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View Outliers PnL Drill-Down: NEXT241220P00006000

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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	NEXT	NEXT241220P00006000	6.00	91.0	99.000	0.682	0.277	0.9	0.0	-0.010	1.120	0.220	0.30	6.86	2024-12-20	PUT	Long	0.275	0.309	0.153

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	NEXT	0.818	0.091	0.288	0.154	0.091	-0.114	6.69	0.000	0.0000	4.35	8.32	21	1y	6.23

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
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.25	-0.83	$0.30	0.04	0.52	0.30	0.05	6.86	6.56	-0.25	$-25.00	30.00	43	5.0	205.000	0.30	2024-12-19
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.25	-0.83	$0.55	0.08	0.00	0.30	0.05	6.86	6.31	-0.25	$-25.00	30.00	42	5.0	205.000	0.55	2024-12-18
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.25	-0.83	$0.17	0.02	0.10	0.30	0.05	6.86	6.69	-0.25	$-25.00	30.00	41	5.0	205.000	0.17	2024-12-17
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.25	-0.83	$0.09	0.01	0.24	0.30	0.05	6.86	6.77	-0.25	$-25.00	30.00	40	5.0	210.000	0.09	2024-12-16
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.27	-0.90	$-0.15	-0.02	0.02	0.30	0.03	6.86	7.01	-0.27	$-27.00	30.00	37	10.0	210.000	-0.15	2024-12-13
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.27	-0.90	$0.03	0.00	0.03	0.30	0.03	6.86	6.83	-0.27	$-27.00	30.00	36	10.0	210.000	0.03	2024-12-12
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.27	-0.90	$0.08	0.01	-0.16	0.30	0.03	6.86	6.78	-0.27	$-27.00	30.00	35	10.0	210.000	0.08	2024-12-11
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.10	-0.33	$0.14	0.02	-0.01	0.30	0.20	6.86	6.72	-0.10	$-10.00	30.00	34	1.0	210.000	0.14	2024-12-10
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.10	-0.33	$0.12	0.02	-0.11	0.30	0.20	6.86	6.74	-0.10	$-10.00	30.00	33	1.0	210.000	0.12	2024-12-09
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.13	-0.02	0.00	0.30	0.10	6.86	6.99	-0.20	$-20.00	30.00	32	2.0	210.000	-0.13	2024-12-08
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.13	-0.02	-0.07	0.30	0.10	6.86	6.99	-0.20	$-20.00	30.00	30	2.0	210.000	-0.13	2024-12-06
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.16	-0.02	0.00	0.30	0.10	6.86	7.02	-0.20	$-20.00	30.00	29	2.0	210.000	-0.16	2024-12-05
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.20	-0.03	-0.08	0.30	0.10	6.86	7.06	-0.20	$-20.00	30.00	28	2.0	208.000	-0.20	2024-12-04
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.15	-0.50	$-0.26	-0.04	0.00	0.30	0.15	6.86	7.12	-0.15	$-15.00	30.00	27	15.0	208.000	-0.26	2024-12-03
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.15	-0.50	$-0.12	-0.02	-0.00	0.30	0.15	6.86	6.98	-0.15	$-15.00	30.00	26	15.0	199.000	-0.12	2024-12-02
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.38	-0.06	-0.46	0.30	0.10	6.86	7.24	-0.20	$-20.00	30.00	25	3.0	0.000	-0.38	2024-12-01
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.38	-0.06	-0.01	0.30	0.10	6.86	7.24	-0.20	$-20.00	30.00	24	3.0	0.000	-0.38	2024-11-30
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.33	-0.05	0.03	0.30	0.10	6.86	7.19	-0.20	$-20.00	30.00	22	1.0	199.000	-0.33	2024-11-28
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.20	-0.03	0.06	0.30	0.10	6.86	7.06	-0.20	$-20.00	30.00	21	1.0	199.000	-0.20	2024-11-27
