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View Outliers PnL Drill-Down: NFE240920C00015000

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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
2024-08-09	NFE	NFE240920C00015000	15.00	877.0	10.000	0.607	0.389	0.1	2.0	0.020	0.340	2.270	0.76	13.00	2024-09-20	CALL	Long	0.317	0.414	-0.238

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
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.26	-0.34	$-2.40	-0.18	3.55	0.76	0.50	13.00	10.60	-0.26	$-26.00	76.00	41	1.0	5008.000	-2.40	2024-09-19
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.26	-0.34	$-2.37	-0.18	2.77	0.76	0.50	13.00	10.63	-0.26	$-26.00	76.00	40	1.0	5008.000	-2.37	2024-09-18
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.26	-0.34	$-1.60	-0.12	1.78	0.76	0.50	13.00	11.40	-0.26	$-26.00	76.00	39	1.0	5009.000	-1.60	2024-09-17
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.71	-0.93	$-0.84	-0.06	1.16	0.76	0.05	13.00	12.16	-0.71	$-71.00	76.00	38	2.0	5009.000	-0.84	2024-09-16
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.71	-0.93	$-1.23	-0.09	0.60	0.76	0.05	13.00	11.77	-0.71	$-71.00	76.00	36	2.0	5011.000	-1.23	2024-09-14
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.71	-0.93	$-1.23	-0.09	1.00	0.76	0.05	13.00	11.77	-0.71	$-71.00	76.00	35	2.0	5011.000	-1.23	2024-09-13
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.71	-0.93	$-2.09	-0.16	0.62	0.76	0.05	13.00	10.91	-0.71	$-71.00	76.00	34	17.0	5009.000	-2.09	2024-09-12
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.66	-0.87	$-2.31	-0.18	1.04	0.76	0.10	13.00	10.69	-0.66	$-66.00	76.00	33	1.0	5009.000	-2.31	2024-09-11
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.66	-0.87	$-3.25	-0.25	1.60	0.76	0.10	13.00	9.75	-0.66	$-66.00	76.00	32	1.0	5009.000	-3.25	2024-09-10
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.66	-0.87	$-2.81	-0.22	1.24	0.76	0.10	13.00	10.19	-0.66	$-66.00	76.00	31	1.0	5010.000	-2.81	2024-09-09
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.61	-0.80	$-1.94	-0.15	0.66	0.76	0.15	13.00	11.06	-0.61	$-61.00	76.00	30	1.0	5010.000	-1.94	2024-09-08
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.61	-0.80	$-1.94	-0.15	0.52	0.76	0.15	13.00	11.06	-0.61	$-61.00	76.00	28	1.0	5010.000	-1.94	2024-09-06
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.61	-0.80	$-1.39	-0.11	0.35	0.76	0.15	13.00	11.61	-0.61	$-61.00	76.00	27	1.0	5010.000	-1.39	2024-09-05
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.61	-0.80	$-1.45	-0.11	0.33	0.76	0.15	13.00	11.55	-0.61	$-61.00	76.00	26	2.0	5008.000	-1.45	2024-09-04
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.56	-0.74	$-0.68	-0.05	0.27	0.76	0.20	13.00	12.32	-0.56	$-56.00	76.00	22	17.0	4995.000	-0.68	2024-08-31
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.56	-0.74	$-0.68	-0.05	0.23	0.76	0.20	13.00	12.32	-0.56	$-56.00	76.00	21	17.0	4995.000	-0.68	2024-08-30
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.51	-0.67	$-0.62	-0.05	0.22	0.76	0.25	13.00	12.38	-0.51	$-51.00	76.00	20	8.0	4995.000	-0.62	2024-08-29
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.51	-0.67	$-0.90	-0.07	0.21	0.76	0.25	13.00	12.10	-0.51	$-51.00	76.00	19	8.0	4999.000	-0.90	2024-08-28
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.35	-0.46	$0.07	0.01	-0.48	0.76	0.41	13.00	13.07	-0.35	$-35.00	76.00	18	14.0	4979.000	0.07	2024-08-27
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.34	-0.45	$0.15	0.01	0.16	0.76	0.42	13.00	13.15	-0.34	$-34.00	76.00	17	12.0	4972.000	0.15	2024-08-26
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.41	-0.54	$-0.10	-0.01	0.18	0.76	0.35	13.00	12.90	-0.41	$-41.00	76.00	16	4010.0	970.000	-0.10	2024-08-25
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.41	-0.54	$-0.10	-0.01	0.17	0.76	0.35	13.00	12.90	-0.41	$-41.00	76.00	15	4010.0	970.000	-0.10	2024-08-24
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.39	-0.51	$-0.10	-0.01	0.16	0.76	0.37	13.00	12.90	-0.39	$-39.00	76.00	14	4000.0	970.000	-0.10	2024-08-23
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.36	-0.47	$-0.19	-0.01	0.14	0.76	0.40	13.00	12.81	-0.36	$-36.00	76.00	13	13.0	983.000	-0.19	2024-08-22
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.31	-0.41	$0.05	0.00	0.14	0.76	0.45	13.00	13.05	-0.31	$-31.00	76.00	12	37.0	946.000	0.05	2024-08-21
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.32	-0.42	$-0.17	-0.01	0.11	0.76	0.44	13.00	12.83	-0.32	$-32.00	76.00	11	1.0	944.000	-0.17	2024-08-20
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.31	-0.41	$0.09	0.01	0.07	0.76	0.45	13.00	13.09	-0.31	$-31.00	76.00	10	111.0	959.000	0.09	2024-08-19
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.28	-0.37	$0.05	0.00	0.17	0.76	0.48	13.00	13.05	-0.28	$-28.00	76.00	9	15.0	954.000	0.05	2024-08-18
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.28	-0.37	$0.05	0.00	0.16	0.76	0.48	13.00	13.05	-0.28	$-28.00	76.00	8	15.0	954.000	0.05	2024-08-17
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.28	-0.37	$0.05	0.00	0.10	0.76	0.48	13.00	13.05	-0.28	$-28.00	76.00	7	15.0	954.000	0.05	2024-08-16
NFE240920C00015000	NFE	CALL	Long	15.00	None	$-0.36	-0.47	$0.50	0.04	-0.05	0.76	0.40	13.00	13.50	-0.36	$-36.00	76.00	6	11.0	946.000	0.50	2024-08-15
NFE240920C00015000	NFE	CALL	Long	15.00	None	$0.04	0.05	$0.96	0.07	0.02	0.76	0.80	13.00	13.96	0.04	$4.00	76.00	5	39.0	924.000	0.96	2024-08-14
NFE240920C00015000	NFE	CALL	Long	15.00	Exit OP PnL: $-0.21;Exit EQ PnL: 0.48; Position is Long and position continued to lose. Latest OP price is: $0.55 (EQ: $13.48). Initial OP price was: $0.76 (EQ: $13.00). Surpassed Stop Loss Percentage: -0.2763157894736842105263157895 < -0.16.	$-0.31	-0.41	$0.10	0.01	0.03	0.76	0.45	13.00	13.10	-0.31	$-31.00	76.00	4	103.0	882.000	0.10	2024-08-13
NFE240920C00015000	NFE	CALL	Long	15.00	None	$0.19	0.25	$1.11	0.09	0.04	0.76	0.95	13.00	14.11	0.19	$19.00	76.00	3	451.0	674.000	1.11	2024-08-12
NFE240920C00015000	NFE	CALL	Long	15.00	None	$0.00	0.00	$0.00	0.00	0.00	0.76	0.76	13.00	13.00	0.00	$0.00	76.00	0	877.0	10.000	0.00	2024-08-09

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