EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CHPT241011C00001500

View in yFinance: CHPT

Toggle Display on View Outlier PnL Page
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
2024-09-05	CHPT	CHPT241011C00001500	1.50	13.0	3.000	1.055	0.399	0.0	0.1	0.010	0.120	0.230	0.13	1.38	2024-10-11	CALL	Long	0.475	0.515	-0.180

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
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.12	-0.92	$-0.07	-0.05	0.20	0.13	0.01	1.38	1.31	-0.12	$-12.00	13.00	35	136.0	6410.000	-0.07	2024-10-10
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.12	-0.92	$-0.01	-0.01	0.07	0.13	0.01	1.38	1.37	-0.12	$-12.00	13.00	34	998.0	6290.000	-0.01	2024-10-09
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.10	-0.77	$0.09	0.07	-0.34	0.13	0.03	1.38	1.47	-0.10	$-10.00	13.00	32	3963.0	4262.000	0.09	2024-10-07
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.09	-0.69	$0.04	0.03	-0.09	0.13	0.04	1.38	1.42	-0.09	$-9.00	13.00	30	3275.0	3306.000	0.04	2024-10-05
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.09	-0.69	$0.04	0.03	-0.27	0.13	0.04	1.38	1.42	-0.09	$-9.00	13.00	29	3256.0	3306.000	0.04	2024-10-04
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.10	-0.77	$-0.02	-0.01	-0.21	0.13	0.03	1.38	1.36	-0.10	$-10.00	13.00	28	1962.0	2262.000	-0.02	2024-10-03
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.11	-0.85	$-0.08	-0.06	-0.06	0.13	0.02	1.38	1.30	-0.11	$-11.00	13.00	27	93.0	2192.000	-0.08	2024-10-02
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.10	-0.77	$-0.08	-0.06	-0.09	0.13	0.03	1.38	1.30	-0.10	$-10.00	13.00	26	312.0	2381.000	-0.08	2024-10-01
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.10	-0.77	$-0.01	-0.01	-0.24	0.13	0.03	1.38	1.37	-0.10	$-10.00	13.00	25	677.0	1911.000	-0.01	2024-09-30
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.07	-0.54	$-0.01	-0.01	-0.80	0.13	0.06	1.38	1.37	-0.07	$-7.00	13.00	24	120.0	1911.000	-0.01	2024-09-29
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.07	-0.54	$-0.01	-0.01	-0.09	0.13	0.06	1.38	1.37	-0.07	$-7.00	13.00	23	120.0	1845.000	-0.01	2024-09-28
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.08	-0.62	$-0.01	-0.01	-0.18	0.13	0.05	1.38	1.37	-0.08	$-8.00	13.00	22	119.0	1845.000	-0.01	2024-09-27
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.08	-0.62	$-0.02	-0.01	-0.21	0.13	0.05	1.38	1.36	-0.08	$-8.00	13.00	21	148.0	1761.000	-0.02	2024-09-26
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.09	-0.69	$-0.03	-0.02	-0.16	0.13	0.04	1.38	1.35	-0.09	$-9.00	13.00	20	26.0	1748.000	-0.03	2024-09-25
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.05	-0.38	$0.04	0.03	-0.26	0.13	0.08	1.38	1.42	-0.05	$-5.00	13.00	19	688.0	1364.000	0.04	2024-09-24
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.08	-0.62	$-0.03	-0.02	-0.16	0.13	0.05	1.38	1.35	-0.08	$-8.00	13.00	18	305.0	1252.000	-0.03	2024-09-23
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.05	-0.38	$-0.01	-0.01	-0.93	0.13	0.08	1.38	1.37	-0.05	$-5.00	13.00	17	22.0	0.000	-0.01	2024-09-22
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.06	-0.46	$0.00	0.00	-0.09	0.13	0.07	1.38	1.38	-0.06	$-6.00	13.00	15	20.0	1241.000	0.00	2024-09-20
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$0.01	0.08	$0.04	0.03	-0.12	0.13	0.14	1.38	1.42	0.01	$1.00	13.00	14	12.0	1236.000	0.04	2024-09-19
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$0.01	0.08	$0.07	0.05	0.00	0.13	0.14	1.38	1.45	0.01	$1.00	13.00	13	1234.0	373.000	0.07	2024-09-18
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$0.01	0.08	$0.13	0.09	-0.21	0.13	0.14	1.38	1.51	0.01	$1.00	13.00	12	84.0	380.000	0.13	2024-09-17
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.03	-0.23	$-0.02	-0.01	-0.07	0.13	0.10	1.38	1.36	-0.03	$-3.00	13.00	11	13.0	400.000	-0.02	2024-09-16
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.04	-0.31	$-0.01	-0.01	-0.04	0.13	0.09	1.38	1.37	-0.04	$-4.00	13.00	9	86.0	338.000	-0.01	2024-09-14
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.04	-0.31	$-0.01	-0.01	-0.12	0.13	0.09	1.38	1.37	-0.04	$-4.00	13.00	8	86.0	338.000	-0.01	2024-09-13
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.06	-0.46	$-0.06	-0.04	-0.10	0.13	0.07	1.38	1.32	-0.06	$-6.00	13.00	7	31.0	308.000	-0.06	2024-09-12
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.05	-0.38	$-0.04	-0.03	-0.20	0.13	0.08	1.38	1.34	-0.05	$-5.00	13.00	6	48.0	227.000	-0.04	2024-09-11
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.08	-0.62	$-0.10	-0.07	-0.13	0.13	0.05	1.38	1.28	-0.08	$-8.00	13.00	5	42.0	159.000	-0.10	2024-09-10
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.07	-0.54	$-0.10	-0.07	-0.01	0.13	0.06	1.38	1.28	-0.07	$-7.00	13.00	4	168.0	53.000	-0.10	2024-09-09
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$-0.03	-0.23	$-0.07	-0.05	-0.15	0.13	0.10	1.38	1.31	-0.03	$-3.00	13.00	3	38.0	15.000	-0.07	2024-09-08
CHPT241011C00001500	CHPT	CALL	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.06	$-0.01	-0.08	$-0.07	-0.05	-0.03	0.13	0.12	1.38	1.31	-0.01	$-1.00	13.00	1	25.0	15.000	-0.07	2024-09-06
CHPT241011C00001500	CHPT	CALL	Long	1.50	None	$0.00	0.00	$0.00	0.00	0.00	0.13	0.13	1.38	1.38	0.00	$0.00	13.00	0	13.0	3.000	0.00	2024-09-05

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