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View Outliers PnL Drill-Down: NVTA231215C00000500

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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
2023-11-09	NVTA	NVTA231215C00000500	0.50	80.0	0.000	0.250	0.581	0.0	0.1	0.090	0.000	0.080	0.08	0.42	2023-12-15	CALL	Long	0.416	0.644	-0.390

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.23	0.55	4.62	0.08	0.15	0.42	0.65	0.07	$7.00	8.00	35	199.0	907.000	0.23	2023-12-14
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$-0.03	-0.38	$0.16	0.38	5.12	0.08	0.05	0.42	0.58	-0.03	$-3.00	8.00	34	5.0	904.000	0.16	2023-12-13
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$-0.07	-0.88	$0.10	0.24	1.50	0.08	0.01	0.42	0.52	-0.07	$-7.00	8.00	33	17.0	904.000	0.10	2023-12-12
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$-0.07	-0.88	$0.13	0.31	0.25	0.08	0.01	0.42	0.55	-0.07	$-7.00	8.00	32	17.0	919.000	0.13	2023-12-11
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$-0.02	-0.25	$0.15	0.36	0.50	0.08	0.06	0.42	0.57	-0.02	$-2.00	8.00	29	13.0	919.000	0.15	2023-12-08
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.15	0.36	1.50	0.08	0.10	0.42	0.57	0.02	$2.00	8.00	28	2.0	921.000	0.15	2023-12-07
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.17	0.40	1.62	0.08	0.15	0.42	0.59	0.07	$7.00	8.00	27	0.0	939.000	0.17	2023-12-06
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.17	0.40	1.72	0.08	0.10	0.42	0.59	0.02	$2.00	8.00	26	0.0	981.000	0.17	2023-12-05
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.17	0.40	0.62	0.08	0.15	0.42	0.59	0.07	$7.00	8.00	25	0.0	993.000	0.17	2023-12-04
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.16	0.38	1.03	0.08	0.10	0.42	0.58	0.02	$2.00	8.00	24	0.0	980.000	0.16	2023-12-03
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.16	0.38	1.00	0.08	0.10	0.42	0.58	0.02	$2.00	8.00	23	0.0	980.000	0.16	2023-12-02
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.16	0.38	1.00	0.08	0.10	0.42	0.58	0.02	$2.00	8.00	22	0.0	980.000	0.16	2023-12-01
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$-0.03	-0.38	$0.08	0.19	1.50	0.08	0.05	0.42	0.50	-0.03	$-3.00	8.00	21	0.0	981.000	0.08	2023-11-30
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.01	0.12	$0.10	0.24	1.31	0.08	0.09	0.42	0.52	0.01	$1.00	8.00	20	0.0	965.000	0.10	2023-11-29
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.09	0.21	1.31	0.08	0.10	0.42	0.51	0.02	$2.00	8.00	19	0.0	693.000	0.09	2023-11-28
NVTA231215C00000500	NVTA	CALL	Long	0.50	Underlying has moved in favorable position (0.2857142857142857142857142857) however, position is suffering from IV crush;Exit OP PnL: $-0.03;Exit EQ PnL: 0.12	$-0.02	-0.25	$0.07	0.17	1.56	0.08	0.06	0.42	0.49	-0.02	$-2.00	8.00	18	0.0	693.000	0.07	2023-11-27
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.12	0.29	0.81	0.08	0.10	0.42	0.54	0.02	$2.00	8.00	15	0.0	0.000	0.12	2023-11-24
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.12	0.29	-0.25	0.08	0.10	0.42	0.54	0.02	$2.00	8.00	14	0.0	0.000	0.12	2023-11-23
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.11	0.26	-0.25	0.08	0.10	0.42	0.53	0.02	$2.00	8.00	13	0.0	680.000	0.11	2023-11-22
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.10	0.24	1.00	0.08	0.10	0.42	0.52	0.02	$2.00	8.00	12	0.0	677.000	0.10	2023-11-21
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.14	0.33	1.38	0.08	0.15	0.42	0.56	0.07	$7.00	8.00	11	0.0	580.000	0.14	2023-11-20
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.16	0.38	0.62	0.08	0.15	0.42	0.58	0.07	$7.00	8.00	10	0.0	590.000	0.16	2023-11-19
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.16	0.38	0.62	0.08	0.15	0.42	0.58	0.07	$7.00	8.00	8	0.0	590.000	0.16	2023-11-17
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.12	0.29	1.06	0.08	0.10	0.42	0.54	0.02	$2.00	8.00	7	0.0	582.000	0.12	2023-11-16
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.13	0.31	1.38	0.08	0.15	0.42	0.55	0.07	$7.00	8.00	6	0.0	550.000	0.13	2023-11-15
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.04	0.50	$0.18	0.43	0.72	0.08	0.12	0.42	0.60	0.04	$4.00	8.00	5	0.0	545.000	0.18	2023-11-14
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.02	0.25	$0.10	0.24	0.84	0.08	0.10	0.42	0.52	0.02	$2.00	8.00	4	0.0	589.000	0.10	2023-11-13
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.07	0.88	$0.05	0.12	1.73	0.08	0.15	0.42	0.47	0.07	$7.00	8.00	1	0.0	585.000	0.05	2023-11-10
NVTA231215C00000500	NVTA	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.08	0.08	0.42	0.42	0.00	$0.00	8.00	0	0.0	0.000	0.00	2023-11-09

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