| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-14 | CHPT | CHPT240614P00002000 | 2.00 | 2.0 | 210.000 | 0.953 | 0.307 | 0.1 | 0.1 | -0.010 | 0.180 | 0.220 | 0.51 | 1.96 | 2024-06-14 | PUT | Long | 0.340 | 0.348 | 0.070 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.09 | -0.25 | $0.12 | 0.07 | 0.73 | 0.36 | 0.27 | 1.84 | 1.72 | -0.09 | $-9.00 | 36.00 | 30 | 57.0 | 1473.000 | 0.12 | 2024-06-13 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.18 | -0.50 | $0.03 | 0.02 | -0.02 | 0.36 | 0.18 | 1.84 | 1.81 | -0.18 | $-18.00 | 36.00 | 29 | 1985.0 | 448.000 | 0.03 | 2024-06-12 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.12 | -0.33 | $0.05 | 0.03 | 0.10 | 0.36 | 0.24 | 1.84 | 1.79 | -0.12 | $-12.00 | 36.00 | 28 | 8.0 | 449.000 | 0.05 | 2024-06-11 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.12 | -0.33 | $0.05 | 0.03 | -0.06 | 0.36 | 0.24 | 1.84 | 1.79 | -0.12 | $-12.00 | 36.00 | 27 | 52.0 | 411.000 | 0.05 | 2024-06-10 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.12 | -0.33 | $0.04 | 0.02 | 0.07 | 0.36 | 0.24 | 1.84 | 1.80 | -0.12 | $-12.00 | 36.00 | 26 | 21.0 | 403.000 | 0.04 | 2024-06-09 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.12 | -0.33 | $0.04 | 0.02 | 0.01 | 0.36 | 0.24 | 1.84 | 1.80 | -0.12 | $-12.00 | 36.00 | 24 | 21.0 | 403.000 | 0.04 | 2024-06-07 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.12 | -0.33 | $0.01 | 0.01 | 0.04 | 0.36 | 0.24 | 1.84 | 1.83 | -0.12 | $-12.00 | 36.00 | 23 | 101.0 | 380.000 | 0.01 | 2024-06-06 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.01 | 0.03 | $0.12 | 0.07 | 0.38 | 0.36 | 0.37 | 1.84 | 1.72 | 0.01 | $1.00 | 36.00 | 22 | 234.0 | 356.000 | 0.12 | 2024-06-05 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.04 | 0.11 | $0.16 | 0.09 | 0.27 | 0.36 | 0.40 | 1.84 | 1.68 | 0.04 | $4.00 | 36.00 | 21 | 1.0 | 356.000 | 0.16 | 2024-06-04 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.07 | 0.19 | $0.19 | 0.10 | 0.29 | 0.36 | 0.43 | 1.84 | 1.65 | 0.07 | $7.00 | 36.00 | 20 | 17.0 | 350.000 | 0.19 | 2024-06-03 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.03 | 0.08 | $0.15 | 0.08 | 0.44 | 0.36 | 0.39 | 1.84 | 1.69 | 0.03 | $3.00 | 36.00 | 17 | 100.0 | 0.000 | 0.15 | 2024-05-31 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.08 | 0.22 | $0.08 | 0.04 | 0.09 | 0.36 | 0.44 | 1.84 | 1.76 | 0.08 | $8.00 | 36.00 | 16 | 3.0 | 300.000 | 0.08 | 2024-05-30 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.08 | 0.22 | $0.20 | 0.11 | 0.40 | 0.36 | 0.44 | 1.84 | 1.64 | 0.08 | $8.00 | 36.00 | 15 | 3.0 | 300.000 | 0.20 | 2024-05-29 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.04 | 0.11 | $0.13 | 0.07 | 0.07 | 0.36 | 0.40 | 1.84 | 1.71 | 0.04 | $4.00 | 36.00 | 14 | 3.0 | 297.000 | 0.13 | 2024-05-28 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.01 | 0.03 | $0.06 | 0.03 | 0.15 | 0.36 | 0.37 | 1.84 | 1.78 | 0.01 | $1.00 | 36.00 | 13 | 22.0 | 275.000 | 0.06 | 2024-05-27 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.01 | 0.03 | $0.06 | 0.03 | 0.12 | 0.36 | 0.37 | 1.84 | 1.78 | 0.01 | $1.00 | 36.00 | 10 | 22.0 | 275.000 | 0.06 | 2024-05-24 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.04 | -0.11 | $0.12 | 0.07 | -0.13 | 0.36 | 0.32 | 1.84 | 1.72 | -0.04 | $-4.00 | 36.00 | 9 | 3.0 | 275.000 | 0.12 | 2024-05-23 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.04 | -0.11 | $0.05 | 0.03 | 1.38 | 0.36 | 0.32 | 1.84 | 1.79 | -0.04 | $-4.00 | 36.00 | 8 | 3.0 | 272.000 | 0.05 | 2024-05-22 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.02 | 0.06 | $0.09 | 0.05 | 0.03 | 0.36 | 0.38 | 1.84 | 1.75 | 0.02 | $2.00 | 36.00 | 7 | 1.0 | 271.000 | 0.09 | 2024-05-21 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.01 | 0.03 | $0.07 | 0.04 | -1.21 | 0.36 | 0.37 | 1.84 | 1.77 | 0.01 | $1.00 | 36.00 | 6 | 3.0 | 0.000 | 0.07 | 2024-05-20 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.03 | -0.08 | $-0.07 | -0.04 | 0.13 | 0.36 | 0.33 | 1.84 | 1.91 | -0.03 | $-3.00 | 36.00 | 5 | 24.0 | 246.000 | -0.07 | 2024-05-19 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.03 | -0.08 | $-0.07 | -0.04 | 0.10 | 0.36 | 0.33 | 1.84 | 1.91 | -0.03 | $-3.00 | 36.00 | 4 | 24.0 | 246.000 | -0.07 | 2024-05-18 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $-0.03 | -0.08 | $-0.07 | -0.04 | 0.09 | 0.36 | 0.33 | 1.84 | 1.91 | -0.03 | $-3.00 | 36.00 | 3 | 24.0 | 246.000 | -0.07 | 2024-05-17 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.06 | $0.00 | 0.00 | $-0.05 | -0.03 | 0.02 | 0.36 | 0.36 | 1.84 | 1.89 | 0.00 | $0.00 | 36.00 | 1 | 53.0 | 210.000 | -0.05 | 2024-05-15 |
| CHPT240614P00002000 | CHPT | PUT | Long | 2.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.36 | 0.36 | 1.84 | 1.84 | 0.00 | $0.00 | 36.00 | 0 | 1.0 | 210.000 | -0.00 | 2024-05-14 |