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View Outliers PnL Drill-Down: CHGG231215P00010000

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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
2023-11-15	CHGG	CHGG231215P00010000	10.00	71.0	16.000	0.479	0.289	0.6	0.1	-0.010	0.790	0.270	0.31	10.49	2023-12-15	PUT	Long	0.291	0.336	0.180

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
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.28	-0.90	$-0.56	-0.05	0.80	0.31	0.03	10.49	11.05	-0.28	$-28.00	31.00	29	9.0	3543.000	-0.56	2023-12-14
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.28	-0.90	$-0.49	-0.05	0.26	0.31	0.03	10.49	10.98	-0.28	$-28.00	31.00	28	9.0	3539.000	-0.49	2023-12-13
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.24	-0.77	$-0.06	-0.01	0.05	0.31	0.07	10.49	10.55	-0.24	$-24.00	31.00	27	2.0	3539.000	-0.06	2023-12-12
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.24	-0.77	$-0.18	-0.02	0.12	0.31	0.07	10.49	10.67	-0.24	$-24.00	31.00	26	2.0	3538.000	-0.18	2023-12-11
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.26	-0.84	$-0.19	-0.02	0.07	0.31	0.05	10.49	10.68	-0.26	$-26.00	31.00	23	15.0	3523.000	-0.19	2023-12-08
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.21	-0.68	$-0.36	-0.03	0.08	0.31	0.10	10.49	10.85	-0.21	$-21.00	31.00	22	4.0	3521.000	-0.36	2023-12-07
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.11	-0.35	$-0.02	-0.00	0.03	0.31	0.20	10.49	10.51	-0.11	$-11.00	31.00	21	0.0	3517.000	-0.02	2023-12-06
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.01	-0.03	$0.49	0.05	0.03	0.31	0.30	10.49	10.00	-0.01	$-1.00	31.00	20	0.0	3518.000	0.49	2023-12-05
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.06	-0.19	$0.22	0.02	0.06	0.31	0.25	10.49	10.27	-0.06	$-6.00	31.00	19	0.0	3515.000	0.22	2023-12-04
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.09	0.29	$0.26	0.02	0.05	0.31	0.40	10.49	10.23	0.09	$9.00	31.00	18	0.0	3515.000	0.26	2023-12-03
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.09	0.29	$0.26	0.02	0.03	0.31	0.40	10.49	10.23	0.09	$9.00	31.00	17	0.0	3515.000	0.26	2023-12-02
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.09	0.29	$0.25	0.02	0.02	0.31	0.40	10.49	10.24	0.09	$9.00	31.00	16	0.0	3515.000	0.25	2023-12-01
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.03	0.10	$0.56	0.05	-0.04	0.31	0.34	10.49	9.93	0.03	$3.00	31.00	15	0.0	3521.000	0.56	2023-11-30
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.06	-0.19	$0.29	0.03	0.05	0.31	0.25	10.49	10.20	-0.06	$-6.00	31.00	14	0.0	3521.000	0.29	2023-11-29
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.04	0.13	$0.21	0.02	-0.00	0.31	0.35	10.49	10.28	0.04	$4.00	31.00	13	0.0	3521.000	0.21	2023-11-28
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.04	0.13	$0.47	0.04	0.04	0.31	0.35	10.49	10.02	0.04	$4.00	31.00	12	0.0	3521.000	0.47	2023-11-27
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.09	0.29	$0.34	0.03	0.06	0.31	0.40	10.49	10.15	0.09	$9.00	31.00	9	0.0	0.000	0.34	2023-11-24
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$-0.01	-0.03	$0.16	0.02	-0.42	0.31	0.30	10.49	10.33	-0.01	$-1.00	31.00	8	0.0	0.000	0.16	2023-11-23
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.14	0.45	$0.18	0.02	-0.01	0.31	0.45	10.49	10.31	0.14	$14.00	31.00	7	0.0	3542.000	0.18	2023-11-22
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.14	0.45	$0.36	0.03	0.02	0.31	0.45	10.49	10.13	0.14	$14.00	31.00	6	0.0	3508.000	0.36	2023-11-21
CHGG231215P00010000	CHGG	PUT	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.37	1.19	$0.68	0.06	0.05	0.31	0.68	10.49	9.81	0.37	$37.00	31.00	5	0.0	3605.000	0.68	2023-11-20
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.04	0.13	$0.03	0.00	0.06	0.31	0.35	10.49	10.46	0.04	$4.00	31.00	4	0.0	3637.000	0.03	2023-11-19
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.04	0.13	$0.03	0.00	0.05	0.31	0.35	10.49	10.46	0.04	$4.00	31.00	2	0.0	3637.000	0.03	2023-11-17
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.12	0.39	$0.13	0.01	0.04	0.31	0.43	10.49	10.36	0.12	$12.00	31.00	1	0.0	65.000	0.13	2023-11-16
CHGG231215P00010000	CHGG	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.31	0.31	10.49	10.49	0.00	$0.00	31.00	0	0.0	16.000	-0.00	2023-11-15

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