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View Outliers PnL Drill-Down: CGEN240315P00002500

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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
2023-12-19	CGEN	CGEN240315P00002500	2.50	34.0	1.000	1.758	1.103	0.2	0.7	-1.240	0.430	0.910	1.00	2.00	2024-03-15	PUT	Long	0.376	1.088	1.740

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	CGEN	1.000	0.138	1.057	0.270	0.138	-0.032	1.59	-0.561	0.0000	0.73	2.95	21	1y	1.66

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
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.90	-0.90	$-0.68	-0.34	0.18	1.00	0.10	2.00	2.68	-0.90	$-90.00	100.00	86	5.0	169.000	-0.68	2024-03-14
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.90	-0.90	$-0.81	-0.40	-0.20	1.00	0.10	2.00	2.81	-0.90	$-90.00	100.00	85	5.0	169.000	-0.81	2024-03-13
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.90	-0.90	$-0.80	-0.40	0.73	1.00	0.10	2.00	2.80	-0.90	$-90.00	100.00	84	5.0	169.000	-0.80	2024-03-12
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.90	-0.90	$-0.78	-0.39	-0.54	1.00	0.10	2.00	2.78	-0.90	$-90.00	100.00	83	5.0	169.000	-0.78	2024-03-11
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.90	-0.90	$-0.94	-0.47	0.44	1.00	0.10	2.00	2.94	-0.90	$-90.00	100.00	80	5.0	169.000	-0.94	2024-03-08
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.76	-0.76	$-0.65	-0.32	-0.09	1.00	0.24	2.00	2.65	-0.76	$-76.00	100.00	79	78.0	247.000	-0.65	2024-03-07
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.88	-0.88	$-0.56	-0.28	-0.99	1.00	0.12	2.00	2.56	-0.88	$-88.00	100.00	78	7.0	264.000	-0.56	2024-03-06
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.82	-0.82	$-0.54	-0.27	-0.66	1.00	0.18	2.00	2.54	-0.82	$-82.00	100.00	77	6.0	268.000	-0.54	2024-03-05
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.88	-0.88	$-0.95	-0.48	-1.51	1.00	0.12	2.00	2.95	-0.88	$-88.00	100.00	76	116.0	0.000	-0.95	2024-03-04
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.80	-0.80	$-0.64	-0.32	-0.39	1.00	0.20	2.00	2.64	-0.80	$-80.00	100.00	75	66.0	153.000	-0.64	2024-03-03
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.80	-0.80	$-0.64	-0.32	-0.39	1.00	0.20	2.00	2.64	-0.80	$-80.00	100.00	74	66.0	153.000	-0.64	2024-03-02
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.75	-0.75	$-0.69	-0.34	-0.40	1.00	0.25	2.00	2.69	-0.75	$-75.00	100.00	73	65.0	153.000	-0.69	2024-03-01
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.75	-0.75	$-0.58	-0.29	-0.40	1.00	0.25	2.00	2.58	-0.75	$-75.00	100.00	72	1.0	136.000	-0.58	2024-02-29
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.75	-0.75	$-0.57	-0.28	-0.30	1.00	0.25	2.00	2.57	-0.75	$-75.00	100.00	71	1.0	136.000	-0.57	2024-02-28
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.80	-0.80	$-0.65	-0.32	-0.46	1.00	0.20	2.00	2.65	-0.80	$-80.00	100.00	70	11.0	136.000	-0.65	2024-02-27
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.60	-0.60	$-0.56	-0.28	-0.32	1.00	0.40	2.00	2.56	-0.60	$-60.00	100.00	69	5.0	136.000	-0.56	2024-02-26
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.60	-0.60	$-0.34	-0.17	-0.33	1.00	0.40	2.00	2.34	-0.60	$-60.00	100.00	68	5.0	136.000	-0.34	2024-02-25
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.60	-0.60	$-0.34	-0.17	0.23	1.00	0.40	2.00	2.34	-0.60	$-60.00	100.00	66	5.0	136.000	-0.34	2024-02-23
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.60	-0.60	$-0.32	-0.16	0.14	1.00	0.40	2.00	2.32	-0.60	$-60.00	100.00	65	5.0	136.000	-0.32	2024-02-22
