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View Outliers PnL Drill-Down: NVTS250117P00002000

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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
2024-11-22	NVTS	NVTS250117P00002000	2.00	37.0	3.000	0.914	0.422	0.4	0.0	-0.010	0.540	0.110	0.18	2.42	2025-01-17	PUT	Long	0.422	0.462	0.198

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	NVTS	0.909	0.138	0.404	0.221	0.404	0.176	3.26	-1.830	0.0000	1.78	8.36	21	1y	2.36

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
NVTS250117P00002000	NVTS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.50	$-0.75	-0.31	0.41	0.18	0.09	2.42	3.17	-0.09	$-9.00	18.00	28	18.0	649.000	-0.75	2024-12-20
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.09	-0.50	$-0.39	-0.16	0.32	0.18	0.09	2.42	2.81	-0.09	$-9.00	18.00	27	18.0	646.000	-0.39	2024-12-19
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$-0.88	-0.36	0.44	0.18	0.05	2.42	3.30	-0.13	$-13.00	18.00	26	1.0	646.000	-0.88	2024-12-18
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$-0.84	-0.35	0.57	0.18	0.05	2.42	3.26	-0.13	$-13.00	18.00	25	1.0	646.000	-0.84	2024-12-17
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$-0.82	-0.34	0.54	0.18	0.05	2.42	3.24	-0.13	$-13.00	18.00	24	1.0	647.000	-0.82	2024-12-16
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$-1.02	-0.42	0.41	0.18	0.05	2.42	3.44	-0.13	$-13.00	18.00	21	10.0	647.000	-1.02	2024-12-13
NVTS250117P00002000	NVTS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.13	-0.72	$-1.18	-0.49	0.48	0.18	0.05	2.42	3.60	-0.13	$-13.00	18.00	20	10.0	647.000	-1.18	2024-12-12
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$-1.66	-0.69	0.82	0.18	0.05	2.42	4.08	-0.13	$-13.00	18.00	19	10.0	647.000	-1.66	2024-12-11
NVTS250117P00002000	NVTS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.13	-0.72	$-1.93	-0.80	0.90	0.18	0.05	2.42	4.35	-0.13	$-13.00	18.00	18	10.0	647.000	-1.93	2024-12-10
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.15	-0.83	$-1.91	-0.79	0.46	0.18	0.03	2.42	4.33	-0.15	$-15.00	18.00	17	11.0	637.000	-1.91	2024-12-09
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.11	-0.61	$-1.35	-0.56	0.80	0.18	0.07	2.42	3.77	-0.11	$-11.00	18.00	16	2.0	638.000	-1.35	2024-12-08
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$-1.35	-0.56	0.60	0.18	0.05	2.42	3.77	-0.13	$-13.00	18.00	14	226.0	638.000	-1.35	2024-12-06
NVTS250117P00002000	NVTS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.12	-0.67	$-1.35	-0.56	0.59	0.18	0.06	2.42	3.77	-0.12	$-12.00	18.00	13	226.0	447.000	-1.35	2024-12-05
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.08	-0.44	$-0.79	-0.33	0.44	0.18	0.10	2.42	3.21	-0.08	$-8.00	18.00	12	125.0	322.000	-0.79	2024-12-04
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$-0.72	-0.30	0.13	0.18	0.05	2.42	3.14	-0.13	$-13.00	18.00	11	1.0	323.000	-0.72	2024-12-03
NVTS250117P00002000	NVTS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.02	-0.11	$-0.60	-0.25	0.06	0.18	0.16	2.42	3.02	-0.02	$-2.00	18.00	10	4.0	323.000	-0.60	2024-12-02
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.02	-0.11	$-0.33	-0.14	-0.66	0.18	0.16	2.42	2.75	-0.02	$-2.00	18.00	9	4.0	0.000	-0.33	2024-12-01
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.02	-0.11	$-0.33	-0.14	0.02	0.18	0.16	2.42	2.75	-0.02	$-2.00	18.00	8	4.0	0.000	-0.33	2024-11-30
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.02	-0.11	$-0.04	-0.02	-0.09	0.18	0.16	2.42	2.46	-0.02	$-2.00	18.00	6	4.0	322.000	-0.04	2024-11-28
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.13	-0.72	$0.02	0.01	-0.06	0.18	0.05	2.42	2.40	-0.13	$-13.00	18.00	5	1.0	322.000	0.02	2024-11-27
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.04	-0.22	$-0.13	-0.05	0.05	0.18	0.14	2.42	2.55	-0.04	$-4.00	18.00	4	307.0	322.000	-0.13	2024-11-26
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$-0.04	-0.22	$-0.36	-0.15	0.09	0.18	0.14	2.42	2.78	-0.04	$-4.00	18.00	3	307.0	39.000	-0.36	2024-11-25
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.03	0.18	0.18	2.42	2.42	0.00	$0.00	18.00	2	37.0	3.000	-0.00	2024-11-24
NVTS250117P00002000	NVTS	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.01	0.18	0.18	2.42	2.42	0.00	$0.00	18.00	1	37.0	3.000	-0.00	2024-11-23
NVTS250117P00002000	NVTS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.18	0.18	2.42	2.42	0.00	$0.00	18.00	0	37.0	3.000	-0.00	2024-11-22

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