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View Outliers PnL Drill-Down: CGEM241018P00017500

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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
2024-07-16	CGEM	CGEM241018P00017500	17.50	2.0	10.000	1.065	0.530	2.8	1.1	0.000	4.580	2.800	3.20	19.08	2024-10-18	PUT	Long	0.464	0.486	0.150

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	CGEM	1.000	0.122	0.356	0.184	0.122	-0.071	11.49	0.000	0.0000	8.74	29.35	21	1y	15.96

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
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.90	-0.28	$1.57	0.08	0.80	3.20	2.30	19.08	17.51	-0.90	$-90.00	320.00	92	2.0	9.000	1.57	2024-10-16
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.90	-0.28	$2.85	0.15	0.12	3.20	2.30	19.08	16.23	-0.90	$-90.00	320.00	90	2.0	9.000	2.85	2024-10-14
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.90	-0.28	$2.86	0.15	0.15	3.20	2.30	19.08	16.22	-0.90	$-90.00	320.00	87	2.0	9.000	2.86	2024-10-11
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.90	-0.28	$3.21	0.17	0.16	3.20	2.30	19.08	15.87	-0.90	$-90.00	320.00	86	2.0	9.000	3.21	2024-10-10
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.90	-0.28	$3.63	0.19	-0.10	3.20	2.30	19.08	15.45	-0.90	$-90.00	320.00	85	2.0	11.000	3.63	2024-10-09
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$3.04	0.16	0.69	3.20	1.50	19.08	16.04	-1.70	$-170.00	320.00	83	1.0	11.000	3.04	2024-10-07
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$2.74	0.14	-1.06	3.20	1.50	19.08	16.34	-1.70	$-170.00	320.00	82	1.0	0.000	2.74	2024-10-06
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$2.74	0.14	0.84	3.20	1.50	19.08	16.34	-1.70	$-170.00	320.00	81	1.0	11.000	2.74	2024-10-05
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$2.74	0.14	0.01	3.20	1.50	19.08	16.34	-1.70	$-170.00	320.00	80	1.0	11.000	2.74	2024-10-04
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$2.98	0.16	0.34	3.20	1.50	19.08	16.10	-1.70	$-170.00	320.00	79	1.0	11.000	2.98	2024-10-03
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$2.59	0.14	-0.33	3.20	1.50	19.08	16.49	-1.70	$-170.00	320.00	78	1.0	11.000	2.59	2024-10-02
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$2.32	0.12	0.13	3.20	1.50	19.08	16.76	-1.70	$-170.00	320.00	77	1.0	11.000	2.32	2024-10-01
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.70	-0.53	$2.34	0.12	0.17	3.20	1.50	19.08	16.74	-1.70	$-170.00	320.00	76	1.0	10.000	2.34	2024-09-30
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.35	-0.42	$1.89	0.10	-1.06	3.20	1.85	19.08	17.19	-1.35	$-135.00	320.00	75	1.0	10.000	1.89	2024-09-29
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.35	-0.42	$1.89	0.10	0.23	3.20	1.85	19.08	17.19	-1.35	$-135.00	320.00	74	1.0	10.000	1.89	2024-09-28
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.35	-0.42	$1.89	0.10	-0.38	3.20	1.85	19.08	17.19	-1.35	$-135.00	320.00	73	1.0	10.000	1.89	2024-09-27
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.35	-0.42	$1.78	0.09	-0.02	3.20	1.85	19.08	17.30	-1.35	$-135.00	320.00	72	1.0	10.000	1.78	2024-09-26
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.35	-0.42	$2.74	0.14	-0.29	3.20	1.85	19.08	16.34	-1.35	$-135.00	320.00	71	1.0	10.000	2.74	2024-09-25
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.35	-0.42	$1.43	0.07	-0.08	3.20	1.85	19.08	17.65	-1.35	$-135.00	320.00	70	1.0	10.000	1.43	2024-09-24
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-1.35	-0.42	$2.45	0.13	-0.25	3.20	1.85	19.08	16.63	-1.35	$-135.00	320.00	69	1.0	9.000	2.45	2024-09-23
