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View Outliers PnL Drill-Down: RXT240920P00002000

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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
2024-08-06	RXT	RXT240920P00002000	2.00	2.0	5.000	1.031	0.336	0.2	0.0	0.000	0.360	0.180	0.15	2.17	2024-09-20	PUT	Long	0.339	0.355	0.114

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	RXT	0.909	0.107	0.352	0.218	0.163	-0.077	2.41	-0.283	0.0000	1.48	3.03	21	1y	2.59

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
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.32	-0.15	1.11	0.15	0.10	2.10	2.42	-0.05	$-5.00	15.00	44	4.0	142.000	-0.32	2024-09-19
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.32	-0.15	0.67	0.15	0.10	2.10	2.42	-0.05	$-5.00	15.00	43	4.0	142.000	-0.32	2024-09-18
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.41	-0.20	0.61	0.15	0.10	2.10	2.51	-0.05	$-5.00	15.00	42	4.0	142.000	-0.41	2024-09-17
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.36	-0.17	0.32	0.15	0.10	2.10	2.46	-0.05	$-5.00	15.00	41	4.0	142.000	-0.36	2024-09-16
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.41	-0.20	0.29	0.15	0.10	2.10	2.51	-0.05	$-5.00	15.00	39	4.0	142.000	-0.41	2024-09-14
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.41	-0.20	0.11	0.15	0.10	2.10	2.51	-0.05	$-5.00	15.00	38	4.0	142.000	-0.41	2024-09-13
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.43	-0.20	0.04	0.15	0.10	2.10	2.53	-0.05	$-5.00	15.00	37	4.0	142.000	-0.43	2024-09-12
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.34	-0.16	-0.14	0.15	0.10	2.10	2.44	-0.05	$-5.00	15.00	36	4.0	142.000	-0.34	2024-09-11
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.28	-0.13	-0.02	0.15	0.10	2.10	2.38	-0.05	$-5.00	15.00	35	4.0	142.000	-0.28	2024-09-10
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.17	-0.08	-0.25	0.15	0.10	2.10	2.27	-0.05	$-5.00	15.00	34	4.0	142.000	-0.17	2024-09-09
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.01	-0.00	-0.38	0.15	0.10	2.10	2.11	-0.05	$-5.00	15.00	33	4.0	142.000	-0.01	2024-09-08
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.01	-0.00	-0.47	0.15	0.10	2.10	2.11	-0.05	$-5.00	15.00	31	4.0	142.000	-0.01	2024-09-06
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.15	-0.07	-0.24	0.15	0.10	2.10	2.25	-0.05	$-5.00	15.00	30	4.0	142.000	-0.15	2024-09-05
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.06	-0.40	$-0.14	-0.07	-0.28	0.15	0.09	2.10	2.24	-0.06	$-6.00	15.00	29	1.0	142.000	-0.14	2024-09-04
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.07	-0.47	$-0.20	-0.10	-0.27	0.15	0.08	2.10	2.30	-0.07	$-7.00	15.00	25	2.0	141.000	-0.20	2024-08-31
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.07	-0.47	$-0.20	-0.10	-0.31	0.15	0.08	2.10	2.30	-0.07	$-7.00	15.00	24	2.0	141.000	-0.20	2024-08-30
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.07	-0.47	$-0.19	-0.09	-0.35	0.15	0.08	2.10	2.29	-0.07	$-7.00	15.00	23	2.0	141.000	-0.19	2024-08-29