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.65	-0.65	$-0.39	-0.20	-0.79	1.00	0.35	2.00	2.39	-0.65	$-65.00	100.00	64	35.0	136.000	-0.39	2024-02-21
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.65	-0.65	$-0.40	-0.20	-0.49	1.00	0.35	2.00	2.40	-0.65	$-65.00	100.00	63	35.0	136.000	-0.40	2024-02-20
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.55	-0.55	$-0.40	-0.20	-0.59	1.00	0.45	2.00	2.40	-0.55	$-55.00	100.00	62	10.0	136.000	-0.40	2024-02-19
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.45	-0.45	$-0.14	-0.07	-0.88	1.00	0.55	2.00	2.14	-0.45	$-45.00	100.00	52	1.0	137.000	-0.14	2024-02-09
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.40	-0.40	$-0.14	-0.07	-0.79	1.00	0.60	2.00	2.14	-0.40	$-40.00	100.00	51	1.0	137.000	-0.14	2024-02-08
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.40	-0.40	$-0.10	-0.05	-0.51	1.00	0.60	2.00	2.10	-0.40	$-40.00	100.00	50	1.0	138.000	-0.10	2024-02-07
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.52	-0.52	$-0.25	-0.12	-0.50	1.00	0.48	2.00	2.25	-0.52	$-52.00	100.00	49	50.0	138.000	-0.25	2024-02-06
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.52	-0.52	$-0.24	-0.12	-1.76	1.00	0.48	2.00	2.24	-0.52	$-52.00	100.00	48	50.0	138.000	-0.24	2024-02-05
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.52	-0.52	$-0.27	-0.14	-1.76	1.00	0.48	2.00	2.27	-0.52	$-52.00	100.00	47	50.0	138.000	-0.27	2024-02-04
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.52	-0.52	$-0.27	-0.14	-0.52	1.00	0.48	2.00	2.27	-0.52	$-52.00	100.00	45	50.0	138.000	-0.27	2024-02-02
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.52	-0.52	$-0.42	-0.21	-0.25	1.00	0.48	2.00	2.42	-0.52	$-52.00	100.00	44	50.0	138.000	-0.42	2024-02-01
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.52	-0.52	$-0.41	-0.20	-0.58	1.00	0.48	2.00	2.41	-0.52	$-52.00	100.00	43	50.0	173.000	-0.41	2024-01-31
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.60	-0.60	$-0.57	-0.28	-0.47	1.00	0.40	2.00	2.57	-0.60	$-60.00	100.00	42	1.0	173.000	-0.57	2024-01-30
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.45	-0.45	$-0.43	-0.22	-0.50	1.00	0.55	2.00	2.43	-0.45	$-45.00	100.00	41	25.0	198.000	-0.43	2024-01-29
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.49	-0.49	$-0.21	-0.10	-0.45	1.00	0.51	2.00	2.21	-0.49	$-49.00	100.00	40	26.0	218.000	-0.21	2024-01-28
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.49	-0.49	$-0.21	-0.10	-0.47	1.00	0.51	2.00	2.21	-0.49	$-49.00	100.00	39	26.0	218.000	-0.21	2024-01-27
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.49	-0.49	$-0.21	-0.10	-0.63	1.00	0.51	2.00	2.21	-0.49	$-49.00	100.00	38	26.0	218.000	-0.21	2024-01-26
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.34	-0.34	$-0.11	-0.06	-0.58	1.00	0.66	2.00	2.11	-0.34	$-34.00	100.00	37	25.0	243.000	-0.11	2024-01-25
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.13	0.06	-0.49	1.00	0.90	2.00	1.87	-0.10	$-10.00	100.00	36	25.0	243.000	0.13	2024-01-24
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.13	0.06	-0.23	1.00	0.90	2.00	1.87	-0.10	$-10.00	100.00	35	25.0	243.000	0.13	2024-01-23
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.14	0.07	-0.44	1.00	0.90	2.00	1.86	-0.10	$-10.00	100.00	34	25.0	243.000	0.14	2024-01-22
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.06	0.03	-0.31	1.00	0.90	2.00	1.94	-0.10	$-10.00	100.00	31	25.0	243.000	0.06	2024-01-19
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.07	0.04	-0.52	1.00	0.90	2.00	1.93	-0.10	$-10.00	100.00	30	25.0	243.000	0.07	2024-01-18
