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View Outliers PnL Drill-Down: CHPT240802P00001500

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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
2024-07-03 CHPT CHPT240802P00001500 1.50 415.0 0.000 1.008 0.300 0.2 0.0 0.000 0.270 0.100 0.12 1.66 2024-08-02 PUT Long 0.371 0.402 0.161

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
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.11 -0.92 $-0.43 -0.26 0.62 0.12 0.01 1.66 2.09 -0.11 $-11.00 12.00 26 10.0 1601.000 -0.43 2024-07-29
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.11 -0.92 $-0.53 -0.32 0.37 0.12 0.01 1.66 2.19 -0.11 $-11.00 12.00 23 11.0 1600.000 -0.53 2024-07-26
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.11 -0.92 $-0.37 -0.22 0.40 0.12 0.01 1.66 2.03 -0.11 $-11.00 12.00 22 40.0 1586.000 -0.37 2024-07-25
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.09 -0.75 $-0.27 -0.16 0.27 0.12 0.03 1.66 1.93 -0.09 $-9.00 12.00 21 26.0 1563.000 -0.27 2024-07-24
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.09 -0.75 $-0.46 -0.28 0.49 0.12 0.03 1.66 2.12 -0.09 $-9.00 12.00 20 447.0 1250.000 -0.46 2024-07-23
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.10 -0.83 $-0.34 -0.20 0.27 0.12 0.02 1.66 2.00 -0.10 $-10.00 12.00 19 130.0 1142.000 -0.34 2024-07-22
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.09 -0.75 $-0.31 -0.19 0.21 0.12 0.03 1.66 1.97 -0.09 $-9.00 12.00 16 16.0 1130.000 -0.31 2024-07-19
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.09 -0.75 $-0.40 -0.24 0.24 0.12 0.03 1.66 2.06 -0.09 $-9.00 12.00 15 9.0 1124.000 -0.40 2024-07-18
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.11 -0.92 $-0.49 -0.30 0.30 0.12 0.01 1.66 2.15 -0.11 $-11.00 12.00 14 24.0 1124.000 -0.49 2024-07-17
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.11 -0.92 $-0.71 -0.43 0.49 0.12 0.01 1.66 2.37 -0.11 $-11.00 12.00 13 24.0 1138.000 -0.71 2024-07-16
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.08 -0.67 $-0.52 -0.31 0.27 0.12 0.04 1.66 2.18 -0.08 $-8.00 12.00 12 451.0 694.000 -0.52 2024-07-15
CHPT240802P00001500 CHPT PUT Long 1.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.09 -0.75 $-0.54 -0.33 0.38 0.12 0.03 1.66 2.20 -0.09 $-9.00 12.00 9 1.0 695.000 -0.54 2024-07-12
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.09 -0.75 $-0.27 -0.16 -0.01 0.12 0.03 1.66 1.93 -0.09 $-9.00 12.00 8 8.0 644.000 -0.27 2024-07-11
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.08 -0.67 $-0.26 -0.16 0.09 0.12 0.04 1.66 1.92 -0.08 $-8.00 12.00 7 61.0 585.000 -0.26 2024-07-10
CHPT240802P00001500 CHPT PUT Long 1.50 None $-0.06 -0.50 $-0.11 -0.07 -0.02 0.12 0.06 1.66 1.77 -0.06 $-6.00 12.00 6 142.0 529.000 -0.11 2024-07-09
CHPT240802P00001500 CHPT PUT Long 1.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.07 -0.58 $-0.20 -0.12 -0.15 0.12 0.05 1.66 1.86 -0.07 $-7.00 12.00 5 14.0 517.000 -0.20 2024-07-08
CHPT240802P00001500 CHPT PUT Long 1.50 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -0.08 $-0.06 -0.50 $-0.16 -0.10 0.01 0.12 0.06 1.66 1.82 -0.06 $-6.00 12.00 2 60.0 481.000 -0.16 2024-07-05
CHPT240802P00001500 CHPT PUT Long 1.50 None $0.00 0.00 $-0.00 -0.00 0.02 0.12 0.12 1.66 1.66 0.00 $0.00 12.00 1 415.0 0.000 -0.00 2024-07-04
CHPT240802P00001500 CHPT PUT Long 1.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.12 0.12 1.66 1.66 0.00 $0.00 12.00 0 415.0 0.000 -0.00 2024-07-03

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