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View Outliers PnL Drill-Down: NOVA240119P00014000

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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
2023-12-14	NOVA	NOVA240119P00014000	14.00	21.0	178.000	0.990	0.444	0.6	0.7	0.000	1.460	1.570	1.85	13.84	2024-01-19	PUT	Long	0.495	0.518	0.162

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
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$1.98	1.07	$3.76	0.27	1.46	1.85	3.83	13.84	10.08	1.98	$198.00	185.00	35	18.0	1944.000	3.76	2024-01-18
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$2.10	1.14	$3.77	0.27	1.92	1.85	3.95	13.84	10.07	2.10	$210.00	185.00	34	21.0	1964.000	3.77	2024-01-17
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$1.01	0.55	$2.66	0.19	0.28	1.85	2.86	13.84	11.18	1.01	$101.00	185.00	33	40.0	1980.000	2.66	2024-01-16
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$0.30	0.16	$1.97	0.14	-0.15	1.85	2.15	13.84	11.87	0.30	$30.00	185.00	29	9.0	1980.000	1.97	2024-01-12
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.15	-0.08	$1.56	0.11	-0.04	1.85	1.70	13.84	12.28	-0.15	$-15.00	185.00	28	10.0	1981.000	1.56	2024-01-11
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.47	-0.25	$0.99	0.07	-0.12	1.85	1.38	13.84	12.85	-0.47	$-47.00	185.00	27	1.0	1980.000	0.99	2024-01-10
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.32	-0.17	$0.81	0.06	-0.17	1.85	1.53	13.84	13.03	-0.32	$-32.00	185.00	26	1.0	1980.000	0.81	2024-01-09
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.45	-0.24	$0.62	0.04	-0.02	1.85	1.40	13.84	13.22	-0.45	$-45.00	185.00	25	22.0	1979.000	0.62	2024-01-08
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.35	-0.19	$1.11	0.08	-0.15	1.85	1.50	13.84	12.73	-0.35	$-35.00	185.00	22	22.0	1981.000	1.11	2024-01-05
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.72	-0.39	$0.26	0.02	-0.99	1.85	1.13	13.84	13.58	-0.72	$-72.00	185.00	21	23.0	1981.000	0.26	2024-01-04
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.00	-0.54	$-0.73	-0.05	-0.93	1.85	0.85	13.84	14.57	-1.00	$-100.00	185.00	20	19.0	1977.000	-0.73	2024-01-03
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.25	-0.68	$-1.42	-0.10	-0.86	1.85	0.60	13.84	15.26	-1.25	$-125.00	185.00	19	21.0	1993.000	-1.42	2024-01-02
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.20	-0.65	$-1.41	-0.10	-0.04	1.85	0.65	13.84	15.25	-1.20	$-120.00	185.00	18	38.0	1964.000	-1.41	2024-01-01
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.20	-0.65	$-1.41	-0.10	-0.09	1.85	0.65	13.84	15.25	-1.20	$-120.00	185.00	16	38.0	1964.000	-1.41	2023-12-30
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.20	-0.65	$-1.41	-0.10	-0.13	1.85	0.65	13.84	15.25	-1.20	$-120.00	185.00	15	38.0	1964.000	-1.41	2023-12-29
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.15	-0.62	$-2.02	-0.15	0.00	1.85	0.70	13.84	15.86	-1.15	$-115.00	185.00	14	45.0	1942.000	-2.02	2023-12-28
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.15	-0.62	$-2.22	-0.16	-0.00	1.85	0.70	13.84	16.06	-1.15	$-115.00	185.00	13	593.0	1560.000	-2.22	2023-12-27
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-1.05	-0.57	$-1.96	-0.14	-0.02	1.85	0.80	13.84	15.80	-1.05	$-105.00	185.00	12	18.0	1375.000	-1.96	2023-12-26
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.82	-0.44	$-1.54	-0.11	0.00	1.85	1.03	13.84	15.38	-0.82	$-82.00	185.00	11	21.0	1363.000	-1.54	2023-12-25
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.82	-0.44	$-1.54	-0.11	-0.04	1.85	1.03	13.84	15.38	-0.82	$-82.00	185.00	9	21.0	1363.000	-1.54	2023-12-23
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.82	-0.44	$-1.53	-0.11	-0.04	1.85	1.03	13.84	15.37	-0.82	$-82.00	185.00	8	21.0	1363.000	-1.53	2023-12-22
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.70	-0.38	$-1.18	-0.09	-0.03	1.85	1.15	13.84	15.02	-0.70	$-70.00	185.00	7	56.0	1330.000	-1.18	2023-12-21
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.75	-0.41	$-1.18	-0.09	-0.05	1.85	1.10	13.84	15.02	-0.75	$-75.00	185.00	6	56.0	217.000	-1.18	2023-12-20
NOVA240119P00014000	NOVA	PUT	Long	14.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.38; Exit EQ PnL: -1.33	$-0.74	-0.40	$-1.29	-0.09	-0.01	1.85	1.11	13.84	15.13	-0.74	$-74.00	185.00	5	15.0	214.000	-1.29	2023-12-19
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$0.15	0.08	$0.67	0.05	-0.04	1.85	2.00	13.84	13.17	0.15	$15.00	185.00	4	46.0	206.000	0.67	2023-12-18
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.10	-0.05	$-0.00	-0.00	-0.04	1.85	1.75	13.84	13.84	-0.10	$-10.00	185.00	2	28.0	195.000	-0.00	2023-12-16
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$-0.10	-0.05	$0.01	0.00	-0.08	1.85	1.75	13.84	13.83	-0.10	$-10.00	185.00	1	28.0	195.000	0.01	2023-12-15
NOVA240119P00014000	NOVA	PUT	Long	14.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.85	1.85	13.84	13.84	0.00	$0.00	185.00	0	21.0	178.000	-0.00	2023-12-14

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