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View Outliers PnL Drill-Down: CGC240426P00003000

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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
2024-03-22	CGC	CGC240426P00003000	3.00	4.0	15.000	2.148	0.656	4.7	0.0	-0.170	4.800	0.090	0.53	7.69	2024-04-26	PUT	Long	0.433	0.685	0.686

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
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.44	-0.83	$-1.01	-0.13	3.60	0.53	0.09	7.69	8.70	-0.44	$-44.00	53.00	34	2.0	19.000	-1.01	2024-04-25
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.44	-0.83	$-1.28	-0.17	2.85	0.53	0.09	7.69	8.97	-0.44	$-44.00	53.00	33	2.0	19.000	-1.28	2024-04-24
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.44	-0.83	$-1.34	-0.17	2.10	0.53	0.09	7.69	9.03	-0.44	$-44.00	53.00	32	2.0	19.000	-1.34	2024-04-23
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.44	-0.83	$-0.16	-0.02	1.23	0.53	0.09	7.69	7.85	-0.44	$-44.00	53.00	31	2.0	0.000	-0.16	2024-04-22
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.44	-0.83	$-0.24	-0.03	0.60	0.53	0.09	7.69	7.93	-0.44	$-44.00	53.00	28	2.0	19.000	-0.24	2024-04-19
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.44	-0.83	$-0.14	-0.02	0.35	0.53	0.09	7.69	7.83	-0.44	$-44.00	53.00	27	2.0	19.000	-0.14	2024-04-18
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.44	-0.83	$1.20	0.16	0.73	0.53	0.09	7.69	6.49	-0.44	$-44.00	53.00	26	2.0	19.000	1.20	2024-04-17
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.52	-0.98	$0.99	0.13	1.32	0.53	0.01	7.69	6.70	-0.52	$-52.00	53.00	25	2.0	19.000	0.99	2024-04-16
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.52	-0.98	$0.71	0.09	-0.21	0.53	0.01	7.69	6.98	-0.52	$-52.00	53.00	24	2.0	19.000	0.71	2024-04-15
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.52	-0.98	$-0.11	-0.01	-0.02	0.53	0.01	7.69	7.80	-0.52	$-52.00	53.00	21	2.0	19.000	-0.11	2024-04-12
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.52	-0.98	$-0.46	-0.06	-0.21	0.53	0.01	7.69	8.15	-0.52	$-52.00	53.00	20	2.0	19.000	-0.46	2024-04-11
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-1.43	-0.19	-0.02	0.53	0.15	7.69	9.12	-0.38	$-38.00	53.00	19	7.0	19.000	-1.43	2024-04-10
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-1.47	-0.19	0.04	0.53	0.15	7.69	9.16	-0.38	$-38.00	53.00	18	7.0	19.000	-1.47	2024-04-09
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-2.44	-0.32	1.01	0.53	0.15	7.69	10.13	-0.38	$-38.00	53.00	17	7.0	19.000	-2.44	2024-04-08
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-2.49	-0.32	0.29	0.53	0.15	7.69	10.18	-0.38	$-38.00	53.00	14	7.0	19.000	-2.49	2024-04-05
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-2.09	-0.27	0.52	0.53	0.15	7.69	9.78	-0.38	$-38.00	53.00	13	7.0	19.000	-2.09	2024-04-04
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-3.20	-0.42	1.59	0.53	0.15	7.69	10.89	-0.38	$-38.00	53.00	12	7.0	19.000	-3.20	2024-04-03
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-0.66	-0.09	1.24	0.53	0.15	7.69	8.35	-0.38	$-38.00	53.00	11	7.0	19.000	-0.66	2024-04-02
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$0.16	0.02	0.52	0.53	0.15	7.69	7.53	-0.38	$-38.00	53.00	10	7.0	19.000	0.16	2024-04-01
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-0.94	-0.12	-1.65	0.53	0.15	7.69	8.63	-0.38	$-38.00	53.00	9	7.0	19.000	-0.94	2024-03-31
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-0.94	-0.12	1.09	0.53	0.15	7.69	8.63	-0.38	$-38.00	53.00	8	7.0	19.000	-0.94	2024-03-30
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-0.94	-0.12	1.03	0.53	0.15	7.69	8.63	-0.38	$-38.00	53.00	7	7.0	19.000	-0.94	2024-03-29
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-0.94	-0.12	0.98	0.53	0.15	7.69	8.63	-0.38	$-38.00	53.00	6	7.0	19.000	-0.94	2024-03-28
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$-1.86	-0.24	-0.12	0.53	0.15	7.69	9.55	-0.38	$-38.00	53.00	5	7.0	19.000	-1.86	2024-03-27
CGC240426P00003000	CGC	PUT	Long	3.00	None	$-0.38	-0.72	$0.46	0.06	0.45	0.53	0.15	7.69	7.23	-0.38	$-38.00	53.00	4	7.0	13.000	0.46	2024-03-26
CGC240426P00003000	CGC	PUT	Long	3.00	Underlying has moved in favorable position (0.09492847854356306892067620286) however, position is suffering from IV crush;Exit OP PnL: $-0.50;Exit EQ PnL: 0.73	$-0.38	-0.72	$1.49	0.19	-0.10	0.53	0.15	7.69	6.20	-0.38	$-38.00	53.00	3	6.0	15.000	1.49	2024-03-25
CGC240426P00003000	CGC	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.53	0.53	7.69	7.69	0.00	$0.00	53.00	0	4.0	15.000	-0.00	2024-03-22

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