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View Outliers PnL Drill-Down: RVNC240315P00005000

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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
2024-02-06	RVNC	RVNC240315P00005000	5.00	27.0	234.000	1.176	0.389	1.0	0.0	0.000	1.280	0.340	0.45	5.92	2024-03-15	PUT	Long	0.473	0.499	0.161

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
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.41	-0.91	$0.49	0.08	-0.19	0.45	0.04	5.92	5.43	-0.41	$-41.00	45.00	37	2.0	1767.000	0.49	2024-03-14
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.41	-0.91	$-0.10	-0.02	0.57	0.45	0.04	5.92	6.02	-0.41	$-41.00	45.00	36	2.0	1769.000	-0.10	2024-03-13
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.40	-0.89	$-0.36	-0.06	0.29	0.45	0.05	5.92	6.28	-0.40	$-40.00	45.00	35	5.0	1769.000	-0.36	2024-03-12
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.40	-0.89	$-0.34	-0.06	0.10	0.45	0.05	5.92	6.26	-0.40	$-40.00	45.00	34	5.0	1774.000	-0.34	2024-03-11
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.38	-0.84	$-0.09	-0.02	0.02	0.45	0.07	5.92	6.01	-0.38	$-38.00	45.00	31	2.0	1773.000	-0.09	2024-03-08
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.40	-0.89	$-0.24	-0.04	-0.10	0.45	0.05	5.92	6.16	-0.40	$-40.00	45.00	30	14.0	1773.000	-0.24	2024-03-07
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.42	-0.93	$-0.42	-0.07	-0.22	0.45	0.03	5.92	6.34	-0.42	$-42.00	45.00	29	13.0	1774.000	-0.42	2024-03-06
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.40	-0.89	$-0.69	-0.12	0.03	0.45	0.05	5.92	6.61	-0.40	$-40.00	45.00	28	20.0	1786.000	-0.69	2024-03-05
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.38	-0.84	$-0.15	-0.03	-0.93	0.45	0.07	5.92	6.07	-0.38	$-38.00	45.00	27	22.0	0.000	-0.15	2024-03-04
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.44	-0.98	$-1.06	-0.18	0.22	0.45	0.01	5.92	6.98	-0.44	$-44.00	45.00	26	311.0	1786.000	-1.06	2024-03-03
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.44	-0.98	$-1.06	-0.18	0.22	0.45	0.01	5.92	6.98	-0.44	$-44.00	45.00	25	311.0	1786.000	-1.06	2024-03-02
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.44	-0.98	$-1.24	-0.21	0.06	0.45	0.01	5.92	7.16	-0.44	$-44.00	45.00	24	311.0	1786.000	-1.24	2024-03-01
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.44	-0.98	$-1.22	-0.21	-0.16	0.45	0.01	5.92	7.14	-0.44	$-44.00	45.00	23	311.0	1716.000	-1.22	2024-02-29
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.22	-0.49	$0.26	0.04	-0.15	0.45	0.23	5.92	5.66	-0.22	$-22.00	45.00	22	105.0	1656.000	0.26	2024-02-28
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.25	-0.56	$0.22	0.04	-0.12	0.45	0.20	5.92	5.70	-0.25	$-25.00	45.00	21	29.0	1646.000	0.22	2024-02-27
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.23	-0.51	$0.23	0.04	-0.15	0.45	0.22	5.92	5.69	-0.23	$-23.00	45.00	20	68.0	1687.000	0.23	2024-02-26
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.20	-0.44	$0.43	0.07	-0.17	0.45	0.25	5.92	5.49	-0.20	$-20.00	45.00	19	47.0	1670.000	0.43	2024-02-25
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.20	-0.44	$0.43	0.07	-0.24	0.45	0.25	5.92	5.49	-0.20	$-20.00	45.00	17	47.0	1670.000	0.43	2024-02-23
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.05	-0.11	$0.61	0.10	-0.18	0.45	0.40	5.92	5.31	-0.05	$-5.00	45.00	16	164.0	1512.000	0.61	2024-02-22
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.08	-0.18	$0.55	0.09	-0.16	0.45	0.37	5.92	5.37	-0.08	$-8.00	45.00	15	302.0	1212.000	0.55	2024-02-21
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.07	-0.16	$0.41	0.07	-0.09	0.45	0.38	5.92	5.51	-0.07	$-7.00	45.00	14	196.0	1016.000	0.41	2024-02-20
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.10	-0.22	$0.36	0.06	-0.01	0.45	0.35	5.92	5.56	-0.10	$-10.00	45.00	13	132.0	884.000	0.36	2024-02-19
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$-0.05	-0.11	$0.01	0.00	-0.04	0.45	0.40	5.92	5.91	-0.05	$-5.00	45.00	3	41.0	452.000	0.01	2024-02-09
RVNC240315P00005000	RVNC	PUT	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.17	0.38	$0.50	0.08	-0.05	0.45	0.62	5.92	5.42	0.17	$17.00	45.00	2	103.0	351.000	0.50	2024-02-08
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$0.05	0.11	$0.54	0.09	-0.16	0.45	0.50	5.92	5.38	0.05	$5.00	45.00	1	101.0	251.000	0.54	2024-02-07
RVNC240315P00005000	RVNC	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	5.92	5.92	0.00	$0.00	45.00	0	27.0	234.000	-0.00	2024-02-06

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