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View Outliers PnL Drill-Down: NFE241101P00011000

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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
2024-10-01 NFE NFE241101P00011000 11.00 3.0 31.000 1.223 0.356 0.5 0.4 -0.010 1.480 1.430 1.99 11.01 2024-11-01 PUT Long 0.480 0.486 0.065

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
NFE241101P00011000 NFE PUT Long 11.00 None $1.19 0.95 $1.27 0.13 5.07 1.25 2.44 9.68 8.41 1.19 $119.00 125.00 30 1.0 20.000 1.27 2024-10-31
NFE241101P00011000 NFE PUT Long 11.00 None $1.19 0.95 $1.03 0.11 2.36 1.25 2.44 9.68 8.65 1.19 $119.00 125.00 29 1.0 29.000 1.03 2024-10-30
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $2.05 1.64 $1.14 0.12 0.72 1.25 3.30 9.68 8.54 2.05 $205.00 125.00 28 5.0 30.000 1.14 2024-10-29
NFE241101P00011000 NFE PUT Long 11.00 None $2.05 1.64 $1.14 0.12 1.15 1.25 3.30 9.68 8.54 2.05 $205.00 125.00 27 5.0 35.000 1.14 2024-10-28
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.21 0.97 $1.04 0.11 2.04 1.25 2.46 9.68 8.64 1.21 $121.00 125.00 26 6.0 35.000 1.04 2024-10-27
NFE241101P00011000 NFE PUT Long 11.00 None $1.21 0.97 $1.04 0.11 1.82 1.25 2.46 9.68 8.64 1.21 $121.00 125.00 25 6.0 35.000 1.04 2024-10-26
NFE241101P00011000 NFE PUT Long 11.00 None $1.21 0.97 $0.81 0.08 0.99 1.25 2.46 9.68 8.87 1.21 $121.00 125.00 23 6.0 35.000 0.81 2024-10-24
NFE241101P00011000 NFE PUT Long 11.00 None $1.21 0.97 $1.36 0.14 0.15 1.25 2.46 9.68 8.32 1.21 $121.00 125.00 22 6.0 35.000 1.36 2024-10-23
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.21 0.97 $1.10 0.11 0.08 1.25 2.46 9.68 8.58 1.21 $121.00 125.00 21 6.0 41.000 1.10 2024-10-22
NFE241101P00011000 NFE PUT Long 11.00 None $1.00 0.80 $0.76 0.08 0.55 1.25 2.25 9.68 8.92 1.00 $100.00 125.00 20 10.0 41.000 0.76 2024-10-21
NFE241101P00011000 NFE PUT Long 11.00 None $1.00 0.80 $0.52 0.05 0.30 1.25 2.25 9.68 9.16 1.00 $100.00 125.00 18 10.0 41.000 0.52 2024-10-19
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.00 0.80 $0.65 0.07 -0.35 1.25 2.25 9.68 9.03 1.00 $100.00 125.00 17 10.0 41.000 0.65 2024-10-18
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.00 0.80 $0.03 0.00 -0.12 1.25 2.25 9.68 9.65 1.00 $100.00 125.00 15 10.0 41.000 0.03 2024-10-16
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.00 0.80 $0.03 0.00 -0.20 1.25 2.25 9.68 9.65 1.00 $100.00 125.00 13 10.0 41.000 0.03 2024-10-14
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.00 0.80 $0.32 0.03 -0.22 1.25 2.25 9.68 9.36 1.00 $100.00 125.00 10 10.0 41.000 0.32 2024-10-11
NFE241101P00011000 NFE PUT Long 11.00 None $1.00 0.80 $0.38 0.04 -0.30 1.25 2.25 9.68 9.30 1.00 $100.00 125.00 9 10.0 41.000 0.38 2024-10-10
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $1.00 0.80 $0.65 0.07 -0.12 1.25 2.25 9.68 9.03 1.00 $100.00 125.00 8 10.0 41.000 0.65 2024-10-09
NFE241101P00011000 NFE PUT Long 11.00 None $0.27 0.22 $0.29 0.03 0.00 1.25 1.52 9.68 9.39 0.27 $27.00 125.00 6 30.0 31.000 0.29 2024-10-07
NFE241101P00011000 NFE PUT Long 11.00 None $0.27 0.22 $-0.41 -0.04 -1.06 1.25 1.52 9.68 10.09 0.27 $27.00 125.00 5 30.0 0.000 -0.41 2024-10-06
NFE241101P00011000 NFE PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.27 0.22 $-0.41 -0.04 -0.10 1.25 1.52 9.68 10.09 0.27 $27.00 125.00 4 30.0 31.000 -0.41 2024-10-05
NFE241101P00011000 NFE PUT Long 11.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.55; Exit EQ PnL: -0.51 $0.27 0.22 $-0.41 -0.04 -0.05 1.25 1.52 9.68 10.09 0.27 $27.00 125.00 3 30.0 31.000 -0.41 2024-10-04
NFE241101P00011000 NFE PUT Long 11.00 None $0.92 0.74 $0.65 0.07 0.02 1.25 2.17 9.68 9.03 0.92 $92.00 125.00 2 1.0 31.000 0.65 2024-10-03
NFE241101P00011000 NFE PUT Long 11.00 None $0.00 0.00 $0.74 0.08 0.22 1.25 1.25 9.68 8.94 0.00 $0.00 125.00 1 1.0 31.000 0.74 2024-10-02
NFE241101P00011000 NFE PUT Long 11.00 None $0.00 0.00 $-0.00 -0.00 0.00 1.25 1.25 9.68 9.68 0.00 $0.00 125.00 0 1.0 31.000 -0.00 2024-10-01

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