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.32	-0.05	0.09	0.30	0.10	6.86	7.18	-0.20	$-20.00	30.00	20	1.0	199.000	-0.32	2024-11-26
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.51	-0.07	0.14	0.30	0.10	6.86	7.37	-0.20	$-20.00	30.00	19	1.0	199.000	-0.51	2024-11-25
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.62	-0.09	0.06	0.30	0.10	6.86	7.48	-0.20	$-20.00	30.00	18	1.0	199.000	-0.62	2024-11-24
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.62	-0.09	0.03	0.30	0.10	6.86	7.48	-0.20	$-20.00	30.00	17	1.0	199.000	-0.62	2024-11-23
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.62	-0.09	0.02	0.30	0.10	6.86	7.48	-0.20	$-20.00	30.00	16	1.0	199.000	-0.62	2024-11-22
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.43	-0.06	-0.11	0.30	0.10	6.86	7.29	-0.20	$-20.00	30.00	15	1.0	199.000	-0.43	2024-11-21
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.58	-0.08	-0.02	0.30	0.10	6.86	7.44	-0.20	$-20.00	30.00	14	1.0	199.000	-0.58	2024-11-20
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.74	-0.11	0.08	0.30	0.10	6.86	7.60	-0.20	$-20.00	30.00	13	1.0	199.000	-0.74	2024-11-19
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.20	-0.67	$-0.62	-0.09	0.02	0.30	0.10	6.86	7.48	-0.20	$-20.00	30.00	12	3.0	189.000	-0.62	2024-11-18
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.07	-0.23	$-0.40	-0.06	0.06	0.30	0.23	6.86	7.26	-0.07	$-7.00	30.00	11	10.0	199.000	-0.40	2024-11-17
NEXT241220P00006000	NEXT	PUT	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.23	$-0.40	-0.06	0.04	0.30	0.23	6.86	7.26	-0.07	$-7.00	30.00	10	10.0	199.000	-0.40	2024-11-16
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.07	-0.23	$-0.40	-0.06	0.02	0.30	0.23	6.86	7.26	-0.07	$-7.00	30.00	9	10.0	199.000	-0.40	2024-11-15
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.11	-0.37	$-0.41	-0.06	-0.12	0.30	0.19	6.86	7.27	-0.11	$-11.00	30.00	8	35.0	199.000	-0.41	2024-11-14
NEXT241220P00006000	NEXT	PUT	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.11	-0.37	$-0.24	-0.03	-0.05	0.30	0.19	6.86	7.10	-0.11	$-11.00	30.00	7	35.0	199.000	-0.24	2024-11-13
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.11	-0.37	$-0.25	-0.04	-0.05	0.30	0.19	6.86	7.11	-0.11	$-11.00	30.00	6	35.0	199.000	-0.25	2024-11-12
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.11	-0.37	$-0.53	-0.08	-0.02	0.30	0.19	6.86	7.39	-0.11	$-11.00	30.00	5	35.0	199.000	-0.53	2024-11-11
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.11	-0.37	$-0.23	-0.03	-0.04	0.30	0.19	6.86	7.09	-0.11	$-11.00	30.00	4	35.0	196.000	-0.23	2024-11-10
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.11	-0.37	$-0.23	-0.03	-0.04	0.30	0.19	6.86	7.09	-0.11	$-11.00	30.00	3	35.0	196.000	-0.23	2024-11-09
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.05	-0.17	$-0.04	-0.01	-0.04	0.30	0.25	6.86	6.90	-0.05	$-5.00	30.00	2	25.0	196.000	-0.04	2024-11-08
NEXT241220P00006000	NEXT	PUT	Long	6.00	None	$-0.05	-0.17	$-0.06	-0.01	-0.04	0.30	0.25	6.86	6.92	-0.05	$-5.00	30.00	1	25.0	181.000	-0.06	2024-11-07
NEXT241220P00006000	NEXT	PUT	Long	6.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	6.86	6.86	0.00	$0.00	30.00	0	91.0	99.000	-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