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.93	0.05	-0.03	3.20	3.50	19.08	18.15	0.30	$30.00	320.00	68	2.0	9.000	0.93	2024-09-22
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.93	0.05	-0.08	3.20	3.50	19.08	18.15	0.30	$30.00	320.00	66	2.0	9.000	0.93	2024-09-20
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.14	0.06	-0.14	3.20	3.50	19.08	17.94	0.30	$30.00	320.00	65	2.0	9.000	1.14	2024-09-19
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.85	0.10	-0.32	3.20	3.50	19.08	17.23	0.30	$30.00	320.00	64	2.0	9.000	1.85	2024-09-18
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.77	0.09	-0.31	3.20	3.50	19.08	17.31	0.30	$30.00	320.00	63	2.0	9.000	1.77	2024-09-17
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.15	0.11	-0.41	3.20	3.50	19.08	16.93	0.30	$30.00	320.00	62	2.0	9.000	2.15	2024-09-16
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.13	0.06	-0.20	3.20	3.50	19.08	17.95	0.30	$30.00	320.00	60	2.0	9.000	1.13	2024-09-14
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.13	0.06	-0.22	3.20	3.50	19.08	17.95	0.30	$30.00	320.00	59	2.0	9.000	1.13	2024-09-13
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.46	0.08	-0.30	3.20	3.50	19.08	17.62	0.30	$30.00	320.00	58	2.0	9.000	1.46	2024-09-12
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.10	0.06	-0.24	3.20	3.50	19.08	17.98	0.30	$30.00	320.00	57	2.0	9.000	1.10	2024-09-11
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.26	0.07	-0.28	3.20	3.50	19.08	17.82	0.30	$30.00	320.00	56	2.0	9.000	1.26	2024-09-10
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.83	0.04	-0.21	3.20	3.50	19.08	18.25	0.30	$30.00	320.00	55	2.0	9.000	0.83	2024-09-09
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.10	0.06	-0.26	3.20	3.50	19.08	17.98	0.30	$30.00	320.00	54	2.0	9.000	1.10	2024-09-08
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.10	0.06	-0.29	3.20	3.50	19.08	17.98	0.30	$30.00	320.00	52	2.0	9.000	1.10	2024-09-06
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.15	0.06	-0.31	3.20	3.50	19.08	17.93	0.30	$30.00	320.00	51	2.0	9.000	1.15	2024-09-05
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.40	0.02	-0.20	3.20	3.50	19.08	18.68	0.30	$30.00	320.00	50	2.0	9.000	0.40	2024-09-04
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$-0.52	-0.03	-0.10	3.20	3.50	19.08	19.60	0.30	$30.00	320.00	46	2.0	9.000	-0.52	2024-08-31
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$-0.52	-0.03	-0.12	3.20	3.50	19.08	19.60	0.30	$30.00	320.00	45	2.0	9.000	-0.52	2024-08-30
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.22	0.01	-0.19	3.20	3.50	19.08	18.86	0.30	$30.00	320.00	44	2.0	9.000	0.22	2024-08-29
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.38	0.02	0.09	3.20	3.50	19.08	18.70	0.30	$30.00	320.00	43	2.0	9.000	0.38	2024-08-28
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.79	0.04	-1.03	3.20	3.50	19.08	18.29	0.30	$30.00	320.00	42	2.0	9.000	0.79	2024-08-27
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$0.82	0.04	-0.29	3.20	3.50	19.08	18.26	0.30	$30.00	320.00	41	2.0	9.000	0.82	2024-08-26
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.05	0.06	-0.15	3.20	3.50	19.08	18.03	0.30	$30.00	320.00	40	2.0	9.000	1.05	2024-08-25
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.05	0.06	-0.16	3.20	3.50	19.08	18.03	0.30	$30.00	320.00	39	2.0	9.000	1.05	2024-08-24
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.05	0.06	-0.13	3.20	3.50	19.08	18.03	0.30	$30.00	320.00	38	2.0	9.000	1.05	2024-08-23
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.22	0.06	0.08	3.20	3.50	19.08	17.86	0.30	$30.00	320.00	37	2.0	9.000	1.22	2024-08-22
