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View Outliers PnL Drill-Down: CHPT231110C00004000

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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
2023-10-11 CHPT CHPT231110C00004000 4.00 326.0 84.000 0.973 0.290 0.0 0.3 0.010 0.280 0.490 0.34 3.78 2023-11-10 CALL Long 0.292 0.334 -0.158

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 CHPT 0.636 0.129 0.326 0.231 0.243 0.013 1.16 -0.903 0.0000 1.09 2.68 21 1y 1.24

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
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.09 -0.29 2.78 0.34 0.01 3.78 2.69 -0.33 $-33.00 34.00 29 0.0 1776.000 -1.09 2023-11-09
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.09 -0.29 2.78 0.34 0.01 3.78 2.69 -0.33 $-33.00 34.00 28 0.0 1776.000 -1.09 2023-11-08
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.04 -0.28 1.53 0.34 0.01 3.78 2.74 -0.33 $-33.00 34.00 27 0.0 1765.000 -1.04 2023-11-07
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-0.96 -0.25 0.65 0.34 0.01 3.78 2.82 -0.33 $-33.00 34.00 26 0.0 1667.000 -0.96 2023-11-06
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-0.96 -0.25 0.65 0.34 0.01 3.78 2.82 -0.33 $-33.00 34.00 25 0.0 1667.000 -0.96 2023-11-05
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.32 -0.94 $-0.70 -0.19 0.15 0.34 0.02 3.78 3.08 -0.32 $-32.00 34.00 23 0.0 888.000 -0.70 2023-11-03
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-0.89 -0.24 0.15 0.34 0.01 3.78 2.89 -0.33 $-33.00 34.00 22 0.0 739.000 -0.89 2023-11-02
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.27 -0.34 0.40 0.34 0.01 3.78 2.51 -0.33 $-33.00 34.00 21 0.0 739.000 -1.27 2023-11-01
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.24 -0.33 0.34 0.34 0.01 3.78 2.54 -0.33 $-33.00 34.00 20 0.0 739.000 -1.24 2023-10-31
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.32 -0.35 0.40 0.34 0.01 3.78 2.46 -0.33 $-33.00 34.00 19 0.0 739.000 -1.32 2023-10-30
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.31 -0.91 $-1.29 -0.34 0.50 0.34 0.03 3.78 2.49 -0.31 $-31.00 34.00 16 0.0 668.000 -1.29 2023-10-27
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.36 -0.36 -0.47 0.34 0.01 3.78 2.42 -0.33 $-33.00 34.00 15 0.0 668.000 -1.36 2023-10-26
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-1.17 -0.31 0.28 0.34 0.01 3.78 2.61 -0.33 $-33.00 34.00 14 0.0 668.000 -1.17 2023-10-25
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.32 -0.94 $-1.01 -0.27 -0.04 0.34 0.02 3.78 2.77 -0.32 $-32.00 34.00 13 0.0 725.000 -1.01 2023-10-24
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.33 -0.97 $-0.98 -0.26 0.06 0.34 0.01 3.78 2.80 -0.33 $-33.00 34.00 12 0.0 645.000 -0.98 2023-10-23
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.27 -0.79 $-0.67 -0.18 0.01 0.34 0.07 3.78 3.11 -0.27 $-27.00 34.00 8 0.0 645.000 -0.67 2023-10-19
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.26 -0.76 $-0.54 -0.14 -0.12 0.34 0.08 3.78 3.24 -0.26 $-26.00 34.00 7 0.0 401.000 -0.54 2023-10-18
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.21 -0.62 $-0.14 -0.04 -0.23 0.34 0.13 3.78 3.64 -0.21 $-21.00 34.00 6 0.0 373.000 -0.14 2023-10-17
CHPT231110C00004000 CHPT CALL Long 4.00 None $-0.25 -0.74 $-0.40 -0.11 -0.14 0.34 0.09 3.78 3.38 -0.25 $-25.00 34.00 5 0.0 345.000 -0.40 2023-10-16
CHPT231110C00004000 CHPT CALL Long 4.00 Manually triggered. Moving in unfavorable direction. $-0.20 -0.59 $-0.34 -0.09 -0.10 0.34 0.14 3.78 3.44 -0.20 $-20.00 34.00 2 0.0 336.000 -0.34 2023-10-13
CHPT231110C00004000 CHPT CALL Long 4.00 None $0.00 0.00 $0.00 0.00 0.00 0.34 0.34 3.78 3.78 0.00 $0.00 34.00 0 0.0 84.000 0.00 2023-10-11

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