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View Outliers PnL Drill-Down: CGC240419P00003500

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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
2024-03-18	CGC	CGC240419P00003500	3.50	264.0	431.000	1.266	0.342	0.3	0.1	-0.010	0.620	0.400	0.47	3.71	2024-04-19	PUT	Long	0.393	0.440	0.205

Realize Position if there are favorable/unfavorable market conditions. 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	CGC	0.909	0.153	0.817	0.312	0.153	-0.220	3.05	-2.212	0.0000	2.77	14.88	21	1y	4.66

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
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-4.12	-1.11	3.23	0.47	0.01	3.71	7.83	-0.46	$-46.00	47.00	31	1.0	420.000	-4.12	2024-04-18
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-2.78	-0.75	1.73	0.47	0.01	3.71	6.49	-0.46	$-46.00	47.00	30	1.0	420.000	-2.78	2024-04-17
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-2.99	-0.81	1.48	0.47	0.01	3.71	6.70	-0.46	$-46.00	47.00	29	1.0	420.000	-2.99	2024-04-16
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-3.27	-0.88	1.23	0.47	0.01	3.71	6.98	-0.46	$-46.00	47.00	28	1.0	420.000	-3.27	2024-04-15
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-4.09	-1.10	0.98	0.47	0.01	3.71	7.80	-0.46	$-46.00	47.00	25	10.0	425.000	-4.09	2024-04-12
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-4.44	-1.20	0.98	0.47	0.01	3.71	8.15	-0.46	$-46.00	47.00	24	20.0	425.000	-4.44	2024-04-11
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-5.41	-1.46	1.11	0.47	0.01	3.71	9.12	-0.46	$-46.00	47.00	23	6.0	425.000	-5.41	2024-04-10
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.46	-0.98	$-5.45	-1.47	0.98	0.47	0.01	3.71	9.16	-0.46	$-46.00	47.00	22	2.0	425.000	-5.45	2024-04-09
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.45	-0.96	$-6.42	-1.73	1.11	0.47	0.02	3.71	10.13	-0.45	$-45.00	47.00	21	5.0	425.000	-6.42	2024-04-08
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.45	-0.96	$-6.47	-1.74	1.05	0.47	0.02	3.71	10.18	-0.45	$-45.00	47.00	18	5.0	430.000	-6.47	2024-04-05
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.44	-0.94	$-6.07	-1.64	1.45	0.47	0.03	3.71	9.78	-0.44	$-44.00	47.00	17	12.0	440.000	-6.07	2024-04-04
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.45	-0.96	$-7.18	-1.94	1.11	0.47	0.02	3.71	10.89	-0.45	$-45.00	47.00	16	15.0	455.000	-7.18	2024-04-03
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.42	-0.89	$-4.64	-1.25	0.89	0.47	0.05	3.71	8.35	-0.42	$-42.00	47.00	15	2.0	455.000	-4.64	2024-04-02
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.40	-0.85	$-3.82	-1.03	0.89	0.47	0.07	3.71	7.53	-0.40	$-40.00	47.00	14	32.0	487.000	-3.82	2024-04-01
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.43	-0.91	$-4.92	-1.33	-0.77	0.47	0.04	3.71	8.63	-0.43	$-43.00	47.00	13	21.0	487.000	-4.92	2024-03-31
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.43	-0.91	$-4.92	-1.33	0.94	0.47	0.04	3.71	8.63	-0.43	$-43.00	47.00	12	21.0	507.000	-4.92	2024-03-30
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.43	-0.91	$-4.92	-1.33	0.88	0.47	0.04	3.71	8.63	-0.43	$-43.00	47.00	11	21.0	507.000	-4.92	2024-03-29
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.43	-0.91	$-4.92	-1.33	0.83	0.47	0.04	3.71	8.63	-0.43	$-43.00	47.00	10	21.0	507.000	-4.92	2024-03-28
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.43	-0.91	$-5.84	-1.57	1.17	0.47	0.04	3.71	9.55	-0.43	$-43.00	47.00	9	10.0	497.000	-5.84	2024-03-27
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.28	-0.60	$-3.52	-0.95	0.89	0.47	0.19	3.71	7.23	-0.28	$-28.00	47.00	8	52.0	497.000	-3.52	2024-03-26
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.28	-0.60	$-2.49	-0.67	0.88	0.47	0.19	3.71	6.20	-0.28	$-28.00	47.00	7	52.0	505.000	-2.49	2024-03-25
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.33	-0.70	$-3.98	-1.07	0.83	0.47	0.14	3.71	7.69	-0.33	$-33.00	47.00	4	36.0	483.000	-3.98	2024-03-22
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.22	-0.47	$-0.85	-0.23	-0.05	0.47	0.25	3.71	4.56	-0.22	$-22.00	47.00	3	2.0	483.000	-0.85	2024-03-21
CGC240419P00003500	CGC	PUT	Long	3.50	None	$-0.21	-0.45	$-0.83	-0.22	0.01	0.47	0.26	3.71	4.54	-0.21	$-21.00	47.00	2	32.0	484.000	-0.83	2024-03-20
CGC240419P00003500	CGC	PUT	Long	3.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.02; Exit EQ PnL: -0.16	$-0.02	-0.04	$-0.12	-0.03	0.06	0.47	0.45	3.71	3.83	-0.02	$-2.00	47.00	1	84.0	484.000	-0.12	2024-03-19
CGC240419P00003500	CGC	PUT	Long	3.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.47	0.47	3.71	3.71	0.00	$0.00	47.00	0	264.0	431.000	-0.00	2024-03-18

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