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.07	-0.47	$-0.15	-0.07	-0.41	0.15	0.08	2.10	2.25	-0.07	$-7.00	15.00	22	2.0	139.000	-0.15	2024-08-28
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.25	-0.12	-0.96	0.15	0.10	2.10	2.35	-0.05	$-5.00	15.00	21	5.0	139.000	-0.25	2024-08-27
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.29	-0.14	-0.28	0.15	0.10	2.10	2.39	-0.05	$-5.00	15.00	20	5.0	139.000	-0.29	2024-08-26
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.31	-0.15	-0.27	0.15	0.10	2.10	2.41	-0.05	$-5.00	15.00	19	5.0	134.000	-0.31	2024-08-25
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.31	-0.15	-0.28	0.15	0.10	2.10	2.41	-0.05	$-5.00	15.00	18	5.0	134.000	-0.31	2024-08-24
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.31	-0.15	-0.30	0.15	0.10	2.10	2.41	-0.05	$-5.00	15.00	17	5.0	134.000	-0.31	2024-08-23
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.11	-0.05	-0.55	0.15	0.10	2.10	2.21	-0.05	$-5.00	15.00	16	20.0	114.000	-0.11	2024-08-22
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.28	-0.13	-0.50	0.15	0.10	2.10	2.38	-0.05	$-5.00	15.00	15	45.0	114.000	-0.28	2024-08-21
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.27	-0.13	-0.52	0.15	0.10	2.10	2.37	-0.05	$-5.00	15.00	14	45.0	114.000	-0.27	2024-08-20
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.05	-0.33	$-0.35	-0.17	-0.46	0.15	0.10	2.10	2.45	-0.05	$-5.00	15.00	13	45.0	69.000	-0.35	2024-08-19
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.03	-0.20	$-0.36	-0.17	-0.46	0.15	0.12	2.10	2.46	-0.03	$-3.00	15.00	12	60.0	9.000	-0.36	2024-08-18
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.03	-0.20	$-0.36	-0.17	-0.47	0.15	0.12	2.10	2.46	-0.03	$-3.00	15.00	11	60.0	9.000	-0.36	2024-08-17
RXT240920P00002000	RXT	PUT	Long	2.00	None	$-0.03	-0.20	$-0.36	-0.17	-0.48	0.15	0.12	2.10	2.46	-0.03	$-3.00	15.00	10	60.0	9.000	-0.36	2024-08-16
RXT240920P00002000	RXT	PUT	Long	2.00	None	$0.00	0.00	$-0.11	-0.05	-0.61	0.15	0.15	2.10	2.21	0.00	$0.00	15.00	9	4.0	9.000	-0.11	2024-08-15
RXT240920P00002000	RXT	PUT	Long	2.00	None	$0.00	0.00	$-0.07	-0.03	-0.56	0.15	0.15	2.10	2.17	0.00	$0.00	15.00	8	4.0	5.000	-0.07	2024-08-14
RXT240920P00002000	RXT	PUT	Long	2.00	None	$0.00	0.00	$-0.30	-0.14	-0.32	0.15	0.15	2.10	2.40	0.00	$0.00	15.00	7	2.0	5.000	-0.30	2024-08-13
RXT240920P00002000	RXT	PUT	Long	2.00	None	$0.00	0.00	$-0.12	-0.06	-0.43	0.15	0.15	2.10	2.22	0.00	$0.00	15.00	6	2.0	5.000	-0.12	2024-08-12
RXT240920P00002000	RXT	PUT	Long	2.00	None	$0.00	0.00	$-0.15	-0.07	0.68	0.15	0.15	2.10	2.25	0.00	$0.00	15.00	3	2.0	5.000	-0.15	2024-08-09
RXT240920P00002000	RXT	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.11	$0.00	0.00	$-0.14	-0.07	-0.35	0.15	0.15	2.10	2.24	0.00	$0.00	15.00	2	2.0	5.000	-0.14	2024-08-08
RXT240920P00002000	RXT	PUT	Long	2.00	None	$0.00	0.00	$-0.02	-0.01	-0.14	0.15	0.15	2.10	2.12	0.00	$0.00	15.00	1	2.0	5.000	-0.02	2024-08-07
RXT240920P00002000	RXT	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	2.10	2.10	0.00	$0.00	15.00	0	2.0	5.000	-0.00	2024-08-06

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