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View Outliers PnL Drill-Down: NOVA231215P00010000

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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
2023-11-14	NOVA	NOVA231215P00010000	10.00	310.0	882.000	0.949	0.377	0.3	0.4	0.000	0.920	1.000	1.10	9.89	2023-12-15	PUT	Long	0.416	0.446	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	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
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.84	-0.94	$-3.30	-0.31	1.36	0.89	0.05	10.54	13.84	-0.84	$-84.00	89.00	29	2.0	3554.000	-3.30	2023-12-14
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.85	-0.96	$-1.37	-0.13	0.39	0.89	0.04	10.54	11.91	-0.85	$-85.00	89.00	28	418.0	3634.000	-1.37	2023-12-13
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.39	-0.44	$0.23	0.02	0.11	0.89	0.50	10.54	10.31	-0.39	$-39.00	89.00	27	8.0	3634.000	0.23	2023-12-12
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.59	-0.66	$-0.21	-0.02	0.54	0.89	0.30	10.54	10.75	-0.59	$-59.00	89.00	26	187.0	3506.000	-0.21	2023-12-11
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.19	-0.21	$0.14	0.01	0.45	0.89	0.70	10.54	10.40	-0.19	$-19.00	89.00	23	3299.0	908.000	0.14	2023-12-08
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.83	-0.93	$-1.87	-0.18	0.10	0.89	0.06	10.54	12.41	-0.83	$-83.00	89.00	22	5.0	903.000	-1.87	2023-12-07
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.80	-0.90	$-1.58	-0.15	-0.08	0.89	0.09	10.54	12.12	-0.80	$-80.00	89.00	21	0.0	905.000	-1.58	2023-12-06
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.74	-0.83	$-1.40	-0.13	0.01	0.89	0.15	10.54	11.94	-0.74	$-74.00	89.00	20	0.0	907.000	-1.40	2023-12-05
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.77	-0.87	$-1.73	-0.16	0.01	0.89	0.12	10.54	12.27	-0.77	$-77.00	89.00	19	0.0	922.000	-1.73	2023-12-04
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.74	-0.83	$-2.04	-0.19	0.04	0.89	0.15	10.54	12.58	-0.74	$-74.00	89.00	18	0.0	918.000	-2.04	2023-12-03
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.74	-0.83	$-2.04	-0.19	0.01	0.89	0.15	10.54	12.58	-0.74	$-74.00	89.00	17	0.0	918.000	-2.04	2023-12-02
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.74	-0.83	$-2.05	-0.19	-0.02	0.89	0.15	10.54	12.59	-0.74	$-74.00	89.00	16	0.0	918.000	-2.05	2023-12-01
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.68	-0.76	$-1.07	-0.10	-0.08	0.89	0.21	10.54	11.61	-0.68	$-68.00	89.00	15	0.0	917.000	-1.07	2023-11-30
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.63	-0.71	$-1.20	-0.11	-0.04	0.89	0.26	10.54	11.74	-0.63	$-63.00	89.00	14	0.0	965.000	-1.20	2023-11-29
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.44	-0.49	$-0.46	-0.04	-0.09	0.89	0.45	10.54	11.00	-0.44	$-44.00	89.00	13	0.0	911.000	-0.46	2023-11-28
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.14	-0.16	$0.29	0.03	-0.01	0.89	0.75	10.54	10.25	-0.14	$-14.00	89.00	12	0.0	911.000	0.29	2023-11-27
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.19	-0.21	$0.32	0.03	-0.12	0.89	0.70	10.54	10.22	-0.19	$-19.00	89.00	9	0.0	836.000	0.32	2023-11-24
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.22	-0.25	$0.06	0.01	-0.92	0.89	0.67	10.54	10.48	-0.22	$-22.00	89.00	8	0.0	836.000	0.06	2023-11-23
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.22	-0.25	$-0.03	-0.00	-0.14	0.89	0.67	10.54	10.57	-0.22	$-22.00	89.00	7	0.0	821.000	-0.03	2023-11-22
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.22	-0.25	$0.01	0.00	-0.06	0.89	0.67	10.54	10.53	-0.22	$-22.00	89.00	6	0.0	812.000	0.01	2023-11-21
NOVA231215P00010000	NOVA	PUT	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.25; Exit EQ PnL: -0.46	$-0.25	-0.28	$-0.46	-0.04	-0.05	0.89	0.64	10.54	11.00	-0.25	$-25.00	89.00	5	0.0	792.000	-0.46	2023-11-20
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.08	-0.09	$-0.19	-0.02	0.02	0.89	0.81	10.54	10.73	-0.08	$-8.00	89.00	4	0.0	836.000	-0.19	2023-11-19
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$-0.08	-0.09	$-0.19	-0.02	0.01	0.89	0.81	10.54	10.73	-0.08	$-8.00	89.00	2	0.0	836.000	-0.19	2023-11-17
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$0.02	0.02	$0.20	0.02	0.02	0.89	0.91	10.54	10.34	0.02	$2.00	89.00	1	0.0	836.000	0.20	2023-11-16
NOVA231215P00010000	NOVA	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.89	0.89	10.54	10.54	0.00	$0.00	89.00	0	0.0	835.000	-0.00	2023-11-15

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