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View Outliers PnL Drill-Down: NVTA240315C00000500

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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
2024-02-06 NVTA NVTA240315C00000500 0.50 643.0 1710.000 0.500 1.534 0.0 0.4 0.720 0.000 0.410 0.05 0.09 2024-03-15 CALL Long 0.696 1.633 -0.771
2024-02-05 NVTA NVTA240315C00000500 0.50 643.0 1710.000 0.500 1.533 0.0 0.4 0.720 0.000 0.410 0.05 0.09 2024-03-15 CALL Long 0.696 1.633 -0.771

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
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 38 643.0 0.000 -0.07 2024-03-14
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 37 643.0 0.000 -0.07 2024-03-13
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 36 643.0 0.000 -0.07 2024-03-12
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 35 643.0 0.000 -0.07 2024-03-11
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 32 643.0 0.000 -0.07 2024-03-08
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 31 643.0 0.000 -0.07 2024-03-07
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 30 643.0 0.000 -0.07 2024-03-06
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 29 643.0 0.000 -0.07 2024-03-05
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 28 643.0 0.000 -0.07 2024-03-04
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.08 -0.89 0.00 0.05 0.05 0.09 0.01 0.00 $0.00 5.00 25 643.0 0.000 -0.08 2024-03-01
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.08 -0.89 0.00 0.05 0.05 0.09 0.01 0.00 $0.00 5.00 24 643.0 0.000 -0.08 2024-02-29
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.08 -0.89 0.00 0.05 0.05 0.09 0.01 0.00 $0.00 5.00 23 643.0 0.000 -0.08 2024-02-28
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.08 -0.89 0.00 0.05 0.05 0.09 0.01 0.00 $0.00 5.00 22 643.0 0.000 -0.08 2024-02-27
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.08 -0.89 0.00 0.05 0.05 0.09 0.01 0.00 $0.00 5.00 21 643.0 0.000 -0.08 2024-02-26
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.08 -0.89 0.00 0.05 0.05 0.09 0.01 0.00 $0.00 5.00 18 643.0 0.000 -0.08 2024-02-23
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.08 -0.89 0.00 0.05 0.05 0.09 0.01 0.00 $0.00 5.00 17 643.0 0.000 -0.08 2024-02-22
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 16 643.0 0.000 -0.07 2024-02-21
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 15 643.0 0.000 -0.07 2024-02-20
NVTA240315C00000500 NVTA CALL Long 0.50 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $-0.07 -0.78 0.00 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 14 643.0 0.000 -0.07 2024-02-19
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 -0.50 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 4 643.0 1710.000 -0.07 2024-02-09
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $-0.07 -0.78 -0.50 0.05 0.05 0.09 0.02 0.00 $0.00 5.00 3 643.0 1710.000 -0.07 2024-02-08
NVTA240315C00000500 NVTA CALL Long 0.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.04 $0.00 0.00 $-0.06 -0.67 0.00 0.05 0.05 0.09 0.03 0.00 $0.00 5.00 2 643.0 1710.000 -0.06 2024-02-07
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $0.00 0.00 0.00 0.05 0.05 0.09 0.09 0.00 $0.00 5.00 1 643.0 1710.000 0.00 2024-02-06
NVTA240315C00000500 NVTA CALL Long 0.50 None $0.00 0.00 $0.00 0.00 0.00 0.05 0.05 0.09 0.09 0.00 $0.00 5.00 0 643.0 1710.000 0.00 2024-02-05

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