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View Outliers PnL Drill-Down: NVCR240315P00015000

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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
2024-01-18	NVCR	NVCR240315P00015000	15.00	4.0	126.000	0.776	0.360	0.5	1.0	-0.010	1.360	1.770	1.74	14.50	2024-03-15	PUT	Long	0.335	0.371	0.167

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	NVCR	0.909	0.142	0.453	0.224	0.453	0.247	32.10	-0.406	0.0000	11.83	33.41	21	1y	16.85

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
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.19	-0.68	$-0.11	-0.01	-0.12	1.74	0.55	14.50	14.61	-1.19	$-119.00	174.00	56	34.0	1066.000	-0.11	2024-03-14
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.29	-0.74	$-0.32	-0.02	0.26	1.74	0.45	14.50	14.82	-1.29	$-129.00	174.00	55	18.0	1049.000	-0.32	2024-03-13
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.19	-0.68	$-0.79	-0.05	0.07	1.74	0.55	14.50	15.29	-1.19	$-119.00	174.00	54	47.0	1005.000	-0.79	2024-03-12
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.54	-0.89	$-1.49	-0.10	0.00	1.74	0.20	14.50	15.99	-1.54	$-154.00	174.00	53	5.0	1005.000	-1.49	2024-03-11
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.55	-0.89	$-2.04	-0.14	0.00	1.74	0.19	14.50	16.54	-1.55	$-155.00	174.00	50	21.0	1016.000	-2.04	2024-03-08
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.59	-0.91	$-2.79	-0.19	-0.04	1.74	0.15	14.50	17.29	-1.59	$-159.00	174.00	49	3.0	1016.000	-2.79	2024-03-07
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.48	-0.85	$-2.15	-0.15	0.05	1.74	0.26	14.50	16.65	-1.48	$-148.00	174.00	48	1.0	1016.000	-2.15	2024-03-06
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.49	-0.86	$-1.79	-0.12	0.00	1.74	0.25	14.50	16.29	-1.49	$-149.00	174.00	47	500.0	1015.000	-1.79	2024-03-05
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.49	-0.86	$-1.93	-0.13	-0.65	1.74	0.25	14.50	16.43	-1.49	$-149.00	174.00	46	500.0	0.000	-1.93	2024-03-04
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.24	-0.71	$-1.75	-0.12	0.03	1.74	0.50	14.50	16.25	-1.24	$-124.00	174.00	45	2.0	532.000	-1.75	2024-03-03
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.24	-0.71	$-1.75	-0.12	0.03	1.74	0.50	14.50	16.25	-1.24	$-124.00	174.00	44	2.0	532.000	-1.75	2024-03-02
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.24	-0.71	$-1.52	-0.10	-0.04	1.74	0.50	14.50	16.02	-1.24	$-124.00	174.00	43	2.0	532.000	-1.52	2024-03-01
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.04	-0.60	$-0.81	-0.06	-0.07	1.74	0.70	14.50	15.31	-1.04	$-104.00	174.00	42	289.0	296.000	-0.81	2024-02-29
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.23	-0.71	$-1.52	-0.10	-0.02	1.74	0.51	14.50	16.02	-1.23	$-123.00	174.00	41	1.0	296.000	-1.52	2024-02-28
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-1.23	-0.71	$-1.80	-0.12	-0.06	1.74	0.51	14.50	16.30	-1.23	$-123.00	174.00	40	1.0	295.000	-1.80	2024-02-27
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.66	-0.38	$-0.40	-0.03	-0.00	1.74	1.08	14.50	14.90	-0.66	$-66.00	174.00	39	167.0	164.000	-0.40	2024-02-26
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.74	-0.43	$-0.72	-0.05	-0.01	1.74	1.00	14.50	15.22	-0.74	$-74.00	174.00	38	79.0	138.000	-0.72	2024-02-25
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.74	-0.43	$-0.72	-0.05	-0.06	1.74	1.00	14.50	15.22	-0.74	$-74.00	174.00	36	79.0	138.000	-0.72	2024-02-23
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.69	-0.40	$-0.74	-0.05	0.08	1.74	1.05	14.50	15.24	-0.69	$-69.00	174.00	35	83.0	213.000	-0.74	2024-02-22