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.11	0.06	-0.43	1.00	0.90	2.00	1.89	-0.10	$-10.00	100.00	29	25.0	243.000	0.11	2024-01-17
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.17	0.08	-0.41	1.00	0.90	2.00	1.83	-0.10	$-10.00	100.00	28	25.0	243.000	0.17	2024-01-16
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.20	0.10	-0.34	1.00	0.90	2.00	1.80	-0.10	$-10.00	100.00	24	25.0	243.000	0.20	2024-01-12
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.19	0.10	-0.68	1.00	0.90	2.00	1.81	-0.10	$-10.00	100.00	23	25.0	218.000	0.19	2024-01-11
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.10	-0.10	$0.20	0.10	-0.36	1.00	0.90	2.00	1.80	-0.10	$-10.00	100.00	22	1.0	219.000	0.20	2024-01-10
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.16	-0.16	$0.19	0.10	-0.35	1.00	0.84	2.00	1.81	-0.16	$-16.00	100.00	21	5.0	219.000	0.19	2024-01-09
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.16	-0.16	$0.13	0.06	-0.24	1.00	0.84	2.00	1.87	-0.16	$-16.00	100.00	20	5.0	219.000	0.13	2024-01-08
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.16	-0.16	$0.25	0.12	-0.26	1.00	0.84	2.00	1.75	-0.16	$-16.00	100.00	17	5.0	219.000	0.25	2024-01-05
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.16	-0.16	$0.15	0.08	-1.76	1.00	0.84	2.00	1.85	-0.16	$-16.00	100.00	16	5.0	219.000	0.15	2024-01-04
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.16	-0.16	$0.03	0.02	-1.76	1.00	0.84	2.00	1.97	-0.16	$-16.00	100.00	15	5.0	219.000	0.03	2024-01-03
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.16	-0.16	$-0.00	-0.00	-1.76	1.00	0.84	2.00	2.00	-0.16	$-16.00	100.00	14	5.0	219.000	-0.00	2024-01-02
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.02	-0.02	$0.02	0.01	-0.36	1.00	0.98	2.00	1.98	-0.02	$-2.00	100.00	13	130.0	214.000	0.02	2024-01-01
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.02	-0.02	$0.02	0.01	-0.38	1.00	0.98	2.00	1.98	-0.02	$-2.00	100.00	11	130.0	214.000	0.02	2023-12-30
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.02	-0.02	$0.02	0.01	-0.40	1.00	0.98	2.00	1.98	-0.02	$-2.00	100.00	10	130.0	214.000	0.02	2023-12-29
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.02	-0.02	$0.22	0.11	-0.51	1.00	0.98	2.00	1.78	-0.02	$-2.00	100.00	9	130.0	94.000	0.22	2023-12-28
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$-0.04	-0.04	$0.23	0.12	-0.70	1.00	0.96	2.00	1.77	-0.04	$-4.00	100.00	8	1.0	94.000	0.23	2023-12-27
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$0.07	0.07	$0.28	0.14	-0.33	1.00	1.07	2.00	1.72	0.07	$7.00	100.00	7	25.0	94.000	0.28	2023-12-26
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$0.07	0.07	$0.32	0.16	-0.25	1.00	1.07	2.00	1.68	0.07	$7.00	100.00	6	25.0	69.000	0.32	2023-12-25
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$0.07	0.07	$0.32	0.16	-0.27	1.00	1.07	2.00	1.68	0.07	$7.00	100.00	4	25.0	69.000	0.32	2023-12-23
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$0.07	0.07	$0.32	0.16	-0.20	1.00	1.07	2.00	1.68	0.07	$7.00	100.00	3	25.0	69.000	0.32	2023-12-22
CGEN240315P00002500	CGEN	PUT	Long	2.50	Underlying has moved in favorable position (0.1) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.20	$-0.05	-0.05	$0.26	0.13	-0.65	1.00	0.95	2.00	1.74	-0.05	$-5.00	100.00	2	50.0	31.000	0.26	2023-12-21
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$0.15	0.15	$0.12	0.06	-0.14	1.00	1.15	2.00	1.88	0.15	$15.00	100.00	1	2.0	29.000	0.12	2023-12-20
CGEN240315P00002500	CGEN	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.00	1.00	2.00	2.00	0.00	$0.00	100.00	0	34.0	1.000	-0.00	2023-12-19

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