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View Outliers PnL Drill-Down: CHGG240920C00003000

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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
2024-08-06	CHGG	CHGG240920C00003000	3.00	94.0	55.000	1.031	0.424	0.0	0.7	0.020	0.090	0.790	0.14	2.28	2024-09-20	CALL	Long	0.365	0.439	-0.222

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
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.43	-0.19	3.47	0.14	0.05	2.28	1.85	-0.09	$-9.00	14.00	44	1.0	1496.000	-0.43	2024-09-19
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.52	-0.23	2.91	0.14	0.05	2.28	1.76	-0.09	$-9.00	14.00	43	1.0	1496.000	-0.52	2024-09-18
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.45	-0.20	2.22	0.14	0.05	2.28	1.83	-0.09	$-9.00	14.00	42	1.0	1496.000	-0.45	2024-09-17
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.48	-0.21	1.91	0.14	0.05	2.28	1.80	-0.09	$-9.00	14.00	41	1.0	1496.000	-0.48	2024-09-16
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.44	-0.19	1.59	0.14	0.05	2.28	1.84	-0.09	$-9.00	14.00	39	1.0	1496.000	-0.44	2024-09-14
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.44	-0.19	1.22	0.14	0.05	2.28	1.84	-0.09	$-9.00	14.00	38	1.0	1496.000	-0.44	2024-09-13
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.43	-0.19	1.09	0.14	0.05	2.28	1.85	-0.09	$-9.00	14.00	37	1.0	1496.000	-0.43	2024-09-12
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.38	-0.17	0.88	0.14	0.05	2.28	1.90	-0.09	$-9.00	14.00	36	1.0	1496.000	-0.38	2024-09-11
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.39	-0.17	0.81	0.14	0.05	2.28	1.89	-0.09	$-9.00	14.00	35	1.0	1496.000	-0.39	2024-09-10
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.48	-0.21	0.88	0.14	0.05	2.28	1.80	-0.09	$-9.00	14.00	34	170.0	1496.000	-0.48	2024-09-09
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.38	-0.17	0.72	0.14	0.05	2.28	1.90	-0.09	$-9.00	14.00	33	170.0	1496.000	-0.38	2024-09-08
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.39	-0.17	0.53	0.14	0.05	2.28	1.89	-0.09	$-9.00	14.00	31	170.0	1496.000	-0.39	2024-09-06
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.21	-0.09	0.25	0.14	0.05	2.28	2.07	-0.09	$-9.00	14.00	30	170.0	1496.000	-0.21	2024-09-05
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.20	-0.09	0.19	0.14	0.05	2.28	2.08	-0.09	$-9.00	14.00	29	170.0	1496.000	-0.20	2024-09-04
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.12	-0.05	0.00	0.14	0.05	2.28	2.16	-0.09	$-9.00	14.00	25	170.0	1496.000	-0.12	2024-08-31
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.11	-0.05	-0.06	0.14	0.05	2.28	2.17	-0.09	$-9.00	14.00	24	170.0	1496.000	-0.11	2024-08-30
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.09	-0.04	-0.09	0.14	0.05	2.28	2.19	-0.09	$-9.00	14.00	23	170.0	1496.000	-0.09	2024-08-29
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.14	-0.06	-0.06	0.14	0.05	2.28	2.14	-0.09	$-9.00	14.00	22	170.0	1496.000	-0.14	2024-08-28
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.02	-0.01	-0.78	0.14	0.05	2.28	2.26	-0.09	$-9.00	14.00	21	590.0	1326.000	-0.02	2024-08-27
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$0.00	0.00	-0.23	0.14	0.05	2.28	2.28	-0.09	$-9.00	14.00	20	590.0	746.000	0.00	2024-08-26
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.10	-0.71	$-0.06	-0.03	-0.20	0.14	0.04	2.28	2.22	-0.10	$-10.00	14.00	19	2.0	744.000	-0.06	2024-08-25
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.10	-0.71	$-0.06	-0.03	-0.22	0.14	0.04	2.28	2.22	-0.10	$-10.00	14.00	18	2.0	744.000	-0.06	2024-08-24
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.07	-0.03	-0.22	0.14	0.05	2.28	2.21	-0.09	$-9.00	14.00	17	1.0	744.000	-0.07	2024-08-23
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.14	-0.06	-0.17	0.14	0.05	2.28	2.14	-0.09	$-9.00	14.00	16	1.0	745.000	-0.14	2024-08-22
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$0.01	0.00	-0.02	0.14	0.05	2.28	2.29	-0.09	$-9.00	14.00	15	93.0	638.000	0.01	2024-08-21
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.17	-0.07	-0.16	0.14	0.05	2.28	2.11	-0.09	$-9.00	14.00	14	85.0	564.000	-0.17	2024-08-20
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.08	-0.57	$0.01	0.00	-0.05	0.14	0.06	2.28	2.29	-0.08	$-8.00	14.00	13	70.0	507.000	0.01	2024-08-19
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.23	-0.10	-0.14	0.14	0.05	2.28	2.05	-0.09	$-9.00	14.00	12	100.0	407.000	-0.23	2024-08-18
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.23	-0.10	-0.16	0.14	0.05	2.28	2.05	-0.09	$-9.00	14.00	11	100.0	407.000	-0.23	2024-08-17
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.22	-0.10	-0.17	0.14	0.05	2.28	2.06	-0.09	$-9.00	14.00	10	100.0	407.000	-0.22	2024-08-16
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.30	-0.13	-0.11	0.14	0.05	2.28	1.98	-0.09	$-9.00	14.00	9	94.0	314.000	-0.30	2024-08-15
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.08	-0.57	$-0.29	-0.13	0.20	0.14	0.06	2.28	1.99	-0.08	$-8.00	14.00	8	1.0	314.000	-0.29	2024-08-14
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.07	-0.50	$-0.19	-0.08	0.08	0.14	0.07	2.28	2.09	-0.07	$-7.00	14.00	7	1.0	313.000	-0.19	2024-08-13
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.09	-0.64	$-0.23	-0.10	0.11	0.14	0.05	2.28	2.05	-0.09	$-9.00	14.00	6	8.0	307.000	-0.23	2024-08-12
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.08	-0.57	$-0.18	-0.08	0.02	0.14	0.06	2.28	2.10	-0.08	$-8.00	14.00	3	86.0	221.000	-0.18	2024-08-09
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$-0.02	-0.14	$-0.02	-0.01	0.05	0.14	0.12	2.28	2.26	-0.02	$-2.00	14.00	2	6.0	215.000	-0.02	2024-08-08
CHGG240920C00003000	CHGG	CALL	Long	3.00	Exit OP PnL: $-0.04;Exit EQ PnL: 0.00; Position is Long and position continued to lose. Latest OP price is: $0.10 (EQ: $2.28). Initial OP price was: $0.14 (EQ: $2.28). Surpassed Stop Loss Percentage: -0.2857142857142857142857142857 < -0.16.	$-0.04	-0.29	$-0.07	-0.03	0.09	0.14	0.10	2.28	2.21	-0.04	$-4.00	14.00	1	81.0	142.000	-0.07	2024-08-07
CHGG240920C00003000	CHGG	CALL	Long	3.00	None	$0.00	0.00	$0.00	0.00	0.00	0.14	0.14	2.28	2.28	0.00	$0.00	14.00	0	94.0	55.000	0.00	2024-08-06

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