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View Outliers PnL Drill-Down: NCNO241018C00030000

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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
2024-08-28	NCNO	NCNO241018C00030000	30.00	552.0	28.000	0.329	0.196	0.7	0.8	0.010	1.210	1.310	1.36	29.74	2024-10-18	CALL	Long	0.130	0.200	-0.139

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	NCNO	0.818	0.053	0.219	0.109	0.151	0.047	35.40	-0.089	0.0000	28.40	42.64	21	1y	39.07

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
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$4.19	3.08	$6.15	0.21	0.55	1.36	5.55	29.74	35.89	4.19	$419.00	136.00	49	1.0	741.000	6.15	2024-10-16
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$3.34	2.46	$5.33	0.18	0.77	1.36	4.70	29.74	35.07	3.34	$334.00	136.00	47	4.0	741.000	5.33	2024-10-14
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$3.34	2.46	$4.77	0.16	0.30	1.36	4.70	29.74	34.51	3.34	$334.00	136.00	44	4.0	738.000	4.77	2024-10-11
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$2.14	1.57	$3.72	0.13	0.41	1.36	3.50	29.74	33.46	2.14	$214.00	136.00	43	13.0	736.000	3.72	2024-10-10
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$0.54	0.40	$2.32	0.08	-0.33	1.36	1.90	29.74	32.06	0.54	$54.00	136.00	42	1.0	736.000	2.32	2024-10-09
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.11	-0.08	$0.40	0.01	-0.06	1.36	1.25	29.74	30.14	-0.11	$-11.00	136.00	40	1.0	736.000	0.40	2024-10-07
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.11	-0.08	$1.23	0.04	-0.33	1.36	1.25	29.74	30.97	-0.11	$-11.00	136.00	39	1.0	0.000	1.23	2024-10-06
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.11	-0.08	$1.23	0.04	-0.01	1.36	1.25	29.74	30.97	-0.11	$-11.00	136.00	38	1.0	736.000	1.23	2024-10-05
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.11	-0.08	$1.23	0.04	-0.06	1.36	1.25	29.74	30.97	-0.11	$-11.00	136.00	37	1.0	736.000	1.23	2024-10-04
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.11	-0.08	$1.15	0.04	-0.00	1.36	1.25	29.74	30.89	-0.11	$-11.00	136.00	36	1.0	736.000	1.15	2024-10-03
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$1.27	0.04	0.02	1.36	1.35	29.74	31.01	-0.01	$-1.00	136.00	35	14.0	736.000	1.27	2024-10-02
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$1.37	0.05	0.08	1.36	1.35	29.74	31.11	-0.01	$-1.00	136.00	34	14.0	723.000	1.37	2024-10-01
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$0.64	0.47	$1.85	0.06	-0.06	1.36	2.00	29.74	31.59	0.64	$64.00	136.00	33	5.0	722.000	1.85	2024-09-30
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$1.55	0.05	-0.33	1.36	1.35	29.74	31.29	-0.01	$-1.00	136.00	32	8.0	722.000	1.55	2024-09-29
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$1.55	0.05	-0.04	1.36	1.35	29.74	31.29	-0.01	$-1.00	136.00	31	8.0	722.000	1.55	2024-09-28
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$1.55	0.05	-0.09	1.36	1.35	29.74	31.29	-0.01	$-1.00	136.00	30	8.0	722.000	1.55	2024-09-27
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$1.14	0.04	-0.04	1.36	1.35	29.74	30.88	-0.01	$-1.00	136.00	29	8.0	723.000	1.14	2024-09-26
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.40	-0.29	$0.30	0.01	-0.06	1.36	0.96	29.74	30.04	-0.40	$-40.00	136.00	28	3.0	723.000	0.30	2024-09-25
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.40	-0.29	$0.87	0.03	-0.07	1.36	0.96	29.74	30.61	-0.40	$-40.00	136.00	27	3.0	724.000	0.87	2024-09-24
