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View Outliers PnL Drill-Down: NFE231215P00030000

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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
2023-11-08	NFE	NFE231215P00030000	30.00	204.0	4282.000	0.484	0.239	2.5	0.1	-0.010	3.090	0.740	0.95	32.23	2023-12-15	PUT	Long	0.208	0.260	0.166

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	NFE	0.818	0.077	0.355	0.170	0.153	-0.062	11.94	0.227	0.0000	8.00	39.03	21	1y	8.85

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
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.90	-0.95	$-5.77	-0.18	1.05	0.95	0.05	32.23	38.00	-0.90	$-90.00	95.00	36	10.0	4436.000	-5.77	2023-12-14
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.90	-0.95	$-4.23	-0.13	0.58	0.95	0.05	32.23	36.46	-0.90	$-90.00	95.00	35	10.0	4436.000	-4.23	2023-12-13
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.90	-0.95	$-4.24	-0.13	0.70	0.95	0.05	32.23	36.47	-0.90	$-90.00	95.00	34	10.0	4436.000	-4.24	2023-12-12
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.90	-0.95	$-5.18	-0.16	0.53	0.95	0.05	32.23	37.41	-0.90	$-90.00	95.00	33	1.0	4436.000	-5.18	2023-12-11
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.90	-0.95	$-5.65	-0.18	0.27	0.95	0.05	32.23	37.88	-0.90	$-90.00	95.00	30	1.0	4436.000	-5.65	2023-12-08
NFE231215P00030000	NFE	PUT	Long	30.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.90; Exit EQ PnL: -5.17	$-0.90	-0.95	$-5.17	-0.16	0.38	0.95	0.05	32.23	37.40	-0.90	$-90.00	95.00	29	1.0	4436.000	-5.17	2023-12-07
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.90	-0.95	$-6.06	-0.19	0.30	0.95	0.05	32.23	38.29	-0.90	$-90.00	95.00	28	0.0	4437.000	-6.06	2023-12-06
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.90	-0.95	$-6.23	-0.19	0.20	0.95	0.05	32.23	38.46	-0.90	$-90.00	95.00	27	0.0	4437.000	-6.23	2023-12-05
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.93	-0.98	$-7.01	-0.22	0.39	0.95	0.02	32.23	39.24	-0.93	$-93.00	95.00	26	0.0	4437.000	-7.01	2023-12-04
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.93	-0.98	$-7.48	-0.23	0.20	0.95	0.02	32.23	39.71	-0.93	$-93.00	95.00	25	0.0	4438.000	-7.48	2023-12-03
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.93	-0.98	$-7.48	-0.23	0.18	0.95	0.02	32.23	39.71	-0.93	$-93.00	95.00	24	0.0	4438.000	-7.48	2023-12-02
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.93	-0.98	$-7.48	-0.23	0.16	0.95	0.02	32.23	39.71	-0.93	$-93.00	95.00	23	0.0	4438.000	-7.48	2023-12-01
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.82	-0.86	$-6.25	-0.19	0.23	0.95	0.13	32.23	38.48	-0.82	$-82.00	95.00	22	0.0	4438.000	-6.25	2023-11-30
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.82	-0.86	$-5.25	-0.16	0.17	0.95	0.13	32.23	37.48	-0.82	$-82.00	95.00	21	0.0	4440.000	-5.25	2023-11-29
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.85	-0.89	$-4.77	-0.15	0.13	0.95	0.10	32.23	37.00	-0.85	$-85.00	95.00	20	0.0	4441.000	-4.77	2023-11-28
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.85	-0.89	$-4.67	-0.14	0.15	0.95	0.10	32.23	36.90	-0.85	$-85.00	95.00	19	0.0	4441.000	-4.67	2023-11-27
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.85	-0.89	$-4.82	-0.15	0.06	0.95	0.10	32.23	37.05	-0.85	$-85.00	95.00	16	0.0	0.000	-4.82	2023-11-24
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.85	-0.89	$-4.72	-0.15	-0.23	0.95	0.10	32.23	36.95	-0.85	$-85.00	95.00	15	0.0	0.000	-4.72	2023-11-23
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.85	-0.89	$-3.83	-0.12	0.02	0.95	0.10	32.23	36.06	-0.85	$-85.00	95.00	14	0.0	4441.000	-3.83	2023-11-22
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.85	-0.89	$-3.77	-0.12	0.02	0.95	0.10	32.23	36.00	-0.85	$-85.00	95.00	13	0.0	4441.000	-3.77	2023-11-21
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.75	-0.79	$-4.33	-0.13	0.06	0.95	0.20	32.23	36.56	-0.75	$-75.00	95.00	12	0.0	4441.000	-4.33	2023-11-20
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.75	-0.79	$-4.04	-0.13	0.04	0.95	0.20	32.23	36.27	-0.75	$-75.00	95.00	11	0.0	4435.000	-4.04	2023-11-19
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.75	-0.79	$-4.04	-0.13	0.03	0.95	0.20	32.23	36.27	-0.75	$-75.00	95.00	9	0.0	4435.000	-4.04	2023-11-17
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.65	-0.68	$-2.94	-0.09	0.02	0.95	0.30	32.23	35.17	-0.65	$-65.00	95.00	8	0.0	4436.000	-2.94	2023-11-16
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.75	-0.79	$-3.72	-0.12	0.04	0.95	0.20	32.23	35.95	-0.75	$-75.00	95.00	7	0.0	4436.000	-3.72	2023-11-15
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.65	-0.68	$-3.29	-0.10	0.02	0.95	0.30	32.23	35.52	-0.65	$-65.00	95.00	6	0.0	4404.000	-3.29	2023-11-14
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.52	-0.55	$-1.68	-0.05	-0.01	0.95	0.43	32.23	33.91	-0.52	$-52.00	95.00	5	0.0	4407.000	-1.68	2023-11-13
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.40	-0.42	$-0.77	-0.02	-0.04	0.95	0.55	32.23	33.00	-0.40	$-40.00	95.00	2	0.0	4336.000	-0.77	2023-11-10
NFE231215P00030000	NFE	PUT	Long	30.00	None	$-0.45	-0.47	$-1.46	-0.05	-0.36	0.95	0.50	32.23	33.69	-0.45	$-45.00	95.00	1	0.0	0.000	-1.46	2023-11-09
NFE231215P00030000	NFE	PUT	Long	30.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	32.23	32.23	0.00	$0.00	95.00	0	204.0	4282.000	-0.00	2023-11-08

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