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View Outliers PnL Drill-Down: NVCR240517P00015000

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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
2024-03-27	NVCR	NVCR240517P00015000	15.00	31.0	184.000	0.817	0.360	0.8	0.6	0.000	1.700	1.530	1.90	15.09	2024-05-17	PUT	Long	0.367	0.385	0.120

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
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-1.75	-0.92	$-6.41	-0.44	2.52	1.90	0.15	14.64	21.05	-1.75	$-175.00	190.00	49	16.0	836.000	-6.41	2024-05-15
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-1.75	-0.92	$-5.68	-0.39	1.86	1.90	0.15	14.64	20.32	-1.75	$-175.00	190.00	48	16.0	836.000	-5.68	2024-05-14
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-1.75	-0.92	$-3.34	-0.23	0.30	1.90	0.15	14.64	17.98	-1.75	$-175.00	190.00	47	16.0	836.000	-3.34	2024-05-13
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-1.82	-0.96	$-1.83	-0.12	-0.64	1.90	0.08	14.64	16.47	-1.82	$-182.00	190.00	46	9.0	836.000	-1.83	2024-05-12
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-1.75	-0.92	$-1.49	-0.10	-0.33	1.90	0.15	14.64	16.13	-1.75	$-175.00	190.00	43	13.0	848.000	-1.49	2024-05-09
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-1.55	-0.82	$-1.39	-0.09	-0.29	1.90	0.35	14.64	16.03	-1.55	$-155.00	190.00	42	12.0	844.000	-1.39	2024-05-08
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-1.50	-0.79	$-0.89	-0.06	-0.32	1.90	0.40	14.64	15.53	-1.50	$-150.00	190.00	41	75.0	802.000	-0.89	2024-05-07
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-0.95	-0.50	$-0.38	-0.03	-0.01	1.90	0.95	14.64	15.02	-0.95	$-95.00	190.00	37	5.0	199.000	-0.38	2024-05-03
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.10	0.58	$0.45	0.03	0.00	1.90	3.00	14.64	14.19	1.10	$110.00	190.00	36	3.0	199.000	0.45	2024-05-02
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.20	0.63	$1.63	0.11	-0.09	1.90	3.10	14.64	13.01	1.20	$120.00	190.00	33	10.0	203.000	1.63	2024-04-29
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.20	0.63	$2.00	0.14	0.21	1.90	3.10	14.64	12.64	1.20	$120.00	190.00	30	10.0	203.000	2.00	2024-04-26
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.20	0.63	$2.41	0.16	0.41	1.90	3.10	14.64	12.23	1.20	$120.00	190.00	29	10.0	203.000	2.41	2024-04-25
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.20	0.63	$2.30	0.16	-0.16	1.90	3.10	14.64	12.34	1.20	$120.00	190.00	28	10.0	203.000	2.30	2024-04-24
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.20	0.63	$2.58	0.18	-0.16	1.90	3.10	14.64	12.06	1.20	$120.00	190.00	27	10.0	203.000	2.58	2024-04-23
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.40	0.74	$2.81	0.19	-0.10	1.90	3.30	14.64	11.83	1.40	$140.00	190.00	26	10.0	203.000	2.81	2024-04-22
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.16	0.61	$2.55	0.17	-0.24	1.90	3.06	14.64	12.09	1.16	$116.00	190.00	23	100.0	217.000	2.55	2024-04-19
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.00	0.53	$2.59	0.18	-0.17	1.90	2.90	14.64	12.05	1.00	$100.00	190.00	22	1.0	217.000	2.59	2024-04-18
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.00	0.53	$2.59	0.18	-0.24	1.90	2.90	14.64	12.05	1.00	$100.00	190.00	21	1.0	217.000	2.59	2024-04-17
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.00	0.53	$2.18	0.15	-0.08	1.90	2.90	14.64	12.46	1.00	$100.00	190.00	20	1.0	216.000	2.18	2024-04-16
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-0.20	-0.11	$1.92	0.13	-0.18	1.90	1.70	14.64	12.72	-0.20	$-20.00	190.00	19	10.0	216.000	1.92	2024-04-15
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-0.20	-0.11	$1.07	0.07	-0.15	1.90	1.70	14.64	13.57	-0.20	$-20.00	190.00	16	10.0	216.000	1.07	2024-04-12
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-0.20	-0.11	$0.52	0.04	-0.16	1.90	1.70	14.64	14.12	-0.20	$-20.00	190.00	15	10.0	216.000	0.52	2024-04-11
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.30	0.16	$0.02	0.00	-0.19	1.90	2.20	14.64	14.62	0.30	$30.00	190.00	14	1.0	216.000	0.02	2024-04-10
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.30	0.16	$-0.24	-0.02	-0.18	1.90	2.20	14.64	14.88	0.30	$30.00	190.00	13	1.0	216.000	-0.24	2024-04-09
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.30	0.16	$0.46	0.03	-0.36	1.90	2.20	14.64	14.18	0.30	$30.00	190.00	12	1.0	216.000	0.46	2024-04-08
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.30	0.16	$0.90	0.06	-0.26	1.90	2.20	14.64	13.74	0.30	$30.00	190.00	9	1.0	215.000	0.90	2024-04-05
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.10	0.05	$0.35	0.02	-0.16	1.90	2.00	14.64	14.29	0.10	$10.00	190.00	8	31.0	215.000	0.35	2024-04-04
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.10	0.05	$0.22	0.02	-0.15	1.90	2.00	14.64	14.42	0.10	$10.00	190.00	7	31.0	215.000	0.22	2024-04-03
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.10	0.05	$0.25	0.02	0.12	1.90	2.00	14.64	14.39	0.10	$10.00	190.00	6	14.0	210.000	0.25	2024-04-02
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$-0.20	-0.11	$-0.85	-0.06	-0.85	1.90	1.70	14.64	15.49	-0.20	$-20.00	190.00	5	5.0	210.000	-0.85	2024-04-01
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.11	0.58	$-0.99	-0.07	-0.03	1.90	3.01	14.64	15.63	1.11	$111.00	190.00	4	32.0	204.000	-0.99	2024-03-31
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.11	0.58	$-0.99	-0.07	-0.04	1.90	3.01	14.64	15.63	1.11	$111.00	190.00	3	32.0	204.000	-0.99	2024-03-30
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$1.11	0.58	$-0.99	-0.07	-0.05	1.90	3.01	14.64	15.63	1.11	$111.00	190.00	2	32.0	204.000	-0.99	2024-03-29
NVCR240517P00015000	NVCR	PUT	Long	15.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.57	$1.11	0.58	$-0.99	-0.07	-0.06	1.90	3.01	14.64	15.63	1.11	$111.00	190.00	1	32.0	204.000	-0.99	2024-03-28
NVCR240517P00015000	NVCR	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.90	1.90	14.64	14.64	0.00	$0.00	190.00	0	31.0	184.000	-0.00	2024-03-27

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