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View Outliers PnL Drill-Down: NAK241220P00000500

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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
2024-11-06 NAK NAK241220P00000500 0.50 118.0 15.000 1.188 0.353 0.0 0.0 -0.020 0.090 0.070 0.10 0.52 2024-12-20 PUT Long 0.296 0.361 0.232

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 NAK 0.909 0.108 0.498 0.221 0.162 -0.141 0.51 0.0000 0.23 0.54 21 1y 0.44

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
NAK241220P00000500 NAK PUT Long 0.50 None $-0.03 -0.30 $0.05 0.10 1.19 0.10 0.07 0.52 0.47 -0.03 $-3.00 10.00 43 1.0 696.000 0.05 2024-12-19
NAK241220P00000500 NAK PUT Long 0.50 None $-0.08 -0.80 $0.06 0.12 0.06 0.10 0.02 0.52 0.46 -0.08 $-8.00 10.00 42 1.0 696.000 0.06 2024-12-18
NAK241220P00000500 NAK PUT Long 0.50 None $-0.08 -0.80 $0.01 0.02 0.25 0.10 0.02 0.52 0.51 -0.08 $-8.00 10.00 41 1.0 695.000 0.01 2024-12-17
NAK241220P00000500 NAK PUT Long 0.50 None $-0.08 -0.80 $-0.00 -0.00 0.19 0.10 0.02 0.52 0.52 -0.08 $-8.00 10.00 40 2.0 693.000 -0.00 2024-12-16
NAK241220P00000500 NAK PUT Long 0.50 None $-0.06 -0.60 $0.02 0.04 -0.31 0.10 0.04 0.52 0.50 -0.06 $-6.00 10.00 37 11.0 693.000 0.02 2024-12-13
NAK241220P00000500 NAK PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.06 -0.60 $0.01 0.02 -0.19 0.10 0.04 0.52 0.51 -0.06 $-6.00 10.00 36 11.0 692.000 0.01 2024-12-12
NAK241220P00000500 NAK PUT Long 0.50 None $-0.07 -0.70 $-0.02 -0.04 0.06 0.10 0.03 0.52 0.54 -0.07 $-7.00 10.00 35 2.0 692.000 -0.02 2024-12-11
NAK241220P00000500 NAK PUT Long 0.50 None $-0.07 -0.70 $0.03 0.06 0.12 0.10 0.03 0.52 0.49 -0.07 $-7.00 10.00 34 2.0 692.000 0.03 2024-12-10
NAK241220P00000500 NAK PUT Long 0.50 None $-0.07 -0.70 $0.04 0.08 -0.03 0.10 0.03 0.52 0.48 -0.07 $-7.00 10.00 33 2.0 690.000 0.04 2024-12-09
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.03 0.06 0.12 0.10 0.05 0.52 0.49 -0.05 $-5.00 10.00 32 1.0 690.000 0.03 2024-12-08
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.03 0.06 0.00 0.10 0.05 0.52 0.49 -0.05 $-5.00 10.00 30 1.0 690.000 0.03 2024-12-06
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.03 0.06 -0.06 0.10 0.05 0.52 0.49 -0.05 $-5.00 10.00 29 1.0 690.000 0.03 2024-12-05
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.05 0.10 -0.38 0.10 0.05 0.52 0.47 -0.05 $-5.00 10.00 28 1.0 689.000 0.05 2024-12-04
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.06 0.12 -0.62 0.10 0.05 0.52 0.46 -0.05 $-5.00 10.00 27 253.0 689.000 0.06 2024-12-03
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.08 0.15 0.38 0.10 0.05 0.52 0.44 -0.05 $-5.00 10.00 26 253.0 436.000 0.08 2024-12-02
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.08 0.15 -1.19 0.10 0.10 0.52 0.44 0.00 $0.00 10.00 25 2.0 0.000 0.08 2024-12-01
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.08 0.15 -0.28 0.10 0.10 0.52 0.44 0.00 $0.00 10.00 24 2.0 436.000 0.08 2024-11-30
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.08 0.15 -0.38 0.10 0.10 0.52 0.44 0.00 $0.00 10.00 22 2.0 436.000 0.08 2024-11-28
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.06 0.12 -1.19 0.10 0.10 0.52 0.46 0.00 $0.00 10.00 21 2.0 436.000 0.06 2024-11-27
