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View Outliers PnL Drill-Down: NOVA231215P00009000

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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
2023-10-26	NOVA	NOVA231215P00009000	9.00	114.0	84.000	1.004	0.362	0.6	0.3	-0.010	1.350	0.990	1.33	9.31	2023-12-15	PUT	Long	0.355	0.389	0.155

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	NOVA	0.909	0.166	0.843	0.363	0.311	-0.532	4.20	-0.580	0.0000	3.14	16.05	21	1y	4.83

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
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.23	-0.92	$-4.53	-0.49	2.00	1.33	0.10	9.31	13.84	-1.23	$-123.00	133.00	49	74.0	1696.000	-4.53	2023-12-14
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.23	-0.92	$-2.60	-0.28	0.75	1.33	0.10	9.31	11.91	-1.23	$-123.00	133.00	48	74.0	1681.000	-2.60	2023-12-13
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.28	-0.96	$-1.00	-0.11	0.25	1.33	0.05	9.31	10.31	-1.28	$-128.00	133.00	47	1311.0	539.000	-1.00	2023-12-12
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.21	-0.91	$-1.44	-0.15	0.72	1.33	0.12	9.31	10.75	-1.21	$-121.00	133.00	46	115.0	453.000	-1.44	2023-12-11
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.98	-0.74	$-1.09	-0.12	0.54	1.33	0.35	9.31	10.40	-0.98	$-98.00	133.00	43	168.0	405.000	-1.09	2023-12-08
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.24	-0.93	$-3.10	-0.33	0.18	1.33	0.09	9.31	12.41	-1.24	$-124.00	133.00	42	2.0	405.000	-3.10	2023-12-07
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.24	-0.93	$-2.81	-0.30	0.14	1.33	0.09	9.31	12.12	-1.24	$-124.00	133.00	41	0.0	405.000	-2.81	2023-12-06
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.24	-0.93	$-2.63	-0.28	0.05	1.33	0.09	9.31	11.94	-1.24	$-124.00	133.00	40	0.0	405.000	-2.63	2023-12-05
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.26	-0.95	$-2.96	-0.32	0.18	1.33	0.07	9.31	12.27	-1.26	$-126.00	133.00	39	0.0	406.000	-2.96	2023-12-04
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.26	-0.95	$-3.27	-0.35	0.28	1.33	0.07	9.31	12.58	-1.26	$-126.00	133.00	38	0.0	409.000	-3.27	2023-12-03
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.26	-0.95	$-3.27	-0.35	0.24	1.33	0.07	9.31	12.58	-1.26	$-126.00	133.00	37	0.0	409.000	-3.27	2023-12-02
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.26	-0.95	$-3.28	-0.35	0.20	1.33	0.07	9.31	12.59	-1.26	$-126.00	133.00	36	0.0	409.000	-3.28	2023-12-01
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.23	-0.92	$-2.30	-0.25	-0.11	1.33	0.10	9.31	11.61	-1.23	$-123.00	133.00	35	0.0	409.000	-2.30	2023-11-30
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.23	-0.92	$-2.43	-0.26	-0.02	1.33	0.10	9.31	11.74	-1.23	$-123.00	133.00	34	0.0	419.000	-2.43	2023-11-29
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.16	-0.87	$-1.69	-0.18	0.00	1.33	0.17	9.31	11.00	-1.16	$-116.00	133.00	33	0.0	418.000	-1.69	2023-11-28
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.98	-0.74	$-0.93	-0.10	0.00	1.33	0.35	9.31	10.24	-0.98	$-98.00	133.00	32	0.0	418.000	-0.93	2023-11-27
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.95	-0.71	$-0.91	-0.10	-0.11	1.33	0.38	9.31	10.22	-0.95	$-95.00	133.00	29	0.0	0.000	-0.91	2023-11-24
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.97	-0.73	$-1.17	-0.13	-0.88	1.33	0.36	9.31	10.48	-0.97	$-97.00	133.00	28	0.0	0.000	-1.17	2023-11-23
