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View Outliers PnL Drill-Down: NOVA241220C00005000

View in yFinance: NOVA

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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
2024-11-06	NOVA	NOVA241220C00005000	5.00	111.0	828.000	1.289	0.677	0.1	1.0	0.100	0.370	1.280	0.45	4.07	2024-12-20	CALL	Long	0.488	0.879	-0.516

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
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.20	-0.80	$-0.05	-0.01	2.04	0.25	0.05	3.41	3.36	-0.20	$-20.00	25.00	43	37.0	4198.000	-0.05	2024-12-19
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.22	-0.88	$0.21	0.06	1.01	0.25	0.03	3.41	3.62	-0.22	$-22.00	25.00	42	6.0	4233.000	0.21	2024-12-18
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.20	-0.80	$0.79	0.23	-0.09	0.25	0.05	3.41	4.20	-0.20	$-20.00	25.00	41	108.0	4240.000	0.79	2024-12-17
NOVA241220C00005000	NOVA	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.21	-0.84	$0.58	0.17	0.02	0.25	0.04	3.41	3.99	-0.21	$-21.00	25.00	40	54.0	4255.000	0.58	2024-12-16
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.15	-0.60	$0.64	0.19	0.07	0.25	0.10	3.41	4.05	-0.15	$-15.00	25.00	37	29.0	4256.000	0.64	2024-12-13
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.16	-0.64	$0.68	0.20	-0.06	0.25	0.09	3.41	4.09	-0.16	$-16.00	25.00	36	44.0	4279.000	0.68	2024-12-12
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.11	-0.44	$0.82	0.24	-0.03	0.25	0.14	3.41	4.23	-0.11	$-11.00	25.00	35	301.0	4228.000	0.82	2024-12-11
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.09	-0.36	$0.88	0.26	0.05	0.25	0.16	3.41	4.29	-0.09	$-9.00	25.00	34	275.0	4385.000	0.88	2024-12-10
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.00	0.00	$1.08	0.32	0.02	0.25	0.25	3.41	4.49	0.00	$0.00	25.00	33	395.0	4233.000	1.08	2024-12-09
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.03	0.12	$1.06	0.31	0.04	0.25	0.28	3.41	4.47	0.03	$3.00	25.00	32	157.0	4221.000	1.06	2024-12-08
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.03	0.12	$1.06	0.31	-0.04	0.25	0.28	3.41	4.47	0.03	$3.00	25.00	30	157.0	4221.000	1.06	2024-12-06
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.05	0.20	$1.02	0.30	-0.04	0.25	0.30	3.41	4.43	0.05	$5.00	25.00	29	309.0	4246.000	1.02	2024-12-05
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.24	0.96	$1.29	0.38	-0.18	0.25	0.49	3.41	4.70	0.24	$24.00	25.00	28	87.0	4194.000	1.29	2024-12-04
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.29	1.16	$1.56	0.46	-0.11	0.25	0.54	3.41	4.97	0.29	$29.00	25.00	27	468.0	4030.000	1.56	2024-12-03
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.55	2.20	$1.96	0.57	-0.18	0.25	0.80	3.41	5.37	0.55	$55.00	25.00	26	86.0	4014.000	1.96	2024-12-02
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.77	3.08	$2.13	0.62	-1.34	0.25	1.02	3.41	5.54	0.77	$77.00	25.00	25	96.0	0.000	2.13	2024-12-01
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.77	3.08	$2.13	0.62	0.06	0.25	1.02	3.41	5.54	0.77	$77.00	25.00	24	96.0	4079.000	2.13	2024-11-30
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.60	2.40	$2.00	0.59	-0.00	0.25	0.85	3.41	5.41	0.60	$60.00	25.00	22	180.0	4112.000	2.00	2024-11-28
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.75	3.00	$2.23	0.65	-0.02	0.25	1.00	3.41	5.64	0.75	$75.00	25.00	21	37.0	4112.000	2.23	2024-11-27
