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View Outliers PnL Drill-Down: NVAX241018P00015000

View in yFinance: NVAX

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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
2024-09-13	NVAX	NVAX241018P00015000	15.00	5.0	1612.000	1.063	0.473	0.4	1.5	0.000	1.320	2.430	3.80	13.82	2024-10-18	PUT	Long	0.495	0.513	0.142

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
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$2.33	0.95	$3.28	0.24	1.65	2.44	4.77	13.61	10.33	2.33	$233.00	244.00	33	11.0	1608.000	3.28	2024-10-16
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.00	0.00	$0.99	0.07	-0.24	2.44	2.44	13.61	12.62	0.00	$0.00	244.00	31	5.0	1645.000	0.99	2024-10-14
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.25	0.10	$1.08	0.08	0.00	2.44	2.69	13.61	12.53	0.25	$25.00	244.00	28	76.0	1700.000	1.08	2024-10-11
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.16	-0.07	$0.71	0.05	-0.01	2.44	2.28	13.61	12.90	-0.16	$-16.00	244.00	27	1.0	1700.000	0.71	2024-10-10
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.09	-0.04	$0.93	0.07	0.14	2.44	2.35	13.61	12.68	-0.09	$-9.00	244.00	26	150.0	1849.000	0.93	2024-10-09
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.21	-0.09	$0.59	0.04	-0.02	2.44	2.23	13.61	13.02	-0.21	$-21.00	244.00	24	6.0	1851.000	0.59	2024-10-07
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.31	-0.13	$-0.00	-0.00	-1.02	2.44	2.13	13.61	13.61	-0.31	$-31.00	244.00	23	18.0	0.000	-0.00	2024-10-06
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.31	-0.13	$-0.00	-0.00	-0.00	2.44	2.13	13.61	13.61	-0.31	$-31.00	244.00	22	18.0	1848.000	-0.00	2024-10-05
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.31	-0.13	$-0.00	-0.00	-0.12	2.44	2.13	13.61	13.61	-0.31	$-31.00	244.00	21	18.0	1848.000	-0.00	2024-10-04
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.97	-0.40	$-0.81	-0.06	-0.05	2.44	1.47	13.61	14.42	-0.97	$-97.00	244.00	20	156.0	1694.000	-0.81	2024-10-03
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.89	-0.36	$-1.07	-0.08	-0.03	2.44	1.55	13.61	14.68	-0.89	$-89.00	244.00	19	163.0	1597.000	-1.07	2024-10-02
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.78	0.32	$1.29	0.09	0.08	2.44	3.22	13.61	12.32	0.78	$78.00	244.00	18	5.0	1599.000	1.29	2024-10-01
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.29	-0.12	$0.98	0.07	-0.13	2.44	2.15	13.61	12.63	-0.29	$-29.00	244.00	17	12.0	1591.000	0.98	2024-09-30
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.26	0.11	$0.31	0.02	-1.02	2.44	2.70	13.61	13.30	0.26	$26.00	244.00	16	1.0	1591.000	0.31	2024-09-29
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.26	0.11	$0.31	0.02	-0.18	2.44	2.70	13.61	13.30	0.26	$26.00	244.00	15	1.0	1594.000	0.31	2024-09-28
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.26	0.11	$0.31	0.02	-0.13	2.44	2.70	13.61	13.30	0.26	$26.00	244.00	14	1.0	1594.000	0.31	2024-09-27
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.76	0.31	$1.46	0.11	-0.05	2.44	3.20	13.61	12.15	0.76	$76.00	244.00	13	11.0	1594.000	1.46	2024-09-26
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.66	0.27	$1.57	0.12	-0.05	2.44	3.10	13.61	12.04	0.66	$66.00	244.00	12	6.0	1602.000	1.57	2024-09-25
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$-0.11	-0.05	$0.32	0.02	-0.07	2.44	2.33	13.61	13.29	-0.11	$-11.00	244.00	11	3.0	1599.000	0.32	2024-09-24
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.20	0.08	$0.81	0.06	0.07	2.44	2.64	13.61	12.80	0.20	$20.00	244.00	10	41.0	1598.000	0.81	2024-09-23
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.08	0.03	$0.70	0.05	-1.02	2.44	2.52	13.61	12.91	0.08	$8.00	244.00	9	2.0	0.000	0.70	2024-09-22
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.08	0.03	$0.70	0.05	-0.15	2.44	2.52	13.61	12.91	0.08	$8.00	244.00	7	2.0	1596.000	0.70	2024-09-20
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.51	0.21	$1.09	0.08	-0.04	2.44	2.95	13.61	12.52	0.51	$51.00	244.00	6	150.0	1609.000	1.09	2024-09-19
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.66	0.27	$1.05	0.08	-0.21	2.44	3.10	13.61	12.56	0.66	$66.00	244.00	5	6.0	1609.000	1.05	2024-09-18
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.06	0.02	$0.80	0.06	-0.08	2.44	2.50	13.61	12.81	0.06	$6.00	244.00	4	9.0	1609.000	0.80	2024-09-17
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.06	0.02	$0.41	0.03	-0.09	2.44	2.50	13.61	13.20	0.06	$6.00	244.00	3	9.0	1614.000	0.41	2024-09-16
NVAX241018P00015000	NVAX	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	-1.02	2.44	2.44	13.61	13.61	0.00	$0.00	244.00	2	7.0	1614.000	-0.00	2024-09-15
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	-0.06	2.44	2.44	13.61	13.61	0.00	$0.00	244.00	1	7.0	1612.000	-0.00	2024-09-14
NVAX241018P00015000	NVAX	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.44	2.44	13.61	13.61	0.00	$0.00	244.00	0	7.0	1612.000	-0.00	2024-09-13

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