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.06	0.06	-0.20	3.20	3.50	19.08	18.02	0.30	$30.00	320.00	36	2.0	9.000	1.06	2024-08-21
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.47	0.08	-0.12	3.20	3.50	19.08	17.61	0.30	$30.00	320.00	35	2.0	9.000	1.47	2024-08-20
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.28	0.07	-0.04	3.20	3.50	19.08	17.80	0.30	$30.00	320.00	34	2.0	9.000	1.28	2024-08-19
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.37	0.12	0.06	3.20	3.50	19.08	16.71	0.30	$30.00	320.00	33	2.0	9.000	2.37	2024-08-18
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.37	0.12	0.05	3.20	3.50	19.08	16.71	0.30	$30.00	320.00	32	2.0	9.000	2.37	2024-08-17
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.37	0.12	-0.01	3.20	3.50	19.08	16.71	0.30	$30.00	320.00	31	2.0	9.000	2.37	2024-08-16
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.17	0.11	0.04	3.20	3.50	19.08	16.91	0.30	$30.00	320.00	30	2.0	9.000	2.17	2024-08-15
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.84	0.15	-0.16	3.20	3.50	19.08	16.24	0.30	$30.00	320.00	29	2.0	9.000	2.84	2024-08-14
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.79	0.15	-0.15	3.20	3.50	19.08	16.29	0.30	$30.00	320.00	28	2.0	9.000	2.79	2024-08-13
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.78	0.15	-0.16	3.20	3.50	19.08	16.30	0.30	$30.00	320.00	27	2.0	9.000	2.78	2024-08-12
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.31	0.12	-0.09	3.20	3.50	19.08	16.77	0.30	$30.00	320.00	24	2.0	9.000	2.31	2024-08-09
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.70	0.14	-0.25	3.20	3.50	19.08	16.38	0.30	$30.00	320.00	23	2.0	9.000	2.70	2024-08-08
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$2.54	0.13	-0.18	3.20	3.50	19.08	16.54	0.30	$30.00	320.00	22	2.0	9.000	2.54	2024-08-07
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.30	0.09	$1.86	0.10	-0.16	3.20	3.50	19.08	17.22	0.30	$30.00	320.00	21	2.0	9.000	1.86	2024-08-06
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.30	-0.09	$-0.80	-0.04	0.13	3.20	2.90	19.08	19.88	-0.30	$-30.00	320.00	13	1.0	11.000	-0.80	2024-07-29
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.30	-0.09	$-1.08	-0.06	0.04	3.20	2.90	19.08	20.16	-0.30	$-30.00	320.00	10	1.0	11.000	-1.08	2024-07-26
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.30	-0.09	$-0.83	-0.04	0.03	3.20	2.90	19.08	19.91	-0.30	$-30.00	320.00	9	1.0	11.000	-0.83	2024-07-25
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.30	-0.09	$-1.23	-0.06	0.02	3.20	2.90	19.08	20.31	-0.30	$-30.00	320.00	8	1.0	11.000	-1.23	2024-07-24
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.30	-0.09	$-1.78	-0.09	0.07	3.20	2.90	19.08	20.86	-0.30	$-30.00	320.00	7	1.0	11.000	-1.78	2024-07-23
CGEM241018P00017500	CGEM	PUT	Long	17.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.30; Exit EQ PnL: -0.59	$-0.30	-0.09	$-0.02	-0.00	-0.41	3.20	2.90	19.08	19.10	-0.30	$-30.00	320.00	6	1.0	0.000	-0.02	2024-07-22
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$-0.30	-0.09	$0.79	0.04	-0.24	3.20	2.90	19.08	18.29	-0.30	$-30.00	320.00	3	1.0	10.000	0.79	2024-07-19
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.00	0.00	$0.69	0.04	-0.15	3.20	3.20	19.08	18.39	0.00	$0.00	320.00	2	2.0	10.000	0.69	2024-07-18
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.00	0.00	$0.57	0.03	-0.06	3.20	3.20	19.08	18.51	0.00	$0.00	320.00	1	2.0	10.000	0.57	2024-07-17
CGEM241018P00017500	CGEM	PUT	Long	17.50	None	$0.00	0.00	$-0.00	-0.00	0.00	3.20	3.20	19.08	19.08	0.00	$0.00	320.00	0	2.0	10.000	-0.00	2024-07-16

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