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View Outliers PnL Drill-Down: RVNC240419P00007500

View in yFinance: RVNC

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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
2024-02-29	RVNC	RVNC240419P00007500	7.50	118.0	312.000	1.094	0.488	0.3	0.7	-0.020	0.900	1.220	1.20	7.14	2024-04-19	PUT	Long	0.435	0.496	0.261

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
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$2.57	2.14	$3.35	0.47	11.11	1.20	3.77	7.14	3.79	2.57	$257.00	120.00	49	2.0	179.000	3.35	2024-04-18
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$2.57	2.14	$3.38	0.47	6.20	1.20	3.77	7.14	3.76	2.57	$257.00	120.00	48	2.0	180.000	3.38	2024-04-17
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$2.51	2.09	$3.33	0.47	1.91	1.20	3.71	7.14	3.81	2.51	$251.00	120.00	47	28.0	180.000	3.33	2024-04-16
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$3.17	0.44	6.12	1.20	2.90	7.14	3.97	1.70	$170.00	120.00	46	15.0	180.000	3.17	2024-04-15
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$3.01	0.42	2.73	1.20	2.90	7.14	4.13	1.70	$170.00	120.00	43	15.0	180.000	3.01	2024-04-12
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.70	0.38	2.76	1.20	2.90	7.14	4.44	1.70	$170.00	120.00	42	15.0	180.000	2.70	2024-04-11
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.73	0.38	2.78	1.20	2.90	7.14	4.41	1.70	$170.00	120.00	41	15.0	180.000	2.73	2024-04-10
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.45	0.34	1.76	1.20	2.90	7.14	4.69	1.70	$170.00	120.00	40	15.0	180.000	2.45	2024-04-09
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.69	0.38	2.19	1.20	2.90	7.14	4.45	1.70	$170.00	120.00	39	15.0	180.000	2.69	2024-04-08
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.73	0.38	1.06	1.20	2.90	7.14	4.41	1.70	$170.00	120.00	36	15.0	180.000	2.73	2024-04-05
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.73	0.38	1.30	1.20	2.90	7.14	4.41	1.70	$170.00	120.00	35	15.0	180.000	2.73	2024-04-04
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.59	0.36	1.26	1.20	2.90	7.14	4.55	1.70	$170.00	120.00	34	15.0	220.000	2.59	2024-04-03
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.63	0.37	1.00	1.20	2.90	7.14	4.51	1.70	$170.00	120.00	33	15.0	220.000	2.63	2024-04-02
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.70	1.42	$2.41	0.34	1.57	1.20	2.90	7.14	4.73	1.70	$170.00	120.00	32	15.0	225.000	2.41	2024-04-01
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.48	1.23	$2.22	0.31	3.84	1.20	2.68	7.14	4.92	1.48	$148.00	120.00	31	1.0	225.000	2.22	2024-03-31
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.48	1.23	$2.22	0.31	3.60	1.20	2.68	7.14	4.92	1.48	$148.00	120.00	30	1.0	225.000	2.22	2024-03-30
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.48	1.23	$2.22	0.31	3.49	1.20	2.68	7.14	4.92	1.48	$148.00	120.00	29	1.0	225.000	2.22	2024-03-29
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.48	1.23	$2.22	0.31	1.60	1.20	2.68	7.14	4.92	1.48	$148.00	120.00	28	1.0	225.000	2.22	2024-03-28
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.48	1.23	$2.20	0.31	0.34	1.20	2.68	7.14	4.94	1.48	$148.00	120.00	27	1.0	225.000	2.20	2024-03-27
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.48	1.23	$2.44	0.34	1.78	1.20	2.68	7.14	4.70	1.48	$148.00	120.00	26	1.0	518.000	2.44	2024-03-26
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.35	1.12	$2.49	0.35	0.08	1.20	2.55	7.14	4.65	1.35	$135.00	120.00	25	30.0	635.000	2.49	2024-03-25
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.35	1.12	$2.27	0.32	0.68	1.20	2.55	7.14	4.87	1.35	$135.00	120.00	22	30.0	647.000	2.27	2024-03-22
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.20	1.00	$1.95	0.27	0.70	1.20	2.40	7.14	5.19	1.20	$120.00	120.00	21	1.0	647.000	1.95	2024-03-21
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.20	1.00	$2.07	0.29	0.61	1.20	2.40	7.14	5.07	1.20	$120.00	120.00	20	1.0	647.000	2.07	2024-03-20
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$1.20	1.00	$2.21	0.31	0.12	1.20	2.40	7.14	4.93	1.20	$120.00	120.00	19	1.0	693.000	2.21	2024-03-19
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.96	0.80	$2.20	0.31	0.25	1.20	2.16	7.14	4.94	0.96	$96.00	120.00	18	15.0	693.000	2.20	2024-03-18
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.96	0.80	$1.84	0.26	0.43	1.20	2.16	7.14	5.30	0.96	$96.00	120.00	15	15.0	678.000	1.84	2024-03-15
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.80	0.67	$1.71	0.24	0.69	1.20	2.00	7.14	5.43	0.80	$80.00	120.00	14	10.0	668.000	1.71	2024-03-14
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.35	0.29	$1.12	0.16	-0.15	1.20	1.55	7.14	6.02	0.35	$35.00	120.00	13	38.0	630.000	1.12	2024-03-13
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.35	0.29	$0.86	0.12	-0.16	1.20	1.55	7.14	6.28	0.35	$35.00	120.00	12	100.0	630.000	0.86	2024-03-12
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.35	0.29	$0.88	0.12	0.15	1.20	1.55	7.14	6.26	0.35	$35.00	120.00	11	100.0	530.000	0.88	2024-03-11
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.20	0.17	$1.13	0.16	-0.27	1.20	1.40	7.14	6.01	0.20	$20.00	120.00	8	260.0	530.000	1.13	2024-03-08
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.20	0.17	$0.98	0.14	-0.34	1.20	1.40	7.14	6.16	0.20	$20.00	120.00	7	260.0	530.000	0.98	2024-03-07
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.20	0.17	$0.80	0.11	0.02	1.20	1.40	7.14	6.34	0.20	$20.00	120.00	6	260.0	530.000	0.80	2024-03-06
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.55	0.46	$0.53	0.07	-0.12	1.20	1.75	7.14	6.61	0.55	$55.00	120.00	5	10.0	354.000	0.53	2024-03-05
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.60	0.50	$1.07	0.15	-1.09	1.20	1.80	7.14	6.07	0.60	$60.00	120.00	4	3.0	0.000	1.07	2024-03-04
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.01	0.01	$0.16	0.02	-0.14	1.20	1.21	7.14	6.98	0.01	$1.00	120.00	3	123.0	354.000	0.16	2024-03-03
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.01	0.01	$0.16	0.02	-0.14	1.20	1.21	7.14	6.98	0.01	$1.00	120.00	2	123.0	354.000	0.16	2024-03-02
RVNC240419P00007500	RVNC	PUT	Long	7.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -0.25	$0.01	0.01	$-0.02	-0.00	-0.17	1.20	1.21	7.14	7.16	0.01	$1.00	120.00	1	123.0	354.000	-0.02	2024-03-01
RVNC240419P00007500	RVNC	PUT	Long	7.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.20	1.20	7.14	7.14	0.00	$0.00	120.00	0	118.0	312.000	-0.00	2024-02-29

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