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View Outliers PnL Drill-Down: NKTR240419P00001000

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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
2024-03-04	NKTR	NKTR240419P00001000	1.00	25.0	0.000	0.000	0.429	0.0	0.1	0.000	0.000	0.100	0.20	0.90	2024-04-19	PUT	Long	0.460	0.480	0.154

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	NKTR	0.727	0.154	0.377	0.241	0.154	-0.052	1.02	-3.063	0.0000	0.47	1.83	21	1y	1.32

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
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.15	-0.75	$-0.40	-0.44	3.56	0.20	0.05	0.90	1.30	-0.15	$-15.00	20.00	45	10.0	55.000	-0.40	2024-04-18
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.17	-0.85	$-0.45	-0.50	7.06	0.20	0.03	0.90	1.35	-0.17	$-17.00	20.00	44	10.0	55.000	-0.45	2024-04-17
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.17	-0.85	$-0.59	-0.66	6.75	0.20	0.03	0.90	1.49	-0.17	$-17.00	20.00	43	10.0	55.000	-0.59	2024-04-16
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.17	-0.85	$-0.67	-0.74	3.19	0.20	0.03	0.90	1.57	-0.17	$-17.00	20.00	42	10.0	55.000	-0.67	2024-04-15
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.17	-0.85	$-0.77	-0.86	2.75	0.20	0.03	0.90	1.67	-0.17	$-17.00	20.00	39	10.0	55.000	-0.77	2024-04-12
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.17	-0.85	$-0.68	-0.76	2.38	0.20	0.03	0.90	1.58	-0.17	$-17.00	20.00	38	10.0	55.000	-0.68	2024-04-11
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.17	-0.85	$-0.39	-0.43	1.56	0.20	0.03	0.90	1.29	-0.17	$-17.00	20.00	37	10.0	55.000	-0.39	2024-04-10
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.17	-0.85	$-0.35	-0.39	1.38	0.20	0.03	0.90	1.25	-0.17	$-17.00	20.00	36	10.0	57.000	-0.35	2024-04-09
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.16	-0.80	$-0.41	-0.46	3.41	0.20	0.04	0.90	1.31	-0.16	$-16.00	20.00	35	16.0	57.000	-0.41	2024-04-08
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.16	-0.80	$-0.42	-0.47	1.34	0.20	0.04	0.90	1.32	-0.16	$-16.00	20.00	32	16.0	57.000	-0.42	2024-04-05
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.16	-0.80	$-0.42	-0.47	1.69	0.20	0.04	0.90	1.32	-0.16	$-16.00	20.00	31	16.0	57.000	-0.42	2024-04-04
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.14	-0.16	0.78	0.20	0.15	0.90	1.04	-0.05	$-5.00	20.00	30	2.0	57.000	-0.14	2024-04-03
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.05	-0.06	0.84	0.20	0.15	0.90	0.95	-0.05	$-5.00	20.00	29	2.0	57.000	-0.05	2024-04-02
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.00	-0.00	1.12	0.20	0.15	0.90	0.90	-0.05	$-5.00	20.00	28	2.0	57.000	-0.00	2024-04-01
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.03	-0.03	1.31	0.20	0.15	0.90	0.93	-0.05	$-5.00	20.00	27	2.0	57.000	-0.03	2024-03-31
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.03	-0.03	1.23	0.20	0.15	0.90	0.93	-0.05	$-5.00	20.00	26	2.0	57.000	-0.03	2024-03-30
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.03	-0.03	1.22	0.20	0.15	0.90	0.93	-0.05	$-5.00	20.00	25	2.0	57.000	-0.03	2024-03-29
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.03	-0.03	1.19	0.20	0.15	0.90	0.93	-0.05	$-5.00	20.00	24	2.0	57.000	-0.03	2024-03-28
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$0.01	0.01	0.83	0.20	0.15	0.90	0.89	-0.05	$-5.00	20.00	23	2.0	57.000	0.01	2024-03-27
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.00	-0.00	0.92	0.20	0.15	0.90	0.90	-0.05	$-5.00	20.00	22	2.0	57.000	-0.00	2024-03-26
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$0.01	0.01	0.81	0.20	0.15	0.90	0.89	-0.05	$-5.00	20.00	21	2.0	57.000	0.01	2024-03-25
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.01	-0.01	0.69	0.20	0.15	0.90	0.91	-0.05	$-5.00	20.00	18	2.0	57.000	-0.01	2024-03-22
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.00	-0.00	0.83	0.20	0.15	0.90	0.90	-0.05	$-5.00	20.00	17	2.0	57.000	-0.00	2024-03-21
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$-0.00	-0.00	0.83	0.20	0.15	0.90	0.90	-0.05	$-5.00	20.00	16	2.0	57.000	-0.00	2024-03-20
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.25	$0.03	0.03	1.12	0.20	0.15	0.90	0.87	-0.05	$-5.00	20.00	15	2.0	57.000	0.03	2024-03-19
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$0.05	0.06	0.98	0.20	0.20	0.90	0.85	0.00	$0.00	20.00	14	30.0	55.000	0.05	2024-03-18
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.04	1.25	0.20	0.20	0.90	0.86	0.00	$0.00	20.00	11	25.0	25.000	0.04	2024-03-15
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.04	0.99	0.20	0.20	0.90	0.86	0.00	$0.00	20.00	10	25.0	25.000	0.04	2024-03-14
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$0.05	0.06	1.41	0.20	0.20	0.90	0.85	0.00	$0.00	20.00	9	25.0	25.000	0.05	2024-03-13
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$0.01	0.01	1.12	0.20	0.20	0.90	0.89	0.00	$0.00	20.00	8	25.0	25.000	0.01	2024-03-12
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$0.07	0.08	1.27	0.20	0.20	0.90	0.83	0.00	$0.00	20.00	7	25.0	25.000	0.07	2024-03-11
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.01	-0.01	1.36	0.20	0.20	0.90	0.91	0.00	$0.00	20.00	4	25.0	25.000	-0.01	2024-03-08
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.06	-0.07	1.31	0.20	0.20	0.90	0.96	0.00	$0.00	20.00	3	25.0	25.000	-0.06	2024-03-07
NKTR240419P00001000	NKTR	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.01	-0.01	0.94	0.20	0.20	0.90	0.91	0.00	$0.00	20.00	2	25.0	25.000	-0.01	2024-03-06
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$0.04	0.04	1.31	0.20	0.20	0.90	0.86	0.00	$0.00	20.00	1	25.0	25.000	0.04	2024-03-05
NKTR240419P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	0.90	0.90	0.00	$0.00	20.00	0	25.0	0.000	-0.00	2024-03-04

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