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View Outliers PnL Drill-Down: CHGG231215C00008000

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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
2023-10-31	CHGG	CHGG231215C00008000	8.00	44.0	12.000	0.510	0.214	0.1	0.5	0.010	0.290	0.730	0.38	7.53	2023-12-15	CALL	Long	0.217	0.271	-0.151

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	CHGG	0.545	0.095	0.346	0.212	0.300	0.025	2.19	0.025	0.0000	1.50	11.41	21	1y	1.69

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
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$2.61	6.87	$3.52	0.47	2.30	0.38	2.99	7.53	11.05	2.61	$261.00	38.00	44	111.0	216.000	3.52	2023-12-14
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$2.17	5.71	$3.45	0.46	2.29	0.38	2.55	7.53	10.98	2.17	$217.00	38.00	43	37.0	211.000	3.45	2023-12-13
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$3.02	0.40	1.26	0.38	2.14	7.53	10.55	1.76	$176.00	38.00	42	6.0	211.000	3.02	2023-12-12
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$3.14	0.42	0.74	0.38	2.14	7.53	10.67	1.76	$176.00	38.00	41	6.0	211.000	3.14	2023-12-11
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$3.15	0.42	0.88	0.38	2.14	7.53	10.68	1.76	$176.00	38.00	38	6.0	211.000	3.15	2023-12-08
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$3.32	0.44	0.83	0.38	2.14	7.53	10.85	1.76	$176.00	38.00	37	6.0	211.000	3.32	2023-12-07
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.98	0.40	0.54	0.38	2.14	7.53	10.51	1.76	$176.00	38.00	36	0.0	211.000	2.98	2023-12-06
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.47	0.33	0.50	0.38	2.14	7.53	10.00	1.76	$176.00	38.00	35	0.0	211.000	2.47	2023-12-05
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.74	0.36	0.46	0.38	2.14	7.53	10.27	1.76	$176.00	38.00	34	0.0	211.000	2.74	2023-12-04
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.70	0.36	0.55	0.38	2.14	7.53	10.23	1.76	$176.00	38.00	33	0.0	211.000	2.70	2023-12-03
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.70	0.36	0.51	0.38	2.14	7.53	10.23	1.76	$176.00	38.00	32	0.0	211.000	2.70	2023-12-02
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.71	0.36	0.10	0.38	2.14	7.53	10.24	1.76	$176.00	38.00	31	0.0	211.000	2.71	2023-12-01
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.40	0.32	0.21	0.38	2.14	7.53	9.93	1.76	$176.00	38.00	30	0.0	211.000	2.40	2023-11-30
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.67	0.35	0.45	0.38	2.14	7.53	10.20	1.76	$176.00	38.00	29	0.0	211.000	2.67	2023-11-29
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.75	0.37	0.52	0.38	2.14	7.53	10.28	1.76	$176.00	38.00	28	0.0	211.000	2.75	2023-11-28
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.76	4.63	$2.49	0.33	0.24	0.38	2.14	7.53	10.02	1.76	$176.00	38.00	27	0.0	211.000	2.49	2023-11-27
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.51	3.97	$2.62	0.35	0.62	0.38	1.89	7.53	10.15	1.51	$151.00	38.00	24	0.0	0.000	2.62	2023-11-24
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.51	3.97	$2.80	0.37	-0.51	0.38	1.89	7.53	10.33	1.51	$151.00	38.00	23	0.0	0.000	2.80	2023-11-23
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.51	3.97	$2.78	0.37	0.33	0.38	1.89	7.53	10.31	1.51	$151.00	38.00	22	0.0	217.000	2.78	2023-11-22
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.51	3.97	$2.60	0.35	0.25	0.38	1.89	7.53	10.13	1.51	$151.00	38.00	21	0.0	217.000	2.60	2023-11-21
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.51	3.97	$2.28	0.30	0.25	0.38	1.89	7.53	9.81	1.51	$151.00	38.00	20	0.0	127.000	2.28	2023-11-20
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$2.10	5.53	$2.93	0.39	0.36	0.38	2.48	7.53	10.46	2.10	$210.00	38.00	19	0.0	103.000	2.93	2023-11-19
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$2.10	5.53	$2.93	0.39	0.34	0.38	2.48	7.53	10.46	2.10	$210.00	38.00	17	0.0	103.000	2.93	2023-11-17
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.92	5.05	$2.83	0.38	0.26	0.38	2.30	7.53	10.36	1.92	$192.00	38.00	16	0.0	103.000	2.83	2023-11-16
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$1.92	5.05	$2.96	0.39	0.15	0.38	2.30	7.53	10.49	1.92	$192.00	38.00	15	0.0	113.000	2.96	2023-11-15
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.32	0.84	$1.36	0.18	0.04	0.38	0.70	7.53	8.89	0.32	$32.00	38.00	14	0.0	113.000	1.36	2023-11-14
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.32	0.84	$0.98	0.13	0.00	0.38	0.70	7.53	8.51	0.32	$32.00	38.00	13	0.0	113.000	0.98	2023-11-13
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.32	0.84	$0.91	0.12	-0.00	0.38	0.70	7.53	8.44	0.32	$32.00	38.00	10	0.0	112.000	0.91	2023-11-10
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.47	1.24	$1.07	0.14	-0.51	0.38	0.85	7.53	8.60	0.47	$47.00	38.00	9	0.0	0.000	1.07	2023-11-09
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.47	1.24	$1.07	0.14	0.02	0.38	0.85	7.53	8.60	0.47	$47.00	38.00	8	0.0	113.000	1.07	2023-11-08
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.52	1.37	$1.38	0.18	0.04	0.38	0.90	7.53	8.91	0.52	$52.00	38.00	7	0.0	115.000	1.38	2023-11-07
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.22	0.58	$0.49	0.07	0.01	0.38	0.60	7.53	8.02	0.22	$22.00	38.00	6	0.0	120.000	0.49	2023-11-06
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.22	0.58	$0.49	0.07	0.01	0.38	0.60	7.53	8.02	0.22	$22.00	38.00	5	0.0	120.000	0.49	2023-11-05
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.37	0.97	$0.82	0.11	-0.01	0.38	0.75	7.53	8.35	0.37	$37.00	38.00	3	0.0	116.000	0.82	2023-11-03
CHGG231215C00008000	CHGG	CALL	Long	8.00	Exit OP PnL: $9.00;Exit EQ PnL: 0.46; Position surpassed Take Profit. Latest OP price is: $0.47 (EQ: $7.99); Initial OP price was: $0.38 (EQ: $7.53). Option Percentage Gain: 0.2368421052631578947368421053 > STOP_LOSS: -0.16	$0.09	0.24	$0.46	0.06	-0.00	0.38	0.47	7.53	7.99	0.09	$9.00	38.00	2	0.0	73.000	0.46	2023-11-02
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$-0.06	-0.16	$-0.03	-0.00	0.01	0.38	0.32	7.53	7.50	-0.06	$-6.00	38.00	1	0.0	54.000	-0.03	2023-11-01
CHGG231215C00008000	CHGG	CALL	Long	8.00	None	$0.00	0.00	$0.00	0.00	0.00	0.38	0.38	7.53	7.53	0.00	$0.00	38.00	0	44.0	12.000	0.00	2023-10-31

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