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View Outliers PnL Drill-Down: CHPT231208P00003000

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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
2023-11-02	CHPT	CHPT231208P00003000	3.00	2.0	5.000	0.848	0.334	0.1	0.2	-0.010	0.220	0.320	0.42	2.89	2023-12-08	PUT	Long	0.349	0.384	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	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
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.32	0.76	$0.64	0.22	2.53	0.42	0.74	2.89	2.25	0.32	$32.00	42.00	35	138.0	177.000	0.64	2023-12-07
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.58	1.38	$0.84	0.29	2.43	0.42	1.00	2.89	2.05	0.58	$58.00	42.00	34	0.0	140.000	0.84	2023-12-06
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.59	1.40	$0.90	0.31	3.65	0.42	1.01	2.89	1.99	0.59	$59.00	42.00	33	0.0	143.000	0.90	2023-12-05
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.51	1.21	$0.80	0.28	3.46	0.42	0.93	2.89	2.09	0.51	$51.00	42.00	32	0.0	146.000	0.80	2023-12-04
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.60	1.43	$0.87	0.30	1.09	0.42	1.02	2.89	2.02	0.60	$60.00	42.00	31	0.0	148.000	0.87	2023-12-03
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.60	1.43	$0.87	0.30	0.96	0.42	1.02	2.89	2.02	0.60	$60.00	42.00	30	0.0	148.000	0.87	2023-12-02
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.60	1.43	$0.87	0.30	0.53	0.42	1.02	2.89	2.02	0.60	$60.00	42.00	29	0.0	148.000	0.87	2023-12-01
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.68	1.62	$1.03	0.36	2.56	0.42	1.10	2.89	1.86	0.68	$68.00	42.00	28	0.0	149.000	1.03	2023-11-30
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.61	1.45	$0.93	0.32	1.14	0.42	1.03	2.89	1.96	0.61	$61.00	42.00	27	0.0	148.000	0.93	2023-11-29
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.73	1.74	$0.96	0.33	1.14	0.42	1.15	2.89	1.93	0.73	$73.00	42.00	26	0.0	179.000	0.96	2023-11-28
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.60	1.43	$1.07	0.37	0.59	0.42	1.02	2.89	1.82	0.60	$60.00	42.00	25	0.0	179.000	1.07	2023-11-27
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.64	1.52	$0.85	0.29	1.22	0.42	1.06	2.89	2.04	0.64	$64.00	42.00	22	0.0	0.000	0.85	2023-11-24
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.64	1.52	$0.92	0.32	-0.85	0.42	1.06	2.89	1.97	0.64	$64.00	42.00	21	0.0	0.000	0.92	2023-11-23
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.65	1.55	$0.90	0.31	0.96	0.42	1.07	2.89	1.99	0.65	$65.00	42.00	20	0.0	175.000	0.90	2023-11-22
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.65	1.55	$0.92	0.32	1.10	0.42	1.07	2.89	1.97	0.65	$65.00	42.00	19	0.0	175.000	0.92	2023-11-21
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.52	1.24	$0.77	0.27	1.10	0.42	0.94	2.89	2.12	0.52	$52.00	42.00	18	0.0	173.000	0.77	2023-11-20
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.63	1.50	$0.87	0.30	0.84	0.42	1.05	2.89	2.02	0.63	$63.00	42.00	17	0.0	158.000	0.87	2023-11-19
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.63	1.50	$0.87	0.30	0.80	0.42	1.05	2.89	2.02	0.63	$63.00	42.00	15	0.0	158.000	0.87	2023-11-17
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$-0.15	-0.36	$-0.24	-0.08	0.22	0.42	0.27	2.89	3.13	-0.15	$-15.00	42.00	14	0.0	135.000	-0.24	2023-11-16
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$-0.23	-0.55	$-0.43	-0.15	0.17	0.42	0.19	2.89	3.32	-0.23	$-23.00	42.00	13	0.0	118.000	-0.43	2023-11-15
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$-0.21	-0.50	$-0.34	-0.12	0.07	0.42	0.21	2.89	3.23	-0.21	$-21.00	42.00	12	0.0	97.000	-0.34	2023-11-14
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.05	0.12	$0.15	0.05	-0.11	0.42	0.47	2.89	2.74	0.05	$5.00	42.00	11	0.0	89.000	0.15	2023-11-13
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.11	0.26	$0.18	0.06	0.21	0.42	0.53	2.89	2.71	0.11	$11.00	42.00	8	0.0	99.000	0.18	2023-11-10
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.06	0.14	$0.20	0.07	-0.85	0.42	0.48	2.89	2.69	0.06	$6.00	42.00	7	0.0	0.000	0.20	2023-11-09
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.06	0.14	$0.20	0.07	0.18	0.42	0.48	2.89	2.69	0.06	$6.00	42.00	6	0.0	99.000	0.20	2023-11-08
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.06	0.14	$0.15	0.05	0.18	0.42	0.48	2.89	2.74	0.06	$6.00	42.00	5	0.0	100.000	0.15	2023-11-07
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.04	0.10	$0.07	0.02	0.10	0.42	0.46	2.89	2.82	0.04	$4.00	42.00	4	0.0	61.000	0.07	2023-11-06
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.04	0.10	$0.07	0.02	0.10	0.42	0.46	2.89	2.82	0.04	$4.00	42.00	3	0.0	61.000	0.07	2023-11-05
CHPT231208P00003000	CHPT	PUT	Long	3.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.07; Exit EQ PnL: -0.19	$-0.07	-0.17	$-0.19	-0.07	0.06	0.42	0.35	2.89	3.08	-0.07	$-7.00	42.00	1	0.0	7.000	-0.19	2023-11-03
CHPT231208P00003000	CHPT	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.42	0.42	2.89	2.89	0.00	$0.00	42.00	0	2.0	5.000	-0.00	2023-11-02

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