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View Outliers PnL Drill-Down: CHGG240719P00003000

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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
2024-06-18	CHGG	CHGG240719P00003000	3.00	987.0	1064.000	0.820	0.261	0.1	0.1	-0.010	0.280	0.230	0.30	3.04	2024-07-19	PUT	Long	0.403	0.406	0.033

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
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.37	-0.92	$-0.57	-0.21	0.30	0.40	0.03	2.69	3.26	-0.37	$-37.00	40.00	30	18.0	1526.000	-0.57	2024-07-18
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.37	-0.92	$-0.86	-0.32	1.02	0.40	0.03	2.69	3.55	-0.37	$-37.00	40.00	29	20.0	1516.000	-0.86	2024-07-17
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.35	-0.88	$-1.03	-0.38	0.67	0.40	0.05	2.69	3.72	-0.35	$-35.00	40.00	28	18.0	1502.000	-1.03	2024-07-16
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.30	-0.75	$-0.48	-0.18	0.11	0.40	0.10	2.69	3.17	-0.30	$-30.00	40.00	27	159.0	1492.000	-0.48	2024-07-15
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.20	-0.50	$-0.28	-0.10	0.03	0.40	0.20	2.69	2.97	-0.20	$-20.00	40.00	24	23.0	1477.000	-0.28	2024-07-12
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.17	-0.42	$-0.23	-0.09	0.10	0.40	0.23	2.69	2.92	-0.17	$-17.00	40.00	23	60.0	1436.000	-0.23	2024-07-11
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.05	-0.12	$0.01	0.00	-0.39	0.40	0.35	2.69	2.68	-0.05	$-5.00	40.00	22	127.0	1579.000	0.01	2024-07-10
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.09	-0.22	$-0.11	-0.04	0.02	0.40	0.31	2.69	2.80	-0.09	$-9.00	40.00	21	25.0	1585.000	-0.11	2024-07-09
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.15	-0.38	$-0.22	-0.08	-0.06	0.40	0.25	2.69	2.91	-0.15	$-15.00	40.00	20	48.0	1584.000	-0.22	2024-07-08
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.05	-0.12	$-0.09	-0.03	-0.07	0.40	0.35	2.69	2.78	-0.05	$-5.00	40.00	17	33.0	1579.000	-0.09	2024-07-05
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.15	-0.38	$-0.19	-0.07	-0.04	0.40	0.25	2.69	2.88	-0.15	$-15.00	40.00	16	1.0	0.000	-0.19	2024-07-04
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.15	-0.38	$-0.19	-0.07	-0.06	0.40	0.25	2.69	2.88	-0.15	$-15.00	40.00	15	1.0	0.000	-0.19	2024-07-03
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.10	-0.25	$-0.20	-0.07	-0.06	0.40	0.30	2.69	2.89	-0.10	$-10.00	40.00	14	162.0	1569.000	-0.20	2024-07-02
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.15	-0.38	$-0.29	-0.11	-0.18	0.40	0.25	2.69	2.98	-0.15	$-15.00	40.00	13	271.0	1446.000	-0.29	2024-07-01
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.20	-0.50	$-0.48	-0.18	-0.06	0.40	0.20	2.69	3.17	-0.20	$-20.00	40.00	10	81.0	1391.000	-0.48	2024-06-28
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.15	-0.38	$-0.27	-0.10	-0.04	0.40	0.25	2.69	2.96	-0.15	$-15.00	40.00	9	30.0	1409.000	-0.27	2024-06-27
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.10	-0.25	$-0.26	-0.10	-0.09	0.40	0.30	2.69	2.95	-0.10	$-10.00	40.00	7	14.0	1399.000	-0.26	2024-06-25
CHGG240719P00003000	CHGG	PUT	Long	3.00	None	$-0.10	-0.25	$-0.33	-0.12	0.00	0.40	0.30	2.69	3.02	-0.10	$-10.00	40.00	6	14.0	1388.000	-0.33	2024-06-24
CHGG240719P00003000	CHGG	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.40	0.40	2.69	2.69	0.00	$0.00	40.00	0	990.0	1064.000	-0.00	2024-06-18

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