NLV can be calculated as,
NLV = TAV +/- Notional Profit (loss) on your Option positions +/- Notional Profit (loss) on your Future positions
Where, Future Notional Profit (loss) = Net quantity * (Last Traded Price - Average Transaction Price or the last settlement price as the case may be)
Option Notional Profit (loss) = Net quantity * (Current Option Premium price - Average Transaction Price or the last settlement price as the case may be)