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View Outliers PnL Drill-Down: NVAX240405P00005000

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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
2024-02-29	NVAX	NVAX240405P00005000	5.00	4.0	10.000	1.301	0.479	0.3	0.2	0.000	0.790	0.700	0.91	5.07	2024-04-05	PUT	Long	0.478	0.493	0.120

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
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.15	-0.23	$0.50	0.10	0.03	0.65	0.50	4.94	4.44	-0.15	$-15.00	65.00	35	733.0	616.000	0.50	2024-04-04
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.19	-0.29	$0.40	0.08	0.50	0.65	0.46	4.94	4.54	-0.19	$-19.00	65.00	34	54.0	668.000	0.40	2024-04-03
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.21	-0.32	$0.41	0.08	-0.22	0.65	0.44	4.94	4.53	-0.21	$-21.00	65.00	33	13.0	668.000	0.41	2024-04-02
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.21	-0.32	$0.29	0.06	0.36	0.65	0.44	4.94	4.65	-0.21	$-21.00	65.00	32	13.0	671.000	0.29	2024-04-01
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.33	-0.51	$0.16	0.03	0.18	0.65	0.32	4.94	4.78	-0.33	$-33.00	65.00	31	293.0	478.000	0.16	2024-03-31
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.33	-0.51	$0.16	0.03	-0.01	0.65	0.32	4.94	4.78	-0.33	$-33.00	65.00	30	293.0	478.000	0.16	2024-03-30
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.33	-0.51	$0.16	0.03	-0.08	0.65	0.32	4.94	4.78	-0.33	$-33.00	65.00	29	293.0	478.000	0.16	2024-03-29
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.33	-0.51	$0.16	0.03	-0.13	0.65	0.32	4.94	4.78	-0.33	$-33.00	65.00	28	293.0	478.000	0.16	2024-03-28
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.31	-0.48	$0.09	0.02	-0.35	0.65	0.34	4.94	4.85	-0.31	$-31.00	65.00	27	3.0	477.000	0.09	2024-03-27
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.25	-0.38	$0.23	0.05	-0.39	0.65	0.40	4.94	4.71	-0.25	$-25.00	65.00	26	11.0	467.000	0.23	2024-03-26
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.33	-0.51	$0.13	0.03	-0.25	0.65	0.32	4.94	4.81	-0.33	$-33.00	65.00	25	90.0	377.000	0.13	2024-03-25
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.21	-0.32	$0.24	0.05	-0.42	0.65	0.44	4.94	4.70	-0.21	$-21.00	65.00	22	220.0	179.000	0.24	2024-03-22
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.24	-0.37	$0.22	0.04	-0.25	0.65	0.41	4.94	4.72	-0.24	$-24.00	65.00	21	9.0	170.000	0.22	2024-03-21
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.09	-0.14	$0.11	0.02	-0.20	0.65	0.56	4.94	4.83	-0.09	$-9.00	65.00	20	11.0	164.000	0.11	2024-03-20
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.28	-0.43	$-0.00	-0.00	1.38	0.65	0.37	4.94	4.94	-0.28	$-28.00	65.00	19	101.0	64.000	-0.00	2024-03-19
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.35	-0.54	$-0.20	-0.04	-0.16	0.65	0.30	4.94	5.14	-0.35	$-35.00	65.00	18	28.0	55.000	-0.20	2024-03-18
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.20	-0.31	$-0.35	-0.07	-0.13	0.65	0.45	4.94	5.29	-0.20	$-20.00	65.00	15	1.0	55.000	-0.35	2024-03-15
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.20	-0.31	$-0.04	-0.01	-0.32	0.65	0.45	4.94	4.98	-0.20	$-20.00	65.00	14	1.0	55.000	-0.04	2024-03-14
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.24	-0.37	$-0.31	-0.06	-0.04	0.65	0.41	4.94	5.25	-0.24	$-24.00	65.00	13	1.0	54.000	-0.31	2024-03-13
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.19	-0.29	$-0.12	-0.02	0.02	0.65	0.46	4.94	5.06	-0.19	$-19.00	65.00	12	12.0	42.000	-0.12	2024-03-12
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.25	-0.38	$-0.19	-0.04	-0.10	0.65	0.40	4.94	5.13	-0.25	$-25.00	65.00	11	8.0	35.000	-0.19	2024-03-11
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.35	-0.54	$-0.51	-0.10	0.75	0.65	0.30	4.94	5.45	-0.35	$-35.00	65.00	8	1.0	35.000	-0.51	2024-03-08
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.22	-0.34	$-0.67	-0.14	-0.02	0.65	0.43	4.94	5.61	-0.22	$-22.00	65.00	7	5.0	35.000	-0.67	2024-03-07
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.22	-0.34	$-0.67	-0.14	0.64	0.65	0.43	4.94	5.61	-0.22	$-22.00	65.00	6	5.0	35.000	-0.67	2024-03-06
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.22	-0.34	$-0.74	-0.15	-0.12	0.65	0.43	4.94	5.68	-0.22	$-22.00	65.00	5	5.0	35.000	-0.74	2024-03-05
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.22	-0.34	$-0.55	-0.11	-0.91	0.65	0.43	4.94	5.49	-0.22	$-22.00	65.00	4	5.0	0.000	-0.55	2024-03-04
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.25	-0.38	$-0.45	-0.09	0.91	0.65	0.40	4.94	5.39	-0.25	$-25.00	65.00	3	10.0	20.000	-0.45	2024-03-03
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$-0.25	-0.38	$-0.45	-0.09	0.91	0.65	0.40	4.94	5.39	-0.25	$-25.00	65.00	2	10.0	20.000	-0.45	2024-03-02
NVAX240405P00005000	NVAX	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.15	$0.00	0.00	$-0.26	-0.05	0.02	0.65	0.65	4.94	5.20	0.00	$0.00	65.00	1	10.0	20.000	-0.26	2024-03-01
NVAX240405P00005000	NVAX	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	4.94	4.94	0.00	$0.00	65.00	0	10.0	10.000	-0.00	2024-02-29

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