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.56	-0.41	$0.35	0.01	-0.05	1.36	0.80	29.74	30.09	-0.56	$-56.00	136.00	26	14.0	718.000	0.35	2024-09-23
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$0.70	0.02	-0.33	1.36	1.35	29.74	30.44	-0.01	$-1.00	136.00	25	34.0	0.000	0.70	2024-09-22
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$0.70	0.02	-0.03	1.36	1.35	29.74	30.44	-0.01	$-1.00	136.00	23	34.0	718.000	0.70	2024-09-20
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.01	-0.01	$0.99	0.03	-0.07	1.36	1.35	29.74	30.73	-0.01	$-1.00	136.00	22	34.0	738.000	0.99	2024-09-19
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.56	-0.41	$0.14	0.00	-0.02	1.36	0.80	29.74	29.88	-0.56	$-56.00	136.00	21	5.0	740.000	0.14	2024-09-18
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.61	-0.45	$-0.15	-0.01	-0.02	1.36	0.75	29.74	29.59	-0.61	$-61.00	136.00	20	16.0	740.000	-0.15	2024-09-17
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.56	-0.41	$-0.05	-0.00	-0.04	1.36	0.80	29.74	29.69	-0.56	$-56.00	136.00	19	3.0	740.000	-0.05	2024-09-16
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.56	-0.41	$-0.35	-0.01	-0.03	1.36	0.80	29.74	29.39	-0.56	$-56.00	136.00	17	1.0	739.000	-0.35	2024-09-14
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.56	-0.41	$-0.35	-0.01	-0.04	1.36	0.80	29.74	29.39	-0.56	$-56.00	136.00	16	1.0	739.000	-0.35	2024-09-13
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.71	-0.52	$-0.64	-0.02	-0.05	1.36	0.65	29.74	29.10	-0.71	$-71.00	136.00	15	6.0	734.000	-0.64	2024-09-12
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.61	-0.45	$-0.57	-0.02	-0.04	1.36	0.75	29.74	29.17	-0.61	$-61.00	136.00	14	5.0	737.000	-0.57	2024-09-11
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.81	-0.60	$-0.74	-0.02	-0.05	1.36	0.55	29.74	29.00	-0.81	$-81.00	136.00	13	2.0	737.000	-0.74	2024-09-10
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.39	-0.29	$0.15	0.01	-0.04	1.36	0.97	29.74	29.89	-0.39	$-39.00	136.00	12	3.0	737.000	0.15	2024-09-09
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.11	-0.08	$0.31	0.01	-0.03	1.36	1.25	29.74	30.05	-0.11	$-11.00	136.00	9	53.0	689.000	0.31	2024-09-06
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$0.04	0.03	$0.49	0.02	-0.05	1.36	1.40	29.74	30.23	0.04	$4.00	136.00	8	7.0	689.000	0.49	2024-09-05
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.16	-0.12	$0.45	0.02	-0.04	1.36	1.20	29.74	30.19	-0.16	$-16.00	136.00	7	1.0	689.000	0.45	2024-09-04
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$-0.16	-0.12	$0.22	0.01	-0.05	1.36	1.20	29.74	29.96	-0.16	$-16.00	136.00	3	23.0	659.000	0.22	2024-08-31
NCNO241018C00030000	NCNO	CALL	Long	30.00	Exit OP PnL: $-0.26;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $1.10 (EQ: $29.71). Initial OP price was: $1.36 (EQ: $29.74). Surpassed Stop Loss Percentage: -0.1911764705882352941176470588 < -0.16.	$-0.16	-0.12	$0.22	0.01	-0.03	1.36	1.20	29.74	29.96	-0.16	$-16.00	136.00	2	23.0	659.000	0.22	2024-08-30
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$0.04	0.03	$0.45	0.02	-0.04	1.36	1.40	29.74	30.19	0.04	$4.00	136.00	1	144.0	569.000	0.45	2024-08-29
NCNO241018C00030000	NCNO	CALL	Long	30.00	None	$0.00	0.00	$0.00	0.00	0.00	1.36	1.36	29.74	29.74	0.00	$0.00	136.00	0	552.0	28.000	0.00	2024-08-28

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