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View Outliers PnL Drill-Down: NVAX240419P00004500

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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	NVAX240419P00004500	4.50	15.0	351.000	2.188	0.323	0.4	0.1	-0.010	1.520	1.220	0.55	4.78	2024-04-19	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
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$0.04	0.07	$0.99	0.20	0.36	0.55	0.59	4.88	3.89	0.04	$4.00	55.00	56	35.0	6388.000	0.99	2024-04-18
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$0.05	0.09	$0.99	0.20	0.02	0.55	0.60	4.88	3.89	0.05	$5.00	55.00	55	9.0	10377.000	0.99	2024-04-17
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.06	-0.11	$0.89	0.18	0.07	0.55	0.49	4.88	3.99	-0.06	$-6.00	55.00	54	63.0	10423.000	0.89	2024-04-16
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.13	-0.24	$0.76	0.16	2.82	0.55	0.42	4.88	4.12	-0.13	$-13.00	55.00	53	404.0	10450.000	0.76	2024-04-15
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.28	-0.51	$0.60	0.12	-0.39	0.55	0.27	4.88	4.28	-0.28	$-28.00	55.00	50	121.0	10344.000	0.60	2024-04-12
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.26	-0.47	$0.58	0.12	-0.35	0.55	0.29	4.88	4.30	-0.26	$-26.00	55.00	49	170.0	10311.000	0.58	2024-04-11
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.25	-0.45	$0.62	0.13	0.40	0.55	0.30	4.88	4.26	-0.25	$-25.00	55.00	48	12.0	10311.000	0.62	2024-04-10
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.33	-0.60	$0.46	0.09	-0.39	0.55	0.22	4.88	4.42	-0.33	$-33.00	55.00	47	305.0	10357.000	0.46	2024-04-09
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.32	-0.58	$0.45	0.09	-0.40	0.55	0.23	4.88	4.43	-0.32	$-32.00	55.00	46	151.0	10321.000	0.45	2024-04-08
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.27	-0.49	$0.46	0.09	-0.35	0.55	0.28	4.88	4.42	-0.27	$-27.00	55.00	43	50.0	10276.000	0.46	2024-04-05
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.31	-0.56	$0.44	0.09	-0.40	0.55	0.24	4.88	4.44	-0.31	$-31.00	55.00	42	33.0	10248.000	0.44	2024-04-04
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.32	-0.58	$0.34	0.07	-0.36	0.55	0.23	4.88	4.54	-0.32	$-32.00	55.00	41	54.0	10272.000	0.34	2024-04-03
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.27	-0.49	$0.35	0.07	-0.30	0.55	0.28	4.88	4.53	-0.27	$-27.00	55.00	40	13.0	10264.000	0.35	2024-04-02
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.34	-0.62	$0.23	0.05	-0.30	0.55	0.21	4.88	4.65	-0.34	$-34.00	55.00	39	49.0	10284.000	0.23	2024-04-01
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.35	-0.64	$0.10	0.02	-0.25	0.55	0.20	4.88	4.78	-0.35	$-35.00	55.00	38	12.0	10283.000	0.10	2024-03-31
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.35	-0.64	$0.10	0.02	-0.29	0.55	0.20	4.88	4.78	-0.35	$-35.00	55.00	37	12.0	10283.000	0.10	2024-03-30
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.35	-0.64	$0.10	0.02	-0.30	0.55	0.20	4.88	4.78	-0.35	$-35.00	55.00	36	12.0	10283.000	0.10	2024-03-29
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.35	-0.64	$0.10	0.02	-0.32	0.55	0.20	4.88	4.78	-0.35	$-35.00	55.00	35	12.0	10283.000	0.10	2024-03-28
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.36	-0.65	$0.03	0.01	-0.35	0.55	0.19	4.88	4.85	-0.36	$-36.00	55.00	34	29.0	10280.000	0.03	2024-03-27
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.34	-0.62	$0.17	0.03	-0.30	0.55	0.21	4.88	4.71	-0.34	$-34.00	55.00	33	7402.0	5789.000	0.17	2024-03-26
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.26	-0.47	$0.07	0.01	-0.19	0.55	0.29	4.88	4.81	-0.26	$-26.00	55.00	32	121.0	5712.000	0.07	2024-03-25
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.24	-0.44	$0.18	0.04	-0.20	0.55	0.31	4.88	4.70	-0.24	$-24.00	55.00	29	2.0	5711.000	0.18	2024-03-22