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.06 0.12 -0.12 0.10 0.10 0.52 0.46 0.00 $0.00 10.00 20 2.0 436.000 0.06 2024-11-26
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.05 0.10 -0.06 0.10 0.10 0.52 0.47 0.00 $0.00 10.00 19 2.0 435.000 0.05 2024-11-25
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.05 0.10 -0.56 0.10 0.05 0.52 0.47 -0.05 $-5.00 10.00 18 1.0 435.000 0.05 2024-11-24
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.05 0.10 -0.56 0.10 0.05 0.52 0.47 -0.05 $-5.00 10.00 17 1.0 435.000 0.05 2024-11-23
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.06 0.12 -0.69 0.10 0.05 0.52 0.46 -0.05 $-5.00 10.00 16 1.0 435.000 0.06 2024-11-22
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.06 0.12 0.25 0.10 0.10 0.52 0.46 0.00 $0.00 10.00 15 3.0 435.000 0.06 2024-11-21
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.06 0.12 0.22 0.10 0.10 0.52 0.46 0.00 $0.00 10.00 14 10.0 435.000 0.06 2024-11-20
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.05 0.10 -0.56 0.10 0.10 0.52 0.47 0.00 $0.00 10.00 13 10.0 435.000 0.05 2024-11-19
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $0.04 0.08 -0.06 0.10 0.10 0.52 0.48 0.00 $0.00 10.00 12 10.0 431.000 0.04 2024-11-18
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.07 0.13 0.12 0.10 0.05 0.52 0.45 -0.05 $-5.00 10.00 11 300.0 431.000 0.07 2024-11-17
NAK241220P00000500 NAK PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.05 -0.50 $0.07 0.13 0.09 0.10 0.05 0.52 0.45 -0.05 $-5.00 10.00 10 300.0 431.000 0.07 2024-11-16
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.07 0.13 0.06 0.10 0.05 0.52 0.45 -0.05 $-5.00 10.00 9 300.0 431.000 0.07 2024-11-15
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.07 0.13 0.03 0.10 0.05 0.52 0.45 -0.05 $-5.00 10.00 8 300.0 131.000 0.07 2024-11-14
NAK241220P00000500 NAK PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.05 -0.50 $0.08 0.15 -0.62 0.10 0.05 0.52 0.44 -0.05 $-5.00 10.00 7 3.0 131.000 0.08 2024-11-13
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.08 0.15 -0.50 0.10 0.05 0.52 0.44 -0.05 $-5.00 10.00 6 3.0 131.000 0.08 2024-11-12
NAK241220P00000500 NAK PUT Long 0.50 None $-0.05 -0.50 $0.05 0.10 -0.28 0.10 0.05 0.52 0.47 -0.05 $-5.00 10.00 5 3.0 128.000 0.05 2024-11-11
NAK241220P00000500 NAK PUT Long 0.50 None $-0.03 -0.30 $0.04 0.08 -0.19 0.10 0.07 0.52 0.48 -0.03 $-3.00 10.00 4 3.0 125.000 0.04 2024-11-10
NAK241220P00000500 NAK PUT Long 0.50 None $-0.03 -0.30 $0.04 0.08 -0.20 0.10 0.07 0.52 0.48 -0.03 $-3.00 10.00 3 3.0 125.000 0.04 2024-11-09
NAK241220P00000500 NAK PUT Long 0.50 None $-0.03 -0.30 $0.03 0.06 -0.12 0.10 0.07 0.52 0.49 -0.03 $-3.00 10.00 2 3.0 125.000 0.03 2024-11-08
NAK241220P00000500 NAK PUT Long 0.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.05 -0.50 $0.01 0.02 -0.03 0.10 0.05 0.52 0.51 -0.05 $-5.00 10.00 1 1.0 124.000 0.01 2024-11-07
NAK241220P00000500 NAK PUT Long 0.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.10 0.10 0.52 0.52 0.00 $0.00 10.00 0 118.0 15.000 -0.00 2024-11-06

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