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View Outliers PnL Drill-Down: NTAP231229P00078000

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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
2023-11-29	NTAP	NTAP231229P00078000	78.00	32.0	241.000	0.271	0.153	11.8	0.0	-0.010	11.830	0.040	2.50	89.54	2023-12-29	PUT	Long	0.089	0.164	0.146

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	NTAP	0.818	0.042	0.177	0.083	0.128	0.046	122.49	0.157	0.0000	84.60	134.62	21	1y	119.97

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
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$-2.47	-0.99	$1.33	0.01	0.81	2.50	0.03	89.54	88.21	-2.47	$-247.00	250.00	29	1.0	240.000	1.33	2023-12-28
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$-2.47	-0.99	$0.94	0.01	0.37	2.50	0.03	89.54	88.60	-2.47	$-247.00	250.00	28	1.0	240.000	0.94	2023-12-27
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$-2.47	-0.99	$0.16	0.00	0.32	2.50	0.03	89.54	89.38	-2.47	$-247.00	250.00	27	1.0	240.000	0.16	2023-12-26
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$-2.47	-0.99	$0.14	0.00	0.26	2.50	0.03	89.54	89.40	-2.47	$-247.00	250.00	26	1.0	241.000	0.14	2023-12-25
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$-2.47	-0.99	$0.14	0.00	0.22	2.50	0.03	89.54	89.40	-2.47	$-247.00	250.00	24	1.0	241.000	0.14	2023-12-23
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$-2.47	-0.99	$0.14	0.00	0.19	2.50	0.03	89.54	89.40	-2.47	$-247.00	250.00	23	1.0	241.000	0.14	2023-12-22
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-0.01	-0.00	0.17	2.50	2.50	89.54	89.55	0.00	$0.00	250.00	22	32.0	241.000	-0.01	2023-12-21
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-0.71	-0.01	0.17	2.50	2.50	89.54	90.25	0.00	$0.00	250.00	21	32.0	241.000	-0.71	2023-12-20
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-1.09	-0.01	0.16	2.50	2.50	89.54	90.63	0.00	$0.00	250.00	20	32.0	241.000	-1.09	2023-12-19
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-0.16	-0.00	0.13	2.50	2.50	89.54	89.70	0.00	$0.00	250.00	19	32.0	241.000	-0.16	2023-12-18
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$0.62	0.01	0.07	2.50	2.50	89.54	88.92	0.00	$0.00	250.00	17	32.0	241.000	0.62	2023-12-16
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$0.62	0.01	0.06	2.50	2.50	89.54	88.92	0.00	$0.00	250.00	16	32.0	241.000	0.62	2023-12-15
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$0.33	0.00	0.05	2.50	2.50	89.54	89.21	0.00	$0.00	250.00	15	32.0	241.000	0.33	2023-12-14
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-0.00	-0.00	0.09	2.50	2.50	89.54	89.54	0.00	$0.00	250.00	14	32.0	241.000	-0.00	2023-12-13
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$1.34	0.01	0.05	2.50	2.50	89.54	88.20	0.00	$0.00	250.00	13	32.0	241.000	1.34	2023-12-12
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-0.21	-0.00	0.04	2.50	2.50	89.54	89.75	0.00	$0.00	250.00	12	32.0	241.000	-0.21	2023-12-11
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$0.15	0.00	0.04	2.50	2.50	89.54	89.39	0.00	$0.00	250.00	9	32.0	241.000	0.15	2023-12-08
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$0.46	0.01	0.04	2.50	2.50	89.54	89.08	0.00	$0.00	250.00	8	32.0	241.000	0.46	2023-12-07
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$0.14	0.00	0.08	2.50	2.50	89.54	89.40	0.00	$0.00	250.00	7	0.0	241.000	0.14	2023-12-06
NTAP231229P00078000	NTAP	PUT	Long	78.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-1.04	-0.01	0.09	2.50	2.50	89.54	90.58	0.00	$0.00	250.00	6	0.0	241.000	-1.04	2023-12-05
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-0.77	-0.01	0.12	2.50	2.50	89.54	90.31	0.00	$0.00	250.00	5	0.0	241.000	-0.77	2023-12-04
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-1.74	-0.02	0.24	2.50	2.50	89.54	91.28	0.00	$0.00	250.00	4	0.0	241.000	-1.74	2023-12-03
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-1.74	-0.02	0.23	2.50	2.50	89.54	91.28	0.00	$0.00	250.00	3	0.0	241.000	-1.74	2023-12-02
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-1.74	-0.02	0.22	2.50	2.50	89.54	91.28	0.00	$0.00	250.00	2	0.0	241.000	-1.74	2023-12-01
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-1.85	-0.02	0.11	2.50	2.50	89.54	91.39	0.00	$0.00	250.00	1	0.0	241.000	-1.85	2023-11-30
NTAP231229P00078000	NTAP	PUT	Long	78.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.50	2.50	89.54	89.54	0.00	$0.00	250.00	0	0.0	241.000	-0.00	2023-11-29

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