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View Outliers PnL Drill-Down: NKE240802C00083000

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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
2024-06-28 NKE NKE240802C00083000 83.00 678.0 2.000 0.293 0.237 0.2 7.5 0.030 0.380 7.710 0.56 75.36 2024-08-02 CALL Long 0.098 0.246 -0.200

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 NKE 1.000 0.050 0.235 0.092 0.069 0.009 78.00 0.111 0.0000 71.09 122.64 21 1y 77.96

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
NKE240802C00083000 NKE CALL Long 83.00 None $-0.55 -0.98 $-1.80 -0.02 0.18 0.56 0.01 75.36 73.56 -0.55 $-55.00 56.00 31 49.0 700.000 -1.80 2024-07-29
NKE240802C00083000 NKE CALL Long 83.00 None $-0.54 -0.96 $-2.79 -0.04 0.14 0.56 0.02 75.36 72.57 -0.54 $-54.00 56.00 28 168.0 771.000 -2.79 2024-07-26
NKE240802C00083000 NKE CALL Long 83.00 None $-0.54 -0.96 $-3.95 -0.05 0.22 0.56 0.02 75.36 71.41 -0.54 $-54.00 56.00 27 27.0 753.000 -3.95 2024-07-25
NKE240802C00083000 NKE CALL Long 83.00 None $-0.55 -0.98 $-4.23 -0.06 0.11 0.56 0.01 75.36 71.13 -0.55 $-55.00 56.00 26 340.0 617.000 -4.23 2024-07-24
NKE240802C00083000 NKE CALL Long 83.00 None $-0.52 -0.93 $-1.95 -0.03 0.07 0.56 0.04 75.36 73.41 -0.52 $-52.00 56.00 25 12.0 628.000 -1.95 2024-07-23
NKE240802C00083000 NKE CALL Long 83.00 None $-0.46 -0.82 $-0.50 -0.01 0.04 0.56 0.10 75.36 74.86 -0.46 $-46.00 56.00 24 221.0 537.000 -0.50 2024-07-22
NKE240802C00083000 NKE CALL Long 83.00 None $-0.47 -0.84 $-2.65 -0.04 0.08 0.56 0.09 75.36 72.71 -0.47 $-47.00 56.00 21 10.0 536.000 -2.65 2024-07-19
NKE240802C00083000 NKE CALL Long 83.00 None $-0.46 -0.82 $-2.97 -0.04 0.09 0.56 0.10 75.36 72.39 -0.46 $-46.00 56.00 20 22.0 550.000 -2.97 2024-07-18
NKE240802C00083000 NKE CALL Long 83.00 None $-0.45 -0.80 $-2.29 -0.03 0.07 0.56 0.11 75.36 73.07 -0.45 $-45.00 56.00 19 46.0 589.000 -2.29 2024-07-17
NKE240802C00083000 NKE CALL Long 83.00 None $-0.45 -0.80 $-2.55 -0.03 0.07 0.56 0.11 75.36 72.81 -0.45 $-45.00 56.00 18 12.0 599.000 -2.55 2024-07-16
NKE240802C00083000 NKE CALL Long 83.00 None $-0.46 -0.82 $-4.05 -0.05 0.12 0.56 0.10 75.36 71.31 -0.46 $-46.00 56.00 17 28.0 617.000 -4.05 2024-07-15
NKE240802C00083000 NKE CALL Long 83.00 None $-0.41 -0.73 $-1.93 -0.03 0.03 0.56 0.15 75.36 73.43 -0.41 $-41.00 56.00 14 159.0 561.000 -1.93 2024-07-12
NKE240802C00083000 NKE CALL Long 83.00 None $-0.40 -0.71 $-1.98 -0.03 0.03 0.56 0.16 75.36 73.38 -0.40 $-40.00 56.00 13 26.0 567.000 -1.98 2024-07-11
NKE240802C00083000 NKE CALL Long 83.00 None $-0.43 -0.77 $-2.82 -0.04 0.04 0.56 0.13 75.36 72.54 -0.43 $-43.00 56.00 12 14.0 571.000 -2.82 2024-07-10
NKE240802C00083000 NKE CALL Long 83.00 None $-0.36 -0.64 $-2.90 -0.04 0.05 0.56 0.20 75.36 72.46 -0.36 $-36.00 56.00 11 28.0 573.000 -2.90 2024-07-09
NKE240802C00083000 NKE CALL Long 83.00 None $-0.37 -0.66 $-2.31 -0.03 0.03 0.56 0.19 75.36 73.05 -0.37 $-37.00 56.00 10 99.0 614.000 -2.31 2024-07-08
NKE240802C00083000 NKE CALL Long 83.00 None $-0.28 -0.50 $0.08 0.00 -0.02 0.56 0.28 75.36 75.44 -0.28 $-28.00 56.00 7 61.0 632.000 0.08 2024-07-05
NKE240802C00083000 NKE CALL Long 83.00 None $-0.31 -0.55 $-0.12 -0.00 -0.03 0.56 0.25 75.36 75.24 -0.31 $-31.00 56.00 6 59.0 615.000 -0.12 2024-07-04
NKE240802C00083000 NKE CALL Long 83.00 None $-0.31 -0.55 $-0.12 -0.00 -0.03 0.56 0.25 75.36 75.24 -0.31 $-31.00 56.00 5 59.0 615.000 -0.12 2024-07-03
NKE240802C00083000 NKE CALL Long 83.00 None $-0.23 -0.41 $0.68 0.01 -0.04 0.56 0.33 75.36 76.04 -0.23 $-23.00 56.00 4 96.0 536.000 0.68 2024-07-02
NKE240802C00083000 NKE CALL Long 83.00 Exit OP PnL: $-0.12;Exit EQ PnL: 0.38; Position is Long and position continued to lose. Latest OP price is: $0.44 (EQ: $75.74). Initial OP price was: $0.56 (EQ: $75.36). Surpassed Stop Loss Percentage: -0.2142857142857142857142857143 < -0.16. $-0.02 -0.04 $1.47 0.02 -0.03 0.56 0.54 75.36 76.83 -0.02 $-2.00 56.00 3 442.0 614.000 1.47 2024-07-01
NKE240802C00083000 NKE CALL Long 83.00 None $0.00 0.00 $0.00 0.00 0.00 0.56 0.56 75.36 75.36 0.00 $0.00 56.00 0 678.0 2.000 0.00 2024-06-28

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