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.27	-0.49	$0.16	0.03	-0.17	0.55	0.28	4.88	4.72	-0.27	$-27.00	55.00	28	20.0	5699.000	0.16	2024-03-21
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.19	-0.35	$0.05	0.01	-0.16	0.55	0.36	4.88	4.83	-0.19	$-19.00	55.00	27	27.0	5697.000	0.05	2024-03-20
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.25	-0.45	$-0.06	-0.01	-0.13	0.55	0.30	4.88	4.94	-0.25	$-25.00	55.00	26	22.0	5695.000	-0.06	2024-03-19
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.30	-0.55	$-0.26	-0.05	-0.08	0.55	0.25	4.88	5.14	-0.30	$-30.00	55.00	25	25.0	5694.000	-0.26	2024-03-18
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.30	-0.55	$-0.41	-0.08	-0.07	0.55	0.25	4.88	5.29	-0.30	$-30.00	55.00	22	1504.0	5046.000	-0.41	2024-03-15
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.19	-0.35	$-0.10	-0.02	-0.03	0.55	0.36	4.88	4.98	-0.19	$-19.00	55.00	21	1147.0	4394.000	-0.10	2024-03-14
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.15	-0.27	$-0.37	-0.08	-0.00	0.55	0.40	4.88	5.25	-0.15	$-15.00	55.00	20	36.0	4394.000	-0.37	2024-03-13
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.15	-0.27	$-0.18	-0.04	-0.03	0.55	0.40	4.88	5.06	-0.15	$-15.00	55.00	19	36.0	4394.000	-0.18	2024-03-12
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.19	-0.35	$-0.25	-0.05	0.00	0.55	0.36	4.88	5.13	-0.19	$-19.00	55.00	18	9.0	4394.000	-0.25	2024-03-11
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.28	-0.51	$-0.57	-0.12	0.02	0.55	0.27	4.88	5.45	-0.28	$-28.00	55.00	15	4.0	4393.000	-0.57	2024-03-08
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.24	-0.44	$-0.73	-0.15	0.07	0.55	0.31	4.88	5.61	-0.24	$-24.00	55.00	14	5.0	4393.000	-0.73	2024-03-07
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.21	-0.38	$-0.73	-0.15	0.07	0.55	0.34	4.88	5.61	-0.21	$-21.00	55.00	13	18.0	4388.000	-0.73	2024-03-06
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.26	-0.47	$-0.80	-0.16	-0.03	0.55	0.29	4.88	5.68	-0.26	$-26.00	55.00	12	17.0	4399.000	-0.80	2024-03-05
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.20	-0.36	$-0.61	-0.12	-0.89	0.55	0.35	4.88	5.49	-0.20	$-20.00	55.00	11	16.0	0.000	-0.61	2024-03-04
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.19	-0.35	$-0.51	-0.10	-0.02	0.55	0.36	4.88	5.39	-0.19	$-19.00	55.00	10	1.0	4398.000	-0.51	2024-03-03
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.19	-0.35	$-0.51	-0.10	-0.02	0.55	0.36	4.88	5.39	-0.19	$-19.00	55.00	9	1.0	4398.000	-0.51	2024-03-02
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.07	$-0.32	-0.07	-0.01	0.55	0.51	4.88	5.20	-0.04	$-4.00	55.00	8	35.0	4398.000	-0.32	2024-03-01
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.07	$-0.06	-0.01	-0.01	0.55	0.51	4.88	4.94	-0.04	$-4.00	55.00	7	35.0	4140.000	-0.06	2024-02-29
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$0.25	0.45	$0.47	0.10	-0.01	0.55	0.80	4.88	4.41	0.25	$25.00	55.00	6	3065.0	5830.000	0.47	2024-02-28
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.17	-0.31	$-1.14	-0.23	0.16	0.55	0.38	4.88	6.02	-0.17	$-17.00	55.00	5	47.0	5825.000	-1.14	2024-02-27
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.08	-0.15	$-0.62	-0.13	0.11	0.55	0.47	4.88	5.50	-0.08	$-8.00	55.00	4	38.0	5794.000	-0.62	2024-02-26
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$-0.08	-0.15	$-0.41	-0.08	0.05	0.55	0.47	4.88	5.29	-0.08	$-8.00	55.00	3	260.0	5540.000	-0.41	2024-02-25
NVAX240419P00004500	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	$-0.08	-0.15	$-0.41	-0.08	0.02	0.55	0.47	4.88	5.29	-0.08	$-8.00	55.00	1	260.0	5540.000	-0.41	2024-02-23
NVAX240419P00004500	NVAX	PUT	Long	4.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.55	0.55	4.88	4.88	0.00	$0.00	55.00	0	5332.0	351.000	-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