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View Outliers PnL Drill-Down: NVAX240419P00005000

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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	NVAX240419P00005000	5.00	1519.0	4876.000	0.986	0.334	0.2	0.3	-0.010	0.610	0.720	0.88	4.86	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
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$0.27	0.32	$0.99	0.20	3.60	0.84	1.11	4.88	3.89	0.27	$27.00	84.00	56	41.0	7814.000	0.99	2024-04-18
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$0.27	0.32	$0.99	0.20	0.93	0.84	1.11	4.88	3.89	0.27	$27.00	84.00	55	15.0	7823.000	0.99	2024-04-17
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$0.14	0.17	$0.89	0.18	0.39	0.84	0.98	4.88	3.99	0.14	$14.00	84.00	54	6.0	7823.000	0.89	2024-04-16
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$0.08	0.10	$0.76	0.16	4.50	0.84	0.92	4.88	4.12	0.08	$8.00	84.00	53	24.0	7827.000	0.76	2024-04-15
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.10	-0.12	$0.60	0.12	-0.33	0.84	0.74	4.88	4.28	-0.10	$-10.00	84.00	50	32.0	7845.000	0.60	2024-04-12
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$0.52	0.62	$0.58	0.12	0.31	0.84	1.36	4.88	4.30	0.52	$52.00	84.00	49	114.0	7905.000	0.58	2024-04-11
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.04	-0.05	$0.62	0.13	-0.35	0.84	0.80	4.88	4.26	-0.04	$-4.00	84.00	48	13.0	7908.000	0.62	2024-04-10
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.24	-0.29	$0.46	0.09	-0.33	0.84	0.60	4.88	4.42	-0.24	$-24.00	84.00	47	415.0	8036.000	0.46	2024-04-09
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.21	-0.25	$0.45	0.09	-0.03	0.84	0.63	4.88	4.43	-0.21	$-21.00	84.00	46	8.0	8036.000	0.45	2024-04-08
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.22	-0.26	$0.46	0.09	-0.30	0.84	0.62	4.88	4.42	-0.22	$-22.00	84.00	43	20.0	8056.000	0.46	2024-04-05
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.25	-0.30	$0.44	0.09	-0.47	0.84	0.59	4.88	4.44	-0.25	$-25.00	84.00	42	149.0	8059.000	0.44	2024-04-04
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.26	-0.31	$0.34	0.07	-0.32	0.84	0.58	4.88	4.54	-0.26	$-26.00	84.00	41	54.0	8059.000	0.34	2024-04-03
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.22	-0.26	$0.35	0.07	-0.34	0.84	0.62	4.88	4.53	-0.22	$-22.00	84.00	40	7.0	8063.000	0.35	2024-04-02
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.35	-0.42	$0.23	0.05	-0.34	0.84	0.49	4.88	4.65	-0.35	$-35.00	84.00	39	6.0	8063.000	0.23	2024-04-01
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.39	-0.46	$0.10	0.02	-0.28	0.84	0.45	4.88	4.78	-0.39	$-39.00	84.00	38	20.0	8063.000	0.10	2024-03-31
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.39	-0.46	$0.10	0.02	-0.32	0.84	0.45	4.88	4.78	-0.39	$-39.00	84.00	37	20.0	8063.000	0.10	2024-03-30
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.39	-0.46	$0.10	0.02	-0.33	0.84	0.45	4.88	4.78	-0.39	$-39.00	84.00	36	20.0	8063.000	0.10	2024-03-29
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.39	-0.46	$0.10	0.02	-0.35	0.84	0.45	4.88	4.78	-0.39	$-39.00	84.00	35	20.0	8063.000	0.10	2024-03-28
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.39	-0.46	$0.03	0.01	-0.34	0.84	0.45	4.88	4.85	-0.39	$-39.00	84.00	34	20.0	8063.000	0.03	2024-03-27
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.38	-0.45	$0.17	0.03	-0.29	0.84	0.46	4.88	4.71	-0.38	$-38.00	84.00	33	850.0	8730.000	0.17	2024-03-26
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.23	-0.27	$0.07	0.01	-0.24	0.84	0.61	4.88	4.81	-0.23	$-23.00	84.00	32	1.0	8730.000	0.07	2024-03-25
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.25	-0.30	$0.18	0.04	-0.32	0.84	0.59	4.88	4.70	-0.25	$-25.00	84.00	29	24.0	8739.000	0.18	2024-03-22
