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View Outliers PnL Drill-Down: NVAX240614P00004500

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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
2024-05-10	NVAX	NVAX240614P00004500	4.50	15.0	5.000	1.844	0.759	4.8	0.0	-0.430	4.870	0.110	0.06	9.25	2024-06-14	PUT	Long	0.488	0.846	0.987

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
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.17	-0.69	5.75	0.06	0.02	8.88	15.05	-0.04	$-4.00	6.00	32	1.0	6.000	-6.17	2024-06-13
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.98	-0.79	4.75	0.06	0.02	8.88	15.86	-0.04	$-4.00	6.00	31	1.0	6.000	-6.98	2024-06-12
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-7.85	-0.88	4.25	0.06	0.02	8.88	16.73	-0.04	$-4.00	6.00	30	1.0	6.000	-7.85	2024-06-11
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-7.12	-0.80	3.62	0.06	0.02	8.88	16.00	-0.04	$-4.00	6.00	29	1.0	6.000	-7.12	2024-06-10
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-9.29	-1.05	4.00	0.06	0.02	8.88	18.17	-0.04	$-4.00	6.00	28	1.0	6.000	-9.29	2024-06-09
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-9.29	-1.05	3.00	0.06	0.02	8.88	18.17	-0.04	$-4.00	6.00	26	1.0	6.000	-9.29	2024-06-07
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-10.68	-1.20	3.00	0.06	0.02	8.88	19.56	-0.04	$-4.00	6.00	25	1.0	6.000	-10.68	2024-06-06
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-12.09	-1.36	2.88	0.06	0.02	8.88	20.97	-0.04	$-4.00	6.00	24	1.0	6.000	-12.09	2024-06-05
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-8.88	-1.00	2.50	0.06	0.02	8.88	17.76	-0.04	$-4.00	6.00	23	1.0	6.000	-8.88	2024-06-04
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-9.34	-1.05	2.38	0.06	0.02	8.88	18.22	-0.04	$-4.00	6.00	22	1.0	6.000	-9.34	2024-06-03
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.16	-0.69	1.75	0.06	0.02	8.88	15.04	-0.04	$-4.00	6.00	19	1.0	6.000	-6.16	2024-05-31
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.37	-0.72	1.75	0.06	0.02	8.88	15.25	-0.04	$-4.00	6.00	18	1.0	6.000	-6.37	2024-05-30
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.23	-0.70	2.91	0.06	0.02	8.88	15.11	-0.04	$-4.00	6.00	17	1.0	6.000	-6.23	2024-05-29
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.64	-0.75	2.96	0.06	0.02	8.88	15.52	-0.04	$-4.00	6.00	16	1.0	6.000	-6.64	2024-05-28
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.62	-0.75	3.80	0.06	0.02	8.88	15.50	-0.04	$-4.00	6.00	15	1.0	6.000	-6.62	2024-05-27
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.62	-0.75	3.50	0.06	0.02	8.88	15.50	-0.04	$-4.00	6.00	12	1.0	6.000	-6.62	2024-05-24
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.27	-0.71	4.02	0.06	0.02	8.88	15.15	-0.04	$-4.00	6.00	11	1.0	6.000	-6.27	2024-05-23
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.82	-0.77	3.37	0.06	0.02	8.88	15.70	-0.04	$-4.00	6.00	10	1.0	6.000	-6.82	2024-05-22
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-6.03	-0.68	1.69	0.06	0.02	8.88	14.91	-0.04	$-4.00	6.00	9	1.0	6.000	-6.03	2024-05-21
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-5.91	-0.67	0.00	0.06	0.02	8.88	14.79	-0.04	$-4.00	6.00	8	1.0	0.000	-5.91	2024-05-20
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-4.13	-0.47	2.38	0.06	0.02	8.88	13.01	-0.04	$-4.00	6.00	7	1.0	5.000	-4.13	2024-05-19
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-4.13	-0.47	2.33	0.06	0.02	8.88	13.01	-0.04	$-4.00	6.00	6	1.0	5.000	-4.13	2024-05-18
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$-0.04	-0.67	$-4.11	-0.46	2.29	0.06	0.02	8.88	12.99	-0.04	$-4.00	6.00	5	1.0	5.000	-4.11	2024-05-17
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$0.00	0.00	$-4.02	-0.45	2.23	0.06	0.06	8.88	12.90	0.00	$0.00	6.00	3	15.0	5.000	-4.02	2024-05-15
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$0.00	0.00	$-4.60	-0.52	2.60	0.06	0.06	8.88	13.48	0.00	$0.00	6.00	2	15.0	5.000	-4.60	2024-05-14
NVAX240614P00004500	NVAX	PUT	Long	4.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -4.32	$0.00	0.00	$-4.23	-0.48	2.57	0.06	0.06	8.88	13.11	0.00	$0.00	6.00	1	15.0	5.000	-4.23	2024-05-13
NVAX240614P00004500	NVAX	PUT	Long	4.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.06	0.06	8.88	8.88	0.00	$0.00	6.00	0	15.0	5.000	-0.00	2024-05-12

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