.15	-0.14	0.83	0.15	7.05	5.96	-0.68	$-68.00	83.00	19	26.0	945.000	-1.09	2024-01-27
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.68	-0.82	$-1.09	-0.15	-0.17	0.83	0.15	7.05	5.96	-0.68	$-68.00	83.00	18	26.0	945.000	-1.09	2024-01-26
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.73	-0.88	$-1.12	-0.16	-0.11	0.83	0.10	7.05	5.93	-0.73	$-73.00	83.00	17	20.0	942.000	-1.12	2024-01-25
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.68	-0.82	$-1.34	-0.19	-0.16	0.83	0.15	7.05	5.71	-0.68	$-68.00	83.00	16	58.0	911.000	-1.34	2024-01-24
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.63	-0.76	$-0.99	-0.14	-0.11	0.83	0.20	7.05	6.06	-0.63	$-63.00	83.00	15	3.0	864.000	-0.99	2024-01-23
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.69	-0.83	$-1.02	-0.14	-0.22	0.83	0.14	7.05	6.03	-0.69	$-69.00	83.00	14	365.0	623.000	-1.02	2024-01-22
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.68	-0.82	$-1.39	-0.20	-0.16	0.83	0.15	7.05	5.66	-0.68	$-68.00	83.00	11	18.0	617.000	-1.39	2024-01-19
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.64	-0.77	$-1.25	-0.18	-0.13	0.83	0.19	7.05	5.80	-0.64	$-64.00	83.00	10	165.0	493.000	-1.25	2024-01-18
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.55	-0.66	$-0.99	-0.14	0.06	0.83	0.28	7.05	6.06	-0.55	$-55.00	83.00	9	18.0	484.000	-0.99	2024-01-17
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.63	-0.76	$-1.29	-0.18	-0.09	0.83	0.20	7.05	5.76	-0.63	$-63.00	83.00	8	32.0	451.000	-1.29	2024-01-16
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.58	-0.70	$-1.11	-0.16	-0.14	0.83	0.25	7.05	5.94	-0.58	$-58.00	83.00	4	87.0	398.000	-1.11	2024-01-12
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.46	-0.55	$-0.74	-0.10	-0.13	0.83	0.37	7.05	6.31	-0.46	$-46.00	83.00	3	338.0	145.000	-0.74	2024-01-11
RVNC240216C00007500	RVNC	CALL	Long	7.50	Exit OP PnL: $-0.14;Exit EQ PnL: -0.08; Position is Long and position continued to lose. Latest OP price is: $0.69 (EQ: $6.97). Initial OP price was: $0.83 (EQ: $7.05). Surpassed Stop Loss Percentage: -0.1686746987951807228915662651 < -0.16.	$-0.18	-0.22	$-0.26	-0.04	-0.10	0.83	0.65	7.05	6.79	-0.18	$-18.00	83.00	2	1.0	144.000	-0.26	2024-01-10
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$-0.13	-0.16	$-0.02	-0.00	-0.10	0.83	0.70	7.05	7.03	-0.13	$-13.00	83.00	1	66.0	107.000	-0.02	2024-01-09
RVNC240216C00007500	RVNC	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	0.83	0.83	7.05	7.05	0.00	$0.00	83.00	0	107.0	16.000	0.00	2024-01-08

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