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View Outliers PnL Drill-Down: NVTS250117P00002500

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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
2024-11-25	NVTS	NVTS250117P00002500	2.50	131.0	4.000	1.129	0.434	0.3	0.1	0.000	0.560	0.260	0.30	2.79	2025-01-17	PUT	Long	0.462	0.484	0.149

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
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.15	-0.50	$-0.39	-0.14	0.54	0.30	0.15	2.78	3.17	-0.15	$-15.00	30.00	25	196.0	1057.000	-0.39	2024-12-20
NVTS250117P00002500	NVTS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.07	-0.23	$-0.03	-0.01	0.46	0.30	0.23	2.78	2.81	-0.07	$-7.00	30.00	24	137.0	1028.000	-0.03	2024-12-19
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.20	-0.67	$-0.52	-0.19	0.49	0.30	0.10	2.78	3.30	-0.20	$-20.00	30.00	23	1.0	1028.000	-0.52	2024-12-18
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.20	-0.67	$-0.48	-0.17	0.44	0.30	0.10	2.78	3.26	-0.20	$-20.00	30.00	22	1.0	1027.000	-0.48	2024-12-17
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.20	-0.67	$-0.46	-0.17	0.41	0.30	0.10	2.78	3.24	-0.20	$-20.00	30.00	21	2.0	1026.000	-0.46	2024-12-16
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.17	-0.57	$-0.66	-0.24	0.49	0.30	0.13	2.78	3.44	-0.17	$-17.00	30.00	18	10.0	1016.000	-0.66	2024-12-13
NVTS250117P00002500	NVTS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.67	$-0.82	-0.29	0.56	0.30	0.10	2.78	3.60	-0.20	$-20.00	30.00	17	11.0	1015.000	-0.82	2024-12-12
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.20	-0.67	$-1.30	-0.47	0.67	0.30	0.10	2.78	4.08	-0.20	$-20.00	30.00	16	11.0	1013.000	-1.30	2024-12-11
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.25	-0.83	$-1.57	-0.56	0.76	0.30	0.05	2.78	4.35	-0.25	$-25.00	30.00	15	90.0	1013.000	-1.57	2024-12-10
NVTS250117P00002500	NVTS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.25	-0.83	$-1.55	-0.56	0.62	0.30	0.05	2.78	4.33	-0.25	$-25.00	30.00	14	90.0	972.000	-1.55	2024-12-09
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.15	-0.50	$-0.99	-0.36	0.70	0.30	0.15	2.78	3.77	-0.15	$-15.00	30.00	13	826.0	225.000	-0.99	2024-12-08
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.15	-0.50	$-0.99	-0.36	0.65	0.30	0.15	2.78	3.77	-0.15	$-15.00	30.00	11	826.0	225.000	-0.99	2024-12-06
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.15	-0.50	$-0.99	-0.36	0.63	0.30	0.15	2.78	3.77	-0.15	$-15.00	30.00	10	56.0	224.000	-0.99	2024-12-05
NVTS250117P00002500	NVTS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.20	-0.67	$-0.43	-0.15	0.47	0.30	0.10	2.78	3.21	-0.20	$-20.00	30.00	9	1.0	223.000	-0.43	2024-12-04
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.10	-0.33	$-0.36	-0.13	0.34	0.30	0.20	2.78	3.14	-0.10	$-10.00	30.00	8	111.0	223.000	-0.36	2024-12-03
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.10	-0.33	$-0.24	-0.09	0.39	0.30	0.20	2.78	3.02	-0.10	$-10.00	30.00	7	111.0	123.000	-0.24	2024-12-02
NVTS250117P00002500	NVTS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.06	-0.20	$0.03	0.01	-0.60	0.30	0.24	2.78	2.75	-0.06	$-6.00	30.00	6	10.0	0.000	0.03	2024-12-01
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$-0.06	-0.20	$0.03	0.01	0.29	0.30	0.24	2.78	2.75	-0.06	$-6.00	30.00	5	10.0	0.000	0.03	2024-11-30
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$0.05	0.17	$0.32	0.12	0.18	0.30	0.35	2.78	2.46	0.05	$5.00	30.00	3	4.0	124.000	0.32	2024-11-28
NVTS250117P00002500	NVTS	PUT	Long	2.50	None	$0.05	0.17	$0.38	0.14	0.09	0.30	0.35	2.78	2.40	0.05	$5.00	30.00	2	3.0	124.000	0.38	2024-11-27
NVTS250117P00002500	NVTS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.17	$0.23	0.08	0.25	0.30	0.35	2.78	2.55	0.05	$5.00	30.00	1	3.0	124.000	0.23	2024-11-26
NVTS250117P00002500	NVTS	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.30	0.30	2.78	2.78	0.00	$0.00	30.00	0	192.0	4.000	-0.00	2024-11-25

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