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.64	-0.37	$-1.12	-0.08	-0.00	1.74	1.10	14.50	15.62	-0.64	$-64.00	174.00	34	77.0	136.000	-1.12	2024-02-21
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.84	-0.48	$-1.32	-0.09	0.05	1.74	0.90	14.50	15.82	-0.84	$-84.00	174.00	33	7.0	134.000	-1.32	2024-02-20
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.99	-0.57	$-1.64	-0.11	0.05	1.74	0.75	14.50	16.14	-0.99	$-99.00	174.00	32	9.0	133.000	-1.64	2024-02-19
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.29	-0.17	$-0.81	-0.06	-0.04	1.74	1.45	14.50	15.31	-0.29	$-29.00	174.00	22	1.0	127.000	-0.81	2024-02-09
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.29	-0.17	$-0.35	-0.02	-0.02	1.74	1.45	14.50	14.85	-0.29	$-29.00	174.00	21	1.0	127.000	-0.35	2024-02-08
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.26	0.15	$-0.46	-0.03	-0.03	1.74	2.00	14.50	14.96	0.26	$26.00	174.00	20	6.0	126.000	-0.46	2024-02-07
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.26	0.15	$-0.37	-0.03	-0.02	1.74	2.00	14.50	14.87	0.26	$26.00	174.00	19	6.0	126.000	-0.37	2024-02-06
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.26	0.15	$0.77	0.05	-0.78	1.74	2.00	14.50	13.73	0.26	$26.00	174.00	18	6.0	126.000	0.77	2024-02-05
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.26	0.15	$0.40	0.03	-0.78	1.74	2.00	14.50	14.10	0.26	$26.00	174.00	17	6.0	126.000	0.40	2024-02-04
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.26	0.15	$0.40	0.03	-0.04	1.74	2.00	14.50	14.10	0.26	$26.00	174.00	15	6.0	126.000	0.40	2024-02-02
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.26	0.15	$-0.16	-0.01	-0.04	1.74	2.00	14.50	14.66	0.26	$26.00	174.00	14	6.0	126.000	-0.16	2024-02-01
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.26	0.15	$0.58	0.04	-0.06	1.74	2.00	14.50	13.92	0.26	$26.00	174.00	13	6.0	126.000	0.58	2024-01-31
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.22	0.13	$0.48	0.03	-0.06	1.74	1.96	14.50	14.02	0.22	$22.00	174.00	12	3.0	126.000	0.48	2024-01-30
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$-0.24	-0.14	$-0.99	-0.07	-0.05	1.74	1.50	14.50	15.49	-0.24	$-24.00	174.00	11	1.0	127.000	-0.99	2024-01-29
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.16	0.09	$0.29	0.02	-0.03	1.74	1.90	14.50	14.21	0.16	$16.00	174.00	10	3.0	127.000	0.29	2024-01-28
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.16	0.09	$0.29	0.02	-0.04	1.74	1.90	14.50	14.21	0.16	$16.00	174.00	9	3.0	127.000	0.29	2024-01-27
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.16	0.09	$0.29	0.02	-0.01	1.74	1.90	14.50	14.21	0.16	$16.00	174.00	8	3.0	127.000	0.29	2024-01-26
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.16	0.09	$0.81	0.06	-0.10	1.74	1.90	14.50	13.69	0.16	$16.00	174.00	7	3.0	127.000	0.81	2024-01-25
NVCR240315P00015000	NVCR	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.16	0.09	$0.49	0.03	-0.10	1.74	1.90	14.50	14.01	0.16	$16.00	174.00	6	3.0	130.000	0.49	2024-01-24
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.51	0.29	$0.09	0.01	-0.09	1.74	2.25	14.50	14.41	0.51	$51.00	174.00	5	1.0	130.000	0.09	2024-01-23
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.51	0.29	$-0.06	-0.00	-0.08	1.74	2.25	14.50	14.56	0.51	$51.00	174.00	4	1.0	130.000	-0.06	2024-01-22
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.51	0.29	$0.52	0.04	-0.07	1.74	2.25	14.50	13.98	0.51	$51.00	174.00	1	1.0	129.000	0.52	2024-01-19
NVCR240315P00015000	NVCR	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.74	1.74	14.50	14.50	0.00	$0.00	174.00	0	4.0	126.000	-0.00	2024-01-18

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