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View Outliers PnL Drill-Down: RVNC240621C00002500

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
2024-05-10	RVNC	RVNC240621C00002500	2.50	12.0	36.000	0.973	0.372	0.8	0.0	0.020	0.900	0.070	1.00	3.32	2024-06-21	CALL	Long	0.426	0.495	-0.226

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
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.65	-0.65	$-0.52	-0.16	5.16	1.00	0.35	3.32	2.80	-0.65	$-65.00	100.00	37	1.0	126.000	-0.52	2024-06-18
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.65	-0.65	$-0.52	-0.16	0.97	1.00	0.35	3.32	2.80	-0.65	$-65.00	100.00	36	1.0	126.000	-0.52	2024-06-17
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.60	-0.60	$-0.50	-0.15	7.80	1.00	0.40	3.32	2.82	-0.60	$-60.00	100.00	33	103.0	153.000	-0.50	2024-06-14
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.35	-0.11	1.00	1.00	0.60	3.32	2.97	-0.40	$-40.00	100.00	32	23.0	153.000	-0.35	2024-06-13
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.29	-0.09	1.78	1.00	0.60	3.32	3.03	-0.40	$-40.00	100.00	31	23.0	153.000	-0.29	2024-06-12
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.50	-0.50	$-0.38	-0.11	1.12	1.00	0.50	3.32	2.94	-0.50	$-50.00	100.00	30	17.0	156.000	-0.38	2024-06-11
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.75	-0.75	$-0.58	-0.17	0.95	1.00	0.25	3.32	2.74	-0.75	$-75.00	100.00	29	11.0	156.000	-0.58	2024-06-10
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.75	-0.75	$-0.62	-0.19	0.67	1.00	0.25	3.32	2.70	-0.75	$-75.00	100.00	28	11.0	150.000	-0.62	2024-06-09
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.75	-0.75	$-0.62	-0.19	0.88	1.00	0.25	3.32	2.70	-0.75	$-75.00	100.00	26	11.0	150.000	-0.62	2024-06-07
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.42	-0.13	0.98	1.00	0.60	3.32	2.90	-0.40	$-40.00	100.00	25	10.0	151.000	-0.42	2024-06-06
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.29	-0.09	0.70	1.00	0.60	3.32	3.03	-0.40	$-40.00	100.00	24	10.0	161.000	-0.29	2024-06-05
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.41	-0.12	1.02	1.00	0.60	3.32	2.91	-0.40	$-40.00	100.00	23	103.0	161.000	-0.41	2024-06-04
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.31	-0.09	1.22	1.00	0.60	3.32	3.01	-0.40	$-40.00	100.00	22	103.0	81.000	-0.31	2024-06-03
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.55	-0.55	$-0.48	-0.14	0.93	1.00	0.45	3.32	2.84	-0.55	$-55.00	100.00	19	2.0	81.000	-0.48	2024-05-31
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.55	-0.55	$-0.43	-0.13	1.18	1.00	0.45	3.32	2.89	-0.55	$-55.00	100.00	18	2.0	79.000	-0.43	2024-05-30
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.55	-0.55	$-0.52	-0.16	2.10	1.00	0.45	3.32	2.80	-0.55	$-55.00	100.00	17	5.0	80.000	-0.52	2024-05-29
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.60	-0.60	$-0.65	-0.20	0.88	1.00	0.40	3.32	2.67	-0.60	$-60.00	100.00	16	14.0	80.000	-0.65	2024-05-28
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.60	-0.60	$-0.61	-0.18	1.21	1.00	0.40	3.32	2.71	-0.60	$-60.00	100.00	15	14.0	80.000	-0.61	2024-05-27
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.60	-0.60	$-0.61	-0.18	0.88	1.00	0.40	3.32	2.71	-0.60	$-60.00	100.00	12	14.0	80.000	-0.61	2024-05-24
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.60	-0.60	$-0.65	-0.20	1.66	1.00	0.40	3.32	2.67	-0.60	$-60.00	100.00	11	14.0	68.000	-0.65	2024-05-23
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.46	-0.46	$-0.40	-0.12	0.84	1.00	0.54	3.32	2.92	-0.46	$-46.00	100.00	10	4.0	66.000	-0.40	2024-05-22
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.25	-0.25	$-0.31	-0.09	0.73	1.00	0.75	3.32	3.01	-0.25	$-25.00	100.00	9	27.0	66.000	-0.31	2024-05-21
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.25	-0.25	$-0.16	-0.05	0.00	1.00	0.75	3.32	3.16	-0.25	$-25.00	100.00	8	27.0	0.000	-0.16	2024-05-20
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.30	-0.09	0.98	1.00	0.60	3.32	3.02	-0.40	$-40.00	100.00	7	2.0	61.000	-0.30	2024-05-19
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.40	-0.40	$-0.30	-0.09	0.96	1.00	0.60	3.32	3.02	-0.40	$-40.00	100.00	6	2.0	61.000	-0.30	2024-05-18
RVNC240621C00002500	RVNC	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -0.19	$-0.40	-0.40	$-0.30	-0.09	1.54	1.00	0.60	3.32	3.02	-0.40	$-40.00	100.00	5	2.0	61.000	-0.30	2024-05-17
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.10	-0.10	$-0.01	-0.00	1.07	1.00	0.90	3.32	3.31	-0.10	$-10.00	100.00	3	10.0	54.000	-0.01	2024-05-15
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$0.05	0.05	$0.16	0.05	1.61	1.00	1.05	3.32	3.48	0.05	$5.00	100.00	2	12.0	0.000	0.16	2024-05-14
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$-0.15	-0.15	$0.00	0.00	1.01	1.00	0.85	3.32	3.32	-0.15	$-15.00	100.00	1	10.0	36.000	0.00	2024-05-13
RVNC240621C00002500	RVNC	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	1.00	1.00	3.32	3.32	0.00	$0.00	100.00	0	1.0	36.000	0.00	2024-05-12

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