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View Outliers PnL Drill-Down: NFLX231124P00400000

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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
2023-10-19	NFLX	NFLX231124P00400000	400.00	82.0	284.000	0.334	0.184	12.5	4.3	-0.010	18.510	10.300	12.20	406.84	2023-11-24	PUT	Long	0.148	0.213	0.161

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	NFLX	1.000	0.054	0.123	0.072	0.070	0.016	919.13	0.160	0.0000	468.50	936.56	21	1y	778.14

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
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.19	-1.00	$-71.16	-0.17	0.73	12.20	0.01	406.84	478.00	-12.19	$-1219.00	1220.00	35	0.0	1064.000	-71.16	2023-11-23
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.18	-1.00	$-72.07	-0.18	0.29	12.20	0.02	406.84	478.91	-12.18	$-1218.00	1220.00	34	0.0	1064.000	-72.07	2023-11-22
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.18	-1.00	$-68.11	-0.17	0.32	12.20	0.02	406.84	474.95	-12.18	$-1218.00	1220.00	33	0.0	1065.000	-68.11	2023-11-21
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.18	-1.00	$-67.63	-0.17	0.23	12.20	0.02	406.84	474.47	-12.18	$-1218.00	1220.00	32	0.0	1107.000	-67.63	2023-11-20
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.14	-1.00	$-59.07	-0.15	0.14	12.20	0.06	406.84	465.91	-12.14	$-1214.00	1220.00	31	0.0	1055.000	-59.07	2023-11-19
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.14	-1.00	$-59.07	-0.15	0.10	12.20	0.06	406.84	465.91	-12.14	$-1214.00	1220.00	29	0.0	1055.000	-59.07	2023-11-17
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.13	-0.99	$-60.11	-0.15	0.10	12.20	0.07	406.84	466.95	-12.13	$-1213.00	1220.00	28	0.0	1027.000	-60.11	2023-11-16
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.11	-0.99	$-55.10	-0.14	0.06	12.20	0.09	406.84	461.94	-12.11	$-1211.00	1220.00	27	0.0	973.000	-55.10	2023-11-15
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-12.03	-0.99	$-41.81	-0.10	0.00	12.20	0.17	406.84	448.65	-12.03	$-1203.00	1220.00	26	0.0	858.000	-41.81	2023-11-14
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-11.96	-0.98	$-37.78	-0.09	-0.03	12.20	0.24	406.84	444.62	-11.96	$-1196.00	1220.00	25	0.0	852.000	-37.78	2023-11-13
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-11.91	-0.98	$-40.40	-0.10	-0.01	12.20	0.29	406.84	447.24	-11.91	$-1191.00	1220.00	22	0.0	945.000	-40.40	2023-11-10
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-11.35	-0.93	$-28.31	-0.07	-0.27	12.20	0.85	406.84	435.15	-11.35	$-1135.00	1220.00	21	0.0	0.000	-28.31	2023-11-09
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-11.35	-0.93	$-28.31	-0.07	-0.04	12.20	0.85	406.84	435.15	-11.35	$-1135.00	1220.00	20	0.0	903.000	-28.31	2023-11-08
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-11.34	-0.93	$-29.81	-0.07	-0.04	12.20	0.86	406.84	436.65	-11.34	$-1134.00	1220.00	19	0.0	868.000	-29.81	2023-11-07
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-10.82	-0.89	$-27.90	-0.07	-0.03	12.20	1.38	406.84	434.74	-10.82	$-1082.00	1220.00	18	0.0	426.000	-27.90	2023-11-06
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-10.82	-0.89	$-27.90	-0.07	-0.03	12.20	1.38	406.84	434.74	-10.82	$-1082.00	1220.00	17	0.0	426.000	-27.90	2023-11-05
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-10.24	-0.84	$-25.52	-0.06	-0.05	12.20	1.96	406.84	432.36	-10.24	$-1024.00	1220.00	15	0.0	412.000	-25.52	2023-11-03
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-8.80	-0.72	$-17.87	-0.04	-0.03	12.20	3.40	406.84	424.71	-8.80	$-880.00	1220.00	14	0.0	390.000	-17.87	2023-11-02
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-7.10	-0.58	$-13.35	-0.03	-0.02	12.20	5.10	406.84	420.19	-7.10	$-710.00	1220.00	13	0.0	390.000	-13.35	2023-11-01
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-3.81	-0.31	$-4.85	-0.01	-0.01	12.20	8.39	406.84	411.69	-3.81	$-381.00	1220.00	12	0.0	403.000	-4.85	2023-10-31
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-2.87	-0.24	$-3.24	-0.01	0.00	12.20	9.33	406.84	410.08	-2.87	$-287.00	1220.00	11	0.0	0.000	-3.24	2023-10-30
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$2.90	0.24	$8.97	0.02	-0.01	12.20	15.10	406.84	397.87	2.90	$290.00	1220.00	8	0.0	294.000	8.97	2023-10-27
NFLX231124P00400000	NFLX	PUT	Long	400.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.80; Exit EQ PnL: 3.30	$0.80	0.07	$0.99	0.00	-0.32	12.20	13.00	406.84	405.85	0.80	$80.00	1220.00	7	0.0	294.000	0.99	2023-10-26
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-1.88	-0.15	$-4.41	-0.01	-0.00	12.20	10.32	406.84	411.25	-1.88	$-188.00	1220.00	6	0.0	315.000	-4.41	2023-10-25
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$-2.95	-0.24	$-6.89	-0.02	0.02	12.20	9.25	406.84	413.73	-2.95	$-295.00	1220.00	5	0.0	316.000	-6.89	2023-10-24
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$0.00	0.00	$-0.00	-0.00	0.00	12.20	12.20	406.84	406.84	0.00	$0.00	1220.00	4	0.0	284.000	-0.00	2023-10-23
NFLX231124P00400000	NFLX	PUT	Long	400.00	None	$0.00	0.00	$-0.00	-0.00	0.00	12.20	12.20	406.84	406.84	0.00	$0.00	1220.00	0	82.0	284.000	-0.00	2023-10-19

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