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View Outliers PnL Drill-Down: NCLH240405P00018000

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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
2024-02-27	NCLH	NCLH240405P00018000	18.00	2.0	1.000	0.520	0.231	1.3	0.1	-0.010	1.780	0.610	0.79	19.10	2024-04-05	PUT	Long	0.227	0.290	0.199

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	NCLH	0.818	0.099	0.200	0.142	0.115	-0.005	26.38	0.019	0.0000	14.84	28.35	21	1y	25.36

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
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.75	-0.95	$0.27	0.01	-0.01	0.79	0.04	19.10	18.83	-0.75	$-75.00	79.00	37	60.0	150.000	0.27	2024-04-04
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.77	-0.97	$-0.18	-0.01	-0.04	0.79	0.02	19.10	19.28	-0.77	$-77.00	79.00	36	31.0	158.000	-0.18	2024-04-03
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.76	-0.96	$-0.16	-0.01	-0.00	0.79	0.03	19.10	19.26	-0.76	$-76.00	79.00	35	34.0	131.000	-0.16	2024-04-02
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-1.84	-0.10	0.18	0.79	0.05	19.10	20.94	-0.74	$-74.00	79.00	34	5.0	131.000	-1.84	2024-04-01
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-1.83	-0.10	0.38	0.79	0.05	19.10	20.93	-0.74	$-74.00	79.00	33	5.0	131.000	-1.83	2024-03-31
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-1.83	-0.10	0.24	0.79	0.05	19.10	20.93	-0.74	$-74.00	79.00	32	5.0	131.000	-1.83	2024-03-30
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-1.83	-0.10	0.19	0.79	0.05	19.10	20.93	-0.74	$-74.00	79.00	31	5.0	131.000	-1.83	2024-03-29
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-1.83	-0.10	0.15	0.79	0.05	19.10	20.93	-0.74	$-74.00	79.00	30	5.0	131.000	-1.83	2024-03-28
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-2.25	-0.12	0.03	0.79	0.05	19.10	21.35	-0.74	$-74.00	79.00	29	5.0	136.000	-2.25	2024-03-27
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.73	-0.92	$-1.06	-0.06	-0.01	0.79	0.06	19.10	20.16	-0.73	$-73.00	79.00	28	73.0	67.000	-1.06	2024-03-26
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-1.46	-0.08	-0.03	0.79	0.05	19.10	20.56	-0.74	$-74.00	79.00	27	19.0	67.000	-1.46	2024-03-25
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.74	-0.94	$-1.60	-0.08	-0.07	0.79	0.05	19.10	20.70	-0.74	$-74.00	79.00	24	19.0	83.000	-1.60	2024-03-22
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.73	-0.92	$-1.44	-0.08	0.07	0.79	0.06	19.10	20.54	-0.73	$-73.00	79.00	23	7.0	89.000	-1.44	2024-03-21
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.63	-0.80	$-1.08	-0.06	-0.08	0.79	0.16	19.10	20.18	-0.63	$-63.00	79.00	22	1.0	89.000	-1.08	2024-03-20
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.63	-0.80	$-0.33	-0.02	-0.10	0.79	0.16	19.10	19.43	-0.63	$-63.00	79.00	21	1.0	89.000	-0.33	2024-03-19
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.63	-0.80	$-0.56	-0.03	-0.09	0.79	0.16	19.10	19.66	-0.63	$-63.00	79.00	20	1.0	89.000	-0.56	2024-03-18
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.55	-0.70	$-0.31	-0.02	-0.09	0.79	0.24	19.10	19.41	-0.55	$-55.00	79.00	17	3.0	86.000	-0.31	2024-03-15
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.58	-0.73	$-0.25	-0.01	-0.06	0.79	0.21	19.10	19.35	-0.58	$-58.00	79.00	16	29.0	86.000	-0.25	2024-03-14
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.58	-0.73	$-0.77	-0.04	-0.10	0.79	0.21	19.10	19.87	-0.58	$-58.00	79.00	15	29.0	86.000	-0.77	2024-03-13
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.58	-0.73	$-0.48	-0.03	-0.11	0.79	0.21	19.10	19.58	-0.58	$-58.00	79.00	14	29.0	86.000	-0.48	2024-03-12
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.58	-0.73	$-0.71	-0.04	-0.09	0.79	0.21	19.10	19.81	-0.58	$-58.00	79.00	13	29.0	86.000	-0.71	2024-03-11
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.58	-0.73	$-0.89	-0.05	-0.07	0.79	0.21	19.10	19.99	-0.58	$-58.00	79.00	10	29.0	86.000	-0.89	2024-03-08
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.58	-0.73	$-0.54	-0.03	-0.08	0.79	0.21	19.10	19.64	-0.58	$-58.00	79.00	9	29.0	92.000	-0.54	2024-03-07
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.37	-0.47	$-0.94	-0.05	-0.04	0.79	0.42	19.10	20.04	-0.37	$-37.00	79.00	8	25.0	92.000	-0.94	2024-03-06
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.34	-0.43	$-0.55	-0.03	-0.03	0.79	0.45	19.10	19.65	-0.34	$-34.00	79.00	7	3.0	92.000	-0.55	2024-03-05
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.34	-0.43	$-0.32	-0.02	-0.46	0.79	0.45	19.10	19.42	-0.34	$-34.00	79.00	6	3.0	0.000	-0.32	2024-03-04
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.30	-0.38	$-0.19	-0.01	0.02	0.79	0.49	19.10	19.29	-0.30	$-30.00	79.00	5	59.0	30.000	-0.19	2024-03-03
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.30	-0.38	$-0.19	-0.01	0.02	0.79	0.49	19.10	19.29	-0.30	$-30.00	79.00	4	59.0	30.000	-0.19	2024-03-02
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.30	-0.38	$-0.01	-0.00	-0.09	0.79	0.49	19.10	19.11	-0.30	$-30.00	79.00	3	22.0	30.000	-0.01	2024-03-01
NCLH240405P00018000	NCLH	PUT	Long	18.00	Exit OP PnL: $-0.20;Exit EQ PnL: 0.20; Position is Long and position continued to lose. Latest OP price is: $0.59 (EQ: $18.90). Initial OP price was: $0.79 (EQ: $19.10). Surpassed Stop Loss Percentage: -0.2531645569620253164556962025 < -0.16.	$-0.30	-0.38	$-0.29	-0.02	-0.08	0.79	0.49	19.10	19.39	-0.30	$-30.00	79.00	2	22.0	8.000	-0.29	2024-02-29
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$-0.04	-0.05	$0.40	0.02	-0.07	0.79	0.75	19.10	18.70	-0.04	$-4.00	79.00	1	7.0	2.000	0.40	2024-02-28
NCLH240405P00018000	NCLH	PUT	Long	18.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.79	0.79	19.10	19.10	0.00	$0.00	79.00	0	2.0	1.000	-0.00	2024-02-27

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