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View Outliers PnL Drill-Down: NVAX240405P00004500

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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
2024-02-22 NVAX NVAX240405P00004500 4.50 25.0 2.449 0.318 0.5 0.1 -0.020 1.570 1.170 0.50 4.88 2024-04-05 PUT Long 0.268 0.341 0.226

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 NVAX 0.909 0.087 0.812 0.299 0.170 0.011 9.00 -0.980 0.0000 3.76 20.97 21 1y 9.27

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
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.42 -0.84 $0.44 0.09 -2.03 0.50 0.08 4.88 4.44 -0.42 $-42.00 50.00 42 197.0 1128.000 0.44 2024-04-04
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.43 -0.86 $0.34 0.07 -1.90 0.50 0.07 4.88 4.54 -0.43 $-43.00 50.00 41 105.0 1119.000 0.34 2024-04-03
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.39 -0.78 $0.35 0.07 -1.79 0.50 0.11 4.88 4.53 -0.39 $-39.00 50.00 40 445.0 780.000 0.35 2024-04-02
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.43 -0.86 $0.23 0.05 -1.70 0.50 0.07 4.88 4.65 -0.43 $-43.00 50.00 39 279.0 537.000 0.23 2024-04-01
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.44 -0.88 $0.10 0.02 -1.64 0.50 0.06 4.88 4.78 -0.44 $-44.00 50.00 38 86.0 461.000 0.10 2024-03-31
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.44 -0.88 $0.10 0.02 -1.76 0.50 0.06 4.88 4.78 -0.44 $-44.00 50.00 37 86.0 461.000 0.10 2024-03-30
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.44 -0.88 $0.10 0.02 -1.81 0.50 0.06 4.88 4.78 -0.44 $-44.00 50.00 36 86.0 461.000 0.10 2024-03-29
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.44 -0.88 $0.10 0.02 -1.85 0.50 0.06 4.88 4.78 -0.44 $-44.00 50.00 35 86.0 461.000 0.10 2024-03-28
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.42 -0.84 $0.03 0.01 -1.78 0.50 0.08 4.88 4.85 -0.42 $-42.00 50.00 34 35.0 444.000 0.03 2024-03-27
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.37 -0.74 $0.17 0.03 -1.79 0.50 0.13 4.88 4.71 -0.37 $-37.00 50.00 33 119.0 329.000 0.17 2024-03-26
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.38 -0.76 $0.07 0.01 -1.67 0.50 0.12 4.88 4.81 -0.38 $-38.00 50.00 32 41.0 299.000 0.07 2024-03-25
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.33 -0.66 $0.18 0.04 -1.68 0.50 0.17 4.88 4.70 -0.33 $-33.00 50.00 29 20.0 279.000 0.18 2024-03-22
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.33 -0.66 $0.16 0.03 -1.61 0.50 0.17 4.88 4.72 -0.33 $-33.00 50.00 28 202.0 77.000 0.16 2024-03-21
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.23 -0.46 $0.05 0.01 -1.61 0.50 0.27 4.88 4.83 -0.23 $-23.00 50.00 27 2.0 75.000 0.05 2024-03-20
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.31 -0.62 $-0.06 -0.01 -1.59 0.50 0.19 4.88 4.94 -0.31 $-31.00 50.00 26 7.0 73.000 -0.06 2024-03-19
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.28 -0.56 $-0.26 -0.05 -1.50 0.50 0.22 4.88 5.14 -0.28 $-28.00 50.00 25 4.0 73.000 -0.26 2024-03-18
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.28 -0.56 $-0.41 -0.08 -1.52 0.50 0.22 4.88 5.29 -0.28 $-28.00 50.00 22 4.0 73.000 -0.41 2024-03-15
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.28 -0.56 $-0.10 -0.02 -1.48 0.50 0.22 4.88 4.98 -0.28 $-28.00 50.00 21 4.0 73.000 -0.10 2024-03-14
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.28 -0.56 $-0.37 -0.08 -1.44 0.50 0.22 4.88 5.25 -0.28 $-28.00 50.00 20 24.0 73.000 -0.37 2024-03-13
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.28 -0.56 $-0.18 -0.04 -1.44 0.50 0.22 4.88 5.06 -0.28 $-28.00 50.00 19 24.0 73.000 -0.18 2024-03-12
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.28 -0.56 $-0.25 -0.05 -1.46 0.50 0.22 4.88 5.13 -0.28 $-28.00 50.00 18 24.0 69.000 -0.25 2024-03-11
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.29 -0.58 $-0.57 -0.12 0.07 0.50 0.21 4.88 5.45 -0.29 $-29.00 50.00 15 26.0 93.000 -0.57 2024-03-08
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.30 -0.60 $-0.73 -0.15 -1.42 0.50 0.20 4.88 5.61 -0.30 $-30.00 50.00 14 50.0 132.000 -0.73 2024-03-07
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.34 -0.68 $-0.73 -0.15 -0.43 0.50 0.16 4.88 5.61 -0.34 $-34.00 50.00 13 11.0 132.000 -0.73 2024-03-06
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.34 -0.68 $-0.80 -0.16 -1.55 0.50 0.16 4.88 5.68 -0.34 $-34.00 50.00 12 11.0 132.000 -0.80 2024-03-05
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.34 -0.68 $-0.61 -0.12 -2.20 0.50 0.16 4.88 5.49 -0.34 $-34.00 50.00 11 11.0 0.000 -0.61 2024-03-04
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.26 -0.52 $-0.51 -0.10 -1.45 0.50 0.24 4.88 5.39 -0.26 $-26.00 50.00 10 1.0 129.000 -0.51 2024-03-03
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.26 -0.52 $-0.51 -0.10 -1.45 0.50 0.24 4.88 5.39 -0.26 $-26.00 50.00 9 1.0 129.000 -0.51 2024-03-02
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.10 -0.20 $-0.32 -0.07 -1.49 0.50 0.40 4.88 5.20 -0.10 $-10.00 50.00 8 102.0 129.000 -0.32 2024-03-01
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.10 -0.20 $-0.06 -0.01 -1.44 0.50 0.40 4.88 4.94 -0.10 $-10.00 50.00 7 102.0 29.000 -0.06 2024-02-29
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.18 -0.36 $0.47 0.10 -1.42 0.50 0.32 4.88 4.41 -0.18 $-18.00 50.00 6 20.0 29.000 0.47 2024-02-28
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.18 -0.36 $-1.14 -0.23 -1.24 0.50 0.32 4.88 6.02 -0.18 $-18.00 50.00 5 20.0 32.000 -1.14 2024-02-27
NVAX240405P00004500 NVAX PUT Long 4.50 None $-0.22 -0.44 $-0.62 -0.13 0.15 0.50 0.28 4.88 5.50 -0.22 $-22.00 50.00 4 8.0 25.000 -0.62 2024-02-26
NVAX240405P00004500 NVAX PUT Long 4.50 None $0.00 0.00 $-0.41 -0.08 -1.35 0.50 0.50 4.88 5.29 0.00 $0.00 50.00 3 25.0 25.000 -0.41 2024-02-25
NVAX240405P00004500 NVAX PUT Long 4.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.47 $0.00 0.00 $-0.41 -0.08 -1.39 0.50 0.50 4.88 5.29 0.00 $0.00 50.00 1 25.0 25.000 -0.41 2024-02-23
NVAX240405P00004500 NVAX PUT Long 4.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.50 0.50 4.88 4.88 0.00 $0.00 50.00 0 25.0 -0.00 2024-02-22

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