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.24	-0.29	$0.16	0.03	-0.27	0.84	0.60	4.88	4.72	-0.24	$-24.00	84.00	28	15.0	8739.000	0.16	2024-03-21
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.24	-0.29	$0.05	0.01	-0.20	0.84	0.60	4.88	4.83	-0.24	$-24.00	84.00	27	15.0	8742.000	0.05	2024-03-20
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.31	-0.37	$-0.06	-0.01	-0.16	0.84	0.53	4.88	4.94	-0.31	$-31.00	84.00	26	7.0	8741.000	-0.06	2024-03-19
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.34	-0.40	$-0.26	-0.05	-0.14	0.84	0.50	4.88	5.14	-0.34	$-34.00	84.00	25	957.0	7889.000	-0.26	2024-03-18
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.38	-0.45	$-0.41	-0.08	-0.12	0.84	0.46	4.88	5.29	-0.38	$-38.00	84.00	22	4.0	7887.000	-0.41	2024-03-15
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.24	-0.29	$-0.10	-0.02	-0.16	0.84	0.60	4.88	4.98	-0.24	$-24.00	84.00	21	20.0	7894.000	-0.10	2024-03-14
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.27	-0.32	$-0.37	-0.08	-0.07	0.84	0.57	4.88	5.25	-0.27	$-27.00	84.00	20	4.0	7894.000	-0.37	2024-03-13
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.22	-0.26	$-0.18	-0.04	-0.09	0.84	0.62	4.88	5.06	-0.22	$-22.00	84.00	19	19.0	7890.000	-0.18	2024-03-12
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.27	-0.32	$-0.25	-0.05	-0.10	0.84	0.57	4.88	5.13	-0.27	$-27.00	84.00	18	46.0	7890.000	-0.25	2024-03-11
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.33	-0.39	$-0.57	-0.12	-0.02	0.84	0.51	4.88	5.45	-0.33	$-33.00	84.00	15	15.0	7891.000	-0.57	2024-03-08
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.34	-0.40	$-0.73	-0.15	-0.01	0.84	0.50	4.88	5.61	-0.34	$-34.00	84.00	14	407.0	7539.000	-0.73	2024-03-07
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.28	-0.33	$-0.73	-0.15	-0.09	0.84	0.56	4.88	5.61	-0.28	$-28.00	84.00	13	1.0	6992.000	-0.73	2024-03-06
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.38	-0.45	$-0.80	-0.16	-0.12	0.84	0.46	4.88	5.68	-0.38	$-38.00	84.00	12	38.0	6960.000	-0.80	2024-03-05
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.33	-0.39	$-0.61	-0.12	-0.99	0.84	0.51	4.88	5.49	-0.33	$-33.00	84.00	11	868.0	0.000	-0.61	2024-03-04
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.29	-0.35	$-0.51	-0.10	-0.06	0.84	0.55	4.88	5.39	-0.29	$-29.00	84.00	10	265.0	6120.000	-0.51	2024-03-03
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.29	-0.35	$-0.51	-0.10	-0.06	0.84	0.55	4.88	5.39	-0.29	$-29.00	84.00	9	265.0	6120.000	-0.51	2024-03-02
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.17	-0.20	$-0.32	-0.07	-0.06	0.84	0.67	4.88	5.20	-0.17	$-17.00	84.00	8	107.0	6120.000	-0.32	2024-03-01
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.04	-0.05	$-0.06	-0.01	0.12	0.84	0.80	4.88	4.94	-0.04	$-4.00	84.00	7	250.0	6120.000	-0.06	2024-02-29
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$0.20	0.24	$0.47	0.10	-0.01	0.84	1.04	4.88	4.41	0.20	$20.00	84.00	6	866.0	6291.000	0.47	2024-02-28
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.26	-0.31	$-1.14	-0.23	0.10	0.84	0.58	4.88	6.02	-0.26	$-26.00	84.00	5	51.0	6295.000	-1.14	2024-02-27
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.10	-0.12	$-0.62	-0.13	-0.03	0.84	0.74	4.88	5.50	-0.10	$-10.00	84.00	4	60.0	6295.000	-0.62	2024-02-26
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$-0.12	-0.14	$-0.41	-0.08	0.00	0.84	0.72	4.88	5.29	-0.12	$-12.00	84.00	3	215.0	6339.000	-0.41	2024-02-25
NVAX240419P00005000	NVAX	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.08; Exit EQ PnL: -0.47	$-0.12	-0.14	$-0.41	-0.08	-0.02	0.84	0.72	4.88	5.29	-0.12	$-12.00	84.00	1	215.0	6339.000	-0.41	2024-02-23
NVAX240419P00005000	NVAX	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.84	0.84	4.88	4.88	0.00	$0.00	84.00	0	2296.0	4876.000	-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