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.55	2.20	$1.94	0.57	-0.15	0.25	0.80	3.41	5.35	0.55	$55.00	25.00	20	121.0	4130.000	1.94	2024-11-26
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.62	2.48	$1.92	0.56	-0.06	0.25	0.87	3.41	5.33	0.62	$62.00	25.00	19	284.0	4047.000	1.92	2024-11-25
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.43	1.72	$1.49	0.44	0.09	0.25	0.68	3.41	4.90	0.43	$43.00	25.00	18	455.0	3974.000	1.49	2024-11-24
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.43	1.72	$1.49	0.44	0.04	0.25	0.68	3.41	4.90	0.43	$43.00	25.00	17	455.0	3974.000	1.49	2024-11-23
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.40	1.60	$1.48	0.43	-0.07	0.25	0.65	3.41	4.89	0.40	$40.00	25.00	16	428.0	3974.000	1.48	2024-11-22
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.15	0.60	$0.97	0.28	-0.09	0.25	0.40	3.41	4.38	0.15	$15.00	25.00	15	726.0	3809.000	0.97	2024-11-21
NOVA241220C00005000	NOVA	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.15	0.60	$0.81	0.24	-0.03	0.25	0.40	3.41	4.22	0.15	$15.00	25.00	14	1275.0	3013.000	0.81	2024-11-20
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.05	-0.20	$0.03	0.01	0.26	0.25	0.20	3.41	3.44	-0.05	$-5.00	25.00	13	931.0	2564.000	0.03	2024-11-19
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.03	-0.12	$0.26	0.08	0.02	0.25	0.22	3.41	3.67	-0.03	$-3.00	25.00	12	712.0	2018.000	0.26	2024-11-18
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.09	0.36	$0.34	0.10	0.21	0.25	0.34	3.41	3.75	0.09	$9.00	25.00	11	857.0	1638.000	0.34	2024-11-17
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.09	0.36	$0.34	0.10	0.19	0.25	0.34	3.41	3.75	0.09	$9.00	25.00	10	857.0	1638.000	0.34	2024-11-16
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.10	0.40	$0.34	0.10	0.14	0.25	0.35	3.41	3.75	0.10	$10.00	25.00	9	627.0	1638.000	0.34	2024-11-15
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.35	1.40	$0.61	0.18	0.37	0.25	0.60	3.41	4.02	0.35	$35.00	25.00	8	910.0	1300.000	0.61	2024-11-14
NOVA241220C00005000	NOVA	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.06	0.25	0.25	3.41	3.41	0.00	$0.00	25.00	7	230.0	1167.000	0.00	2024-11-13
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.10	-0.40	$-0.03	-0.01	-0.02	0.25	0.15	3.41	3.38	-0.10	$-10.00	25.00	6	200.0	1105.000	-0.03	2024-11-12
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.05	-0.20	$0.07	0.02	0.03	0.25	0.20	3.41	3.48	-0.05	$-5.00	25.00	5	165.0	1066.000	0.07	2024-11-11
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.07	-0.28	$-0.27	-0.08	0.12	0.25	0.18	3.41	3.14	-0.07	$-7.00	25.00	4	24.0	1065.000	-0.27	2024-11-10
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.07	-0.28	$-0.27	-0.08	0.11	0.25	0.18	3.41	3.14	-0.07	$-7.00	25.00	3	24.0	1065.000	-0.27	2024-11-09
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$-0.05	-0.20	$-0.40	-0.12	0.19	0.25	0.20	3.41	3.01	-0.05	$-5.00	25.00	2	21.0	1065.000	-0.40	2024-11-08
NOVA241220C00005000	NOVA	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.20	$0.24	0.07	0.02	0.25	0.30	3.41	3.65	0.05	$5.00	25.00	1	114.0	1035.000	0.24	2024-11-07
NOVA241220C00005000	NOVA	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.25	0.25	3.41	3.41	0.00	$0.00	25.00	0	370.0	828.000	0.00	2024-11-06

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