| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-14 | CHPT | CHPT231215P00003000 | 3.00 | 215.0 | 517.000 | 1.008 | 0.387 | 0.3 | 0.0 | -0.010 | 0.450 | 0.210 | 0.25 | 3.23 | 2023-12-15 | PUT | Long | 0.400 | 0.438 | 0.173 |
| 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 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $-0.05 | -0.20 | $0.33 | 0.10 | 0.62 | 0.25 | 0.20 | 3.23 | 2.90 | -0.05 | $-5.00 | 25.00 | 30 | 3978.0 | 939.000 | 0.33 | 2023-12-14 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.40 | 1.60 | $0.83 | 0.26 | 0.56 | 0.25 | 0.65 | 3.23 | 2.40 | 0.40 | $40.00 | 25.00 | 29 | 48.0 | 955.000 | 0.83 | 2023-12-13 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.55 | 2.20 | $1.02 | 0.32 | 0.49 | 0.25 | 0.80 | 3.23 | 2.21 | 0.55 | $55.00 | 25.00 | 28 | 13.0 | 0.000 | 1.02 | 2023-12-12 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.45 | 1.80 | $0.90 | 0.28 | 1.09 | 0.25 | 0.70 | 3.23 | 2.33 | 0.45 | $45.00 | 25.00 | 27 | 484.0 | 1104.000 | 0.90 | 2023-12-11 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.45 | 1.80 | $0.88 | 0.27 | 0.56 | 0.25 | 0.70 | 3.23 | 2.35 | 0.45 | $45.00 | 25.00 | 24 | 405.0 | 921.000 | 0.88 | 2023-12-08 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.58 | 2.32 | $0.98 | 0.30 | 0.56 | 0.25 | 0.83 | 3.23 | 2.25 | 0.58 | $58.00 | 25.00 | 23 | 550.0 | 849.000 | 0.98 | 2023-12-07 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.77 | 3.08 | $1.18 | 0.37 | 1.32 | 0.25 | 1.02 | 3.23 | 2.05 | 0.77 | $77.00 | 25.00 | 22 | 0.0 | 848.000 | 1.18 | 2023-12-06 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.79 | 3.16 | $1.24 | 0.38 | 1.79 | 0.25 | 1.04 | 3.23 | 1.99 | 0.79 | $79.00 | 25.00 | 21 | 0.0 | 841.000 | 1.24 | 2023-12-05 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.63 | 2.52 | $1.14 | 0.35 | 0.80 | 0.25 | 0.88 | 3.23 | 2.09 | 0.63 | $63.00 | 25.00 | 20 | 0.0 | 835.000 | 1.14 | 2023-12-04 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.79 | 3.16 | $1.21 | 0.37 | 0.79 | 0.25 | 1.04 | 3.23 | 2.02 | 0.79 | $79.00 | 25.00 | 19 | 0.0 | 925.000 | 1.21 | 2023-12-03 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.79 | 3.16 | $1.21 | 0.37 | 0.73 | 0.25 | 1.04 | 3.23 | 2.02 | 0.79 | $79.00 | 25.00 | 18 | 0.0 | 925.000 | 1.21 | 2023-12-02 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.79 | 3.16 | $1.21 | 0.37 | 0.44 | 0.25 | 1.04 | 3.23 | 2.02 | 0.79 | $79.00 | 25.00 | 17 | 0.0 | 925.000 | 1.21 | 2023-12-01 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.90 | 3.60 | $1.37 | 0.42 | 1.85 | 0.25 | 1.15 | 3.23 | 1.86 | 0.90 | $90.00 | 25.00 | 16 | 0.0 | 925.000 | 1.37 | 2023-11-30 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.81 | 3.24 | $1.27 | 0.39 | 0.49 | 0.25 | 1.06 | 3.23 | 1.96 | 0.81 | $81.00 | 25.00 | 15 | 0.0 | 930.000 | 1.27 | 2023-11-29 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.95 | 3.80 | $1.30 | 0.40 | 0.30 | 0.25 | 1.20 | 3.23 | 1.93 | 0.95 | $95.00 | 25.00 | 14 | 0.0 | 930.000 | 1.30 | 2023-11-28 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.79 | 3.16 | $1.41 | 0.44 | 0.12 | 0.25 | 1.04 | 3.23 | 1.82 | 0.79 | $79.00 | 25.00 | 13 | 0.0 | 930.000 | 1.41 | 2023-11-27 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.77 | 3.08 | $1.19 | 0.37 | 0.54 | 0.25 | 1.02 | 3.23 | 2.04 | 0.77 | $77.00 | 25.00 | 10 | 0.0 | 0.000 | 1.19 | 2023-11-24 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.85 | 3.40 | $1.26 | 0.39 | -1.01 | 0.25 | 1.10 | 3.23 | 1.97 | 0.85 | $85.00 | 25.00 | 9 | 0.0 | 0.000 | 1.26 | 2023-11-23 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.83 | 3.32 | $1.24 | 0.38 | 0.07 | 0.25 | 1.08 | 3.23 | 1.99 | 0.83 | $83.00 | 25.00 | 8 | 0.0 | 972.000 | 1.24 | 2023-11-22 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.83 | 3.32 | $1.26 | 0.39 | 0.46 | 0.25 | 1.08 | 3.23 | 1.97 | 0.83 | $83.00 | 25.00 | 7 | 0.0 | 982.000 | 1.26 | 2023-11-21 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.72 | 2.88 | $1.11 | 0.34 | 0.60 | 0.25 | 0.97 | 3.23 | 2.12 | 0.72 | $72.00 | 25.00 | 6 | 0.0 | 711.000 | 1.11 | 2023-11-20 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.80 | 3.20 | $1.21 | 0.37 | 0.27 | 0.25 | 1.05 | 3.23 | 2.02 | 0.80 | $80.00 | 25.00 | 5 | 0.0 | 761.000 | 1.21 | 2023-11-19 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.80 | 3.20 | $1.21 | 0.37 | 0.26 | 0.25 | 1.05 | 3.23 | 2.02 | 0.80 | $80.00 | 25.00 | 3 | 0.0 | 761.000 | 1.21 | 2023-11-17 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.04 | 0.16 | $0.10 | 0.03 | 0.03 | 0.25 | 0.29 | 3.23 | 3.13 | 0.04 | $4.00 | 25.00 | 2 | 0.0 | 634.000 | 0.10 | 2023-11-16 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $-0.03 | -0.12 | $-0.09 | -0.03 | 0.00 | 0.25 | 0.22 | 3.23 | 3.32 | -0.03 | $-3.00 | 25.00 | 1 | 0.0 | 564.000 | -0.09 | 2023-11-15 |
| CHPT231215P00003000 | CHPT | PUT | Long | 3.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.25 | 0.25 | 3.23 | 3.23 | 0.00 | $0.00 | 25.00 | 0 | 0.0 | 517.000 | -0.00 | 2023-11-14 |