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.93	-0.70	$-1.27	-0.14	-0.07	1.33	0.40	9.31	10.58	-0.93	$-93.00	133.00	27	0.0	313.000	-1.27	2023-11-22
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.93	-0.70	$-1.38	-0.15	0.01	1.33	0.40	9.31	10.69	-0.93	$-93.00	133.00	26	0.0	302.000	-1.38	2023-11-21
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-1.02	-0.77	$-1.69	-0.18	0.02	1.33	0.31	9.31	11.00	-1.02	$-102.00	133.00	25	0.0	294.000	-1.69	2023-11-20
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.83	-0.62	$-1.42	-0.15	0.04	1.33	0.50	9.31	10.73	-0.83	$-83.00	133.00	24	0.0	290.000	-1.42	2023-11-19
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.83	-0.62	$-1.42	-0.15	0.02	1.33	0.50	9.31	10.73	-0.83	$-83.00	133.00	22	0.0	290.000	-1.42	2023-11-17
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.70	-0.53	$-1.03	-0.11	0.06	1.33	0.63	9.31	10.34	-0.70	$-70.00	133.00	21	0.0	285.000	-1.03	2023-11-16
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.78	-0.59	$-1.23	-0.13	0.04	1.33	0.55	9.31	10.54	-0.78	$-78.00	133.00	20	0.0	279.000	-1.23	2023-11-15
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.68	-0.51	$-0.58	-0.06	-0.01	1.33	0.65	9.31	9.89	-0.68	$-68.00	133.00	19	0.0	265.000	-0.58	2023-11-14
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.06	-0.05	$0.79	0.08	-0.08	1.33	1.27	9.31	8.52	-0.06	$-6.00	133.00	18	0.0	265.000	0.79	2023-11-13
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.06	-0.05	$0.65	0.07	-0.04	1.33	1.27	9.31	8.66	-0.06	$-6.00	133.00	15	0.0	255.000	0.65	2023-11-10
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.58	-0.44	$-0.18	-0.02	-0.94	1.33	0.75	9.31	9.49	-0.58	$-58.00	133.00	14	0.0	0.000	-0.18	2023-11-09
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.58	-0.44	$-0.18	-0.02	-0.12	1.33	0.75	9.31	9.49	-0.58	$-58.00	133.00	13	0.0	255.000	-0.18	2023-11-08
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.58	-0.44	$-0.61	-0.07	-0.08	1.33	0.75	9.31	9.92	-0.58	$-58.00	133.00	12	0.0	255.000	-0.61	2023-11-07
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.58	-0.44	$-0.62	-0.07	-0.08	1.33	0.75	9.31	9.93	-0.58	$-58.00	133.00	11	0.0	264.000	-0.62	2023-11-06
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.58	-0.44	$-0.62	-0.07	-0.08	1.33	0.75	9.31	9.93	-0.58	$-58.00	133.00	10	0.0	264.000	-0.62	2023-11-05
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.68	-0.51	$-1.20	-0.13	-0.07	1.33	0.65	9.31	10.51	-0.68	$-68.00	133.00	8	0.0	264.000	-1.20	2023-11-03
NOVA231215P00009000	NOVA	PUT	Long	9.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.43; Exit EQ PnL: -0.89	$-0.43	-0.32	$-0.79	-0.08	-0.06	1.33	0.90	9.31	10.10	-0.43	$-43.00	133.00	7	0.0	270.000	-0.79	2023-11-02
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.13	-0.10	$0.30	0.03	-0.08	1.33	1.20	9.31	9.01	-0.13	$-13.00	133.00	6	0.0	270.000	0.30	2023-11-01
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$-0.13	-0.10	$0.18	0.02	-0.04	1.33	1.20	9.31	9.13	-0.13	$-13.00	133.00	5	0.0	270.000	0.18	2023-10-31
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$0.22	0.17	$0.52	0.06	-0.01	1.33	1.55	9.31	8.79	0.22	$22.00	133.00	4	0.0	265.000	0.52	2023-10-30
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$0.17	0.13	$0.68	0.07	-0.01	1.33	1.50	9.31	8.63	0.17	$17.00	133.00	1	0.0	178.000	0.68	2023-10-27
NOVA231215P00009000	NOVA	PUT	Long	9.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.33	1.33	9.31	9.31	0.00	$0.00	133.00	0	114.0	84.000	-0.00	2023-10-26

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